N-MFP2
0000822977
XXXXXXXX
2021-05-28
0000822977
549300BRJMXN4GUWZ402
S000009242
13
N
N
033-17619
Goldman Sachs Asset Management, L.P.
801-37591
PricewaterhouseCoopers LLP
Boston
MA
Goldman Sachs Asset Management, L.P.
The Bank of New York Mellon
Goldman Sachs & Co. LLC
0000734700
084-01100
N
N
N
Exempt Government
Government/Agency
N
25
81
147119456196.84
142577645031.43
152345920381.59
154862842078.38
174082217543.15
170151405684.69
179956100704.02
182385122865.98
0.00
0.7402
0.7326
0.7451
0.7511
0.8758
0.8742
0.8801
0.8846
0.0000
1515266.34
204735824318.09
204707066905.95
1481106963.80
2612446776.46
203577242359.63
203576220672.7400
1.0000
0.0006
1.0002
1.0002
1.0002
1.0001
0.0000
C000025196
10000000.00
186826640358.77
186825702737.5900
1.0002
1.0002
1.0002
1.0001
0.0000
13584619430.48
24093242614.10
19525503226.40
23929314000.94
28723697063.23
19717445672.18
22396212801.67
23426408339.97
0.00
0.00
84230032521.78
91166410627.19
0.0002
Y
For Institutional Shares the Investment Adviser waived $19,497,720 of Management Fees; and Goldman Sachs & Co. LLC waived $1,577,673 of Transfer Agency Fees.
C000025197
10000000.00
6490202113.02
6490169540.8500
1.0002
1.0002
1.0002
1.0001
0.0000
590973354.57
388790306.58
361051836.69
328845821.35
548351650.56
517236922.80
421868511.57
259211752.70
0.00
0.00
1922245353.39
1494084803.43
0.0002
Y
For Administration Shares the Investment Adviser waived $659,169 of Management Fees; and Goldman Sachs & Co. LLC waived $1,333,139 of Admin Fees and $53,332 of Transfer Agency Fees.
C000025198
10000000.00
916987583.40
916982981.3400
1.0002
1.0002
1.0002
1.0001
0.0000
123035765.97
40946947.05
47641809.84
128386822.56
30010870.80
30684763.04
43625998.08
57337876.98
0.00
0.00
244314444.69
257356409.63
0.0002
Y
For Service Shares the Investment Adviser waived $98,896 of Management Fees; and Goldman Sachs & Co. LLC waived $400,010 of Admin Fees and $8,001 of Transfer Agency Fees.
C000025199
10000000.00
1117872489.48
1117866879.2500
1.0002
1.0002
1.0002
1.0001
0.0000
96935039.98
48535863.13
338695695.85
104410227.55
84948216.03
83353991.56
68689785.85
109664254.02
0.00
0.00
589268737.71
345964336.26
0.0002
Y
For Preferred Shares the Investment Adviser waived $114,049 of Management Fees; and Goldman Sachs & Co. LLC waived $92,265 of Admin Fees and $9,228 of Transfer Agency Fees.
C000025200
10000000.00
919532979.71
919528364.8800
1.0002
1.0002
1.0002
1.0001
0.0000
17924490.69
17202024.62
109026199.67
107366364.33
442469470.07
25382470.53
29966559.94
29957462.36
0.00
0.00
599386720.37
179908321.84
0.0002
Y
For Select Shares the Investment Adviser waived $70,655 of Management Fees; and Goldman Sachs & Co. LLC waived $17,159 of Admin Fees and $5,721 of Transfer Agency Fees.
C000025201
10000000.00
1260715145.45
1260708818.3400
1.0002
1.0002
1.0002
1.0001
0.0000
86426023.24
168807890.97
218097431.65
159190296.63
162479582.03
180341255.05
189312025.45
161886148.78
0.00
0.00
656315062.37
670225591.43
0.0002
Y
For Capital Shares the Investment Adviser waived $131,428 of Management Fees; and Goldman Sachs & Co. LLC waived $159,483 of Admin Fees and $10,633 of Transfer Agency Fees.
C000088802
10000000.00
294949718.18
294948237.9200
1.0002
1.0002
1.0002
1.0001
0.0000
19109985.89
17775302.89
1837045.67
16919625.94
4153217.24
7072048.55
6212296.90
18116610.39
0.00
0.00
31312545.70
59883587.77
0.0002
Y
For Cash Management Shares the Investment Adviser waived $32,921 of Management Fees; and Goldman Sachs & Co. LLC waived $133,158 of Admin Fees, $79,895 of Distribution or Servicing Fees and $2,663 of Transfer Agency Fees.
C000088803
10000000.00
211663649.69
211662587.4200
1.0002
1.0002
1.0002
1.0001
0.0000
2489562.90
10526444.31
6979568.97
4082764.16
3028466.99
9991055.96
16679489.09
3366671.75
0.00
0.00
29177087.95
27966936.18
0.0002
Y
For Premier Shares the Investment Adviser waived $21,437 of Management Fees; and Goldman Sachs & Co. LLC waived $60,696 of Admin Fees and $1,734 of Transfer Agency Fees.
C000088804
10000000.00
83025206.79
83024790.1200
1.0002
1.0002
1.0002
1.0001
0.0000
4441581.79
44452.10
861188.32
1496969.91
224678.20
17563458.24
36258.07
7428101.26
0.00
0.00
5563706.38
26532981.51
0.0002
Y
For Resource Shares the Investment Adviser waived $10,418 of Management Fees; and Goldman Sachs & Co. LLC waived $42,127 of Admin Fees, $12,638 of Distribution or Servicing Fees and $843 of Transfer Agency Fees.
C000166882
1000.00
388038023.89
388036076.4600
1.0002
1.0002
1.0002
1.0001
0.0000
7695332.07
5039234.73
6710695.24
3435349.96
9322269.88
5780111.77
6478293.47
8363444.77
0.00
0.00
30206590.66
22618141.23
0.0002
Y
For Class A Shares the Investment Adviser waived $40,524 of Management Fees; and Goldman Sachs & Co. LLC waived and $81,964 of Distribution or Servicing Fees$3,279 of Transfer Agency Fees.
C000166883
1000.00
5056127.83
5056102.4500
1.0002
1.0002
1.0002
1.0001
0.0000
6253.45
188903.56
11625.53
128486.24
7019.42
0.00
22156.98
230747.62
0.00
0.00
47055.38
548137.42
0.0002
Y
For Class C Shares the Investment Adviser waived $554 of Management Fees; and Goldman Sachs & Co. LLC waived $4,485 of Admin Fees and $45 of Transfer Agency Fees.
C000167141
1.00
124598008.69
124597383.3800
1.0002
1.0002
1.0002
1.0001
0.0000
22074700.04
36671651.27
9497656.68
5495979.89
21836111.51
5141430.04
8584780.58
2129301.32
0.00
0.00
61993248.81
49438362.52
0.0002
Y
For Class R6 Shares the Investment Adviser waived $11,720 of Management Fees; and Goldman Sachs & Co. LLC waived $949 of Transfer Agency Fees.
C000214495
10000000.00
4937960954.73
4937936172.7400
1.0002
1.0002
1.0002
1.0001
0.0000
469511512.77
1230400000.00
549000000.00
667674686.38
753200000.00
474700000.00
1541485602.71
1250500000.00
0.00
0.00
3313197115.48
3623274686.38
0.0002
Y
For Drexel Hamilton Shares the Investment Adviser waived $492,140 of Management Fees; and Goldman Sachs & Co. LLC waived $39,821 of Transfer Agency Fees.
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723224779156FDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
339816173.02
346612496.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
339815873.98
339815873.98
0.0017
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723227779156BDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
172941174.00
176399997.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
172941021.81
172941021.81
0.0008
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723230779156DDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
191299017.00
195124997.30
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
191298848.66
191298848.66
0.0009
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232337791567DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
94892034.00
96789874.68
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
94891950.50
94891950.50
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232367791563DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
60171568.00
61374999.36
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
60171515.05
60171515.05
0.0003
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232397791560DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
146323527.00
149249997.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
146323398.24
146323398.24
0.0007
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232427791561DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
46139705.00
47062499.10
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
46139664.40
46139664.40
0.0002
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232457791562DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
58707107.00
59881249.14
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
58707055.34
58707055.34
0.0003
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232487791564DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
62573528.00
63824998.56
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
62573472.94
62573472.94
0.0003
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723251779156ADA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
148719925.00
151694323.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
148719794.13
148719794.13
0.0007
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232547791568DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
106624998.00
108757498.00
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
106624904.17
106624904.17
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723257779156CDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
178017645.98
181577998.90
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
178017489.32
178017489.32
0.0009
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232607791569DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
111147874.01
113370831.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
111147776.20
111147776.20
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723263779156EDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
257181192.04
262324815.90
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
257180965.72
257180965.72
0.0013
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232667791565DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
74219056.00
75703437.12
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
74218990.69
74218990.69
0.0004
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
2457232697791566DA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
93137254.00
94999999.08
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
93137172.04
93137172.04
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
M67H5PRC0NQKM73ZAS82
0000026617
245723272779156GDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.049000
758088221.95
773249986.40
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
758087554.83
758087554.83
0.0037
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723345779156PRU
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
137062500.00
139803750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
137062760.42
137062760.42
0.0007
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723348779156BPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
23275000.00
23740500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
23275044.22
23275044.22
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233517791568PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
0.00
19336250.00
19722975.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
19336286.74
19336286.74
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723354779156CPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
25638750.00
26151525.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
25638798.71
25638798.71
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723357779156GPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
32970000.00
33629400.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
32970062.64
32970062.64
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723360779156EPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
29250000.00
29835000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
29250055.58
29250055.58
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723363779156APR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
22087500.00
22529250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
22087541.97
22087541.97
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723366779156JPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
79312500.00
80898750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
79312650.69
79312650.69
0.0004
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233697791565PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
13125000.00
13387500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
13125024.94
13125024.94
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723372779156LPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
103000000.00
105060000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
103000195.70
103000195.70
0.0005
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723375779156MPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
110125000.00
112327500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
110125209.24
110125209.24
0.0005
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723378779156HPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
48600000.00
49572000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
48600092.34
48600092.34
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723381779156DPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-02-15
0.00
28025000.00
28585500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
28025053.25
28025053.25
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723384779156FPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-08-15
0.00
31725000.00
32359500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
31725060.28
31725060.28
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233877791569PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
19625000.00
20017500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
19625037.29
19625037.29
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233907791567PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-11-15
0.00
19093750.00
19475625.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
19093786.28
19093786.28
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233937791564PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
8437500.00
8606250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
8437516.03
8437516.03
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457233967791563PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
6580000.00
6711600.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
6580012.50
6580012.50
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723399779156IPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
53437500.00
54506250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
53437601.53
53437601.53
0.0003
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457234027791562PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
5586250.00
5697975.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
5586260.61
5586260.61
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457234057791560PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
21945000.00
22383900.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
21945041.70
21945041.70
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457234087791561PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
4160000.00
4243200.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
4160007.90
4160007.90
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
2457234117791566PR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
15437500.00
15746250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
15437529.33
15437529.33
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.030000%
X574KRZ6V5A7UBU45C31
0000729057
245723414779156KPR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
0.00
90375000.00
92182500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
90375171.71
90375171.71
0.0004
N
Y
Y
N
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.030000%
1DU7IM20QESYGDO4HO54
0000073076
245724339779156NOR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
491100000.00
500922000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
491100933.09
491100933.09
0.0024
N
Y
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.132998%
3130AHTL7
US3130AHTL75
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-24
2021-06-24
2021-06-24
N
N
N
0.0002
118207850.84
118207850.84
0.0006
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.109001%
3130AHUE1
US3130AHUE14
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-06
2021-07-06
2021-07-06
N
N
N
0.0007
481090854.29
481090854.29
0.0024
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.360000%
3130AJFG9
US3130AJFG92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-23
2021-09-23
N
N
N
0.0002
991029471.30
991029471.30
0.0049
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.310000%
3130AJGE3
US3130AJGE36
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-29
2021-09-29
N
N
N
0.0002
1401287818.00
1401287818.00
0.0069
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.299999%
3130AJGT0
US3130AJGT05
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-06
2021-10-06
N
N
N
0.0001
958923550.32
958923550.32
0.0047
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.180000%
3130AJVA4
US3130AJVA49
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-07-21
2022-07-21
N
N
N
0.0006
935053166.64
935053166.64
0.0046
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313313GH5
US313313GH53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
55000000.00
55000000.00
0.0003
N
Y
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313313GK8
US313313GK82
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0001
6000000.00
6000000.00
0.0000
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313313HQ4
US313313HQ44
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0001
7000000.00
7000000.00
0.0000
N
N
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313385GL4
US313385GL43
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0000
85000000.00
85000000.00
0.0004
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.450000%
3133EJV89
US3133EJV893
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-11-23
2021-11-23
N
N
N
0.0005
123638312.55
123638312.55
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.237251%
3133EK5T9
US3133EK5T96
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-05
2021-11-05
2021-11-05
N
N
N
0.0004
93170236.50
93170236.50
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.310000%
3133EK5U6
US3133EK5U69
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-11-08
2021-11-08
N
N
N
0.0005
117837980.89
117837980.89
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.150131%
3133EKNT9
US3133EKNT97
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0015
25000181.75
25000181.75
0.0001
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.200002%
3133EKZL3
US3133EKZL34
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-08-13
2021-08-13
N
N
N
0.0004
245081798.15
245081798.15
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.259999%
3133ELBS2
US3133ELBS26
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-11-29
2021-11-29
N
N
N
0.0006
337145755.51
337145755.51
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.195131%
3133ELCZ5
US3133ELCZ59
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-09
2021-09-09
2021-09-09
N
N
N
0.0005
191671788.69
191671788.69
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
3133ELDB7
US3133ELDB72
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-12-13
2021-12-13
N
N
N
0.0005
193247707.78
193247707.78
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.270000%
3133ELDN1
US3133ELDN11
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-12-13
2021-12-13
N
N
N
0.0006
217247267.16
217247267.16
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.183751%
3133ELDX9
US3133ELDX92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-13
2021-09-13
2021-09-13
N
N
N
0.0005
85130984.91
85130984.91
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.192499%
3133ELFP4
US3133ELFP41
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-23
2021-12-23
2021-12-23
N
N
N
0.0007
107066959.53
107066959.53
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.124250%
3133ELFZ2
US3133ELFZ23
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0000
49002423.54
49002423.54
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.230000%
3133ELGY4
US3133ELGY49
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-13
2022-01-13
N
N
N
0.0006
368083051.48
368083051.48
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.234000%
3133ELHE7
US3133ELHE75
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-13
2022-01-13
N
N
N
0.0005
294325507.98
294325507.98
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.190001%
3133ELHG2
US3133ELHG24
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-14
2022-01-14
N
N
N
0.0005
235792124.73
235792124.73
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.130882%
3133ELHT4
US3133ELHT45
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-15
2021-09-15
2021-09-15
N
N
N
0.0005
546005779.04
546005779.04
0.0027
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.175000%
3133ELNA8
US3133ELNA89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-02-14
2022-02-14
N
N
N
0.0006
189248203.34
189248203.34
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.380002%
3133ELYN8
US3133ELYN81
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-02-07
2022-02-07
N
N
N
0.0006
95712944.95
95712944.95
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.150001%
3133EMJH6
US3133EMJH61
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-12-02
2022-12-02
N
N
N
0.0009
228299687.86
228299687.86
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.114998%
3133EMJN3
US3133EMJN30
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-04-08
2022-04-08
N
N
N
0.0007
269114626.28
269114626.28
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.140000%
3133EMLG5
US3133EMLG50
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-11-21
2022-11-21
N
N
N
0.0009
165721285.44
165721285.44
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.095000%
3133EMNY4
US3133EMNY49
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-31
2022-01-31
N
N
N
0.0006
150838856.64
150838856.64
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.124999%
3133EMNZ1
US3133EMNZ14
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2023-02-01
2023-02-01
N
N
N
0.0010
63128104.11
63128104.11
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.085000%
3133EMRY0
US3133EMRY03
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-11-25
2022-11-25
N
N
N
0.0009
59394768.05
59394768.05
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.105001%
3133EMVX7
US3133EMVX73
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2023-04-13
2023-04-13
N
N
N
0.0011
145196846.26
145196846.26
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.060001%
3133EMZM7
US3133EMZM72
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2023-02-17
2023-02-17
N
N
N
0.0008
143650781.31
143650781.31
0.0007
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000%
3134GVHR2
S6XOOCT0IEG5ABCC6L87
US3134GVHR26
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-24
2021-09-24
N
N
N
0.0005
3056002633.55
3056002633.55
0.0150
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001%
3134GVHT8
S6XOOCT0IEG5ABCC6L87
US3134GVHT81
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-27
2021-09-27
N
N
N
0.0005
745646570.60
745646570.60
0.0037
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001%
3134GVHV3
S6XOOCT0IEG5ABCC6L87
US3134GVHV38
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-30
2021-09-30
N
N
N
0.0005
496939407.47
496939407.47
0.0024
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.299999%
3134GVJC3
S6XOOCT0IEG5ABCC6L87
US3134GVJC39
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-01
2021-10-01
N
N
N
0.0005
1491175699.40
1491175699.40
0.0073
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.320000%
3134GVJE9
S6XOOCT0IEG5ABCC6L87
US3134GVJE94
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-03
2022-01-03
N
N
N
0.0006
498745919.34
498745919.34
0.0024
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000%
3134GVNL8
S6XOOCT0IEG5ABCC6L87
US3134GVNL81
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-25
2021-10-25
N
N
N
0.0005
500472345.00
500472345.00
0.0025
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-09-24
2021-09-24
N
N
N
0.0003
994350406.20
994350406.20
0.0049
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G02U6
B1V7KEBTPIMZEU4LTD58
US3135G02U65
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-12-30
2021-12-30
N
N
N
0.0003
992543723.42
992543723.42
0.0049
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.299999%
3135G02W2
B1V7KEBTPIMZEU4LTD58
US3135G02W22
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-04
2021-10-04
N
N
N
0.0006
487280268.90
487280268.90
0.0024
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.360000%
3135G03H4
B1V7KEBTPIMZEU4LTD58
US3135G03H46
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-15
2021-10-15
N
N
N
0.0003
248290926.32
248290926.32
0.0012
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-20
2021-10-20
N
N
N
0.0003
1791596238.20
1791596238.20
0.0088
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370001%
3135G03M3
B1V7KEBTPIMZEU4LTD58
US3135G03M31
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-20
2022-01-20
N
N
N
0.0000
500159451.45
500159451.45
0.0025
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G03N1
B1V7KEBTPIMZEU4LTD58
US3135G03N14
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-21
2022-01-21
N
N
N
0.0000
995188452.84
995188452.84
0.0049
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.110002%
3135G0Y72
B1V7KEBTPIMZEU4LTD58
US3135G0Y724
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-12-03
2021-12-03
N
N
N
0.0001
117757315.19
117757315.19
0.0006
N
N
N
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903533N5
549300IDY55XMYWXSD28
US6903533N55
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2030-03-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
49500000.00
49500000.00
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
6903533X3
549300IDY55XMYWXSD28
US6903533X38
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2038-09-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
3689522.44
3689522.44
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
6903534F1
549300IDY55XMYWXSD28
US6903534F13
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2027-09-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
23214285.50
23214285.50
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903534J3
549300IDY55XMYWXSD28
US6903534J35
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2025-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
9473684.22
9473684.22
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903534U8
549300IDY55XMYWXSD28
US6903534U89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2026-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
24000000.00
24000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903534Y0
549300IDY55XMYWXSD28
US6903534Y02
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2030-10-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
13000000.00
13000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
6903535X1
549300IDY55XMYWXSD28
US6903535X10
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2027-06-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
5208333.54
5208333.54
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903537A9
549300IDY55XMYWXSD28
US6903537A98
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-12-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
30000000.00
30000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903537C5
549300IDY55XMYWXSD28
US6903537C54
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2027-08-13
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
20000000.00
20000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903537H4
549300IDY55XMYWXSD28
US6903537H42
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-08-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
30000000.00
30000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903537L5
549300IDY55XMYWXSD28
US6903537L53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2024-03-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
12600000.00
12600000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
6903538B6
549300IDY55XMYWXSD28
US6903538B62
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2026-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
13749999.96
13749999.96
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353A31
549300IDY55XMYWXSD28
US690353A310
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
6817620.00
6817620.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353A49
549300IDY55XMYWXSD28
US690353A492
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
16756560.00
16756560.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353C39
549300IDY55XMYWXSD28
US690353C399
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
11499600.00
11499600.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353C47
549300IDY55XMYWXSD28
US690353C472
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-05-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
3348849.87
3348849.87
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353C96
549300IDY55XMYWXSD28
US690353C969
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2030-01-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
33018867.90
33018867.90
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353D38
549300IDY55XMYWXSD28
US690353D389
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2028-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
46704545.69
46704545.69
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353J57
549300IDY55XMYWXSD28
US690353J576
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
4414225.56
4414225.56
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353L21
549300IDY55XMYWXSD28
US690353L218
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
25293190.47
25293190.47
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353L62
549300IDY55XMYWXSD28
US690353L622
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
4027578.05
4027578.05
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
690353L96
549300IDY55XMYWXSD28
US690353L960
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2022-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
8137500.00
8137500.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353M46
549300IDY55XMYWXSD28
US690353M463
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
1232438.87
1232438.87
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353M87
549300IDY55XMYWXSD28
US690353M877
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2028-02-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
43497750.31
43497750.31
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353N52
549300IDY55XMYWXSD28
US690353N529
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
6250801.14
6250801.14
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
690353Q59
549300IDY55XMYWXSD28
US690353Q597
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
28230055.10
28230055.10
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353Q67
549300IDY55XMYWXSD28
US690353Q670
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
1619891.87
1619891.87
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353Q75
549300IDY55XMYWXSD28
US690353Q753
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-02
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
9664600.00
9664600.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353S32
549300IDY55XMYWXSD28
US690353S320
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2028-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
43000000.00
43000000.00
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
690353T23
549300IDY55XMYWXSD28
US690353T237
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2023-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
6250000.00
6250000.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353T72
549300IDY55XMYWXSD28
US690353T724
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2026-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
24769230.64
24769230.64
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
690353V46
549300IDY55XMYWXSD28
US690353V464
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
8025266.50
8025266.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353VV6
549300IDY55XMYWXSD28
US690353VV66
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2026-07-09
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
82950000.00
82950000.00
0.0004
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353W37
549300IDY55XMYWXSD28
US690353W371
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2025-06-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
14450000.00
14450000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353W52
549300IDY55XMYWXSD28
US690353W520
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2023-06-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
857408.66
857408.66
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353W94
549300IDY55XMYWXSD28
US690353W942
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-02
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
5886620.00
5886620.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353XQ5
549300IDY55XMYWXSD28
US690353XQ53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2025-07-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
34425002.47
34425002.47
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
690353Z83
549300IDY55XMYWXSD28
US690353Z838
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
4248670.50
4248670.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690353ZP5
549300IDY55XMYWXSD28
US690353ZP52
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
10431780.00
10431780.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
690355BD3
549300IDY55XMYWXSD28
US690355BD37
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2027-08-13
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
9100000.00
9100000.00
0.0000
N
N
Y
N
TENNESSEE VALLEY AUTHORITY
TENNESSEE VALLEY AUTHORITY 0.000000%
880590GJ7
549300HE1ISW43LNKM54
US880590GJ79
0001376986
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0000
140000000.00
140000000.00
0.0007
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
90376PAU5
549300IDY55XMYWXSD28
US90376PAU57
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2030-03-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
3000000.00
3000000.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090000%
90376PBB6
549300IDY55XMYWXSD28
US90376PBB67
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2025-08-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
2236842.18
2236842.18
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
90376PBG5
549300IDY55XMYWXSD28
US90376PBG54
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2028-06-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
15000000.00
15000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
90376PCF6
549300IDY55XMYWXSD28
US90376PCF62
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2026-05-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
2200000.00
2200000.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000%
90376PCL3
549300IDY55XMYWXSD28
US90376PCL31
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-26
2022-01-26
2022-01-26
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0012
26036866.18
26036866.18
0.0001
N
N
N
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
90376PDB4
549300IDY55XMYWXSD28
US90376PDB40
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2027-08-13
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0009
4000000.00
4000000.00
0.0000
N
N
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963H0
254900HROIFWPRGM1V77
US9127963H06
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-17
2021-06-17
2021-06-17
N
N
N
0.0000
413749081.48
413749081.48
0.0020
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963S6
254900HROIFWPRGM1V77
US9127963S60
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0001
1515800000.00
1515800000.00
0.0074
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127964B2
254900HROIFWPRGM1V77
US9127964B27
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-12
2021-08-12
2021-08-12
N
N
N
0.0001
883368197.60
883368197.60
0.0043
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127964L0
254900HROIFWPRGM1V77
US9127964L09
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-09
2021-09-09
2021-09-09
N
N
N
0.0001
4816359170.00
4816359170.00
0.0237
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127964V8
254900HROIFWPRGM1V77
US9127964V80
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-10-07
2021-10-07
2021-10-07
N
N
N
0.0002
569267612.52
569267612.52
0.0028
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796A41
254900HROIFWPRGM1V77
US912796A411
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0001
1445549363.96
1445549363.96
0.0071
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796B24
254900HROIFWPRGM1V77
US912796B245
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-10
2021-06-10
2021-06-10
N
N
N
0.0008
1808998643.25
1808998643.25
0.0089
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796B32
254900HROIFWPRGM1V77
US912796B328
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-24
2021-06-24
2021-06-24
N
N
N
0.0000
2641691572.98
2641691572.98
0.0130
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796B40
254900HROIFWPRGM1V77
US912796B401
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-01
2021-07-01
2021-07-01
N
N
N
0.0001
1240994825.03
1240994825.03
0.0061
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796B57
254900HROIFWPRGM1V77
US912796B575
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-08
2021-07-08
2021-07-08
N
N
N
0.0001
1416692718.16
1416692718.16
0.0070
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796C49
254900HROIFWPRGM1V77
US912796C490
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-22
2021-07-22
2021-07-22
N
N
N
0.0000
1427900000.00
1427900000.00
0.0070
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796C56
254900HROIFWPRGM1V77
US912796C565
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-29
2021-07-29
2021-07-29
N
N
N
0.0001
1951337433.31
1951337433.31
0.0096
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796C64
254900HROIFWPRGM1V77
US912796C649
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-05
2021-08-05
2021-08-05
N
N
N
0.0001
1602012399.89
1602012399.89
0.0079
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796D48
254900HROIFWPRGM1V77
US912796D480
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-19
2021-08-19
2021-08-19
N
N
N
0.0001
3636796239.24
3636796239.24
0.0179
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796D63
254900HROIFWPRGM1V77
US912796D639
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-02
2021-09-02
2021-09-02
N
N
N
0.0001
1954637390.96
1954637390.96
0.0096
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796F46
254900HROIFWPRGM1V77
US912796F469
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-16
2021-09-16
2021-09-16
N
N
N
0.0001
4165777119.00
4165777119.00
0.0205
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796F61
254900HROIFWPRGM1V77
US912796F618
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0002
1858312543.70
1858312543.70
0.0091
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796G37
254900HROIFWPRGM1V77
US912796G376
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
3643600000.00
3643600000.00
0.0179
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796G78
254900HROIFWPRGM1V77
US912796G780
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-10-28
2021-10-28
2021-10-28
N
N
N
0.0002
5005459966.85
5005459966.85
0.0246
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796H36
254900HROIFWPRGM1V77
US912796H366
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-29
2021-06-29
2021-06-29
N
N
N
0.0000
2337485460.75
2337485460.75
0.0115
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796H51
254900HROIFWPRGM1V77
US912796H515
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-12
2021-11-12
2021-11-12
N
N
N
0.0002
3519111409.20
3519111409.20
0.0173
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796H69
254900HROIFWPRGM1V77
US912796H697
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-18
2021-11-18
2021-11-18
N
N
N
0.0003
935511641.94
935511641.94
0.0046
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796H85
254900HROIFWPRGM1V77
US912796H853
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-06
2021-07-06
2021-07-06
N
N
N
0.0000
2741041996.13
2741041996.13
0.0135
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796H93
254900HROIFWPRGM1V77
US912796H937
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-13
2021-07-13
2021-07-13
N
N
N
0.0001
562405721.16
562405721.16
0.0028
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796J26
254900HROIFWPRGM1V77
US912796J263
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-20
2021-07-20
2021-07-20
N
N
N
0.0001
3857508759.46
3857508759.46
0.0189
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796J34
254900HROIFWPRGM1V77
US912796J347
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-27
2021-07-27
2021-07-27
N
N
N
0.0001
3814970319.30
3814970319.30
0.0187
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796J91
254900HROIFWPRGM1V77
US912796J917
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-10
2021-08-10
2021-08-10
N
N
N
0.0002
794672910.16
794672910.16
0.0039
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796L31
254900HROIFWPRGM1V77
US912796L319
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-14
2021-09-14
2021-09-14
N
N
N
0.0002
201090029.46
201090029.46
0.0010
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796L49
254900HROIFWPRGM1V77
US912796L491
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-21
2021-09-21
2021-09-21
N
N
N
0.0001
262189396.63
262189396.63
0.0013
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 8.000000%
912810EL8
254900HROIFWPRGM1V77
US912810EL80
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-15
2021-11-15
2021-11-15
N
N
N
0.0008
220671329.19
220671329.19
0.0011
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
9128282F6
254900HROIFWPRGM1V77
US9128282F67
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0002
192723695.03
192723695.03
0.0009
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.875000%
9128285L0
254900HROIFWPRGM1V77
US9128285L09
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-15
2021-11-15
2021-11-15
N
N
N
0.0005
85285391.05
85285391.05
0.0004
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
9128285R7
254900HROIFWPRGM1V77
US9128285R78
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-15
2021-12-15
2021-12-15
N
N
N
0.0003
185537695.77
185537695.77
0.0009
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
9128285V8
254900HROIFWPRGM1V77
US9128285V80
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-15
2022-01-15
2022-01-15
N
N
N
0.0006
14068035.31
14068035.31
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.235001%
9128287G9
254900HROIFWPRGM1V77
US9128287G95
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-07-31
2021-07-31
N
N
N
0.0002
28650199.56
28650199.56
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
912828D72
254900HROIFWPRGM1V77
US912828D721
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0002
100287843.36
100287843.36
0.0005
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
912828G87
254900HROIFWPRGM1V77
US912828G872
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0005
119217281.25
119217281.25
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
912828H86
254900HROIFWPRGM1V77
US912828H862
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0006
11308500.00
11308500.00
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
912828RC6
254900HROIFWPRGM1V77
US912828RC60
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-15
2021-08-15
2021-08-15
N
N
N
0.0002
113291184.22
113291184.22
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
912828S27
254900HROIFWPRGM1V77
US912828S273
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0002
310163543.00
310163543.00
0.0015
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
912828S76
254900HROIFWPRGM1V77
US912828S760
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-31
2021-07-31
2021-07-31
N
N
N
0.0002
104490484.13
104490484.13
0.0005
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
912828T67
254900HROIFWPRGM1V77
US912828T677
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0004
347917477.43
347917477.43
0.0017
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
912828U65
254900HROIFWPRGM1V77
US912828U659
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0005
15227406.25
15227406.25
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
912828U81
254900HROIFWPRGM1V77
US912828U816
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0006
299139303.95
299139303.95
0.0015
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
912828V72
254900HROIFWPRGM1V77
US912828V723
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0007
22771581.98
22771581.98
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
912828WR7
254900HROIFWPRGM1V77
US912828WR74
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0002
80435203.52
80435203.52
0.0004
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
912828Y20
254900HROIFWPRGM1V77
US912828Y206
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0002
440588877.77
440588877.77
0.0022
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
912828YC8
254900HROIFWPRGM1V77
US912828YC87
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0002
50584057.78
50584057.78
0.0002
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
912828YJ3
254900HROIFWPRGM1V77
US912828YJ31
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0003
22609104.98
22609104.98
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.315000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-10-31
2021-10-31
N
N
N
0.0002
15719649.81
15719649.81
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
912828YT1
254900HROIFWPRGM1V77
US912828YT13
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0005
113006437.50
113006437.50
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.169002%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-01-31
2022-01-31
N
N
N
0.0002
8057859.22
8057859.22
0.0000
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.070002%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-07-31
2022-07-31
N
N
N
0.0003
1082284916.85
1082284916.85
0.0053
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.070002%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2022-10-31
2022-10-31
N
N
N
0.0003
777925455.78
777925455.78
0.0038
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.064001%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2023-01-31
2023-01-31
N
N
N
0.0004
3707275369.10
3707275369.10
0.0182
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.049000%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2023-04-30
2023-04-30
N
N
N
0.0004
5999446798.49
5999446798.49
0.0295
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.024998%
R0MUWSFPU8MPRO8K5P83
0000310732
980091757791566BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-01
6.500000
20441.00
1005.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
6.500000
5869731.00
14864.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-09-14
3.500000
1215000.00
1413476.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-07-11
3.930000
10000.00
10872.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-10-24
4.100000
510000.00
556459.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
1204456.00
425052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
1324082.00
371494.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
4000.00
4150.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1384000.00
175469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
2130000.00
249136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
2731864.00
526733.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1592000.00
267466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
5170000.00
1141717.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.500000
5409000.00
1194539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1893000.00
378536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
2482811.00
12925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
4000000.00
1439859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-08-01
4.000000
1100.00
796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
1575000.00
822742.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1000.00
1013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1311827.00
1318600.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
1250000.00
889709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
500000.00
386769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
5500000.00
575763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.000000
257206.00
101521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.000000
4225000.00
1238483.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
1000.00
1038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
8997075.00
356350.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
3814446.00
1091643.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5968.00
1980.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
6627893.00
2371574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1082.00
289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
510079.00
183365.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1014.00
902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1020.00
1080.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1000.00
1030.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1000.00
1060.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1003.00
1056.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
1003.00
1113.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-03-20
7.000000
2200000.00
778625.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-20
6.450000
4300000.00
1053042.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
45436900.00
45432765.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-10
0.00
248900.00
248896.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-21
0.00
1400.00
1400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.00
19700.00
19614.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
2842100.00
1895226.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
112717900.00
74574839.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
5332100.00
3304409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
100.00
59.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
55525300.00
29141898.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
4127900.00
2161368.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
14296600.00
7421651.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
1500.00
3345.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
241400.00
336632.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
60489600.00
82217779.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
200.00
230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
16793200.00
20459710.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
36056200.00
36408344.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
25200.00
25446.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
39414400.00
40187528.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
4500.00
4758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
3638800.00
4382189.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
104514000.00
107177620.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
487700.00
487859.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
0.00
16.00
13.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
15815025.00
12543244.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
10.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
6.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
10824991.00
7654925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
101.00
85.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
4271410.00
3557875.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
15314812.00
12583140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
49928363.00
39886571.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
60.00
53.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
10618000.00
9039560.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
38.00
28.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
19.00
13.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
10.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
5.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
0.00
48133.00
31950.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
72.00
45.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
806074.00
456019.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
261689.00
145187.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
6.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
2.00
1.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
25664.00
13028.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-04
N
N
N
0.0003
550000000.00
550000000.00
0.0027
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.024998%
R0MUWSFPU8MPRO8K5P83
0000310732
980093947791565BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
76000.00
78846.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
3695000.00
3688866.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
3000.00
2713.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
2044.00
223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
1114.00
788.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1000.00
1020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
1618.00
883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
37992470.00
38188639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
20596.00
21990.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
4831900.00
4856527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
26132032.00
26559238.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
4413.00
2414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
1000.00
968.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
101280200.00
101270984.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
338700.00
338653.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-21
0.00
14379800.00
14379081.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
37369400.00
25047065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
213400.00
142304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
100.00
61.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
9736100.00
5751504.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
3851700.00
2122537.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
15974800.00
8484536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
23876700.00
12531447.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
11842900.00
6200942.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
1166800.00
605709.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
0.00
500.00
251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
90000.00
93584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
6568700.00
14649489.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
5946800.00
7975230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
382400.00
440377.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
8235100.00
9167758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
400.00
487.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
4999800.00
6107471.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
42553200.00
42842591.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
300.00
367.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
108309500.00
111069851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
340500.00
340611.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
468.00
396.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
26.00
22.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
33998422.00
27160524.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
79.00
61.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
3320523.00
2509396.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
5700466.00
5381183.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
37.00
27.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
20.00
14.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
32109699.00
20832388.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
3387459.00
2058816.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
27.00
16.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
6149315.00
3593192.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
221.00
128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
124.00
71.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
150.00
84.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
190.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
11323392.00
6160831.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
24982.00
12682.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-11
N
N
N
0.0003
500000000.00
500000000.00
0.0025
N
Y
Y
N
Biddable repurchase agreement
Citibank, NA
Citibank, NA 0.020002%
E57ODZWZ7FF32TWEFA76
TPR02B7A4779156CIT
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
2400148.00
64743.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.500000
380000.00
76333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-12-01
4.500000
91442.00
0.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
631999.00
70629.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-07-19
4.000000
1600000.00
1631071.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2038-09-13
4.070000
30000.00
30579.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-10-29
4.000000
750000.00
763787.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2038-11-09
4.220000
345000.00
377332.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-12-21
4.000000
8000000.00
8579284.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-02-26
2.700000
6680000.00
3540084.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-03-30
2.220000
6450000.00
6423759.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
5.000000
40449.00
317.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
5.000000
27954.00
390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
7.000000
20000.00
298.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
5.000000
59660.00
302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
5.000000
8000.00
256.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
5.000000
34000.00
330.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
5.000000
26277.00
369.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.000000
13000.00
358.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
28523.00
1671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
600000.00
60646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
4000.00
226.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-01-01
4.500000
28523.00
1558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-04-01
4.500000
46743.00
2052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
25186.00
1222.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
17000.00
1188.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-12-01
7.000000
18000.00
327.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
7.000000
10000.00
308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-12-01
7.500000
100000.00
248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
7.000000
52000.00
265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
6.000000
48000.00
281.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
5.000000
69962.00
320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
6.500000
126233.00
233.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
25000.00
387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
6.500000
50000.00
283.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-10-01
8.000000
75969.00
143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-05-01
8.000000
975001.00
233.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-08-01
4.500000
37349.00
1246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
2000.00
735.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.500000
25000.00
3797.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
50673.00
23401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
1000.00
324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
124457.00
51256.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
2000.00
640.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-01-01
5.860000
2930609.00
72996.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.790000
696073.00
131165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-03-01
7.000000
40000.00
267.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
6.000000
37997.00
245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-01-01
9.000000
160000.00
246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
7.500000
255000.00
236.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
7.000000
73000.00
229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
6.500000
30734.00
378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
6.500000
7580.00
278.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
1000.00
241.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
5.000000
27130.00
380.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
6.000000
17583.00
395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
7.500000
300000.00
202.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-01
8.500000
13214115.00
58001.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-09-01
7.000000
16731.00
218.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-04-01
5.000000
11000.00
236.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.000000
3556.00
65.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.500000
15000.00
325.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
6000.00
320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.500000
8000.00
836.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
2000.00
314.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
6.000000
5000.00
239.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
6.000000
10082.00
343.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
5.000000
10000.00
261.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.500000
26000.00
3911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
2000.00
513.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.500000
2000.00
646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
6000.00
1593.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
2000.00
558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.500000
3000.00
870.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.500000
4000.00
814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-10-01
2.500000
137000.00
57894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
1838194.00
959431.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
1.500000
337329.00
341955.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
2.125000
35000.00
36080.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-09-09
2.000000
115000.00
118276.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
1607.00
1644.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1105221.00
1183880.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2033-03-10
2.910000
14975000.00
16718165.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-09-06
2.720000
1137000.00
1195340.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2030-01-17
3.000000
344000.00
386873.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-10-04
3.700000
200000.00
215928.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-05-16
3.670000
12000.00
12792.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-06-12
3.650000
1000000.00
1080481.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-11-15
3.050000
4000.00
4060.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-07-17
2.875000
80000.00
85374.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-11-21
4.070000
55000.00
60098.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-12-04
3.780000
11000.00
13601.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2049-10-15
2.625000
3705000.00
3605207.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2024-09-10
2.080000
1000.00
1059.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2029-10-03
2.000000
5000000.00
5145083.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-02-07
2.390000
748000.00
757046.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-03-11
0.700000
700000.00
704461.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-07-21
0.220000
850000.00
850745.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-10-08
0.100000
43000.00
43009.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-03-09
0.125000
217000.00
216793.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-04-21
1.720000
67125000.00
66269947.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2041-04-22
2.310000
19996000.00
19579483.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
2625.00
2721.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-09-09
5.365000
40000.00
46965.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-03-14
5.625000
190000.00
275595.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-06-11
5.625000
190000.00
195334.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-07-15
5.500000
6030000.00
8804617.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-12-10
5.000000
10000.00
10495.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
5.250000
125000.00
137804.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
1000.00
965.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
6.750000
896000.00
1277214.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
1000.00
861.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
6.750000
12403000.00
18260137.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
3298000.00
4866263.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
45000.00
35144.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-27
0.800000
20898000.00
20715976.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-12-01
0.200000
967000.00
967961.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-06
6.210000
5046000.00
7994247.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
5136000.00
7004040.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
7.250000
301000.00
442737.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-04-22
0.625000
8237000.00
8260657.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-06
0.240000
99000.00
99196.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-06-17
0.500000
3690000.00
3680705.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-11-27
0.250000
18000.00
18009.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-24
2.125000
2000.00
2131.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
281000.00
296244.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-10-07
1.375000
3000.00
3020.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-05
2.000000
11000.00
11216.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-05
1.875000
2000.00
2037.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
76000.00
79422.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-06-22
2.750000
24000.00
24330.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-02-05
2.500000
360000.00
384490.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-06-19
2.750000
8000.00
8519.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-02-12
1.500000
5000.00
5205.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-04-20
0.375000
709000.00
711832.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-07-25
0.125000
8000.00
8007.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-08-24
0.250000
18000.00
18015.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
4000.00
3994.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
23000.00
22964.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-02-01
4.000000
1704553.00
148522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
1000.00
340.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
1348.00
678.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1000.00
521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
5.625000
1000.00
1501.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
5.000000
4871.00
45.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
5.000000
1239.00
35.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-04-01
8.500000
5161.00
118.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
1001.00
20.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
6.000000
1431.00
30.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
5.000000
2000.00
48.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.000000
1566.00
38.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
5.000000
1480.00
8.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.000000
1370.00
17.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.500000
3824.00
115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.000000
24018.00
71.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.000000
2103.00
34.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.000000
1549.00
46.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.000000
1094.00
20.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.500000
4551.00
47.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.500000
1122.00
22.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.000000
2894.00
78.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.500000
928022.00
586699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
4800000.00
1646297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3609.00
1356.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
5000.00
1400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
92844.00
91828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
19999820.00
12792421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.500000
248738.00
146932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
635330.00
608525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
87489.00
89294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
34807.00
37246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
1775858.00
1899037.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
3036094.00
3236239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
7480781.00
7906609.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
866174.00
899602.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
109865.00
38370.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
44000.00
27832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
933940.00
620322.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1058600.00
1027971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
13335300.00
13458425.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
3.000000
1624.00
1493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
46445000.00
23586913.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
8298592.00
8385612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
8333143.00
7025545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
10775254.00
11534199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
1000.00
1086.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
112509.00
116844.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1681888.00
1749577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
2789.00
106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
7.000000
2496.00
97.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
6.500000
2064.00
155.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-12-01
6.500000
53679.00
442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-10-01
4.000000
6270.00
345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.000000
7584.00
515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.000000
5470.00
589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
4.000000
2605.00
190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
64999.00
19359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.000000
89999.00
27693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.500000
30000.00
15898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1236.00
607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.000000
19000.00
18426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
41000.00
38289.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.000000
309379.00
299905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
3000.00
3037.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
744038.00
731421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.000000
16000.00
16275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
2.000000
405734.00
411478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
3916.00
568.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
200000.00
85698.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
4.000000
2552843.00
684718.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
52201088.00
13065109.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
4096.00
1102.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1000.00
270.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
4001.00
2018.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.000000
411074.00
423274.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
1.500000
1685840.00
1652131.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
3548.00
3631.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1000.00
811.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
3871.00
3926.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
1006560.00
1133915.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
4.000000
7307.00
2822.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1598.00
511.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
5.000000
292090.00
289477.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
3079317.00
2694114.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1068567.00
1159236.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
1000.00
1106.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1191372.00
882768.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1000.00
1040.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
4810663.00
5238920.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1329766.00
1377615.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1600.00
1719.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
11035126.00
11960496.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-07-15
4.000000
5555711.00
801207.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-09-15
3.250000
1005.00
357.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-10-15
4.375000
2376455.00
519478.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-10-15
4.000000
1460207.00
290034.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-15
4.500000
1802814.00
537165.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
1178287.00
454022.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
377062.00
111575.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-08-15
2.500000
1000.00
296.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
3443818.00
1154295.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
41148.00
8932.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
280658.00
236829.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
2571023.00
2356525.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-04-15
3.000000
1350576.00
644694.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
10445487.00
295576.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-05-15
5.750000
9000208.00
218394.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-09-15
8.500000
800676.00
7267.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-09-15
7.000000
1280985.00
11547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
2100000.00
495776.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-08-15
8.500000
2967602.00
39956.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.500000
1001.00
75.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
4.000000
2939777.00
396782.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
3200000.00
644521.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-15
4.000000
9322526.00
888506.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
4.000000
5669700.00
483313.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-10-15
7.000000
367975.00
878.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-03-15
5.000000
10012086.00
234436.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
1006970.00
154327.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-02-15
10.000000
529552.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2021-12-15
9.000000
2096.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2021-08-15
10.500000
3036.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2021-12-15
9.500000
1239.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2021-12-15
9.500000
1529.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-05-15
8.500000
16393750.00
29346.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2023-12-15
8.000000
5301355.00
4065.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-05-15
6.500000
272010.00
6214.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-08-15
9.000000
15582.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-09-15
7.500000
1002.00
4.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-12-15
8.500000
18289168.00
33849.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-15
8.000000
24802353.00
80181.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-03-15
8.000000
3412739.00
17170.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
42400.00
19967.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-05-15
6.500000
719759.00
98109.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-09-15
3.000000
1000.00
273.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-10-15
4.900000
79960.00
40836.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-05-15
6.500000
326500.00
105697.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-08-15
5.000000
94000.00
42062.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-06-15
4.000000
3900000.00
976316.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
600000.00
322319.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
195069.00
101695.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-02-15
2.500000
152967.00
140872.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
179000.00
36025.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-05-15
6.500000
90164.00
62646.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-03-15
4.000000
4988976.00
3252944.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-15
3.000000
9609332.00
9381985.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
21446272.00
11253376.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
3.000000
15104956.00
9726937.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
6.500000
4610388.00
5343489.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-04-15
3.000000
1008.00
693.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2022-06-15
5.000000
1002.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
1963.00
80.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
7400669.00
461216.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-07-15
5.500000
111078.00
758.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-15
5.500000
9969335.00
103853.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-04-15
2.500000
824497.00
473866.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2036-04-01
5.980000
361000.00
531664.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2030-05-01
7.125000
1000.00
1450.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2022-08-15
1.875000
6000.00
6157.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2025-05-15
0.750000
2000.00
2012.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
128000.00
90630.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-09-15
0.00
5000.00
1240.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-28
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-26
0.00
101911000.00
101894287.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
81400.00
90157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
200.00
228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
28136400.00
62749689.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
100.00
128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
100.00
130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
100.00
228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
179200.00
251679.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
200.00
272.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
100.00
164.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
100.00
142.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
1164400.00
1871204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
300.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
2000.00
2818.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
686.00
933.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
300.00
350.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
8859500.00
12354552.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
64519800.00
86258545.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
1000.00
1113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
3400.00
4276.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
100.00
127.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
200.00
252.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
200.00
209.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
300.00
423.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
2389000.00
3247141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
1200.00
1371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
3000.00
3513.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
2000.00
2306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
131600.00
152062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
400.00
449.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
2900.00
2730.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
100.00
77.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
12704000.00
10593071.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
200.00
171.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
33400.00
34043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
500.00
609.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
11456200.00
11761408.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
36000.00
38487.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
6855600.00
7593459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
200.00
227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-15
2.750000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
74900.00
91494.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
39800.00
43737.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
200.00
216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
6800.00
7851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
2300.00
2463.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
234157800.00
250781128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
200.00
213.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
100.00
122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
29367400.00
30487918.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
38700.00
40264.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
7100.00
8457.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
1000.00
1006.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
134100.00
137131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
1713100.00
1812717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
70900.00
72119.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
460200.00
469246.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
100.00
120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
200.00
215.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
1963200.00
2077643.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
3054500.00
3701526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1030500.00
1058722.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
75700.00
78031.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
700.00
869.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
4400.00
4527.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
400.00
424.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
179600.00
197363.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2000.00
2438.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
200.00
213.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
1.750000
3000.00
3150.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.500000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
1501400.00
1547225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
534400.00
542942.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
26800.00
30290.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
1471500.00
1508412.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
200.00
196.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
202600.00
202506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
101200.00
101500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
29800.00
29379.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
105900.00
105980.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
2900.00
2672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
2091500.00
2089917.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
0.125000
1000.00
1001.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
660400.00
636255.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
374300.00
368343.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
773800.00
737961.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
1100.00
1100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
500.00
561.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
4900.00
5499.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
57300.00
56227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
63400.00
59510.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
611000.00
611473.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
36700.00
36606.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
889200.00
879470.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
271000.00
271621.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
1300.00
1304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
200500.00
200441.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0002
1000000000.00
1000000000.00
0.0049
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.085000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR02BE1E7791566MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
19437376.00
15034751.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1766440.00
1330774.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
25300000.00
22288976.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
6040992.00
6430168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
2516128.00
2704236.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
1108906.00
1030257.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
2747916.00
1712259.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
2.000000
2907396.00
2865377.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.000000
2117152.00
1306716.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
3.000000
1810560.00
1733863.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.000000
2130932.00
2152576.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.000000
1007582.00
1068611.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
2301256.00
2381899.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
2.000000
2114748.00
2182361.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
2386280.00
2437709.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
48591000.00
26290382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
3636088.00
1194463.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
2000000.00
782453.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
1379144.00
363150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
2630000.00
1448253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
6443000.00
2301653.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
150000.00
65231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1274974.00
231268.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
3059424.00
1462108.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.500000
2374060.00
1628385.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
1514782.00
1358735.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
2613384.00
2045936.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.500000
2074684.00
1156799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1016142.00
953021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.500000
3084232.00
3171703.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
300000.00
190408.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
33170560.00
19095925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4433400.00
3867697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
1248986.00
1186486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
3682024.00
2305275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.000000
1563050.00
1622064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
2368444.00
2359215.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1130802.00
1204605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
2147600.00
2185285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1737496.00
1803295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
4032056.00
4211059.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
2388500.00
2440604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.500000
1575732.00
1636324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
10087056.00
10462902.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2505656.00
1757028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
2305056.00
1382803.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
35769160.00
27516122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
48081600.00
49155957.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
7574656.00
8046943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-01-01
6.000000
7052485.00
60887.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.000000
5350000.00
1570785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
2224184.00
2324256.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-07-02
2021-07-02
N
N
N
0.0009
250000000.00
250000000.00
0.0012
N
N
N
Y
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.085000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR02DF7E7791567MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
216510.00
214034.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1226040.00
689232.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1597364.00
761845.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1476304.00
895091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
1754408.00
1589889.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
1218624.00
1002133.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1017330.00
1082877.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
6493776.00
5685750.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
1133480.00
1071212.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
11347024.00
11508133.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1295904.00
1356655.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1833150.00
1856190.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
6758664.00
7086854.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.500000
2057536.00
2278810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
5005464.00
5275284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.500000
1037560.00
1080208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
1458618.00
1279505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
3.500000
4855824.00
4373330.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.500000
1008694.00
1046386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.000000
1525858.00
1632633.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
3079200.00
3205293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
3950540.00
2970945.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
2500000.00
767708.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
3712440.00
1590052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
1665000.00
1362726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.500000
6000000.00
188421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
895000.00
282677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-03-01
6.000000
3349990.00
28101.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
135000.00
55332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
2340228.00
408802.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
4278840.00
642888.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
1472666.00
305958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1326264.00
563225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
300000.00
131786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
3227020.00
1375842.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
144000.00
37642.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
54074816.00
8571117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
965000.00
280403.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
6130000.00
2380456.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
399993.00
164949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
300032.00
110123.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.500000
49999.00
10908.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
1680000.00
498692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.000000
1096132.00
375262.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
1338280.00
953093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1643000.00
1059742.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
750000.00
248827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
6520960.00
3344012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
2.000000
1137814.00
305728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
7765000.00
3473522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.000000
1651282.00
1637929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
3106356.00
3175954.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.500000
3037772.00
3027040.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
400000.00
239866.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
3780600.00
3878592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1130474.00
1201517.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
1952402.00
1703674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.000000
2302332.00
2074693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1995786.00
2033357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1392770.00
1406320.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
2588108.00
2627746.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1989224.00
2153403.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
15150160.00
15734850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
10187744.00
6430508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
33901824.00
33663247.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
33870016.00
24543872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.500000
50621952.00
53715358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
24348200.00
7282072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.000000
762800.00
447153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
3070212.00
3062568.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-07-02
2021-07-02
N
N
N
0.0009
250000000.00
250000000.00
0.0012
N
N
N
Y
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.020002%
CYYGQCGNHMHPSMRL3R97
0000853784
TPR0384A17791563HS
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-12-10
2.875000
15000000.00
15422065.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
2.500000
20000000.00
20946962.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-05-25
4.080000
1440000.00
1543010.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-12-19
3.980000
1000000.00
1102447.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-10-18
4.350000
5500000.00
5605684.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-05-16
3.670000
1000000.00
1065726.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-06-12
3.650000
1000000.00
1083036.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2043-11-27
3.910000
1250000.00
1525828.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-08-23
4.040000
70000.00
75948.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-04-25
3.360000
240000.00
276035.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2024-07-26
1.850000
15000000.00
15794692.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-07-26
3.050000
1070000.00
1106368.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-07-30
1.990000
269000.00
251394.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-15
0.00
740000.00
658754.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-15
0.00
71000.00
67943.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-15
0.00
70000.00
66160.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
8090000.00
6966792.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-09-15
0.00
162000.00
161647.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-03-15
0.00
162000.00
160295.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-15
0.00
162000.00
155024.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-15
0.00
317000.00
299609.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-09-15
0.00
162000.00
150319.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
448000.00
662161.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-07-15
0.00
2230000.00
2229746.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-01-15
0.00
3397000.00
3395016.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-07-15
0.00
3386000.00
3380477.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-07-15
0.00
4386000.00
4361868.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-15
0.00
126000.00
124870.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-01-15
0.00
4977000.00
4874912.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-01-15
0.00
34000.00
32655.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-15
0.00
5253000.00
4986132.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-15
0.00
2509000.00
2354870.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-15
0.00
3386000.00
3032072.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-15
0.00
3386000.00
2945305.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-15
0.00
3386000.00
2845286.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-15
0.00
3500000.00
2899953.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-15
0.00
3386000.00
2763135.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-28
2.700000
2016000.00
2080381.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.150000
24115000.00
23395300.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-02-07
0.00
551000.00
528838.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-11-15
0.00
69000.00
68982.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
72000.00
71934.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-11-15
0.00
69000.00
68833.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
5170000.00
4324731.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
50000000.00
68159997.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
920000.00
1322499.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-11-15
0.00
75000.00
74466.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-05-15
0.00
42000.00
41494.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-11-15
0.00
69000.00
67779.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-05-15
0.00
82000.00
79896.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-15
0.00
79000.00
76177.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-15
0.00
69000.00
65831.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-11-15
0.00
69000.00
65006.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-15
0.00
69000.00
64230.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-15
0.00
69000.00
63207.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-05-15
0.00
69000.00
62255.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
69000.00
60386.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-15
0.00
600000.00
538376.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-15
0.00
69000.00
59376.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
72000.00
59316.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-15
0.00
1460000.00
959313.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-10
0.250000
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Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-24
2.125000
50000000.00
53304447.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-05
1.875000
5000000.00
5090367.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-12
2.875000
40000000.00
42664218.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-11
2.625000
25000000.00
25643865.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-17
0.00
1274000.00
1065461.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
147000.00
125072.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
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2065-09-15
4.250000
8994000.00
12038173.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2034-03-15
0.00
1517000.00
1127360.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2037-01-15
0.00
1000000.00
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Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
1000000.00
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Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.00
82000.00
80863.00
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
1437300.00
772076.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
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1998800.00
1015067.00
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
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UNITED STATES DEPARTMENT OF THE TREASURY
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UNITED STATES DEPARTMENT OF THE TREASURY
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
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UNITED STATES DEPARTMENT OF THE TREASURY
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U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
7296666.00
6090848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
0.00
20194652.00
20189523.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
40525865.00
40436789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
0.00
3866020.00
3736647.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
16908657.00
15262903.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
13330985.00
11951495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
8352543.00
7333566.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
50383176.00
33068393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
0.00
26432840.00
16471994.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
32810189.00
20011295.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0002
1250000000.00
1250000000.00
0.0061
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.050000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR038C397791565MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1479354.00
1383158.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
2354700.00
2371331.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1179414.00
1250058.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
1070200.00
1133754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
1890458.00
1809425.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
1151086.00
1223760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
3012572.00
2475250.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
14452976.00
14881978.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1201410.00
1291226.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1050226.00
1123950.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
2013356.00
2141447.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
7623800.00
7922706.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.000000
2426136.00
2407237.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-09-01
4.000000
1252760.00
1150574.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.000000
1101006.00
1015417.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
3.000000
1417216.00
1244357.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
3.000000
5323296.00
5470385.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1046880.00
516855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
2070400.00
2123011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
9800000.00
5175295.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
43042112.00
44328641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
509998.00
218046.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
5399920.00
2501416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
19759680.00
19844979.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.500000
1639688.00
1782445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1692684.00
1650374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1274276.00
1199074.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
3801916.00
3958150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
1326702.00
1411492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
5475824.00
5687305.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
1365100.00
1373608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
6425528.00
6555538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1734000.00
1745495.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1337992.00
1425771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1229626.00
1305995.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
1029222.00
1082960.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1458742.00
1528349.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2012004.00
2183010.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
4949456.00
5281911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
17958240.00
10657992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
10279760.00
7153170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
39007480.00
39463438.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
34874368.00
37048820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
3.500000
1187.00
110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
1000.00
734.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-07-02
2021-07-02
N
N
N
0.0005
250000000.00
250000000.00
0.0012
N
N
N
Y
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR0394E4779156HSB
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
10000000.00
16607076.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
10247900.00
14353629.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
25398700.00
34652606.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
11300000.00
14421498.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
11750000.00
13399051.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
2450900.00
2744662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
10000000.00
11542290.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
11635000.00
13114479.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
30000000.00
23349677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
15067100.00
12590820.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
5782800.00
5996304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
4820600.00
4965673.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
1426000.00
1464417.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
3229900.00
3304472.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
223500.00
235331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
10700.00
11351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
60000000.00
64218890.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
541600.00
566045.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
5062700.00
5315149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
16940100.00
17819450.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
15564300.00
17019212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
31376400.00
34842194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
14085800.00
15006326.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
10640000.00
11895720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
9256600.00
9873640.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
20111900.00
22714560.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
34572900.00
37950155.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
24584200.00
26366138.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
7221100.00
7945105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
1675200.00
1822831.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
1501400.00
1613043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
10403900.00
10630054.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
77600.00
79179.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
36566700.00
38427678.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
1953600.00
2257738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
9558300.00
9922645.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
25678600.00
26713880.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
6682800.00
6882101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
4500000.00
4604142.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
49602500.00
50722328.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1134900.00
1201267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
49939100.00
51810636.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
16769900.00
17704813.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
9877400.00
9980064.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1191400.00
1223792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
494900.00
510093.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
127500.00
158118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
994600.00
1019746.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
7929300.00
8400331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
36304400.00
40052253.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
25000000.00
25510393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
60000000.00
61884906.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
16600.00
17288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
147400.00
153152.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
111997800.00
113637154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
19382000.00
20408659.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
780000.00
784353.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
7845700.00
7904986.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
513800.00
503409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
7000000.00
7006531.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
82400.00
93893.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.070000
8785100.00
8789449.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
38223800.00
37703192.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
4588500.00
4591111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
26483600.00
26492428.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
1025000000.00
1025000000.00
0.0050
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR03954E7791567HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
14711300.00
20071299.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
862700.00
1151677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
12250000.00
13969224.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
380500.00
538804.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
3619800.00
4053664.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
24194300.00
29783407.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
60400.00
68080.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
6161500.00
6158627.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
5249400.00
5486327.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
95636900.00
106200820.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
99935900.00
106597577.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
7600.00
8584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
374700.00
411303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
51096300.00
56219338.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
959700.00
1031063.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
443600.00
453243.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
86577700.00
93403405.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
3841300.00
4036794.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2238400.00
2586876.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
75000000.00
79774338.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
86900.00
92256.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
4131100.00
4288570.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
35746200.00
37187374.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
889400.00
918479.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
200.00
206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
247600.00
253190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
573900.00
607461.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
23546700.00
25372647.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
951300.00
1004334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
70006200.00
70733834.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
17111900.00
18188199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
3663900.00
3776377.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
200.00
205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
25815100.00
27348615.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
7694400.00
9387202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
98200.00
102268.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
959800.00
997255.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
25329300.00
26286755.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
16082200.00
16317601.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
88700.00
92781.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
39000000.00
41065818.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
58034800.00
56861072.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
570900.00
572253.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
6326000.00
6137014.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
7238500.00
7157135.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
5364300.00
6112530.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
963000.00
949884.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
71400.00
71441.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
1800000.00
1802369.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
999800.00
1000639.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
21980100.00
21312685.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
900000000.00
900000000.00
0.0044
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR03954F7791568HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
21000000.00
28651259.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
10000000.00
11159186.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
2195000.00
2655470.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
1924700.00
2011677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
1174500.00
1315274.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
8169200.00
9207976.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
28137800.00
29176662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
16631800.00
17132324.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1497900.00
1591938.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
3927600.00
4033410.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
4223000.00
4320501.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
42280900.00
44519109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
38742900.00
41099068.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
11489400.00
12331859.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
9317500.00
9738037.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
71351200.00
74909092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
29200000.00
31665585.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1000.00
1052.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
12016900.00
13140210.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
1013300.00
1125228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
6030500.00
6424601.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
20700200.00
22080065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
63200.00
71379.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
47700.00
51157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
15928700.00
17525750.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
3412500.00
3713234.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
50000000.00
53189244.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
3066200.00
3294201.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
295800.00
302230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
975600.00
1127482.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
63428000.00
67337027.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
2800.00
2997.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
644800.00
670796.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
165700.00
171118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
812400.00
836628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
11860300.00
11924841.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
470500.00
481122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
5000000.00
5292393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
4704400.00
5069206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
2428300.00
2563676.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
718800.00
731703.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
25000000.00
26277293.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
33683000.00
34598789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
8863100.00
10991480.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
24996200.00
26481069.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
25000000.00
26616553.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
11900.00
13128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
73000000.00
75170247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
419300.00
436671.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
176500.00
183172.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
12410800.00
12592462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
68809500.00
71975705.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
30000000.00
30780594.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1669100.00
1635343.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
14003200.00
14036384.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
43674000.00
42369258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
10340700.00
10224464.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
250000.00
250233.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
54570600.00
53827349.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
7137400.00
7141462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
13845300.00
13424894.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
18325000.00
18331108.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
1000000000.00
1000000000.00
0.0049
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR03969B7791564HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
8890000.00
12129033.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
42000.00
56069.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
265800.00
303104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
149300.00
211415.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
341300.00
382208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
11937700.00
14695419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
23493500.00
23482547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
50212000.00
51300044.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
2373900.00
2437853.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
36168700.00
37003764.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
874000.00
920267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
381900.00
405125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
90000.00
96599.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
3831800.00
4030706.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
11142100.00
12372841.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
4680000.00
4994126.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
4628200.00
4963666.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
539800.00
587371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
117100.00
125808.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
131300.00
134154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
217500.00
234647.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
44400.00
45304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
3992000.00
4195164.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
1146800.00
1325335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
385600.00
409364.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
812600.00
869789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
13210700.00
13714268.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
980800.00
1020343.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
23263400.00
24023999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
240000.00
247158.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
148600.00
151955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
200000.00
203904.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
116400.00
117610.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
496400.00
509896.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
23869800.00
24473295.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
1068100.00
1131549.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
3621900.00
3995804.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
1136100.00
1183168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
164600.00
171023.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
834400.00
865941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
24275000.00
25391992.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
7522000.00
7369871.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
50000000.00
46254939.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
5100.00
5105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
726800.00
716901.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
16200000.00
15628322.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
3773900.00
3777065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
8596300.00
8335278.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
350000000.00
350000000.00
0.0017
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.110002%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR039B2C779156BAN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-09
0.00
60000.00
59997.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-01
0.00
500000.00
499996.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
219200.00
219149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-16
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-23
0.00
190000.00
189984.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
0.00
1324000.00
1323906.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-13
0.00
9100.00
9100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.00
5056900.00
2563595.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
100.00
131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
9000.00
11759.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
100.00
130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
1602000.00
2063865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
17804400.00
20593173.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
8000.00
11156.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
800.00
934.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
1400.00
1976.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
518900.00
517791.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
576500.00
662861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
2324700.00
2677157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
201800.00
236334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
900.00
1040.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
3291700.00
3348459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
13840200.00
13029377.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
6700.00
5189.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
100.00
80.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
26922100.00
22448654.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
5999900.00
5125343.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
3262000.00
2831321.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
1592100.00
1454208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
8971200.00
8546173.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
137200.00
141343.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
479000.00
583582.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
23454700.00
24952164.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
601100.00
650240.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
1635000.00
1711995.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
24857000.00
27570779.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
3805100.00
4054655.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
600000.00
637309.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
1098100.00
1226366.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
7000.00
7173.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
227900.00
233209.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
49000.00
52618.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
471000.00
537741.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2596500.00
2997761.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
37700.00
38096.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
3559300.00
4350426.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
2653700.00
3160746.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
200.00
207.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
2044700.00
2499094.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
13300.00
15955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
8999900.00
9336814.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
207700.00
219264.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
176600.00
187761.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
124000.00
130330.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
3948100.00
4256008.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
100.00
110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
7000.00
7858.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
11640000.00
11826050.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
2186500.00
2185849.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
1000.00
1000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
7166000.00
7082992.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
63199900.00
62467817.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
416800.00
411462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
50200.00
50176.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.070000
24999900.00
25012625.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
17518700.00
17221165.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
6049200.00
6056328.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-15
0.125000
25100.00
25054.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
13200.00
12754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
842500.00
830564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
1000000.00
997449.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
4954700.00
4956305.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
2833000.00
2833918.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
890400.00
890757.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
39999700.00
40015753.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
100000.00
100011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
2400.00
2391.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
724000.00
721329.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
1954400.00
1958877.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
4148600.00
4147970.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
317700.00
318634.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
28366900.00
28320425.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
378300.00
377711.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
1104238.00
981646.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-07-07
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0011
390000000.00
390000000.00
0.0019
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR039C5B7791565HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
3796900.00
5376567.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
5760000.00
6020295.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
5622700.00
6489884.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
5329900.00
6160965.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
397000.00
488711.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
2908800.00
3278676.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
71198900.00
73827600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
200.00
206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
2117400.00
2174443.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
16616800.00
17000449.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
23321100.00
24555641.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
148400.00
155098.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1436900.00
1511489.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
490600.00
544791.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
427100.00
482371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
1140600.00
1223274.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
200.00
220.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
809800.00
881165.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
1127900.00
1211770.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
93800.00
95839.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
139300.00
150282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2045200.00
2363599.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
10741300.00
11061637.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
20600.00
21748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1191400.00
1223792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
15416200.00
15805964.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
417800.00
442619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
100000000.00
106466212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
29600.00
32656.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
151400.00
157672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
22300.00
23170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
332000.00
325285.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
26400.00
26403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
100000000.00
100063411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
5099200.00
5102102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
13244300.00
13255408.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
400000000.00
400000000.00
0.0020
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.130000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR039D2F779156MUF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1763604.00
1669544.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
1685776.00
778116.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
1075014.00
589031.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1802950.00
1593878.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
1284538.00
1346510.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
1009348.00
1068400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
1248676.00
1318173.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
2034144.00
1832500.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
2244420.00
2271111.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.500000
9414608.00
8932268.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
3212568.00
3339675.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
5401136.00
5443712.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1802404.00
1953517.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2298470.00
2449346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3538256.00
3701617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2856812.00
3092605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
3.000000
1197148.00
1244219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
2.500000
1260786.00
1309695.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-08-01
4.000000
1365280.00
777383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
1386034.00
1062503.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.000000
1355996.00
1392216.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
3.000000
1012386.00
1008358.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.500000
2159512.00
2189907.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
2.500000
1106928.00
1159208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
1334138.00
1408235.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
3009360.00
3197024.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
500000.00
329107.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-04-01
2.500000
4750000.00
4953486.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
1.500000
13658208.00
13180374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
1050000.00
317686.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
455000.00
187286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1658000.00
1053522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1688000.00
979413.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
2150000.00
679786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
200000.00
65565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
131960.00
62059.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
1185000.00
405012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
4083544.00
767805.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
1975000.00
743691.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
5.500000
15062911.00
404360.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
3800000.00
1448251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
1900000.00
1410422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
14361200.00
8978499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1319118.00
984903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.500000
1288880.00
1319014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.500000
1474160.00
460768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
1103280.00
1095113.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.500000
3006744.00
3022580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1250000.00
479903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
15944400.00
7108671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
1111640.00
946026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1015416.00
196024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
2186910.00
451776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
3599364.00
2308895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
630000.00
488566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
2374764.00
2179859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
1451358.00
1481060.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
1324668.00
1337448.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
1337500.00
968302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.500000
2623656.00
2572711.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1026008.00
1093472.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
1354074.00
1406617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
1095478.00
993981.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
4316992.00
4254929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1035062.00
1095416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1192252.00
1289558.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1108656.00
1172773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
1411158.00
1468558.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1557590.00
1342078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
17600.00
18696.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
9230160.00
8710714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.500000
1308666.00
1406095.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1022002.00
1021569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1809100.00
1892632.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
15072064.00
15729680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
300000.00
106996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
4500000.00
2138168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
2.500000
50000.00
40422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
5094104.00
4832352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
26690176.00
26122661.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
23185856.00
23400848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
37727488.00
38465093.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0013
250000000.00
250000000.00
0.0012
N
N
N
Y
HSBC BANK PLC
HSBC BANK PLC 0.029999%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR039EFA7791566HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
59752100.00
83691240.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
151600.00
214672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
1676400.00
1877331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
2852400.00
3292323.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
10923000.00
12626169.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
813400.00
1001303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
10845000.00
10839944.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
1595900.00
1654821.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
77700.00
80038.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
160100.00
170151.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
1346800.00
1377895.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
2012800.00
2103646.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
3625700.00
3813908.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
22418800.00
24514453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
13451600.00
14937445.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
3168300.00
3375353.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
14818500.00
16736146.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
2380500.00
2553046.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
142800.00
157117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
1489100.00
1620330.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
1174000.00
1261298.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
31062400.00
31737617.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
497000.00
536183.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
5152400.00
5954531.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
8232900.00
8546723.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
686600.00
714282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
1840300.00
1895183.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
25000000.00
25564401.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1170900.00
1239373.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
4438200.00
4717352.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
767900.00
813516.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2305600.00
2812842.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
330300.00
343984.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
256500.00
266510.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
9870800.00
10236158.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
50000000.00
50542889.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
12154300.00
12246143.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1120100.00
1097446.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
39290400.00
44770749.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
12235500.00
12242463.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
2949700.00
2860134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
964000.00
964321.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0003
400000000.00
400000000.00
0.0020
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03A0EF7791563CA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
36400300.00
8687733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
6489392.00
2018460.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
44100000.00
8618987.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
6890575.00
1675625.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2034-02-14
3.750000
180000.00
186060.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-02-26
2.000000
300000.00
296357.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
4891593.00
2837634.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
133381.00
61693.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
9833547.00
6815256.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
3822160.00
2749244.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
15435565.00
8257382.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
2602240.00
2693813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
12799000.00
12241432.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
6648000.00
1995194.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
5386792.00
1827865.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
60479106.00
11458912.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
1785676.00
569653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
2516652.00
423027.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
272865.00
166733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.000000
43407000.00
11501492.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
16775267.00
8171618.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
42441.00
16182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
28232.00
11589.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
1247123.00
690588.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
23591288.00
10010571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
20359856.00
10146631.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
3800000.00
1583378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
20528546.00
10278582.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
2094748.00
1389513.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
15282245.00
16228935.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
9411892.00
9782089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
10103463.00
8826339.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
20376000.00
20614175.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
794710.00
803999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
19365376.00
19846150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
9959755.00
1827236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
27880482.00
7377690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
11967.00
3295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
40473882.00
10892969.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.000000
7485511.00
3002079.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
20179749.00
7204829.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
1142.00
252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
7764819.00
3008895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
23641346.00
7660996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
40046954.00
10532751.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
5118874.00
1936135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
14093794.00
7017899.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
13755519.00
5788198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
34384441.00
14118850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
11226035.00
4280588.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
49500000.00
8593389.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
6969855.00
2708362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
4073772.00
1859887.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
7663255.00
3005854.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
1024.00
428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
3474497.00
1975609.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
4700049.00
2381864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1000.00
288.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
3939325.00
2901111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
3684357.00
2101722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.500000
12416934.00
7140065.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-04-01
3.000000
4313249.00
3833150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
3169480.00
1598962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
2240000.00
1718890.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
6424649.00
2818147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3549292.00
2598850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5429701.00
2951445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
800000.00
307843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
9073205.00
4563784.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
11433263.00
7045848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
17537285.00
11910745.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
3940449.00
1466170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
3623885.00
1925552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
1003.00
608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
1001.00
311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1003.00
819.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1370218.00
1139157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1941785.00
1176107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3549526.00
3188129.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1000.00
619.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
2959921.00
2030570.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1387863.00
1088946.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
3346851.00
3213556.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
6048220.00
3849766.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1746584.00
1301492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
478732.00
362827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
4413.00
3300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
4209528.00
2489897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
42859866.00
28862531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.500000
6307649.00
2054460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
5767801.00
2443466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
3105504.00
2504640.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2435966.00
1791169.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
332189.00
278925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
663840.00
485280.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
893324.00
673535.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
5110037.00
2532531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
3298652.00
2450197.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1055.00
927.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
434333.00
428316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
42584.00
41263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
21629809.00
22056568.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1507.00
1472.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.000000
2156638.00
2131705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
2836597.00
2859106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
8643330.00
6077932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
2186.00
1892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1824723.00
1839011.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
2417093.00
2524968.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
426425.00
137546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
3639109.00
3389963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
1634.00
440.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
2777142.00
443507.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
944712.00
236687.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
19282074.00
4444089.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
486830.00
452867.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
380028.00
379899.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
9707.00
8687.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
543383.00
595327.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
8494.00
4709.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
622037.00
243140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
2409508.00
561774.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
1765197.00
1619587.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
200.00
220.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
7600.00
8045.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.129000
10323900.00
10334378.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
345700.00
335203.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-07-27
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0009
474500000.00
474500000.00
0.0023
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03A142779156CAN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
85207.00
20817.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
11357.00
2762.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2034-02-14
3.750000
2795000.00
2889106.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
3.000000
12264902.00
2754275.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
5100.00
844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
1088.00
475.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
900000.00
227501.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
15112.00
8084.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
450227.00
248072.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
839110.00
868638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
1336.00
1041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
138436.00
33794.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
1319863.00
753386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
4897634.00
2421834.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
5208211.00
3275137.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.500000
1406183.00
387710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
1400000.00
672463.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1058497.00
444453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1636048.00
1521253.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2036-03-03
2.450000
91000.00
91758.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1047.00
715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1444.00
1461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
13670977.00
14010379.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
1061.00
324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
1142.00
143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
9390930.00
1596875.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
26482.00
7292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
1034.00
285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-04-01
3.500000
1059.00
316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
4.500000
1110.00
253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
70733688.00
20736061.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1077.00
354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
3307995.00
1546759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
1020.00
552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
1048.00
279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
527702.00
116414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
2630079.00
1168381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
17209041.00
3356569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
1000.00
271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1045.00
365.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1001.00
313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
1260016.00
265890.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1000.00
362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1156.00
462.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
1310.00
150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.000000
3063132.00
1023048.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
6256166.00
2847828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
1073.00
487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
165984.00
69845.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1100.00
553.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
9667449.00
2934326.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
3.000000
1001.00
132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
2000000.00
762618.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
1000.00
463.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
2137774.00
1338423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
2000.00
975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
1029.00
386.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
2151.00
1067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.000000
1000.00
529.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.500000
1000.00
164.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4015590.00
691401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
1000.00
295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
5162.00
3056.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
1005.00
136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
1507519.00
630079.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1024.00
587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.000000
1001.00
351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1000.00
491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
1305.00
614.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1010.00
657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
70188689.00
20129709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2723301.00
1336937.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1560709.00
815879.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
5629520.00
2840021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2202677.00
1231036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
20470.00
13903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
1052.00
327.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1912111.00
1313612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1860000.00
1314267.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1069.00
509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1009.00
624.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
561872.00
322395.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1006.00
728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2751626.00
1395736.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
32497555.00
9142811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
14892459.00
9998144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1044.00
541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1036.00
489.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
5478.00
2089.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
7285337.00
4906064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
12007109.00
6629930.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
1527.00
799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
11560463.00
4553007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1016.00
1055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
41079.00
25142.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
507830.00
343255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
76645.00
64355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
32518571.00
32137209.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
663852.00
485289.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
970450.00
604493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
2567.00
2509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1000.00
1008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
230129.00
238966.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1265685.00
1309962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
47300.00
24109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
431748.00
253208.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
912996.00
492517.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1056.00
616.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
7954199.00
4736394.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
6530666.00
4206486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1000.00
684.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
2504236.00
1899544.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
5257395.00
3905127.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
37764636.00
36417771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
43041106.00
37829385.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
7687037.00
7580538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
9431905.00
9753014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.000000
5161128.00
5101459.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
4039308.00
4055384.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
48916511.00
51832120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.500000
1494.00
1294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
2586856.00
2767582.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
23005373.00
16177224.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
31512751.00
12621824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
70113356.00
58152786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1018.00
941.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
110850.00
59467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
9759.00
9213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.500000
1071961.00
705178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
667768.00
639690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
700000.00
503105.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1039261.00
895961.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
6445878.00
427590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
7274.00
3762.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
28323.00
27362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.000000
117565.00
118193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
2012302.00
541310.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
3188996.00
509280.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
5434.00
1902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
163563.00
64063.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1207811.00
302604.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
24781.00
6442.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
4508497.00
1039108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
55099238.00
12838417.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1025.00
1046.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
16945524.00
15763343.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-07-15
4.000000
145822.00
41919.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
313021.00
280136.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
1238916.00
1272389.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1009262.00
1105740.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1120893.00
1173223.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1355413.00
1409230.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.500000
1470461.00
1638550.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
1010697.00
1049814.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
329859.00
353662.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1586951.00
1700276.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.000000
162887.00
172274.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1610105.00
1658756.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
4526615.00
438384.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
41158.00
22816.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
183897.00
87766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
271244.00
106023.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
9725542.00
8923289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
122076.00
37174.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
9000.00
9841.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
134200.00
146027.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
1378600.00
1379934.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
2131600.00
2066875.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
296500.00
296691.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
632600.00
632469.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-07-28
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0009
475000000.00
475000000.00
0.0023
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.069998%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03A34E7791562CA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
14000.00
15623.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
50711800.00
57828937.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
14379000.00
19343914.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
77100.00
88005.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
16766000.00
18493411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
22969600.00
23467328.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
46539300.00
52031814.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
1557900.00
1759506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
22071400.00
24227446.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
5890600.00
6456458.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
724400.00
788239.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
737600.00
784648.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
1800.00
1905.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
700.00
745.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
5374200.00
6029519.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.129000
266442300.00
266712709.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
93.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
2741100.00
2655559.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
117700.00
112387.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
2645600.00
2649082.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
200.00
198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
1053800.00
1052324.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-08-04
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0007
475000000.00
475000000.00
0.0023
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.069998%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03A4317791562RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
1526.00
122.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
6.423000
33322.00
6152.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
3270981.00
620147.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
102795604.00
19553130.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.500000
10335268.00
3902858.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
6192328.00
3950851.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
172458.00
78712.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
38725897.00
21809443.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
1340279.00
461266.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
61537402.00
15612330.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
2431177.00
1946332.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
1079498.00
617842.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
3.500000
7808269.00
1059927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.500000
6280000.00
1026774.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
510000.00
173915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.500000
330000.00
166619.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
1000000.00
197420.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.000000
2500000.00
842702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
3.000000
2270000.00
771057.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
748305.00
220828.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
4932630.00
2717840.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
461271.00
293760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
1336.00
758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.500000
482457.00
192681.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
15855.00
14927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
180876.00
76248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
86867053.00
33081308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.500000
3120403.00
905832.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
2608.00
999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
8263839.00
4265925.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
1572419.00
1273300.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
6040799.00
4293171.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
8350323.00
4413304.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
35185061.00
18755484.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
1357324.00
1040363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
47000000.00
23532760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
3406421.00
3128894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
14543356.00
14565818.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
455591.00
498997.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
451523.00
467440.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
24005068.00
24526089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
322424.00
312368.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
5249189.00
5032575.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
929736.00
962041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1111863.00
1192843.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
707648.00
756608.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1292934.00
1372375.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
585617.00
609342.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
3867110.00
3723710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
17646620.00
17028877.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
10295409.00
9633708.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
5459351.00
5531900.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
29674122.00
29460246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
3550650.00
1778293.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
6306604.00
1310201.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.500000
5771539.00
488959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
6268044.00
1122883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
918862.00
222446.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
10000000.00
1598013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
39877963.00
3643152.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3772536.00
1306670.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
6605000.00
1391042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
27935927.00
11478498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-01
2.500000
5788277.00
2091555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
11103008.00
2316924.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
2206716.00
644433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
4475000.00
885748.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
28617669.00
16650335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1507756.00
592790.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
84455232.00
35066835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
42999828.00
24537980.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3901024.00
1207449.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2499472.00
1203178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
3564565.00
1262291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
8545083.00
3603860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.500000
2500701.00
1149659.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
2637903.00
801410.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
5457532.00
1078169.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
2736045.00
1166246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
3468.00
317.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.910000
398243.00
339943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1793880.00
1115593.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
2350833.00
1040366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1427400.00
1076768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
6407907.00
3576549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2611367.00
880126.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5497764.00
4422398.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
25864729.00
19037573.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
94813.00
69153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-06-01
2.500000
7925270.00
8012657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
3351644.00
1141437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5715457.00
3998010.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5617726.00
3771364.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
6470265.00
3644562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.000000
41215639.00
21899558.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
4043787.00
3382716.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1566826.00
1232974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3979867.00
3993392.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1989388.00
1037435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2758959.00
1765768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.000000
2101568.00
1132387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.500000
1514713.00
1330333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
3.000000
1855400.00
662578.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
1095475.00
459007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
55913524.00
32323813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
35768987.00
24221680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
36449029.00
19834906.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
73938043.00
42119152.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1787771.00
853856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
6.000000
1964468.00
636033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1887887.00
1320730.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
57934.00
51639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
2309462.00
1903895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1212310.00
769025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1548102.00
1584005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
4311467.00
3683333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.500000
1113483.00
1021438.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1158856.00
1216189.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1196759.00
1218732.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1390082.00
1423082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
1134252.00
1206969.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
124416.00
130168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
13506182.00
13664056.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
4077.00
4131.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
1000.00
968.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
210277.00
218353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
656114.00
705312.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5566874.00
5814897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
38370.00
38700.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
2786176.00
2866647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1845300.00
1965671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
10174922.00
10508668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
12806877.00
13350779.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1850577.00
1938153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1960334.00
2050261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2818923.00
2939206.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
87078.00
88096.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
3563950.00
2617709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
67719091.00
35727614.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
30000000.00
17832698.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
12949644.00
9022185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
39913439.00
22809719.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
3097787.00
1415348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
23908571.00
17805758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
20330273.00
16910966.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
16325963.00
16620142.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1458240.00
1463901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
750956.00
746090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
8264446.00
8680014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
13690000.00
13593647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
9709.00
10340.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
344408.00
180778.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
495704.00
345105.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1567625.00
1119288.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
3646141.00
1956016.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1443150.00
1502890.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1125746.00
1170772.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
2199152.00
2231064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
2560363.00
2687546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.500000
171767647.00
4183486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
10000000.00
1841870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11270340.00
1255813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
277931314.00
4521383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
64017292.00
22658367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
4177624.00
625045.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
43898.00
15556.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
56458.00
14204.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
12378992.00
1569564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
181895.00
41519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.000000
135049.00
33814.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
1089973.00
957680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
22665514.00
21000256.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
694111.00
670566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.000000
3058491.00
3010014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.000000
6922777.00
928320.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
149502.00
19583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
6947020.00
1632844.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
574365.00
92558.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.000000
1278323.00
215314.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.500000
830366.00
146904.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
81658306.00
44710300.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2021-08-09
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0007
953500000.00
953500000.00
0.0047
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.069998%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03A4327791563RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
1956630.00
156188.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
3441408.00
183934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
1678057.00
122807.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
4433384.00
843290.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
1120896.00
712956.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
4515042.00
3098529.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
17975.00
5553.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
323034.00
147438.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
8737375.00
3368297.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
73648042.00
25346442.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
8075306.00
2048743.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
60304943.00
26976886.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1724917.00
1380920.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.000000
271260.00
81578.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
3566372.00
1052454.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
40311722.00
22211441.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
142839.00
90967.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
30081.00
17076.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
57328420.00
22865290.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
71863228.00
67657800.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
3853000.00
1334379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
386346.00
85939.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
38105005.00
16063136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
2866052.00
1561022.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1228126.00
937514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.500000
1139131.00
884848.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1069677.00
552184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
2095466.00
1433778.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
2440349.00
1513231.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1630044.00
1298456.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
58568035.00
25780760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
119798243.00
46943001.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
25283512.00
23223617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
329769.00
309091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
492961.00
515584.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
63794933.00
63893465.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
429970.00
416560.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1106505.00
941941.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
56688.00
59833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1710019.00
1799011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1669356.00
1778438.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
569387.00
592454.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.000000
1926901.00
2005751.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
726009.00
699087.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
117324735.00
113217627.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
1.500000
1278407.00
1268514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
29643846.00
27738594.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
18359293.00
17441217.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
10363655.00
10501378.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.500000
3584228.00
561500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
460734.00
111539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
94854858.00
32314080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
13100000.00
2976294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
3000000.00
1321661.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-01
2.500000
1011723.00
365579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
3763572.00
826174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
7918822.00
3065540.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
8096620.00
2393245.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
39041010.00
18946239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
3086646.00
1213547.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
25894572.00
13464857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
1348041.00
895545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
3894096.00
948082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2450736.00
1325688.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
466237.00
42643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
2800000.00
1419790.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
2135915.00
1369043.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1861583.00
879776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
7067217.00
4336856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
4197498.00
3089542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
5945.00
4336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
4163500.00
2357136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
2354179.00
1212826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1119230.00
1122778.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4138174.00
2712861.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1523817.00
1257215.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
745047.00
409290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1498956.00
1253910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
1082554.00
1047017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2786380.00
766942.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.500000
1118344.00
1142450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
2740000.00
1315457.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
7620.00
4285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
32760946.00
18939223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
59840773.00
29540347.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
9636018.00
5243748.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2020400.00
1279338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
2611017.00
829393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1067655.00
571009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
200000.00
110757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1458131.00
1395042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1450314.00
1456428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
2096124.00
1219662.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
360718.00
289001.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
439580.00
362385.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1167952.00
1024871.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
10094.00
7663.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1460176.00
1254522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1340868.00
1339974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
4452952.00
4463011.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
5317550.00
4452036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1349536.00
1442658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1403553.00
1458782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
1036516.00
859115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
1166782.00
1276584.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
527599.00
554345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1164350.00
1189315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
12438.00
12583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1108601.00
1133717.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
1687025.00
1728894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
401501.00
388627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
239394.00
248589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2492887.00
2595604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
331304.00
193364.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
56086.00
33193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
854477.00
213720.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
5250000.00
1713724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
60537779.00
44464783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1000.00
528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
687548.00
314134.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
2202045.00
1937654.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
19988886.00
19375327.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
4530501.00
4514436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
76853.00
76856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
21175517.00
21557081.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
21926171.00
21110354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
22139382.00
22242099.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
1819.00
1892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
25631699.00
26920558.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1063284.00
1157214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
6342448.00
4744837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.500000
1544675.00
1592825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
4687526.00
4992104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
98784.00
68773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
971346.00
521090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
69559.00
72341.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
7511823.00
7620827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
1523164.00
1598826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.000000
2763552.00
96522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
1253854.00
32414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-12-01
5.500000
15197814.00
114439.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
3298344.00
93722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2372678.00
122731.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1749075.00
101207.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
1108850.00
48771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
272678.00
38223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-01
5.500000
10080690.00
187643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
9701913.00
157831.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.000000
144085.00
15904.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
3154281.00
1684135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
40806.00
14460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
181532.00
45670.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
1779022.00
957070.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1500000.00
483834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
2403493.00
142671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1017411.00
208373.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1007813.00
167806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
1450261.00
93335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
227913.00
28898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
21345491.00
598516.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
5.000000
2989940.00
838874.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
1678522.00
593623.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
3473.00
793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
2700000.00
684467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
2.500000
1300000.00
391929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
2.500000
3478477.00
965477.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
2100000.00
646935.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
5.000000
1989334.00
806140.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
3125394.00
910328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.000000
790723.00
197982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
4635422.00
996085.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
68594.00
31154.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1000000.00
332709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
1000000.00
370543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
942190.00
827834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1954821.00
1811198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
33969976.00
32817666.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
645424.00
573604.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2021-08-09
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0007
953500000.00
953500000.00
0.0047
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.069998%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03A49A7791564RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
6.423000
54661332.00
10091838.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
100000.00
22106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
621330.00
117798.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
12989.00
2471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
44092234.00
9540147.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
4.000000
651342.00
121021.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
4312358.00
1332323.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
30300000.00
9766789.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
1000.00
254.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.000000
1000000.00
209382.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
6631485.00
3182855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.000000
42922463.00
12249199.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
52848225.00
10354861.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
62478.00
20084.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
15000000.00
10789359.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
32085000.00
17546630.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
23406391.00
12472243.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
261114.00
272788.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
23690741.00
9448990.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
4700000.00
4495252.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
1340994.00
230325.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
55000000.00
18411209.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
58511248.00
16147407.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
52746.00
22235.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
32694892.00
15805364.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
24310526.00
13949551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
5167.00
1968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.000000
20968216.00
6232299.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
38400000.00
14250302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
21684224.00
13617106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
32886410.00
15585923.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
7649451.00
4077559.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
8868000.00
5252175.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
114699090.00
62997245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
72157255.00
28274856.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-01-01
5.500000
22800000.00
8237629.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
15090083.00
13876293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
19956487.00
18611383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
8339351.00
8338473.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
9553124.00
9158903.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
4246037.00
4418055.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1154355.00
1200514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
10521050.00
11156690.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
2.000000
4914738.00
5014810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
26123245.00
25208766.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
34611498.00
32386968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
89022054.00
84570413.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
48488149.00
49132508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
61000000.00
8911402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
29600000.00
4365474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1463300.00
252087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
33300000.00
2678753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271650.00
245424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1017079.00
224636.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1000.00
222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
65101087.00
17363727.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
80965419.00
17869232.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
50517368.00
14985174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
33927000.00
12935812.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
8459352.00
4874042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
1012339.00
199383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
4.000000
1046633.00
244714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
8850000.00
3889925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
25626149.00
12822160.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6041139.00
4194268.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
150033802.00
84230856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
150108704.00
83514509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
34600331.00
13603475.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
25084878.00
13066249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
26378268.00
14145705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
50313629.00
15409186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
9663583.00
2556524.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
41474975.00
15814122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1092426.00
243283.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
1529936.00
259265.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
2546515.00
195841.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.000000
74200000.00
1776905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
17998.00
1646.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
178831.00
93439.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-05-01
3.500000
430000.00
242261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
2099000.00
1295888.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
2000000.00
1230476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
2100000.00
1304387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
47815502.00
29342377.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
94000000.00
61484172.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
12785.00
9410.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-04-01
4.000000
1000000.00
877478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-08-01
3.000000
62888456.00
62340605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
12843908.00
12002833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.500000
22256658.00
18254575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
15127995.00
8909519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
7947856.00
4499623.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
17172899.00
5302310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
130268386.00
72543103.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
12623992.00
9914557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
33743.00
31692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
3080046.00
1911388.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
4565133.00
2008998.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
24589125.00
12535773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
19000000.00
9748057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
19909630.00
18050311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
10733149.00
10380815.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
2075096.00
1048992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1371625.00
715083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1147641.00
368499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
26701.00
13918.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1000.00
676.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1515313.00
976929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1325169.00
717903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
704810.00
581944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
20192598.00
13008999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
47231013.00
31983418.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
55798.00
38018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
7193878.00
4098026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
23056705.00
12433300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
192907.00
111010.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
490612.00
174435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1541656.00
1017659.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1608115.00
530311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1995291.00
906747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1362976.00
956199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
1124638.00
852971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.500000
1272013.00
989404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
1071284.00
1098691.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1015654.00
871567.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
260606.00
232287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
89154.00
76515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
183250.00
138065.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
21384664.00
21892372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
38197.00
39104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
584825.00
625313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
455302.00
468698.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
97112.00
101602.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
13872307.00
14034460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1526002.00
1546223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
5659595.00
5478119.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
254754.00
255070.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
6155093.00
6245357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
26640.00
28638.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
106226.00
112470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
6455673.00
6742466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
13685268.00
9481572.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6000000.00
2701158.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
8985000.00
6169738.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
173836.00
144599.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
4817468.00
4799641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
7283776.00
7312053.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
59419.00
63280.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
9479059.00
9747749.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
305938.00
316143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
3551558.00
3870363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
6627520.00
7189947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
5997108.00
6481297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
144479.00
100585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.000000
3500000.00
2918602.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
820265.00
585671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
155596.00
83471.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
17162272.00
17522435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
38650.00
40250.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1902795.00
1978901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
2135863.00
2166857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
729404.00
765636.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
2340203.00
214371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
1603878.00
235516.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
18750000.00
2271424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
29000000.00
2786175.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
269608.00
95539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
95753.00
24089.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.500000
12020733.00
1786036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
1286229.00
163084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
555049.00
126694.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.000000
105779.00
26485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
3500000.00
1011682.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
6000000.00
1862396.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
1430000.00
827653.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
55763.00
43021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
175625.00
154309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
81793.00
75784.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
526293.00
508440.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.000000
984179.00
968580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.500000
55900000.00
4198465.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.500000
30689017.00
5670894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
12391578.00
2316605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.000000
43077223.00
5776501.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
641797.00
84069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
902593.00
212148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
44713.00
7205.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.000000
34319.00
5781.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
19489003.00
10670797.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
612180.00
544059.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
3832716.00
3489429.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2021-08-09
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0007
1525000000.00
1525000000.00
0.0075
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.069998%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03A49C779156ROY
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
906824.00
72387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
6.000000
12143310.00
1081854.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
6.423000
95842204.00
17694848.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
6.000000
1662133.00
49727.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
7.000000
52000000.00
2632196.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
5059000.00
2089094.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
3.000000
2550000.00
821658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1000000.00
274832.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
1100000.00
264927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
300000.00
67341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
2500000.00
578972.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-05-01
3.000000
1350000.00
387833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-06-01
3.000000
1000000.00
311289.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
1000000.00
301465.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
1000000.00
315990.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-02-01
3.000000
1000000.00
330532.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-01
3.000000
13628584.00
1463839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.000000
3129235.00
268219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
1650000.00
161793.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
4686926.00
816350.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
22343033.00
4236027.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
32056.00
27966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-12-01
5.000000
6986347.00
200049.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
38171960.00
7260829.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
498464.00
43829.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
13936415.00
874377.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-04-01
3.000000
1100000.00
228661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-04-01
3.000000
1300000.00
222343.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
1000000.00
264530.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
2162013.00
497629.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
4.000000
882688.00
164005.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.500000
10764170.00
2909183.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.000000
365000.00
147839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.000000
2310226.00
1196244.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
915844.00
582531.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
2020000.00
490271.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-11-01
3.500000
3901953.00
273852.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
4000000.00
482908.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
7741000.00
1032148.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
3.000000
2000000.00
425568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
750000.00
105717.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.500000
1766099.00
530651.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-06-01
3.500000
1815278.00
866988.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.500000
1193299.00
379853.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.000000
217572.00
77371.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.500000
912192.00
322181.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.500000
1214095.00
431113.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.500000
1003326.00
305908.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-05-01
2.500000
1061680.00
667628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-02-01
3.000000
1200000.00
509011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.500000
893127.00
547770.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1569987.00
685923.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
877729.00
400609.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
16454547.00
3449936.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
14287804.00
3131896.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
12722000.00
4223010.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
7570604.00
1888846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
11538743.00
6923799.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
1877586.00
1483669.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
7463275.00
4916353.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
4274115.00
3170814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
3722769.00
2842868.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
39232279.00
16973205.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
18364845.00
6550967.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
16359209.00
5081371.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1782040.00
1405246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
112193772.00
42742911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
16627421.00
4218455.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
7101234.00
6036276.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
601521.00
481561.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-06-01
3.500000
2614000.00
235919.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
500000.00
154960.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
3.500000
2000000.00
483110.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
2480000.00
323130.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
5745000.00
686141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
3.000000
1242093.00
181185.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
28369.00
7115.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
2.500000
965000.00
301968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
2.500000
1240000.00
340250.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
2.500000
725000.00
352362.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
11732.00
6715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1500000.00
636858.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
8554439.00
4105798.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
2.500000
1059137.00
713902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
428432.00
238286.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.000000
10243886.00
2923397.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
97947723.00
31485213.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-01
3.000000
2263000.00
254709.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.500000
875000.00
196671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
4.000000
1550000.00
215288.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
3.500000
773107.00
216097.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.500000
1014000.00
351353.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.500000
2000000.00
683478.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
8250000.00
2341580.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
3.000000
1000000.00
273422.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
3.500000
770000.00
282954.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.500000
130000.00
65638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
2.500000
1100000.00
581578.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.000000
3964411.00
335307.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
1758831.00
202191.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
2.500000
1000000.00
237361.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
364000.00
81689.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.000000
1725000.00
388642.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
1650000.00
393948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-03-01
3.000000
325000.00
68623.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
305000.00
70619.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.000000
241000.00
53237.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
3.000000
1437000.00
338501.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.000000
1025000.00
295147.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.000000
51492060.00
15485612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
1000000.00
315919.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
3.000000
3500000.00
1410661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
2.500000
650000.00
241494.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
685323.00
202242.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-04-01
4.000000
2035000.00
838152.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1309000.00
574832.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
558292.00
307614.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
1941352.00
1236348.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
45394330.00
25768551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
3626154.00
3401422.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
149489575.00
59623524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
7069747.00
3725749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
179071.00
168592.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
20482154.00
20069059.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
44131215.00
29743028.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
3058121.00
553414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
1216280.00
153258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
1110266.00
117040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.500000
1016120.00
16259.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
5039879.00
246917.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
2564295.00
492126.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.000000
1039988.00
125569.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1436959.00
412862.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
451682.00
46964.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.500000
1241277.00
125822.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1103675.00
250121.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
43500000.00
4270104.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
2014710.00
571708.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
114675501.00
33197460.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
19283720.00
4829381.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
31704232.00
11301341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
1084423.00
564712.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
4.000000
1147661.00
406303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
153904.00
26434.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
5828031.00
697750.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
4609247.00
2613773.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
2531689.00
678591.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
1284528.00
768706.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
1225000.00
307281.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
49604361.00
13689365.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
27901342.00
11237404.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
4293000.00
2087823.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.500000
13243271.00
5039012.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
34946123.00
14731512.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
190642.00
98124.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
23834933.00
9076983.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
65000000.00
33166556.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
1630832.00
440923.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
29085139.00
6562615.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
39499251.00
10884720.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
2435906.00
621906.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
21082278.00
7291601.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
5.000000
1081653.00
564440.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
3443809.00
786379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
3184839.00
1445443.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
1084400.00
490617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.500000
1915738.00
649127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
2345135.00
512776.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
1064901.00
563045.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
2202115.00
1214390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
1601619.00
611621.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
4.000000
1512103.00
109334.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.000000
1881709.00
769969.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
4.500000
1480650.00
391573.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.500000
1978340.00
407640.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
1402704.00
671690.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
13874321.00
6384850.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
15149854.00
8698080.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.500000
2152719.00
709709.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1100000.00
403524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1516990.00
706367.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1000000.00
451363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1236065.00
1158474.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.500000
2299686.00
809682.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
4.500000
2239826.00
524974.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.500000
1422171.00
1052484.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
4.000000
1384857.00
349280.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
1324623.00
615847.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
1835500.00
1048944.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
1831692.00
785495.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
2632831.00
1548145.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
1763790.00
1265017.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
2104069.00
1400617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
1421749.00
774153.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
9706247.00
5775854.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
54547544.00
29076704.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
1435336.00
1211414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
11101877.00
6851294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
1705766.00
542564.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1121109.00
570904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1072963.00
497243.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
200000.00
111779.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
1287229.00
1291318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
5095877.00
1778398.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
4321768.00
1693487.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
87000000.00
42767646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
19000000.00
12572200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
1000000.00
524230.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
40000000.00
20249128.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
3162481.00
2205888.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
4851606.00
3893705.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
3578910.00
3287330.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
7119883.00
5979964.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
7795845.00
7307011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.000000
2057721.00
1878552.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
539489.00
564247.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
26188632.00
25735000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
1000.00
1002.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
1313992.00
1430385.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
746412.00
801399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
1909081.00
1990229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
1728738.00
1836248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.500000
1665808.00
1533096.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
1283973.00
1353260.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
10951919.00
10037025.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
6894521.00
6321598.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
4226698.00
4115398.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
4.000000
1415250.00
1526467.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
2892360.00
2802154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
10374826.00
9946696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
5.000000
466979.00
513604.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
218659.00
228576.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
4.500000
1193049.00
1327534.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
1319943.00
1364749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.500000
1278059.00
1366981.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
4.000000
762244.00
813811.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
4.500000
369142.00
398395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
913022.00
939968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
4793128.00
5051904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
278824.00
288496.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
1000.00
1001.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1826649.00
1892483.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
355410.00
228154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1285562.00
1333562.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
304064.00
313576.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
200507.00
205169.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1311164.00
1383895.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
2179222.00
2330685.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1981995.00
2129336.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1051035.00
1123753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
475255.00
503968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.500000
1978610.00
1346680.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
3.000000
3500819.00
3540666.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.500000
2036059.00
1713809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
13803.00
13291.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
2.500000
3705294.00
3793221.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
4000000.00
1836337.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
10826195.00
8272639.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
19156848.00
17925610.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
6533185.00
6206486.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
6319030.00
6390440.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.000000
29449279.00
32076037.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
93937500.00
95185835.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
74168296.00
77124157.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
100000910.00
102851150.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
3.000000
885925.00
678978.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
1000000.00
280974.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1344116.00
1388753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
31707769.00
617083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.600000
3900000.00
2911169.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.000000
73201233.00
159264.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
8.000000
28021835.00
201605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-11-01
8.500000
7283241.00
166758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.500000
1744576.00
460355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
1053513.00
210665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
4263642.00
549670.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1086327.00
112857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1305517.00
136554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
9716464.00
115586.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1622528.00
154592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
96617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1543250.00
300274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
9151576.00
1082055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
4.500000
1035000.00
122081.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.500000
2722028.00
491267.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
5226225.00
501232.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
12180146.00
969071.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
1035833.00
70758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1152776.00
172140.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
5659687.00
540997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2042865.00
623957.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
839403.00
75992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1697570.00
147753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1335000.00
104263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
2600000.00
233150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
754653.00
167333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
1200000.00
83725.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.500000
1000000.00
28681.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1609591.00
177510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
36710443.00
11155446.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
2008408.00
614587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1150000.00
113249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
4153477.00
909714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
20787000.00
4687371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
834009.00
201904.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
4300000.00
666725.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
4.000000
13710549.00
2822933.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
20560840.00
5947464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
670000.00
142449.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
1400000.00
184380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
745886.00
118577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.500000
2850000.00
409616.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
1500000.00
165534.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
4.000000
2389925.00
311591.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
2895937.00
903289.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
37492.00
11150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
1279505.00
139302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
5713325.00
716739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.500000
3990025.00
570717.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
2046997.00
338728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.500000
2898000.00
333369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
6904612.00
859428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
2899927.00
382041.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.500000
5525538.00
777118.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
2400000.00
456554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
10187402.00
2543403.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
85315163.00
31230297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
850000.00
261213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1025000.00
311549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.500000
1116000.00
369503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.000000
875000.00
238598.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.000000
325000.00
108508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.500000
1050000.00
389345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.000000
1750000.00
687424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
297000.00
104356.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
3461002.00
874450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
8890000.00
1120829.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
5.000000
1023355.00
206233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1810318.00
326942.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
5490000.00
913997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
1006000.00
167487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
1535028.00
385288.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1508029.00
467811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5641025.00
552121.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5001500.00
575261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
630000.00
148054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
2100000.00
407929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
4134356.00
1203739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1159974.00
192991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
25013630.00
8342569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
4280749.00
961898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
1248287.00
260487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
1124196.00
166892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
4.000000
1252539.00
737793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
1159179.00
603199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.000000
4814235.00
814536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
8840000.00
2549383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
10096185.00
2615511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
6288000.00
1399856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
790607.00
230883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1879644.00
545611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.000000
1347000.00
300923.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
645264.00
124106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.000000
1000000.00
267816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
42780339.00
20760901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
13687154.00
5542595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
2.500000
3550000.00
1016236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
47766268.00
18779799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
18441118.00
9589153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
35300000.00
21746379.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1100311.00
458436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
1179899.00
593657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
5902000.00
970137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
1226506.00
98507.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
3772572.00
1172264.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
1000000.00
198598.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
3023405.00
656760.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2861882.00
199524.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
1598020.00
459038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
1190000.00
291877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
7785052.00
2217014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
3181772.00
1737967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.000000
1588561.00
412637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
2797398.00
1104310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
3595461.00
1148861.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
2910017.00
911195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
2496978.00
1056307.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
1159314.00
331115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.000000
1055242.00
19649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.000000
1029736.00
551125.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1851603.00
547665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1187512.00
215260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
1510712.00
108452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
2259988.00
929684.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
489867.00
71899.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
1042578.00
327401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
1015364.00
184879.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
1742448.00
117179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
2447771.00
496257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1428433.00
574213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
1147354.00
341721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.500000
1308818.00
499595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.500000
2528088.00
482024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
1797734.00
362074.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1065489.00
557838.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.500000
1800000.00
324987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
31070000.00
11591574.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1105530.00
108617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
4454043.00
2339555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
1251949.00
603141.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1020147.00
254552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.000000
1670000.00
443667.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2072019.00
1076160.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
1221626.00
329270.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1321323.00
444805.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
875309.00
379498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.000000
137999.00
45479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1774000.00
885298.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1963763.00
889632.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
3.500000
4047667.00
880844.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
730000.00
220721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
1278154.00
461519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1009800.00
331530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
310000.00
222592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
6984497.00
2245599.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
1171553.00
105565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
1004535.00
324512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
1163955.00
737023.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
950881.00
562797.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.500000
1344939.00
387864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
1339445.00
434397.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
295000.00
102333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
229935.00
60666.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1378573.00
818135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
294011.00
22611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
127736.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
4704553.00
89843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
10208591.00
538563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.500000
19129844.00
752345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
11061619.00
382798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
146388.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
5682152.00
98988.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.500000
488691.00
41499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
10148118.00
95381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
3740532.00
342114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
5644072.00
685015.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1546312.00
100082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11148103.00
187643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
1290200.00
536363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
578964.00
275791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.500000
1746553.00
519533.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
2034024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1284550.00
412360.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1205853.00
414847.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
800000.00
277581.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
30257400.00
12988548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.500000
1811700.00
716429.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2484807.00
1370679.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
1013140.00
728822.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
1041037.00
647639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.500000
1059132.00
665894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
1661972.00
1071465.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1166060.00
655873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1044029.00
745853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1882500.00
1357959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2492651.00
1251383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1461620.00
607907.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1231145.00
613176.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1078461.00
589378.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1225439.00
660528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
4835527.00
2605050.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1042244.00
535315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1036001.00
533762.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
17314566.00
7756765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
289921.00
210108.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
10990938.00
5674787.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
1560148.00
552715.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
3359541.00
2383272.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1217183.00
552085.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1288857.00
695352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1409889.00
718333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1569799.00
654138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
6583904.00
4277428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
70023734.00
42970641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
43212931.00
31806609.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
8653182.00
5489542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
502730.00
366674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
10739796.00
10036507.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
70969723.00
69254768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-06-01
2.500000
29074115.00
29394697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
850733.00
785793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
773885.00
390415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1191051.00
587658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
8102356.00
2759340.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
16872862.00
12033719.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
504897.00
474209.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1049242.00
706832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
200452.00
165382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1995850.00
1272378.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
7721807.00
6459461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1068287.00
408300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
2380407.00
1387665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
13854666.00
11369086.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
8554125.00
8273321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
1282062.00
691167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
100000.00
58646.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1058448.00
979010.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1014600.00
1010316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
1648814.00
1176393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.500000
1666289.00
1172066.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.500000
2944082.00
1151185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1106899.00
222927.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
8651075.00
6505515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
9256626.00
5537651.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
13697019.00
8101925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.500000
10470477.00
10696167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
540330.00
559816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1030778.00
799157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1169205.00
657564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1546390.00
1077345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.000000
1289160.00
572367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
415000.00
178172.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.000000
600000.00
283577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.000000
750000.00
249222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1865000.00
816683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3174230.00
2047814.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
20965227.00
11789585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
670000.00
312195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
7700000.00
4909290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11325530.00
6547330.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
2000000.00
1170960.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9811000.00
7043444.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
101446876.00
69120722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
159227.00
78602.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
27692423.00
12081409.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1157389.00
629830.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
28300000.00
19057680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
21874.00
12461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
1140000.00
554530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1020499.00
816651.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
766001.00
384435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
4218548.00
2226426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2148817.00
764004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
712198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1173826.00
504268.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1884300.00
1002248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
41453578.00
17916080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8520247.00
6214246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1643329.00
832249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
6321157.00
2704109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
8376845.00
3244171.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
920010.00
452063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
12702000.00
7491916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
7432227.00
5969486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
2335204.00
317010.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1073198.00
470186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1542988.00
1326400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
6549282.00
5247175.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
184258.00
164235.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1069120.00
848512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1309632.00
1067529.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
2014277.00
1370129.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
3300000.00
2987349.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
28766429.00
26173599.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
377171.00
310936.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
14908901.00
11318285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
12993366.00
11752634.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
7936233.00
6934840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
13406030.00
13513445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
6022974.00
6143817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1654337.00
1687940.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.500000
249307.00
234726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
272901.00
228482.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1559108.00
1595266.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
48138.00
36131.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
3293495.00
3082303.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
515182.00
523872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
9133141.00
9017895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
1911282.00
1584164.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
2958025.00
3046932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
1106951.00
1225140.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
551717.00
579685.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
1909128.00
2008311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.500000
698729.00
718550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
2380733.00
2206312.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1715636.00
1810791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
3177128.00
3324018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
470405.00
487252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
6941796.00
7022939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
53257.00
53963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1000.00
1014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
227594.00
224789.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
3943444.00
3816997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.000000
1425850.00
1543235.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
1086048.00
1125637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1029878.00
998595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1226787.00
1310181.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1151300.00
1229301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
211484.00
219607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
1195882.00
1285550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
1513788.00
1627298.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
2102292.00
2199148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
10096856.00
10487194.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
33042023.00
34348619.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
1203603.00
1261407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2992651.00
3090812.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
252600.00
263161.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
100077374.00
54516359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
42380.00
21306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
1155000.00
336146.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
26853740.00
15673061.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
16292535.00
9642306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
2016149.00
1052610.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
8374812.00
5235895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
13000000.00
6302374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
42180.00
21849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7831158.00
5749755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
27234831.00
12940051.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
97111023.00
26781273.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
26596634.00
14694837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
24287682.00
12732237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4808251.00
4642974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
13556982.00
9957555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1428472.00
753641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
27100000.00
18921795.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
125879461.00
81127178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
27500000.00
16375104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
5000000.00
1918132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
30000000.00
17149185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
37891828.00
23182514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
3446835.00
2265897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
13485055.00
9211627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12500000.00
7437361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
9485743.00
7135371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
40000000.00
26468701.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
1500000.00
229530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
50868.00
41492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
80367.00
70718.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
895000.00
523687.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
13822066.00
12003069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
16914483.00
14084009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
109260.00
90884.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
4917927.00
4766971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
14840531.00
14935589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
13169853.00
11176604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
3287795.00
2316732.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
59642145.00
57746174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
100844.00
96118.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
55353.00
53379.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
20705459.00
20628840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
20000000.00
19652745.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
28085609.00
27986019.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
73000000.00
72511319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
8373184.00
8605049.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
27421464.00
27915574.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
42595.00
42554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
13904.00
13958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
18579679.00
18665881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
18193807.00
18667821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
36771.00
35630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
12345564.00
12841022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
22877787.00
24028168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
244440.00
248276.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
11500000.00
11921950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
53103962.00
53158551.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
15000000.00
15906331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
10013259.00
10331620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
17343004.00
16852451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
51368351.00
54706074.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
29406552.00
31218848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
35000000.00
36836479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
30134374.00
32251176.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
60592.00
31804.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
815000.00
402962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
17550746.00
6307585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
2604000.00
1660982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
1500000.00
915263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
24000228.00
13990327.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
14038466.00
12305380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
1489796.00
1037183.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
13939179.00
10779168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
8000000.00
5958073.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
14964292.00
13884811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
20397117.00
13007296.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3610431.00
2577856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
20636162.00
17217481.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
33200.00
29215.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
2190.00
2153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
2619.00
2699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
52341.00
54532.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
10471821.00
10905305.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
10068892.00
10471617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
32974001.00
33452487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
6920324.00
7264084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
5000000.00
470915.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
2700000.00
372044.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.000000
2200000.00
614029.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
17981855.00
8757872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
3200000.00
1549167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1000000.00
253018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
28630483.00
16843370.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
2174644.00
347630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1642490.00
385358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
2150025.00
402705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
3388001.00
360757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.500000
1197144.00
303820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
184524.00
27096.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
12325979.00
1727832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
795917524.00
12947976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.000000
2032588.00
417590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.000000
2379302.00
262619.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
7.500000
1011447.00
456371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
1323880.00
315429.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
7.000000
1824217.00
459790.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
1086815.00
270532.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
7.000000
2832487.00
333216.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
3.500000
185000.00
67192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.500000
2480000.00
289456.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
22700000.00
7590302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
3594668.00
380264.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
14500000.00
1457813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
2350000.00
285997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.000000
1000000.00
225149.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
41254.00
14412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
9464218.00
1565024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.000000
1875000.00
326168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
17000000.00
3400509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
7242376.00
1083585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
3184019.00
1128292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1278157.00
321557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
1122047.00
297455.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
6.000000
1167834.00
370958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
3389678.00
397951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.500000
13020557.00
1437366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
48029857.00
6089828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
3810624.00
1515876.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
373835.00
85331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
16110000.00
3949768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
300000.00
90457.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
1150000.00
246453.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
200000.00
73920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.000000
1500000.00
455192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
2300000.00
509050.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
1100000.00
252156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
2600000.00
1080210.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.000000
5350000.00
1321523.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-01
3.000000
4630399.00
1111788.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-01
3.000000
1379462.00
160036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.000000
1125983.00
321165.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
668057.00
303415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
2000000.00
516092.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.000000
1000000.00
286085.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
104184.00
48935.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
124000.00
42638.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
1000000.00
361834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.000000
2250000.00
852790.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.500000
512521.00
185275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1000000.00
374020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.000000
95000.00
45255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
2500000.00
1278786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
650000.00
501470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
6317598.00
4873975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
30026519.00
26382114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
3483138.00
3227228.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
11829337.00
11428069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
6314767.00
6195929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.000000
28584.00
28622.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
3.000000
258220.00
273067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
966247.00
1003346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
1.500000
287582.00
291526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
7.000000
1361124.00
129349.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1263554.00
194962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.500000
45092669.00
5421422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1492925.00
90170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.500000
14776.00
2799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
1885757.00
184868.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.000000
1053750.00
104249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
13180612.00
1726523.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
15977595.00
3755411.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
126327369.00
31649946.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
11384951.00
6233592.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
145276.00
129110.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
7596649.00
8106665.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-11-01
3.000000
1025000.00
142519.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2021-08-10
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0007
3483000000.00
3483000000.00
0.0171
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.015001%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03A5C87791563MU
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
122158000.00
82953222.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
150000000.00
100924350.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
160000.00
196459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
250000.00
333742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
246000.00
347366.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
289000.00
416733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
10779600.00
12630708.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
16633000.00
18346708.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
20295000.00
24983333.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
113947800.00
92022911.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
741000.00
619217.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
745000.00
622891.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
35449500.00
30850840.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
404000.00
414320.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
834600.00
839258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
1000.00
1011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
171600.00
163854.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
2466400.00
2467670.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
11000000.00
10886065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
3517100.00
3518527.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
315000.00
315128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
3746800.00
3742992.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
4010000.00
4015827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
17999924.00
10374076.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
0.00
10500000.00
6012794.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0002
400000000.00
400000000.00
0.0020
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03A6C57791567BN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.500000
1989.00
141.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-09-01
4.000000
60000.00
71184.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-10-24
4.000000
130000.00
155914.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-10-24
4.100000
205000.00
223675.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-12-24
4.000000
2155000.00
2238681.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2039-01-24
4.200000
3240000.00
3363278.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
425000.00
444920.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2039-04-22
3.650000
1000.00
1030.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
486000.00
418353.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
234000.00
211725.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
21000.00
20965.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
1000.00
904.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
850000.00
228656.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
4.000000
1000.00
216.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.500000
278000.00
4833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
1347.00
926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
20492891.00
13049909.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
21608047.00
15398521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
30269871.00
30586228.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
2033643.00
2044143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
219601.00
3603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.500000
5483.00
2420.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
6659.00
1964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
19793.00
6233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1000.00
1031.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
1000.00
1038.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-12-20
3.000000
25325632.00
6127547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
38828619.00
10076227.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
7304.00
6794.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
4588.00
4080.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1843.00
1928.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
122326762.00
11194606.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
5009.00
583.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
1245.00
115.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
1000.00
92.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
74778200.00
74776704.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
50000.00
49993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-10
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-21
0.00
324500.00
324409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-15
0.00
10000.00
10000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-07
0.00
443000.00
442982.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
91800.00
62541.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
100.00
66.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
100.00
62.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
25615700.00
14407807.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
22702900.00
12510774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
100.00
53.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
101709700.00
53381319.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
400.00
416.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
95364000.00
135749729.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
17068900.00
26395770.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
155.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
100.00
135.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
5580500.00
6132114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
8417400.00
9184061.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
300.00
334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
100.00
134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
1785400.00
2056092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
1000.00
854.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
1000.00
1023.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
100.00
108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
30231000.00
31804596.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-15
2.750000
200773500.00
203512029.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.625000
7681900.00
7744151.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
3056900.00
3113515.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
3570800.00
3631655.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
6981600.00
7049786.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
18806600.00
19152643.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
11627500.00
11998048.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
53797100.00
54766880.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
91773900.00
113890452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
6499900.00
6875205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
31225500.00
31451301.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
2534000.00
2534824.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
116257.00
92206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
10.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
10.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
210012.00
158711.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
8877772.00
8380528.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
8.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
21480735.00
18686671.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
35.00
30.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
48992.00
35439.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
65.00
45.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
8243717.00
5568886.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
102.00
60.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
20.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
140442.00
80543.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
1823009.00
1011418.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
23143649.00
12045922.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-08-19
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0006
955000000.00
955000000.00
0.0047
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03A6C67791568BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-10
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
2018900.00
2018831.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-14
0.00
18035700.00
18034005.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-17
0.00
13201400.00
13201149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
64000.00
59237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
16052500.00
10759284.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
818400.00
545742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
14700.00
9726.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
3029700.00
1981999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
32300.00
19706.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
6191500.00
3704251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
100.00
59.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
2827600.00
1558191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
15701800.00
8221462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
200.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
1063100.00
1340195.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
3778400.00
8426573.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
8117000.00
17915351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
19968900.00
36027092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
930700.00
1297859.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
40300.00
61484.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
47690000.00
63956874.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
1240800.00
1686502.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
89681900.00
123620164.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
65758000.00
73205360.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-15
2.750000
43585000.00
44179495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
618600.00
633011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
39196000.00
39862066.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
24000000.00
30077516.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
1469100.00
1760800.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
22169500.00
26698619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
29765100.00
30580261.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
18804100.00
21109113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
800.00
768.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
200.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
54688000.00
54706106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
205012700.00
204693355.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
17669980.00
14014450.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
6418077.00
4743819.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
8.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
9.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
12.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
6383020.00
5910964.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
5880959.00
4382062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
10.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
564219.00
396571.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
655.00
457.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
54832391.00
34313014.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
643182.00
368864.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
26717268.00
14536331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
69324000.00
37054718.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
234.00
122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
6463491.00
3347959.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
25453057.00
13077628.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-08-19
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0006
955000000.00
955000000.00
0.0047
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.069998%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03AA417791561RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
494056.00
395527.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
2678981.00
1476097.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
223634.00
142421.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
733247.00
766028.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
18815290.00
10029537.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
107209.00
103865.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
382675.00
387148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
10418731.00
5056113.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
70207448.00
30137845.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
258503.00
135067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
2801593.00
2062095.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
34586465.00
28932336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
267068.00
258301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
167476.00
138065.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
2082686.00
2087391.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
465300.00
476346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
14814.00
15499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
101247.00
98000.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
31786.00
33007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
37724.00
40553.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
4820000.00
2881451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
28646088.00
27766797.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
6604859.00
6635503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
7024095.00
7480494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
41818660.00
29113789.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
398962.00
418780.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
174764.00
155317.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
7487611.00
7824101.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
12469724.00
13306891.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
18582946.00
19830549.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
15544212.00
14151954.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
20399202.00
18267428.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
17782930.00
14195702.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-07
2021-06-07
2021-08-30
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0007
240000000.00
240000000.00
0.0012
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03AB0B779156BNP
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
8.000000
4964380.00
782722.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
293527.00
108747.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-09-27
4.030000
470000.00
512111.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-10-24
4.100000
30000.00
32733.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-12-06
4.100000
1010000.00
1049237.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2034-02-14
3.750000
175000.00
180939.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-10-01
3.500000
25000000.00
717395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1234173.00
1018915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
1000000.00
309616.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
2.000000
86018.00
87522.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
3.500000
3955595.00
1063168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
61278.00
19578.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.000000
1191961.00
502224.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
33703.00
14859.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
444362.00
71333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1587440.00
641663.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.500000
118152.00
64831.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
1540725.00
1043493.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
6339.00
4757.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2039-04-22
3.650000
1000.00
1030.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-10-15
1.400000
95000.00
95638.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-08-13
1.950000
783000.00
721866.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
2.500000
1157424.00
966395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
2571000.00
2482272.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
115000.00
98993.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
3500000.00
2889985.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-28
2.700000
3121000.00
3218104.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.150000
1846000.00
1765390.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
359000.00
307641.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
16702000.00
13964759.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-15
0.00
979000.00
741000.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-08-25
0.650000
5800000.00
5800192.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2025740.00
131040.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
3772659.00
732679.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
5425423.00
807333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
46003.00
19661.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
5.625000
1000.00
1501.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
5.500000
1742.00
81.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
22121.00
373.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
814891.00
35789.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
1330.00
5.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-08-01
4.000000
747190.00
540723.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
33703423.00
19522271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
85915845.00
59379375.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
3679008.00
2598240.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
2087749.00
941905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
948307.00
863329.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1137490.00
1024282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
345226.00
362610.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.000000
924840.00
644772.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
5124863.00
5282302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
8570804.00
8843458.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
470000.00
305452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
60589376.00
26514997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
880918.00
443118.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
34550612.00
15629286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
28907616.00
15629705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
2.500000
22934976.00
20236873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.000000
48000.00
42103.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
18143840.00
17554677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1000.00
964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.500000
27252047.00
23287995.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
17497.00
17256.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.000000
23252284.00
21702402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
10144000.00
10344143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.500000
9879445.00
10699921.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
29720.00
29879.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
49732005.00
52540869.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
228494.00
235028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
6647644.00
204993.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
1088361.00
163645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
8.000000
2042323.00
31783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
15924830.00
133249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1413318.00
13563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
1836.00
24.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1210589.00
41679.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
2565260.00
377147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.500000
3075000.00
312825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.500000
1624.00
717.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
85359695.00
34653539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
2.500000
1056.00
596.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
474000.00
129424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1093.00
344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
86347004.00
89662297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
1.500000
211506.00
214407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
6.000000
4565.00
163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
11214.00
2330.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1256081.00
85252.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-12-15
2.500000
7188941.00
1030004.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
1000.00
175.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
1032.00
159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
276585258.00
53138515.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
2655219.00
476685.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
1060453.00
257846.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
1838562.00
609831.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
9251.00
3005.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
51175290.00
19532741.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
1023255.00
359345.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
6458350.00
3107247.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3773026.00
899112.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
6408961.00
2029154.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
7249600.00
2947563.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
15593876.00
15677068.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
10508.00
8270.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
2242486.00
1927257.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
8792480.00
9057784.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-20
6.500000
175366.00
204978.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
35296089.00
37746167.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
29649454.00
32210277.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
1422283.00
451664.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
1000.00
700.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1000.00
1081.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1000.00
908.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-20
5.000000
1000.00
503.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
2508996.00
2586235.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1000.00
990.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
7699.00
8258.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
721654.00
754902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
14510.00
15178.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1083368.00
1130408.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
469530.00
491261.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
261283.00
273282.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
3075.00
3326.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
892083.00
933442.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
525000.00
549039.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
583371.00
609891.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1074906.00
644254.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
508956.00
34576.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-20
7.000000
1248.00
115.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
25000000.00
401914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
230037.00
21289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-12-15
3.500000
219242.00
60733.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
7806493.00
298072.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-05-20
4.000000
1964.00
38.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-04-15
5.000000
3399869.00
30478.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-12
0.00
33590600.00
33589223.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
0.00
629300.00
629255.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-28
0.00
8395800.00
8394960.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
45135400.00
29861851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
10335900.00
5917179.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
463100.00
244540.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
1248000.00
655000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
0.00
6707800.00
3363539.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.00
15131000.00
7510771.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
16551700.00
21515260.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
49982000.00
81839837.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
71105700.00
109959616.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
7007800.00
11261613.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
42397000.00
44451228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
2603000.00
3490873.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
3183000.00
3176197.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
100.00
136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
95705800.00
107437572.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
47559800.00
44773526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
6312800.00
7027750.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
39849200.00
44274376.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
31000000.00
31722170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
9017200.00
9679234.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
15909100.00
16236584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
3987800.00
4924560.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
1.875000
95150300.00
97657190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
102603500.00
106445085.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
366900.00
374097.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
1600.00
1952.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
267864800.00
272761720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
307693300.00
313239973.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
4999900.00
5296628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
10799900.00
11111320.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
42959900.00
43087335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
49999800.00
48311069.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
4062200.00
4017748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
8275738.00
6298664.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
1138164.00
804856.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
60.00
51.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
348000.00
328509.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
155407758.00
140072898.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
102510000.00
88500471.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
939.00
649.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
9464893.00
5530564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
7041752.00
3665126.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-09-07
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0006
2400000000.00
2400000000.00
0.0118
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03AB0C7791569BN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
4509400.00
4508990.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
8700.00
8052.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
12954600.00
8570841.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
100.00
59.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
6450300.00
3721307.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
2590300.00
1465307.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
31576500.00
17760518.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
6329900.00
3507524.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
1762900.00
971472.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
363900.00
192157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
2247900.00
1179788.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
100.00
52.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
15400.00
20232.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
8892900.00
19832911.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
44861600.00
102419057.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
991800.00
1583925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
75053800.00
104662352.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
410000.00
499517.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
2208000.00
2697167.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
31309100.00
31996129.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
7229000.00
8346163.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
999800.00
1252979.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
20000100.00
24444727.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
144035900.00
149160181.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
85099200.00
104333437.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
16737400.00
17195778.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
16391300.00
16809045.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
50205500.00
61209023.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
184621700.00
210166418.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
8811500.00
8646551.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
175111400.00
172630623.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
115.00
91.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
1993600.00
1539789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
159.00
112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
60.00
48.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
57060332.00
44931816.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
18.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
6999960.00
5063526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
3.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-02-15
0.00
4649596.00
3186586.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
45.00
26.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
10493531.00
6055397.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
120.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
160.00
90.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
5308129.00
2888047.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
7561734.00
4041860.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
39.00
20.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
20.00
10.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-09-07
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0006
1125000000.00
1125000000.00
0.0055
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03AC9E7791569BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
4288064.00
4447263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
176061.00
179158.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
17454147.00
17729067.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
118129188.00
31788706.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
30042025.00
30152680.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
17015819.00
17597537.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
69880.00
75590.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-10
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0006
99000000.00
99000000.00
0.0005
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.015001%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03AD007791564MU
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
1290000.00
692951.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
80000000.00
41814720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
189810000.00
98659821.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
27239900.00
36626779.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
31999900.00
42923851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
40432200.00
51112693.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
27424000.00
31272815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
3100.00
3538.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
16287900.00
17118000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
4977800.00
5202748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
27679900.00
30997575.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
15557000.00
15549747.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
100.00
95.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
2454900.00
2106979.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
900.00
969.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
1117700.00
1273600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
12000000.00
11837150.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
21000000.00
21006857.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
3499450.00
2765034.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
47.00
47.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
16055000.00
15349752.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
3099640.00
2083978.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-04
2021-06-04
N
N
N
0.0002
420000000.00
420000000.00
0.0021
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.090000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03AD647791568MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
2260912.00
664501.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1958754.00
1573428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
2059156.00
1590217.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1080150.00
988797.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
1028490.00
570320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1178410.00
953600.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
1358982.00
1259474.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
2000004.00
2103785.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
1177502.00
1098971.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
3530476.00
3684469.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
5631792.00
4003851.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1396418.00
1482672.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1020186.00
1053111.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
2161556.00
2233892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
2488152.00
2688590.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
3005124.00
3196399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
1486754.00
1584450.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1065246.00
1143210.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1057014.00
1105053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3736012.00
3901345.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1110600.00
1193339.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
19765312.00
20677936.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
3850912.00
2714910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.000000
375000.00
183275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
265000.00
148456.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
110000.00
26798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
4.000000
2599764.00
584583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
1500312.00
148187.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
62797.00
9658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
2248156.00
292196.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1121134.00
278442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
1104952.00
338693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
2756952.00
1430856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.000000
2200000.00
1165269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
1500000.00
1062823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
4125000.00
1242645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
135000.00
45442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1575000.00
507550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
2000000.00
906862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1500000.00
487812.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
709124.00
315798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1031760.00
576841.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
315000.00
109352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.000000
1245000.00
691279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
21584832.00
10890856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
989760.00
281886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
75000.00
21078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
402000.00
90335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
49999.00
9499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3750000.00
1292223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
9936640.00
4584726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1771574.00
1839009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1690900.00
1346669.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
1368384.00
831828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.500000
1184300.00
797526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
3000910.00
3185413.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
150000.00
61913.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
199998.00
100297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3600000.00
1604763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
4200370.00
3015500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
32800000.00
22463796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
1051254.00
1041677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
31068.00
20617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1304292.00
1265886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
5988576.00
6021548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
2001300.00
2057374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1500002.00
1532901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1120172.00
1059543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
7336376.00
7699938.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
12908912.00
12758496.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
1017776.00
917769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
31280672.00
30403255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
13682304.00
13690120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
8673088.00
9099325.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
24829568.00
26377716.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
9182240.00
3119229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
626000.00
633581.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.500000
222700.00
232129.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
1477794.00
1503426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.500000
13093680.00
13629015.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-15
2021-06-15
2021-06-15
N
N
N
0.0009
250000000.00
250000000.00
0.0012
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.050000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03AE8A7791566BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
538931.00
564191.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
8380346.00
8478304.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
14494765.00
15038397.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
332023.00
337863.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
109087653.00
72445898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.000000
89991.00
93585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
33269731.00
34263997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
27533.00
27162.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
2296250.00
1440186.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1286777.00
1372561.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-12-20
5.500000
1414239.00
1365370.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-20
6.500000
1432624.00
1357997.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
5175171.00
5568053.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-07-20
6.000000
1288860.00
1374009.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-07-20
6.500000
1439076.00
1391129.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-20
7.500000
1460375.00
1474466.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-03-20
5.000000
1420376.00
1372351.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1514222.00
1575292.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1476841.00
1535487.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1324966.00
1375829.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1289973.00
1331499.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
1501152.00
1565960.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1288062.00
1341258.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1241270.00
1293720.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
1355944.00
1444512.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1403935.00
1519228.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1372580.00
1430242.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1340914.00
1399886.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1235138.00
1286668.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1492623.00
1563820.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1426946.00
1499456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1274781.00
1320102.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1304542.00
1359647.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-07-20
5.000000
1292672.00
1327507.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-20
5.000000
1176777.00
1291339.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1327944.00
1442762.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1307633.00
1370010.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1275332.00
1336956.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1508470.00
1577148.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1409822.00
1467884.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
1410225.00
1502070.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1262721.00
1326486.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1284161.00
1335880.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
1299061.00
1383701.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1417006.00
1466220.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1387140.00
1447807.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1431056.00
1496238.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
1229203.00
1282478.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1255683.00
1299257.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1485595.00
1544005.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.000000
1293791.00
1317273.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.000000
4545964.00
4628460.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1443999.00
1492956.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1298984.00
1352936.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
5026312.00
5219257.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
5023215.00
5323036.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
5024109.00
5299033.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
49989.00
53438.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
1459603.00
1483092.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1391237.00
1452418.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1486164.00
1551523.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1230951.00
1315885.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1290548.00
1344890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1327876.00
1383799.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1307041.00
1366661.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
5082507.00
5314061.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1215482.00
1344682.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1269341.00
1330681.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1421848.00
1484374.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1444001.00
1556184.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1168664.00
1274053.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1427254.00
1491797.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1504327.00
1562072.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
5105402.00
5346739.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.500000
1210690.00
1302418.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-01-20
3.500000
20772897.00
4657410.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-17
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0005
248500000.00
248500000.00
0.0012
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.050000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03AED17791568BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
100000000.00
101417900.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
82985871.00
58906200.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
100393832.00
102515865.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
43176160.00
43450708.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
204786.00
214615.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
416436.00
434713.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-21
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0005
298000000.00
298000000.00
0.0015
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.050000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03B6927791567BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
47194037.00
49006052.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
4505888.00
4669321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
24838546.00
17631247.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5149902.00
3420087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
384127.00
386570.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
4883638.00
5093962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
19762880.00
20266260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
14057922.00
14478043.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
1695000.00
1676286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
1206404.00
1262951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
287803.00
295761.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
48458897.00
50999403.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
9243500.00
1946004.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
5.000000
1827675.00
1988561.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1750967.00
1917626.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1833634.00
1889561.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-10-20
5.000000
2235424.00
1997729.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
2021611.00
2079761.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
4.000000
1640582.00
1814202.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1869249.00
1748217.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
1665317.00
1670810.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2000328.00
2084090.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2001067.00
2083112.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1837412.00
1934864.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1626719.00
1683053.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1595607.00
1647582.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
1686411.00
1812371.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1754400.00
1814846.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1494159.00
1629221.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1537803.00
1607333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1581083.00
1650617.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1663964.00
1737133.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1886458.00
1971758.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1888259.00
1960745.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1635486.00
1701372.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1736450.00
1856260.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1698303.00
1763494.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
1855527.00
1848906.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1739562.00
1753821.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
274728.00
286042.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1968551.00
2036788.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1817755.00
1894308.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1733227.00
1806270.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1957640.00
2036414.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1567318.00
1633326.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1767410.00
1911816.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1596353.00
1650116.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1888508.00
1952597.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1815298.00
1881571.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
2001954.00
2071166.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2005305.00
2082281.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1890077.00
1962628.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1774729.00
1901592.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
339272.00
353245.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1851470.00
1939783.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1837142.00
2007372.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1726060.00
1808391.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1533349.00
1642950.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1846775.00
1934872.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1837767.00
1915159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
431034.00
467323.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-07-19
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0005
248500000.00
248500000.00
0.0012
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.020002%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03B8697791561CA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
315200.00
506867.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
102800.00
114716.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
74959000.00
100841536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
3743000.00
4272420.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
19615800.00
26758861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
17050200.00
17419661.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
50625600.00
55570964.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
300.00
326.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
4614100.00
4908410.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
24999200.00
26461402.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
56852000.00
65702777.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
3798600.00
4040411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
12429000.00
15566346.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
29544900.00
36224394.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
1783600.00
2211913.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
191600.00
197619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
18508000.00
20764826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
16548600.00
17008850.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
700.00
718.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
14774500.00
14856949.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
400.00
410.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
300.00
291.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
4742500.00
4746925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
100.00
92.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
4373500.00
4176077.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
400.00
393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
945300.00
945910.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0002
415000000.00
415000000.00
0.0020
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.020002%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03BB3B7791564BN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
100.00
67.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
700.00
882.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
31580000.00
48836094.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
1378200.00
2214783.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
9959300.00
10583630.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
200.00
205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
2161900.00
2274432.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.625000
13269700.00
13377233.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
600.00
733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
101256000.00
105801253.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
1100.00
1130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
20862700.00
21004580.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
42840500.00
51592602.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
15867300.00
16372962.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
14830200.00
15101316.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
16800.00
20849.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
15938500.00
17892247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
300.00
311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
100.00
98.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
49766000.00
48834391.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
43647000.00
48638361.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
164.00
130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
40.00
31.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
2293599.00
1910455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
4.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
26538645.00
20353363.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
27.00
19.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
0.00
5403957.00
3586996.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
194.00
109.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-07
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0002
420000000.00
420000000.00
0.0021
N
N
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.020002%
549300HN4UKV1E2R3U73
TPR03BB4C779156BOF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
497972366.00
515000000.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-17
Y
BOFA SECURITIES, INC.
1.0000
7
N
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
N
N
0.0002
500000000.00
500000000.00
0.0025
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.020002%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03BB4F7791564BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1117903.00
1160825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
10152000.00
6899401.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
4828736.00
4847867.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
401063.00
408117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
16711802.00
7326255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
55178449.00
55396956.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
12657048.00
13035304.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
3174432.00
939911.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-11-20
2.500000
6000000.00
1077428.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
292000.00
39431.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-09-20
6.000000
37154.00
12254.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-09-20
5.000000
30299.00
4922.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-20
5.000000
39437.00
29582.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-07-20
7.000000
232120.00
274210.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-05-20
6.000000
25046.00
21930.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-20
7.000000
93332.00
27666.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-20
7.000000
108105.00
115617.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
500425.00
489083.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-20
7.000000
53199.00
62881.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-07-20
6.500000
110574.00
78855.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-20
7.000000
156618.00
153346.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-10-20
7.000000
297743.00
291010.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1450133.00
656538.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
1160733.00
330439.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1081331.00
459261.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1211109.00
1249628.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
1469490.00
304159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
1146530.00
265780.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.000000
1008155.00
1115921.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
5.000000
1215249.00
616574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
2072238.00
1220374.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1113272.00
686622.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
517532.00
519288.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
3182735.00
954140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
2274221.00
841010.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-09-20
6.500000
1726583.00
1252747.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
1640154.00
1107466.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2398838.00
2497632.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1219535.00
1271108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1207325.00
1262590.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-10-20
5.000000
1129502.00
1179873.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-04-20
5.000000
1203885.00
1224894.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-07-20
7.000000
1055789.00
1038111.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-10-20
7.500000
1077091.00
1140244.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-20
8.000000
1060786.00
1048867.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1132745.00
1232947.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
1017626.00
1101104.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-09-20
5.000000
1071447.00
1063575.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-20
5.000000
1572992.00
1239914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1120968.00
1164739.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1096046.00
1141374.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
1629908.00
703180.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1104945.00
1142904.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2361751.00
2375509.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1042221.00
1085140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1199243.00
1249201.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1360831.00
1411617.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2004160.00
2088733.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1007983.00
981330.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2438256.00
2540461.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
1758845.00
1879639.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
1034926.00
1091227.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1074778.00
1118785.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1435517.00
1503375.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
1165448.00
1228140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
272285.00
283680.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1017826.00
1060096.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
58190.00
60528.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1076385.00
1131038.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1842540.00
1925860.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1335122.00
1438842.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1409670.00
1513935.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1208076.00
1261207.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2054743.00
2141023.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1090478.00
1130238.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1430116.00
1535896.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1424965.00
1523289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
634716.00
663418.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1649826.00
1722382.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2222763.00
2316379.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1507677.00
1569769.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1794332.00
1918139.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1679082.00
1752918.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
10000.00
10395.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1628143.00
1696714.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1392482.00
1449835.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
646095.00
669541.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1028945.00
1072273.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-05-20
5.000000
1125661.00
1232330.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
1105441.00
1053288.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-07-20
3.000000
1214879.00
1139419.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1037359.00
1086891.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1088719.00
1198372.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1121420.00
1234363.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1026771.00
1071718.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1040511.00
1078504.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1176451.00
1220504.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1050221.00
1096408.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1197453.00
1245650.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1115065.00
1153776.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1028146.00
1070556.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1069973.00
1110042.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1151744.00
1202365.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1532360.00
1673726.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1817582.00
1981866.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1947555.00
2111518.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
2106324.00
2278430.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1550723.00
1615146.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
654462.00
679381.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
773822.00
803526.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
402032.00
418211.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
1203747.00
1223159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.500000
521212.00
564379.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1081641.00
1128984.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
2501607.00
2602329.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2544700.00
2642378.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1214128.00
1271523.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1494431.00
1594764.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1294630.00
1348887.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1429184.00
1531342.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1030287.00
1067661.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1084446.00
1134124.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
1104925.00
1121306.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1755963.00
1886361.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1211927.00
1266724.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1147472.00
1208320.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
1234200.00
1254175.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1085872.00
1130590.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
372998.00
410912.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1356009.00
1472698.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
1054838.00
1128361.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1217759.00
1290443.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1352754.00
1428884.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1023710.00
1167103.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1001831.00
1045890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1021704.00
1101079.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1021010.00
1091459.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1445853.00
1509437.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1018591.00
1097723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1099114.00
1153397.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1057769.00
1105601.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1013500.00
1070535.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1068013.00
1160338.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-02-20
4.000000
1446720.00
1571711.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
5.000000
1205404.00
1342783.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1256743.00
1327470.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1007758.00
1097199.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
892989.00
946290.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1003969.00
1042508.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1134320.00
1177864.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
1085000.00
1157289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1461835.00
1530936.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
1034534.00
1130712.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-08-20
6.000000
36880477.00
949732.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-08-20
4.500000
150000.00
9676.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-12-20
3.500000
4100000.00
285534.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-02-20
6.000000
1901677.00
124202.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-02-20
4.500000
1917784.00
453009.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
2226594.00
1192186.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-07
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0002
250000000.00
250000000.00
0.0012
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 0.040000%
5493007VSMFZCPV1NB83
0001496637
TPR03BBA8779156THE
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
17435600.00
24195300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
342400.00
362423.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
130157400.00
137889244.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
564490500.00
520953069.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0004
670000000.00
670000000.00
0.0033
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.020002%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03BC047791565BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
37588719.00
37737570.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
50000000.00
35535261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
23459131.00
23081278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
40729191.00
42523539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
58026090.00
33083083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
40000000.00
38123744.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.500000
44371179.00
44316020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
11834410.00
12264705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
23874286.00
24231851.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
3.000000
50000000.00
42923960.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
33080618.00
34176514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
34384199.00
35430467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
15340272.00
16000931.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
526041.00
546233.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
13116662.00
14061779.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
13860469.00
14297706.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
14296738.00
14960000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
193791.00
205358.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-07
2021-06-07
2021-06-11
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0002
450000000.00
450000000.00
0.0022
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.005000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03BFF97791562BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.000000
2950000.00
1460654.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
31059700.00
31059079.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
19818200.00
14905744.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
64325200.00
43114351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
54513500.00
28610865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
0.00
16619100.00
8333432.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
100.00
134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
43937400.00
59790455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
2619700.00
3625719.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
100.00
134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
100.00
87.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
38073700.00
38612737.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
27332700.00
29242021.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
25209000.00
25672848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
6028000.00
6045726.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
46909476.00
36938585.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
34323930.00
26324154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
6326149.00
3276819.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
350000000.00
350000000.00
0.0017
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.010000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03C0A97791563BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.500000
225976.00
222140.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
3955967.00
4002208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
25468554.00
26446419.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
1000.00
1036.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
1000.00
1036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
36000000.00
24364008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
28096496.00
27218453.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
12317391.00
12690178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
26867256.00
26870064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
23303330.00
24379291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
5451280.00
5661672.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
50072004.00
24961548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12466200.00
8278893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.000000
40001714.00
31270074.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
24998050.00
25916791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
2.000000
27801012.00
28416434.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.500000
27900901.00
28691534.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
28878050.00
30089051.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
29826878.00
31054612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
23303576.00
24141596.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
9590946.00
9703055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
25000000.00
25134185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.500000
4207813.00
4136377.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
3814799.00
959766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
461455.00
479168.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-15
4.000000
1208565.00
1357152.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-15
3.500000
1084123.00
1178597.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
4.000000
1232295.00
1298319.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
4.500000
1772229.00
1897846.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
3.500000
2238933.00
2437988.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-15
3.500000
3042048.00
3303381.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-15
3.500000
4094659.00
4293884.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-15
3.500000
1156693.00
1264033.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-15
2.500000
14684926.00
15181280.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-15
3.000000
8191261.00
8749613.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
8137288.00
8393984.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
8264525.00
8650401.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
2572702.00
2671457.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
2145968.00
2232343.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
713652.00
773737.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
2115834.00
2215852.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-15
3.500000
2172051.00
2400727.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
2038537.00
2134903.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
2762079.00
2913220.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
419254.00
442196.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
2744944.00
2957128.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2465143.00
2559770.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1940195.00
2078878.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
169661.00
179209.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
849109.00
918490.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-07-15
4.500000
100000.00
2418.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-05-15
4.500000
1460118.00
163158.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-11-15
4.500000
1001729.00
88397.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-11-15
4.600000
575965.00
121679.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.850000
1706539.00
153212.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
1761467.00
540712.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.250000
6153481.00
524312.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.850000
5928106.00
515985.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
872779.00
221541.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-01-15
5.350000
4154559.00
507805.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.250000
1947999.00
266662.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-07-15
4.500000
2849205.00
233087.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-09-15
4.500000
1042399.00
153890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-06-20
2.500000
229993.00
54698.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-20
5.500000
718081.00
797571.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-06-15
5.500000
1286180.00
51660.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-06-15
5.500000
1060676.00
63750.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-03-15
6.050000
789546.00
101537.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
256021.00
156749.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
115455.00
81936.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
286009.00
216461.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
377297.00
179467.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
226080.00
134149.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
228456.00
135795.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-04-15
6.050000
1135099.00
182847.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-05-15
6.050000
1005900.00
129461.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-15
6.050000
1178278.00
200633.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-07-15
6.050000
816355.00
148508.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-07-15
6.050000
801200.00
131379.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-08-15
6.050000
726908.00
248372.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
6.050000
1154670.00
80394.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
6.050000
178312.00
72307.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-07-15
5.810000
981293.00
138982.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-08-15
5.350000
945146.00
144056.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
1436006.00
273668.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-10-15
5.500000
4589616.00
208786.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0001
500000000.00
500000000.00
0.0025
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.005000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C0B37791563BN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
7152600.00
7152457.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
1900.00
1900.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-12
0.00
25402900.00
25399648.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-07
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
137000.00
91357.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
112000.00
74100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
1619000.00
987750.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
332200.00
198749.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
100.00
59.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
100.00
55.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
100.00
55.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
12321900.00
6675389.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
10952900.00
5817304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
100.00
52.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
0.00
4696800.00
2393818.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
300.00
312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
3334100.00
3466877.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
10300.00
11408.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
5200.00
5988.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
300.00
384.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
100.00
223.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
1001500.00
1308547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
300.00
685.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
72250700.00
120050568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
1318300.00
2105352.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
1620700.00
2653712.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
37755000.00
53743876.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
282800.00
510216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
6978500.00
12531864.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
900.00
1145.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
100.00
126.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
200.00
272.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
148736500.00
163469091.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
112000.00
128981.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
97043700.00
133767885.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
104289900.00
120505419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
200.00
272.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
24999900.00
26566489.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
15280100.00
18616250.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
200.00
205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
3294700.00
3387748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
5351600.00
5424856.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
677800.00
743745.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
200.00
244.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
119000.00
121772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
165000.00
168396.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
14600000.00
15636483.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
2000.00
2127.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
900.00
1100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
8514400.00
10141258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
8679300.00
9004262.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
11717000.00
11782609.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
55203700.00
67471631.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
1000.00
1023.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
89843500.00
93206824.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
75536600.00
92609485.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
16597800.00
20597697.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
200.00
248.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
13002800.00
13334186.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
32709500.00
39878431.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
3194900.00
3402147.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.315000
1277400.00
1279327.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
2100.00
2177.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
1556000.00
1595850.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
500.00
499.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
143.00
113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
8033590.00
6204872.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
691503.00
526303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
448902.00
331799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
21.00
18.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
21.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
3.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
224.00
179.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
38.00
30.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
54.00
42.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
8774313.00
6630950.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
0.00
288138.00
278292.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
136206919.00
128577969.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
77.00
72.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
4287994.00
3784026.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
124.00
108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
275.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
50.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
30025586.00
20925311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-02-15
0.00
14.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
405601.00
280180.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
3437132.00
2340763.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
32816349.00
22168461.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
0.00
264.00
175.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
8.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
40.00
26.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
7474607.00
4677460.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
14.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
12.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
5.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
298977.00
168043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
819198.00
454497.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
29430.00
15628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
4.00
2.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0001
1270000000.00
1270000000.00
0.0062
N
N
Y
N
WELLS FARGO SECURITIES, LLC
WELLS FARGO SECURITIES, LLC 0.000000%
VYVVCKR63DVZZN70PB21
0001224385
TPR03C0DD779156WEL
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
19711800.00
35398094.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
91115100.00
127059798.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
17332700.00
26443803.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
2592400.00
3659592.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
25098200.00
34113604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
119300.00
132811.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
22304100.00
26565775.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
382800.00
463887.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
37943100.00
42536288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
25100.00
31149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
42325300.00
51601722.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
7468900.00
8502316.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
440800.00
491209.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
349999499.50
349999499.50
0.0017
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.010000%
M67H5PRC0NQKM73ZAS82
0000026617
TPR03C0DE779156DAI
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
752422.00
332867.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
1.500000
502791.00
498785.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
332133.00
320446.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
248331.00
264388.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
23233151.00
24125188.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.000000
12220653.00
7976786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
4414730.00
4455252.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2022-10-17
2.020000
6650000.00
6836589.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-05-26
0.015000
20236000.00
20231565.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2046-04-13
2.520000
10140000.00
10127142.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-04-06
0.040000
263670000.00
263562774.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.500000
1762.00
1.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
118731000.00
65849743.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5222300.00
5432947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
14016161.00
14508271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
690750.00
736093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
13472968.00
13239040.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
50000000.00
50822018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
1225533.00
1275845.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
3473.00
234.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.000000
243038.00
101104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.500000
82474.00
43114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
6771085.00
5949259.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
3.000000
141000.00
149107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.500000
303800.00
298642.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
8926.00
9514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-03-01
4.500000
342629.00
102.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
5596.00
316.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
5.000000
84099.00
2607.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
203020000.00
52266048.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
16837131.00
6774342.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
5068760.00
5235917.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.000000
24539460.00
25267732.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
41511763.00
42478333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
89848.00
90327.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
4.000000
4349.00
4566.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-09-20
3.000000
15798.00
14783.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-20
3.500000
31170.00
32487.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.500000
13120133.00
13898652.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
11222979.00
12085029.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.500000
934324.00
1001770.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
2.000000
382096.00
395996.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
21344226.00
22163524.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
935424.00
985448.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
635889.00
690811.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
2680093.00
2917027.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
1001592.00
304925.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
177597.00
78905.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
171352.00
60108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-15
4.500000
39774.00
3558.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-15
5.000000
42670.00
19773.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-15
4.000000
579135.00
136756.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-15
4.000000
295710.00
113775.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
92013.00
43186.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-08-20
5.000000
1594.00
94.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
625000.00
24590.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
1033409.00
39314.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
998393.00
33769.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
415000.00
33002.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
5.000000
400000.00
37421.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
283234.00
26620.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
355000.00
23697.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
410000.00
21227.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
218000.00
16744.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
475000.00
16668.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-03-15
5.000000
730066.00
26719.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-15
5.000000
1030000.00
52842.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-15
5.000000
357000.00
21215.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
5.000000
1200000.00
45642.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
5.000000
380726.00
26998.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
944731.00
28264.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-06-15
5.000000
292258.00
8135.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-01
0.00
7900.00
7900.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-05
0.00
131100.00
131095.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-16
0.00
4700.00
4700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
800000.00
799656.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-12
0.00
555000.00
554931.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-06
0.00
11800.00
11800.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-03
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-10
0.00
312500.00
312494.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
981000.00
1019227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
24012200.00
31218674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
31023000.00
40052043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
293400.00
308619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
4500.00
4129.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
2400.00
2291.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
393500.00
395631.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
19000.00
19536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
10175500.00
10312062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
36950000.00
39430121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
39030000.00
42943242.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
35000000.00
39916397.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.625000
999800.00
1007758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.235000
84500.00
84545.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
3588400.00
3735525.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
62000.00
63035.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
46000.00
47065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
1000.00
1032.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
66495000.00
67694923.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
788000.00
828260.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
78000.00
82568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
746600.00
775735.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
1100.00
1149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
16281000.00
16704628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1623700.00
1590861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
49000.00
49047.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
83800.00
78790.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
10000000.00
9738890.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
544800.00
539157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
3636300.00
3649452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
536500.00
536675.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
77000.00
76922.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
1850000.00
1852688.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
3238800.00
3590957.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
60.00
60.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.00
18914517.00
18857906.00
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
999999680.00
999999680.00
0.0049
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.005000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C0DF7791561BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.500000
1039.00
74.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
216084.00
80269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
1070.00
392.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2036-12-19
2.830000
5342000.00
5906720.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-08-13
1.950000
7553000.00
6963288.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
2500000.00
2474136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
186000.00
179581.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
16500285.00
8024765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
25720705.00
23768987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.000000
1840.00
71.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
5.500000
1882.00
111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-06-01
4.500000
22062.00
2301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
7637680.00
1122898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
5.000000
1496.00
96.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
7221725.00
6337102.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1020.00
152.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-08-15
5.000000
574175.00
29466.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
159656100.00
159650672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
388600.00
388445.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
8999300.00
5316246.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
819100.00
472555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
100.00
57.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
100.00
53.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
29992000.00
15703811.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
1278700.00
663799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
7896300.00
10049982.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
100.00
85.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
8511900.00
10211005.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
1099900.00
1225682.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
2.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
11.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
30.00
21.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
4270919.00
3557466.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
1591506.00
1271416.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
14.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
2729481.00
1945415.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
0.00
2848969.00
1891066.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
2.00
1.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
27.00
14.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
3.00
1.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
261599769.79
261599769.79
0.0013
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
BANK OF NOVA SCOTIA (THE) 0.010000%
L3I9ZG2KFGXZ61BMYR72
0000009631
TPR03C0E27791563TH
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
1000.00
289.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
15452037.00
8489034.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
8017957.00
8304332.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2246.00
2357.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
13188993.00
5826999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
12406750.00
2074314.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
15465368.00
15341991.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.000000
1000.00
799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
1001.00
61.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
386879.00
97796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
2607.00
478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1270.00
344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1237.00
675.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
3000.00
542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1849664.00
500322.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
1098675.00
535440.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
5740.00
1795.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
1046.00
229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1222599.00
682278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
175576.00
146396.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
1652974.00
1494940.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
1142978.00
615837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
8827010.00
8769031.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
26828577.00
14813856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1208684.00
1100174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1807559.00
1213927.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1250682.00
1118479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
1400407.00
820881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1023540.00
1080398.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1212649.00
750708.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1303466.00
814843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1748448.00
1241743.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2830090.00
1736723.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
5792073.00
2731048.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
51207.00
18519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
2144889.00
2132750.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
5885.00
4839.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.500000
2347012.00
1628865.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
7894585.00
6857436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
5.000000
1091034.00
481274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1000.00
996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
101952.00
102777.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
994036.00
382441.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
1447170.00
1091777.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-02-01
5.000000
46600866.00
660787.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
3890.00
99.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
5.000000
2052.00
131.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
997000.00
258290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1077.00
308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
14251111.00
3833297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1000.00
147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.000000
4975.00
5002.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-08-01
4.500000
2005.00
23.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
5551455.00
5817896.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-15
4.000000
4000000.00
3516389.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-01-15
3.500000
2667534.00
454547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-05-15
6.500000
13621416.00
5749244.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
300000.00
104377.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
5.500000
15000000.00
13144822.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-03-15
3.000000
1000000.00
483487.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-03-15
3.000000
1000000.00
515348.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
13315600.00
14408320.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
18245000.00
19490698.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
12745400.00
13752873.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
17411700.00
17199505.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
8564800.00
8448568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
4382000.00
4383778.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
200000000.00
200000000.00
0.0010
N
Y
Y
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.010000%
5U0XI89JRFVHWIBS4F54
0001158084
TPR03C0E37791561SU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.500000
269848.00
64040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
573748700.00
205936189.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
200000000.00
200000000.00
0.0010
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.010000%
7TK5RJIZDFROZCA6XF66
0000812291
TPR03C0E6779156MIZ
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
1600700.00
1637657.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
4170000.00
4386462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
11879500.00
12637233.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
25000000.00
26025001.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
5655200.00
5764941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
38460800.00
40893041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
3210000.00
3212035.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
7445000.00
7443460.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
100000000.00
100000000.00
0.0005
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.005000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03C0E77791561BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.000000
28905000.00
4093178.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-04-01
4.000000
5000000.00
1714568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
31051000.00
7171925.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-02-01
2.000000
6350000.00
3195799.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-09-01
2.500000
9500000.00
1669448.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
2780856.00
1502106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.500000
13040507.00
2409628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
2.000000
2480000.00
1505566.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
2082587.00
2175693.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
7077000.00
4211915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
4200000.00
1270006.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
3000000.00
1490129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1948311.00
1463119.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
1881601.00
1997196.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
1195700.00
1252059.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
2633444.00
2433210.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
4.000000
3183730.00
3468263.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
1527700.00
1622070.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.500000
5124062.00
5487830.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.500000
1590065.00
1709976.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.500000
138874.00
146289.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
2091057.00
2285109.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
4.000000
6046208.00
6587307.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
5019738.00
5223165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
6153690.00
6393153.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
7317383.00
7635670.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1779575.00
1860758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
2568451.00
2667580.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1481409.00
1553154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1482654.00
1546300.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
1527788.00
1562042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.500000
2182110.00
1699126.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
3851649.00
2799215.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
3034067.00
1884829.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
1742174.00
1801866.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
1531100.00
1569277.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
1199197.00
1251350.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
1756726.00
1667986.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.000000
3878026.00
3346918.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
2605441.00
2688574.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
2438587.00
2517242.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1352700.00
1388117.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
5814368.00
6003563.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
1935821.00
1995016.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
185200.00
185934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
6894550.00
6921866.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3701249.00
3811879.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
4897832.00
5034204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1200000.00
1259571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
8271726.00
8570926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2428500.00
2438122.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3543538.00
3678068.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
6568038.00
6764357.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
2979252.00
3092368.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
5340927.00
5500567.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
7755113.00
8021346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
4108952.00
4264952.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3738839.00
3850597.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
1994831.00
1818253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
2596408.00
2309842.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
2.500000
1458797.00
1510839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
2571591.00
2732570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
8534157.00
8484391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
3160213.00
3204421.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.000000
3780785.00
3883885.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
6156835.00
6221779.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
18015813.00
18199106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
293910.00
298539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
6539402.00
6615841.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.000000
2832115.00
2945227.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
5043577.00
5063550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
61467.00
60639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
57000.00
55927.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.500000
361902.00
355758.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
4703702.00
2660334.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
2506428.00
2616321.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
2431912.00
2524048.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-05-20
6.000000
2772966.00
2626682.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
250000000.00
250000000.00
0.0012
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC.
CITIGROUP GLOBAL MARKETS INC. 0.010000%
MBNUM2BPBDO7JBLYG310
0000315030
TPR03C0EA779156CGM
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
69234237.00
70043516.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
24494514.00
25434981.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
60046544.00
62352031.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1000.00
1040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
2785750.00
2968612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1492100.00
1592335.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1289528.00
1370904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1230627.00
1320480.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
19179387.00
20390239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
2677598.00
2721371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
8406644.00
8731090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1554551.00
1614549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2858082.00
2990054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
194150.00
209939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2937907.00
3156928.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2926355.00
3134627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2909114.00
3026503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1680287.00
1821377.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1784342.00
1931163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2360716.00
2516285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
4070643.00
4374944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
4067.00
4117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
18431003.00
19147047.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
10304078.00
10706906.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1463974.00
1558604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
9672195.00
10220492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1218399.00
1238315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1371285.00
1391154.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
27395695.00
28434805.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
11172911.00
11798921.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
150865.00
160195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
525861713.00
546052173.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
4592543.00
4895260.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
840500000.00
840500000.00
0.0041
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR03C0EB779156BAR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
80360200.00
80357066.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
292384500.00
303777872.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
159802800.00
133610389.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
279616500.00
298255596.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
800000000.00
800000000.00
0.0039
N
Y
Y
N
BANCO SANTANDER, S.A.
BANCO SANTANDER, S.A. 0.010000%
5493006QMFDDMYWIAM13
0000891478
TPR03C0ED779156ZBA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
5895614.00
3712063.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
7512349.00
2763938.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
5911310.00
5432141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
1000.00
162.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1844507.00
770156.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
13950957.00
7033702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
621296.00
405295.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
6373559.00
3761572.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
28652451.00
18068251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
200002.00
70883.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1502765.00
1598952.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
5685107.00
2736016.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
2608517.00
590789.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
3022578.00
1033697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
45782164.00
16105535.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
13761172.00
3935973.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
6916438.00
3654281.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
13331235.00
2995127.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
22078778.00
3981895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
9049978.00
3244117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
12788402.00
4389919.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
99919050.00
41142536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
30092341.00
11252024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
25094485.00
9396937.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
84487200.00
35412759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2471640.00
1381253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
28776074.00
19160192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
8552424.00
4314724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
17001089.00
7022912.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
18333659.00
7782278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
15186841.00
5868756.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1049469.00
392248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1642120.00
446563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
1168417.00
425179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1380835.00
461849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1652641.00
528734.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
2835829.00
462109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
9262733.00
4425461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
9841752.00
3849684.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
14729218.00
4231595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
2000000.00
1172506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
32530947.00
20721632.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
30829962.00
18121509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
66549.00
35667.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
20130740.00
10567897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4337764.00
3092665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1502445.00
1164112.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
14562690.00
8639836.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1406014.00
791084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
51300233.00
27610132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
6584675.00
4425700.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
94742656.00
46769631.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
149553529.00
103534437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
6649671.00
3516286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
34690464.00
20381450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
73524927.00
61594170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
24768.00
23554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
4818535.00
4961726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
36078091.00
22346736.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
49000000.00
29151274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
19398145.00
10368075.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
10122147.00
6272294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
10000000.00
4854057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1043400.00
748094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
4447256.00
3831393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
5506503.00
4982950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
18867932.00
17127774.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
12329120.00
11978699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.500000
389792.00
360820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
6.000000
23795505.00
6435443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
9000000.00
3009371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
10387808.00
1926658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
15886668.00
3847033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
22703810.00
2897217.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
17500.00
24966.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
3000000.00
3478968.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
3000000.00
3309092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
1490000.00
1367124.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
386100.00
395280.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
24862700.00
26178848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
1047400.00
1099628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
932300.00
1057112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
19000000.00
20351432.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
56538800.00
69064765.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
18000000.00
18098947.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.500000
18000000.00
18130033.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
40282200.00
41402531.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
803400.00
805304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
1500000.00
1453190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
139500.00
134577.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
15000000.00
14544532.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
1685000.00
1681017.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
150000.00
150077.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.064000
5305800.00
5307569.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
27000.00
25971.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
99800.00
99528.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
290000.00
290118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
65700500.00
65704908.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
225500.00
225828.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
300000.00
301160.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
0.00
22634339.00
20722348.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
1000000000.00
1000000000.00
0.0049
N
Y
Y
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.010000%
5U0XI89JRFVHWIBS4F54
0001158084
TPR03C0EE779156SUM
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
237705100.00
244007925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
39006000.00
41624122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
263237900.00
281210760.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
240000000.00
255308373.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
240000000.00
249676043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
240000000.00
253379877.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
240000000.00
246067865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
240000000.00
254445640.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
216524400.00
214281692.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
2000000000.00
2000000000.00
0.0098
N
Y
Y
N
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.010000%
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U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-01
4.500000
3463.00
80.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.220000
330000.00
320300.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
36822800.00
38257677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
52424400.00
63422056.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
100000000.00
100000000.00
0.0005
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.000000%
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U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
2588800.00
5910232.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
13741400.00
22499979.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
12529300.00
22499890.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
14747700.00
22499973.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
16777300.00
22499972.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
3090600.00
4362882.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
20162600.00
22499841.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
5685200.00
7727353.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
23618900.00
22499911.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
150000000.00
150000000.00
0.0007
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL, INC.
NOMURA SECURITIES INTERNATIONAL, INC. 0.010000%
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TPR03C0F5779156NOM
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-17
0.00
250000.00
216242.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-11-19
4.170000
500000.00
509069.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2040-06-29
2.070000
8000000.00
7536532.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-03-15
0.375000
45010000.00
45043821.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-05-28
0.500000
212495000.00
212566611.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-05-27
1.100000
1925000.00
1928558.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-07-23
0.00
100000.00
99994.00
Agency Debentures and Agency Strips
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2037-03-26
3.470000
25000.00
29451.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-01-18
0.337500
100000.00
100184.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-10-12
0.040000
8000000.00
8003529.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-03-10
2.350000
1465000.00
1473253.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
59827000.00
51520679.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
2430000.00
2199714.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
7000.00
10346.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-07-15
0.00
7983000.00
7398652.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-06-02
0.200000
10100000.00
10123365.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-06-08
0.250000
935000.00
937712.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
119072000.00
102663759.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
4661000.00
3981212.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
7.125000
49334000.00
72692165.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
9550000.00
13728119.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-15
0.00
403000.00
369165.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-06-17
0.500000
66728000.00
66648601.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-08-25
0.375000
10652000.00
10545136.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.750000
2047000.00
1990410.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
2817000.00
2943462.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-12
2.875000
2191000.00
2336933.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-06
1.375000
343000.00
349559.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-09-23
0.00
1000000.00
919968.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-06-26
0.250000
1740000.00
1743871.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-21
0.375000
8757000.00
8685674.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
2446000.00
2443013.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2036-04-01
5.880000
35877000.00
52467278.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2039-09-15
5.250000
16171000.00
22630908.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2060-09-15
4.625000
14571000.00
20499073.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2024-09-15
0.00
1095000.00
1075956.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
12042000.00
12041530.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-27
0.00
4999900.00
4999800.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
0.00
1054000.00
1053961.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
0.00
886600.00
569826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
21874000.00
13141068.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
400800.00
237774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
126500.00
289025.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
32387000.00
40942288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
9671100.00
12225799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
6438700.00
9850720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
6373000.00
7709936.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
6537100.00
7659672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
18157800.00
24427493.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
13583800.00
15505130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
1000000.00
1143395.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
3296000.00
3768629.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
36146000.00
37988152.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
96331300.00
107877437.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
13655800.00
18628537.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
41133400.00
47183333.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
41748600.00
48258252.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
46000.00
63634.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
72557200.00
85289823.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
51776500.00
63737351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
37746200.00
43788424.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
527220700.00
526974899.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
11031800.00
12322009.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
23333000.00
24973656.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.235000
27865600.00
27880573.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
33888900.00
34459834.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
358910300.00
375286921.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
19544100.00
19679280.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
1450000.00
1562441.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
4562500.00
4679050.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
17918400.00
18201218.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
329500.00
304087.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
11067900.00
12414456.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
362433.00
288467.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-02-15
0.00
26539200.00
19955992.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
1144.00
1144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
127592.00
115982.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
107585100.00
91778267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-02-15
0.00
1640687.00
1128496.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
7925708.00
5372164.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
13507890.00
9081746.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
144295.00
93974.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
12718836.00
8100436.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
14399220.00
8552042.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-2
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
2500000000.00
2500000000.00
0.0123
N
Y
Y
N
MUFG SECURITIES AMERICAS INC.
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K5HU16E3LMSVCCJJJ255
0000867626
TPR03C0F67791562MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
26016500.00
9124520.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-03-20
3.000000
3000000.00
1755004.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-03-20
4.000000
37025.00
29191.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
200000000.00
195467183.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
50000000.00
49041066.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
370886.00
367906.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-12-20
3.000000
202479.00
202071.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-12-20
3.500000
323214.00
338766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
30000000.00
29944825.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-03-20
3.000000
569782.00
595358.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-03-20
3.500000
142402.00
151495.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-01-20
1.500000
90300.00
90582.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-04-20
1.500000
1952660.00
1958498.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-04-20
2.500000
49048880.00
51038019.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-04-20
1.500000
8099040.00
8226316.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
2.000000
17214144.00
17840343.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
2.500000
20122016.00
21089986.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
3.000000
347198.00
367358.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
3.500000
380718.00
409843.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
1.500000
25366.00
25111.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.000000
5606688.00
5708438.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
342290944.00
355429782.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
263406080.00
277492247.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
3057968.00
3160396.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
2817344.00
2829350.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
1698208.00
1539375.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1209620.00
1247456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
1940878.00
1370118.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1458856.00
1408812.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
4613376.00
4745525.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
18641568.00
19083076.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
4850100.00
5299044.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
20321680.00
20553902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
18829472.00
19360856.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
2923784.00
3029883.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
6667280.00
6904832.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
5672712.00
5867228.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
8410656.00
8695459.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1341748.00
1394213.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1708724.00
1775383.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
20451104.00
21182779.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
20502528.00
21237921.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
7171416.00
7546022.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-05-20
6.500000
59515.00
86.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-08-20
7.500000
50000.00
154.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-20
4.000000
1097328.00
345497.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-02-20
5.450000
10688400.00
3594964.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-02-20
4.950000
11537488.00
2490853.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
281290000.00
146209479.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
1300000000.00
1300000000.00
0.0064
N
Y
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.005000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03C0F87791561MU
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
58.00
79.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
100.00
112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
2200.00
2781.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
131800.00
151185.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
500.00
548.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
662200.00
829353.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
600.00
593.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
100.00
98.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
7191800.00
7174800.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
8000000.00
8000000.00
0.0000
N
Y
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.010000%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR03C0F97791561HS
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
39610000.00
52878097.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
304400.00
431043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
602700.00
674939.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
800000.00
923383.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
226600.00
278947.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
286600.00
292433.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
137600.00
159022.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
117500.00
126612.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
346400.00
357034.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
43338500.00
45029744.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
90400.00
90411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
763800.00
753397.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
5100.00
5103.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
100000000.00
100000000.00
0.0005
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC.
DEUTSCHE BANK SECURITIES INC. 0.005000%
9J6MBOOO7BECTDTUZW19
0000058056
TPR03C0FB779156DEU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
125853000.00
28274821.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
5835181.00
3344305.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
4.000000
1414360.00
862704.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
4.000000
8453608.00
4659724.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
977103.00
666650.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
5526649.00
3385181.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
10783283.00
3787165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
8745406.00
3694933.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
3.500000
10786930.00
3960720.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
14384641.00
4625168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
19137177.00
5679839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
25836643.00
7612530.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
21599000.00
7827364.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
15218700.00
5265511.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
17561387.00
4951299.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
30913900.00
10644848.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.000000
10496609.00
3465567.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
4.500000
9512479.00
5007569.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.500000
23767950.00
9547141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
15045890.00
6411028.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
9813545.00
6728268.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
2086510.00
1509515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
5887241.00
4894864.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
42909236.00
23539949.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.500000
44616508.00
28295726.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
42940096.00
23882494.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
48830340.00
27255926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.000000
44376442.00
25066087.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
46966183.00
26302589.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
5512064.00
2937138.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
21700000.00
11806275.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
7069747.00
3725749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
3200888.00
1498517.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
36164131.00
22542055.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
99859.00
77831.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
4605385.00
4612456.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
109000.00
106817.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
40045197.00
40906736.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
16439606.00
17250901.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
145403.00
154548.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
3.000000
26676778.00
7823979.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
11155292.00
3328890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.000000
90056448.00
22654617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
2825012.00
864757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
8252316.00
2455606.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
2608144.00
540571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
25000000.00
7750931.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
73433472.00
35713047.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
14395802.00
5371735.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
5.000000
3913056.00
1255059.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
2616220.00
1137883.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.000000
1566912.00
1115168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.500000
272947.00
204688.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
3350687.00
1136754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
987333.00
884259.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
1527326.00
1204154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
46067000.00
23686329.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1178330.00
1164855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
58186.00
57147.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
1547312.00
1559854.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
47965.00
45308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
45997154.00
43369239.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
42313920.00
40091177.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.000000
1141310.00
1220483.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
1.500000
287909.00
268278.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1341620.00
1429798.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
424179.00
426847.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
2061500.00
2201702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
5494864.00
5834768.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
3897440.00
4027833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
1435250.00
1530762.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
474093.00
491926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
2094828.00
2244577.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
2662216.00
2683825.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
451728.00
478310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
5597296.00
5668045.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
7123567.00
7405160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.500000
1722444.00
1693202.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
5500016.00
5576010.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1020790.00
1118571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2088398.00
2244096.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2099998.00
2139533.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
3670664.00
3938678.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.000000
2066533.00
2245278.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
3036884.00
3077238.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
2935576.00
3071117.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2496164.00
2658480.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2029988.00
2181324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2919623.00
3127415.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
2612310.00
2777364.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
2.000000
24624576.00
24261318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
40693632.00
33786580.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
3725864.00
3941793.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
2.000000
647724.00
673160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
1425000.00
766252.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
106050000.00
119634362.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
110000000.00
115590717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
106428400.00
112617197.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
122591200.00
124699250.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
14266500.00
14701934.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
119245400.00
115385927.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
78340500.00
77483239.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
121852400.00
121652763.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Standard and Poor's Ratings Services
A-2
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
1500000000.00
1500000000.00
0.0074
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.010000%
549300HN4UKV1E2R3U73
TPR03C1027791562BO
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
573600.00
573553.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
0.00
96400.00
96373.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
0.00
11990900.00
11975180.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
13716000.00
13687882.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
3279600.00
3271017.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.00
2000900.00
1992120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.00
1997000.00
1968938.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
72800.00
71453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
802200.00
780078.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
905300.00
872649.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
0.00
190700.00
181716.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
15200.00
14413.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
542000.00
510953.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
30000.00
27935.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
1999700.00
1850866.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
92000.00
83486.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
100400.00
90590.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
110800.00
99323.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
8579700.00
7610434.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.00
100.00
87.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
13586200.00
11607153.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
99786700.00
128232676.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
24946400.00
31977658.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
109113800.00
141948632.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
80015800.00
110902562.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
1000.00
963.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
60000.00
57510.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
35000.00
32376.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
62000.00
56531.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
995000.00
937477.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
0.00
80000.00
74999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
0.00
668000.00
667372.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.00
15000.00
14948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.00
7000.00
6967.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
536800.00
532733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.00
223000.00
221005.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
82000.00
80956.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
0.00
250000.00
249948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
985000.00
982957.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
80000.00
78201.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
0.00
60000.00
58132.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
0.00
195000.00
194941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
0.00
916900.00
916362.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
800.00
720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
90000.00
80167.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
160000.00
141830.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
950000.00
831279.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
467299850.46
467299850.46
0.0023
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.010000%
549300HN4UKV1E2R3U73
TPR03C1037791563BO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
7.000000
112825.00
812.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
6.000000
1000000.00
2103.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
5.500000
655000.00
8137.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
5.500000
2000000.00
23908.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-01
6.000000
1250000.00
48252.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-08-01
5.500000
2090991.00
54541.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
5.500000
32859.00
899.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-07-01
5.500000
506583.00
1833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-04-01
5.500000
500000.00
12464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-07-01
5.500000
500000.00
8246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
600000.00
145673.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-07-01
7.000000
25000.00
2408.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
6.000000
2630986.00
87814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-08-01
7.000000
20000.00
1084.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-01-01
5.500000
1242000.00
22000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-12-01
6.000000
5000.00
56.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
700000.00
28026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
415000.00
18855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.000000
65000.00
1324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
195000.00
9169.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.500000
246448.00
5683.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-12-01
7.000000
500000.00
21472.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-08-01
6.000000
979000.00
11643.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.000000
1117000.00
25332.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-07-01
5.500000
276249.00
13.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-07-01
6.000000
1168102.00
129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-11-01
5.000000
14098575.00
2568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-12-01
5.500000
4994483.00
3843.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-11-01
5.500000
643938.00
220.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-11-01
6.000000
1750000.00
1306.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-05-01
6.000000
3600000.00
88647.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
6.000000
105000.00
4346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.500000
5614125.00
170856.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
6.000000
599775.00
31619.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.000000
582817.00
7026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.000000
1320898.00
71184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-05-01
6.000000
4669073.00
107691.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.000000
210000.00
1839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-09-01
6.000000
185000.00
5704.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.000000
6530000.00
340676.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-09-01
6.000000
508534.00
107276.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
3000000.00
1090769.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
27000.00
7264.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
1435000.00
716.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-12-01
5.500000
643274.00
60.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
2485000.00
249.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-12-01
5.000000
1000000.00
1.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-06-01
6.000000
1685000.00
3047.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-02-01
6.000000
14231585.00
20060.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-09-01
5.500000
35000.00
94.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
500000.00
1525.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-12-01
5.500000
150000.00
448.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-01-01
6.000000
511782.00
2062.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-05-01
4.500000
8000000.00
46152.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-08-01
5.000000
50000.00
386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
5.500000
1565727.00
9770.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-12-01
5.500000
569998.00
313.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-12-01
6.000000
535000.00
2944.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-08-01
6.000000
218000.00
445.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-08-01
4.000000
80000.00
1633.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-12-01
5.000000
2963390.00
71.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
6768.00
111.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
690000.00
8894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.500000
915823.00
43581.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-11-01
3.000000
25000.00
9200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
2.500000
325000.00
165897.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
285000.00
126524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
803000.00
496207.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
109000.00
35116.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
193000.00
44017.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
2915859.00
629459.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
125000.00
44871.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
1284061.00
187675.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-06-01
3.500000
350000.00
60548.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
367722.00
71124.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.500000
675000.00
131785.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.500000
600000.00
112322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
350000.00
74757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
575000.00
127551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
450000.00
111455.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
975000.00
250071.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
310000.00
76007.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
2659224.00
836489.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
75000.00
19832.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.000000
145598.00
47863.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
350000.00
94850.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
325000.00
86333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
400000.00
103280.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
5043.00
1413.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
779854.00
319245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
515000.00
222496.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.500000
182480.00
99972.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-06-01
6.000000
416043.00
33.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.500000
296818.00
2459.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-02-01
4.000000
3500000.00
29595.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-04-01
4.000000
1670000.00
20846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-05-01
4.000000
230000.00
2870.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
2.500000
4074000.00
1075368.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
2.500000
39942.00
18341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
2.500000
380000.00
164368.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
2.500000
765176.00
323120.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
2.500000
520663.00
217913.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-07-01
6.000000
24331661.00
168294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.500000
690000.00
179427.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-06-01
5.500000
446743.00
7660.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-08-01
5.500000
710000.00
14233.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-02-01
5.500000
1514108.00
20777.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
5.500000
1426339.00
22883.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
5.500000
2000000.00
30423.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
5.500000
1250000.00
18249.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-07-01
5.500000
946760.00
12136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-12-01
5.500000
3110000.00
56561.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-01
5.500000
3000000.00
52810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
5.500000
5000000.00
75547.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
5.500000
1000000.00
14297.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-01
4.500000
169306.00
17827.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-04-01
3.000000
322000.00
79558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-03-01
3.000000
145000.00
32659.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
3.500000
2750000.00
559321.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
3.000000
75000.00
23145.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
4.000000
750000.00
245295.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
3.000000
2248000.00
841127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-02-01
3.000000
1130000.00
541151.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
3.000000
4335000.00
1608001.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-04-01
3.000000
4900000.00
1945045.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.000000
5700000.00
2206778.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-10-01
3.500000
1057981.00
281999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-06-01
5.500000
500050.00
9474.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-05-01
5.000000
2216000.00
17625.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-05-01
4.500000
1078050.00
42859.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.500000
81000.00
3570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.000000
3000000.00
54760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
7.000000
75000.00
557.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
16138641.00
246140.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
1089827.00
9855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-10-01
6.500000
199290.00
3159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.000000
610000.00
21837.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-04-01
8.000000
16940.00
23.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
899422.00
206144.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
8206832.00
2211550.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
5.000000
115000.00
9737.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-06-01
7.000000
1795.00
30.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
6.000000
70322.00
314.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
7.000000
8975.00
181.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.000000
2000000.00
35047.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-10-01
6.000000
123000.00
849.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
6.000000
42950.00
2184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
6.000000
17950.00
583.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
7.500000
8975.00
378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
6.000000
35900.00
2317.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
6.000000
17950.00
359.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
6.000000
8975.00
455.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
6.000000
8975.00
342.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-03-01
6.000000
8975.00
330.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-07-01
7.000000
8975.00
711.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
6.000000
8975.00
315.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
6.000000
33975.00
989.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
7.000000
33975.00
1283.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
6.000000
8975.00
591.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
6.000000
33975.00
2816.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
6.000000
50000.00
763.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
6.000000
100000.00
3101.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
7.000000
33975.00
2583.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
6.000000
33975.00
2356.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
6.000000
33975.00
2122.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
7.000000
33975.00
2826.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
6.000000
50000.00
4276.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
5.500000
3787797.00
22253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-05-01
6.000000
111235.00
400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-11-01
8.000000
26925.00
368.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
7354109.00
1548559.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
3.500000
251240.00
51144.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
2.500000
463074.00
153586.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.000000
833000.00
469972.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
5.500000
2670253.00
25451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
6.000000
3000000.00
114291.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
5.500000
400000.00
7906.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
5.500000
6750000.00
84208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
4.500000
3763834.00
72909.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
4.500000
3817174.00
64560.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
4.500000
251815.00
8810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
4.500000
5120047.00
82821.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
4.500000
5026072.00
95779.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
5.500000
2000000.00
113671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-01-01
6.000000
5000000.00
237657.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.500000
1555000.00
86892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
2149646.00
237175.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
5.500000
2030695.00
180382.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
537248.00
24977.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
2488290.00
90164.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
4513763.00
119074.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
425240.00
33322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
413533.00
21370.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-03-01
4.500000
1151375.00
31934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.500000
1001761.00
32371.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.500000
1572961.00
37845.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-03-01
4.500000
235395.00
4696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-03-01
4.500000
6916190.00
111117.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
102796327.00
1220759.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
3677103.00
125499.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
3000000.00
168822.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
5.000000
280000.00
23698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-09-01
4.500000
1085003.00
58159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-09-01
4.500000
539771.00
28266.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
2493894.00
378692.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
424370.00
28715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
1163741.00
64668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
12711867.00
737957.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-01-01
4.500000
2954845.00
86406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-01-01
4.500000
2369000.00
143538.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-01-01
3.500000
1024762.00
278057.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-02-01
4.500000
1000000.00
349363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-01
4.500000
4549631.00
138549.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-01
4.500000
319591.00
19739.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.500000
75000.00
4665.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.500000
560035.00
25349.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
29543.00
3786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
4.500000
354530.00
34551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
4.000000
580000.00
70979.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
400000.00
104327.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
300387.00
52260.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
282870.00
66638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.500000
70000.00
13676.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
556177.00
56064.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
18264193.00
1186872.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
1077975.00
88685.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
5.000000
471000.00
109800.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
816632.00
87660.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
5204593.00
449219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
211000.00
17867.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
38000.00
2656.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.500000
129449.00
10987.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.500000
275000.00
30763.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
5.000000
9919672.00
564101.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
5.500000
1027162.00
41770.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
7.000000
606999.00
8009.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
6.500000
1606607.00
38874.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-07-01
4.500000
470088.00
18721.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-10-01
3.500000
6712874.00
258782.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.000000
17500000.00
290374.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-01
4.000000
6469000.00
304696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-01
3.500000
1500000.00
92431.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-01-01
3.500000
5500000.00
355037.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-01
4.000000
12000.00
635.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-05-01
4.000000
1200000.00
62315.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
3.500000
1000000.00
53887.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.000000
9065556.00
740109.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-08-01
3.000000
860000.00
118142.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-12-01
3.000000
1102000.00
112575.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-03-01
3.000000
1000000.00
169269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
3.000000
860000.00
122137.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-07-01
3.000000
2650000.00
385328.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
1850334.00
369550.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-03-01
3.500000
43000.00
12035.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
18975.00
8490.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.000000
21963.00
8176.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.000000
15574.00
5634.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.000000
20010.00
7698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
44000.00
23796.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.500000
4000.00
1382.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
2400000.00
263296.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
25680730.00
1997163.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
38874.00
2711.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
1227000.00
77005.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
1064000.00
86164.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
1046459.00
116492.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
455000.00
33313.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
514000.00
175970.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.500000
4543686.00
748884.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
1150081.00
86653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
435096.00
31637.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
1449839.00
235344.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
936607.00
86845.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.000000
524698.00
95604.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
253631.00
40909.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
2518254.00
108767.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.500000
302355.00
88053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
4.000000
350000.00
132344.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
287375.00
64551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.000000
25000.00
7362.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
2902898.00
1439643.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
25000.00
10475.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
500000.00
219480.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
85000.00
41365.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
170000.00
69625.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
298420.00
107867.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
790000.00
319716.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
256947.00
71969.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
91822.00
30718.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
328709.00
105420.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
22955.00
7047.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
7652.00
2840.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
1000.00
300.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
429344.00
114536.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
4166.00
1153.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
6916.00
876.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.500000
12169.00
1030.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-01
4.500000
259484.00
73789.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.500000
605000.00
260160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.500000
85000.00
14355.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
50000.00
20028.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.500000
1287597.00
942252.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
145384.00
61011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.000000
25000.00
9966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
161000.00
63477.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
149000.00
28668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
677511.00
313300.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.500000
1716700.00
480248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
201000.00
15162.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
145000.00
50810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
324000.00
77765.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
167000.00
86788.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
49926.00
18161.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
339000.00
83955.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
323000.00
116143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
532000.00
338615.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
266556.00
88768.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
360000.00
65095.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
1594904.00
1026222.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-04-01
4.000000
264000.00
75804.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
117188.00
52758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
4.500000
28311.00
7492.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.000000
500000.00
243468.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
45000.00
29829.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.500000
37488.00
15044.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
110000.00
47671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
42843.00
22627.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
1092000.00
578241.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
200000.00
123558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
25000.00
10225.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.500000
1600000.00
522998.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
500000.00
269303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.500000
1600000.00
500815.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.500000
3792407.00
1178294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
400000.00
179553.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
1796086.00
1164403.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
1303207.00
324303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
1285700.00
648192.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
2134162.00
1673127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.500000
4288573.00
2092043.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.500000
2524740.00
2197167.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.000000
115389.00
53123.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
5.000000
76533.00
32183.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.500000
3455000.00
1168804.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
41000.00
26081.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
3344463.00
2256338.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
300000.00
90946.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
5.000000
550874.00
199025.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
60000.00
16638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
1580979.00
815746.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1044000.00
514364.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
3.500000
18201.00
7886.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
160000.00
65771.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
5.000000
500000.00
178067.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.000000
3100000.00
658883.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.500000
1400000.00
203051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-04-01
3.500000
1146202.00
180533.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
699910.00
275618.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
840146.00
329721.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
100000.00
36419.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1060000.00
450352.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
6460583.00
2498617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
94881.00
31048.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1155369.00
731785.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
2005000.00
842215.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
3.500000
2912527.00
1381838.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
110000.00
51160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
2119910.00
808543.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
1808781.00
945120.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
1529449.00
1268210.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
1537519.00
541880.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
5.500000
288315.00
83341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
80014.00
22058.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
387361.00
277265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-03-01
8.500000
2517446.00
8317.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-09-01
8.500000
492998.00
595.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-06-01
8.500000
1415436.00
2121.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-09-01
6.500000
5817225.00
592.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-11-01
6.500000
500000.00
127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-06-01
6.500000
11495000.00
9406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-10-01
5.500000
9409377.00
11773.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-01-01
5.000000
4073818.00
10617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-01
5.500000
5000000.00
43517.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
27000.00
1405.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
4.500000
35000.00
2160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.500000
81958.00
6646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.500000
102000.00
13316.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
140000.00
37280.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
4.500000
13427546.00
1529225.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
336000.00
59620.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
91822.00
30329.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
3.000000
3008000.00
164493.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
3170.00
404.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.500000
1800000.00
20483.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
5.000000
1700000.00
13935.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
5.500000
1600000.00
18653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-03-01
5.000000
5970000.00
52889.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-07-01
5.000000
879773.00
11896.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-10-01
5.500000
7390000.00
93961.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-09-01
5.000000
313314.00
4736.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-11-01
5.000000
2903074.00
49592.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
5.500000
7500000.00
90146.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
5.000000
1112182.00
13482.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-03-01
5.500000
1500000.00
26044.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-08-01
5.500000
1400000.00
35608.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-06-01
5.500000
143535.00
2043.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-05-01
5.000000
971350.00
11951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-05-01
5.500000
41787.00
848.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
5.500000
31000.00
1710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
4.500000
2585000.00
134617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
5.000000
1000000.00
51461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
4.000000
3026000.00
269920.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-06-01
5.000000
198880.00
13321.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-01
4.500000
2345000.00
286922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-01
4.500000
6575000.00
692088.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
4.000000
4725000.00
648890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
3.500000
1000000.00
146834.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-10-01
4.000000
1000000.00
136401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
4.000000
800000.00
111595.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
1600000.00
421559.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-04-01
3.500000
1200000.00
257895.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
1160000.00
321204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.000000
350000.00
99721.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.500000
2000000.00
551143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
59000.00
19092.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.500000
1000000.00
249251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-04-01
4.500000
750000.00
232752.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
4.000000
850000.00
277915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-07-01
3.500000
1400000.00
352102.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.000000
1100000.00
308134.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
1380000.00
618907.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.500000
1500000.00
528576.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
1183386.00
418659.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.000000
1096297.00
129245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.000000
1000000.00
130777.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.000000
3000000.00
703469.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.000000
2000000.00
644413.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
11549.00
1025.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
423000.00
186082.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
3575000.00
90146.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
1928957.00
845417.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
682116.00
263476.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
5.000000
122179.00
36926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
25000.00
7614.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
80000.00
26768.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1855184.00
470240.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
1440000.00
425054.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
112070.00
26151.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1009472.00
227500.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
3.500000
16905.00
5562.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.500000
1042000.00
356358.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
100000.00
31236.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.500000
763000.00
480679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
670000.00
268690.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
5500000.00
1805874.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
524281.00
177825.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
8.000000
154247.00
4015.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
4.500000
155000.00
5844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-01-01
5.500000
275000.00
6783.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
4.500000
2890000.00
82951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
5.500000
5000000.00
97869.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
4.500000
2917714.00
89541.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-06-01
4.500000
3740215.00
87144.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
4.500000
2800000.00
90394.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
39000000.00
981632.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
5.500000
3000000.00
49763.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
4.500000
100689.00
2703.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
4.500000
26271.00
521.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
4.500000
193637.00
3784.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
4.500000
5972366.00
100815.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
4.500000
122146.00
3018.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
6.000000
1500000.00
16514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
6.000000
1500000.00
16306.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.500000
2190665.00
71687.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-01-01
4.500000
37784.00
1106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.500000
1843740.00
39770.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
16998655.00
634298.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
40000.00
3942.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
9885085.00
407698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.500000
3551764.00
32860.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.000000
1700000.00
53977.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.500000
1400000.00
3865.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-09-01
6.000000
2500000.00
52982.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-06-01
4.500000
1398594.00
27276.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
2000000.00
33284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
242000.00
62901.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
330350.00
18852.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
672498.00
40903.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-04-01
4.500000
375000.00
19101.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.500000
1000000.00
57211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
1700000.00
115433.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-06-01
4.500000
670364.00
31951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
2000000.00
346785.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
250000.00
34176.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.000000
10000000.00
1079869.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-01
4.500000
1350000.00
98865.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
55000.00
7032.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
446000.00
28733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
1453732.00
89887.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
1311330.00
86402.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
3.500000
849000.00
117661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
2002562.00
352983.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
3.000000
1071251.00
214842.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.000000
306072.00
92722.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
500000.00
92031.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.500000
502299.00
60472.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
1080000.00
311696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
1300000.00
371477.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-03-01
4.500000
567804.00
101737.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.000000
7652.00
2983.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.500000
74000.00
20121.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.500000
20591.00
3933.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.500000
1179692.00
239525.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
125000.00
49429.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
5.500000
300000.00
6805.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-06-01
5.000000
91000.00
43376.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
4.500000
1545887.00
78544.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
4.500000
169885.00
3157.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
5.500000
1000000.00
25138.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
4.500000
400000.00
28823.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
7.000000
41467.00
997.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-04-01
5.500000
400000.00
6382.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.500000
4577634.00
139278.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.000000
198947.00
74318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
137732.00
45659.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
7652.00
2608.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
367286.00
127619.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
25000.00
7650.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.500000
1330000.00
188812.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.000000
329027.00
136463.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
2400000.00
414008.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
65000.00
13298.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-06-01
3.500000
189000.00
32684.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.000000
45911.00
15414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
610741.00
156588.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
107125.00
37549.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
1240000.00
303919.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.000000
41319.00
11074.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
399162.00
85227.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.500000
1011791.00
242672.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
285966.00
63412.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.000000
61214.00
20585.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
110000.00
29076.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
2015471.00
545994.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
485000.00
128790.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
94546.00
37232.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
447000.00
146190.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
614144.00
228060.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
200000.00
54946.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
5.000000
1868000.00
707859.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
5.000000
127268.00
42962.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
34000.00
8396.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
5.000000
894524.00
269532.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
6613084.00
1831645.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-11-01
5.500000
12523490.00
4286.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-01-01
3.500000
9500000.00
561436.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-02-01
4.000000
7593000.00
320515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
2023332.00
14643.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-12-01
5.000000
1656000.00
11210.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-07-01
4.000000
28292953.00
451431.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-11-01
4.000000
230000.00
4577.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
4.000000
9000.00
1336.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-05-01
4.000000
20000.00
1322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.500000
4455343.00
235691.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.000000
481977.00
20494.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.000000
5950080.00
492699.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-06-01
4.000000
3181676.00
283426.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.500000
200000.00
44953.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.500000
704855.00
42511.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-09-01
3.000000
28000.00
14524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
211760.00
97640.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-08-01
4.000000
65000.00
22914.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-11-01
3.500000
625000.00
200979.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-08-01
2.500000
3597671.00
1045729.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
525000.00
174091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
4.000000
3383623.00
889708.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
4.000000
5000.00
1324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
2.500000
10000.00
5541.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
5.000000
68708.00
966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
6.500000
403157.00
3991.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
5.500000
141390.00
3866.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
6.500000
450000.00
24071.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-01
6.500000
1750000.00
20452.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
5.000000
106170.00
4749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-01
5.000000
129449.00
13480.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
5.500000
6384948.00
442978.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
820000.00
230438.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-08-01
4.000000
5000000.00
102027.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-02-01
4.500000
447943.00
3124.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.000000
750000.00
20204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.000000
1000000.00
255947.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-06-01
3.000000
515000.00
117738.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.000000
125000.00
28227.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
2.500000
4000000.00
1055628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
2.500000
100000.00
34880.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-09-01
3.000000
1000000.00
299740.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-11-01
3.000000
3690000.00
1149861.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
3.000000
1500000.00
533820.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-10-01
2.500000
159000.00
67190.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-05-01
3.500000
200000.00
70436.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-05-01
4.000000
110000.00
29030.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
1113000.00
317042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
23000.00
8887.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
4.000000
61043.00
21675.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
173974.00
50310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.500000
2930176.00
890213.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
4.000000
197581.00
62844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.500000
380000.00
305.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-01
6.500000
140000.00
852.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
717412.00
9984.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-03-01
5.000000
410543.00
4781.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-08-01
5.500000
1500000.00
39026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-09-01
5.500000
1000000.00
18374.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
2450000.00
1379965.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
633000.00
328240.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
245516.00
109406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
2.500000
1000000.00
287853.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
4.500000
490471.00
104975.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-05-01
5.500000
1269297.00
240906.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-01
5.000000
28197.00
6451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
2500000.00
910632.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.500000
1610000.00
860204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
4.000000
475000.00
248909.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
25067.00
6085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-07-01
5.000000
1025000.00
547132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
825000.00
211113.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
186493.00
46187.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
582000.00
156684.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.500000
556000.00
178614.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.500000
200000.00
56817.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
400000.00
103265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
324203.00
122237.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
216774.00
76700.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
5513.00
2037.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.000000
400000.00
308266.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
150000.00
48472.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.000000
2164490.00
1381834.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
5.000000
131000.00
52846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
49000.00
25600.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
1550000.00
778733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
200000.00
83344.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
96000.00
38680.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
558581.00
258539.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
670000.00
283254.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
25000.00
14249.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
198000.00
105922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
1875000.00
754483.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
530000.00
289846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
445000.00
250202.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
205000.00
130554.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
3.500000
200000.00
56661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
4.000000
1303713.00
435257.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
3985000.00
1893959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
857000.00
456658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
4171807.00
1205036.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
1515400.00
425853.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.500000
1896388.00
599289.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-03-01
4.000000
1273577.00
440452.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
3.000000
2800000.00
1512653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.500000
3800000.00
735810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-01-01
5.000000
30922.00
10149.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-06-01
5.000000
33568.00
9089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.500000
1180481.00
365534.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
1244604.00
396445.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
202191.00
57150.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
25000.00
7909.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
700000.00
464191.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
1415532.00
432453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
2859890.00
943497.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
400000.00
105200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
185063.00
54556.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
634799.00
272912.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
110000.00
42412.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-03-01
4.000000
54000.00
33853.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
860000.00
267934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-04-01
4.000000
1000000.00
444507.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
918247.00
309293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
300000.00
206199.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.500000
1645559.00
574119.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.000000
993306.00
150347.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.500000
257158.00
107591.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
790000.00
477571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
29920.00
16521.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.000000
13000.00
12465.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.000000
436000.00
420810.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-01
5.000000
816255.00
596208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
3.000000
52000.00
29784.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
3.500000
880542.00
536093.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
14000.00
9271.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
3.500000
82973.00
59481.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
1.500000
37621.00
37321.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
2.500000
1280084.00
1273711.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
367555.00
378212.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
813435.00
851562.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
6000.00
5579.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
1020000.00
626102.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-06-01
3.000000
1000000.00
629935.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
1786028.00
1391028.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
665000.00
460644.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
2000000.00
663182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.500000
75660.00
33890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
3368245.00
1626442.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
998295.00
546937.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
5.000000
3420894.00
1494378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
125190.00
59546.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
1800412.00
1271570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
847485.00
660537.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
1010101.00
866599.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
350841.00
208805.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
155000.00
95052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
141000.00
113365.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
245000.00
233733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
500000.00
488731.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
2158000.00
2122381.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
1320438.00
594605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1039797.00
1038395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
805200.00
857144.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1051593.00
1103489.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
293852.00
23399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-02-01
3.500000
50000.00
7608.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
4959549.00
486846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
79000.00
43910.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
76000.00
24051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-04-01
5.500000
100000.00
29959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-09-01
3.000000
324000.00
195132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
513598.00
202089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
3000000.00
715459.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.000000
8160443.00
2192410.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
44424.00
14515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
420000.00
245803.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1050000.00
231911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.000000
7722607.00
2510804.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
964061.00
288825.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
4907150.00
2157994.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
545000.00
234710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
3000000.00
888962.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
4724000.00
2197912.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
2800000.00
1492662.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.000000
939000.00
452698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.000000
38345.00
15968.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
2651056.00
1054132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
100000.00
42902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.000000
2268718.00
1245437.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.500000
1000000.00
715547.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
1450000.00
660391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
150000.00
97324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
1100000.00
668263.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
500000.00
351316.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
2000000.00
853982.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
2313823.00
1836373.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
602000.00
207745.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
600000.00
342114.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
514535.00
280067.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
626419.00
223775.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
625000.00
168780.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
3000000.00
1692091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1456331.00
772452.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
1536940.00
764948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
5.000000
1688927.00
1233011.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
5.000000
1607816.00
1180202.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
6000.00
4476.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
122000.00
57702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1258088.00
598668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
4869430.00
2548169.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
2362017.00
1672739.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
735000.00
309536.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
2000000.00
733125.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
1071747.00
851258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
2279613.00
1650327.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
1592028.00
1000673.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1374025.00
801794.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
4095765.00
2306376.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
1717121.00
1385218.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
2842050.00
2531756.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.500000
1024805.00
909624.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
140000.00
69904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
1913400.00
2040845.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
2649808.00
1848839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.000000
1483773.00
657062.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
37501.00
13864.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
35000.00
9699.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
63000.00
25136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
3000.00
1027.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.500000
1800000.00
1031067.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
210000.00
122679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-04-01
4.500000
130000.00
77012.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
2484000.00
1193142.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.000000
83000.00
44813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-02-01
5.500000
2700000.00
32938.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-05-01
5.500000
750000.00
10504.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-08-01
5.500000
535156.00
5450.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-01-01
5.500000
1327593.00
26571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-04-01
5.500000
750000.00
15173.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-01-01
5.500000
1000000.00
2281.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-09-01
5.500000
834594.00
844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.500000
200000.00
575.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-07-01
5.500000
7055000.00
47325.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-08-20
5.000000
900000.00
307998.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
110000.00
49434.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
41770.00
9541.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
160752.00
39154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
1104892.00
326742.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
886464.00
424285.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1611661.00
1304244.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
4.000000
1632523.00
1304661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1115329.00
591098.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.500000
2146984.00
1010292.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
1360249.00
1047387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
5.000000
529997.00
325798.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
2200000.00
1665216.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
136438.00
72189.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
625000.00
491464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
1780816.00
1569977.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
14000.00
10346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1060273.00
904401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
2430760.00
2441871.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.500000
2296193.00
1942596.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
1298253.00
1025720.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
2115807.00
2233051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
296970.00
308687.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
5.000000
800671.00
452148.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
2010960.00
1837685.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
2085528.00
1499259.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
1376900.00
1434814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1856449.00
1840759.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
1372076.00
1415813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
5.000000
2220507.00
2123930.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1470215.00
1624523.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.500000
1605425.00
1793105.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
2173306.00
2274953.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
1957413.00
1807245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
5.000000
1313853.00
531790.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
1412108.00
1485194.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
2119626.00
1971860.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
4.000000
1919610.00
2049052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
5.000000
1082115.00
1184797.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
750000.00
731266.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
722000.00
726360.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
1083418.00
1150983.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
1506191.00
1600166.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
1505730.00
1600053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
4.000000
2065250.00
2236754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1736427.00
1605366.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
1065519.00
1107182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
2094157.00
2233187.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1020294.00
1086412.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1259450.00
1327957.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1031000.00
1072346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.000000
1138701.00
1227257.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.500000
1001198.00
1088894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
5.000000
1321686.00
1451623.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1002154.00
1035793.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
1204375.00
1243774.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1052315.00
1126414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
1.500000
934397.00
913408.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
1008060.00
1099775.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1210360.00
1258076.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1133402.00
1186719.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1106468.00
1159308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
2431850.00
2542047.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
2338693.00
2482276.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
200000.00
212389.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1000518.00
1052024.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1030816.00
1045432.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2223125.00
2255338.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1698444.00
1782641.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1121974.00
1175516.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
2408153.00
2606079.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
544750.00
587499.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1758903.00
1785687.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
2205169.00
2305401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1509386.00
1575099.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1934259.00
1971627.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1405650.00
1428521.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1663277.00
1754090.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
2301693.00
2406020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1905409.00
1928228.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1129808.00
1180928.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2311242.00
2358324.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1568180.00
1595740.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1658760.00
1686557.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1965500.00
2052006.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
503544.00
525065.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1384711.00
1450782.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1392384.00
1416873.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
2433559.00
2564747.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
1074508.00
1100060.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
2232849.00
2335750.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1107625.00
1162397.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
426471.00
447285.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1099434.00
1171601.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
5.000000
1610896.00
1780551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.500000
383149.00
376644.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1671680.00
1747310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1799689.00
1823605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1491706.00
1551871.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
2159410.00
2289875.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
1698878.00
1728754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1106600.00
1156663.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1437333.00
1505924.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1119846.00
1203336.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1155314.00
1220804.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1474060.00
1544401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
2466067.00
2577634.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
1.500000
1428557.00
1410253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
1.500000
2150631.00
2120451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
2.000000
1490500.00
1526423.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
2.000000
1708383.00
1751072.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
2.000000
2518252.00
2576444.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
104000.00
92495.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
3.000000
1739350.00
1804171.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.500000
1341793.00
1402620.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.500000
1058385.00
586520.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.000000
2221050.00
2229413.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
1014239.00
913651.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
1.500000
1325519.00
1291596.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
1.500000
2349680.00
2184038.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.500000
1127819.00
1162940.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
1384482.00
1384253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
1112127.00
968397.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.500000
2299546.00
2345587.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.500000
1181465.00
1219406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1267389.00
1339341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
1672862.00
1741369.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1015797.00
1076159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1398928.00
1471440.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1069089.00
1130463.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
1463186.00
1518685.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
1476019.00
1533379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
2304171.00
2441089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
1.000000
1761595.00
1723756.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.000000
1015464.00
1075515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.000000
1204528.00
1265496.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.500000
1261464.00
1340917.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
1010719.00
1063554.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
1267138.00
1335003.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
2155321.00
2227106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
1458129.00
1502984.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
1267056.00
1300469.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1139102.00
1204496.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1126080.00
1190029.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
1.500000
1001402.00
1017331.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
2349851.00
2446082.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
1.000000
2125834.00
2154193.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
2187271.00
2272273.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
1432690.00
1487032.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
2080191.00
2160387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
1324745.00
1325041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
5297287.00
1344974.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
1860212.00
650103.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
421426.00
222042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
2646720.00
1083937.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
29603.00
14992.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
1700000.00
942660.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
4539810.00
2161523.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
2726483.00
744873.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
1622905.00
405754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
400000.00
280573.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
1210000.00
833556.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
850000.00
762728.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
225000.00
220200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.000000
500000.00
478730.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.000000
130000.00
120194.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
2157000.00
2117942.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1500000.00
1511639.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1000000.00
1063552.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1003984.00
1069624.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
3.500000
91000.00
30486.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
2.500000
149461.00
154793.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.500000
467000.00
277502.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
2.500000
1541842.00
1041665.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
2.500000
1651565.00
905277.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
2005655.00
2055448.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
2.500000
50533.00
31792.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
2.000000
552055.00
562662.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
1.500000
1749328.00
1791688.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-05-01
2.500000
661021.00
691663.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
400000.00
120813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
978656.00
979830.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
2699549.00
1174637.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
575901.00
362927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-08-01
7.000000
3999462.00
35762.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
206826259.00
213898462.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
650999791.68
650999791.68
0.0032
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.000000%
549300HN4UKV1E2R3U73
TPR03C1047791561BO
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
81100.00
84390.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
837300.00
870645.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
11301800.00
12517627.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
1498500.00
1666787.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
29298600.00
33407083.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
67345400.00
77554323.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
959500.00
1196855.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
46000.00
58868.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
1614600.00
2035442.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
6.750000
19581000.00
25840641.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
750000.00
974912.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
6.625000
1976100.00
2635995.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
1546800.00
2068645.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
9656700.00
12686632.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
40882200.00
53416161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
37737900.00
48374501.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
28985100.00
40708439.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
27451600.00
37356413.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
54539600.00
54545725.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
399999428.00
399999428.00
0.0020
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.010000%
ZBUT11V806EZRVTWT807
0000782124
TPR03C106779156JP
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-08-01
3.500000
2673580.00
295439.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
15655600.00
9817486.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-03-01
3.500000
28908.00
11739.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2026-02-06
5.200000
647000.00
790389.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-12-19
2.830000
8847000.00
9815916.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2031-04-22
1.600000
71950000.00
71641335.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
116595200.00
57913905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
82000000.00
46793544.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
3250000.00
1629897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
6485248.00
4561589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
3428868.00
3566897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
166867712.00
168818229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
197409024.00
189941570.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
52773632.00
51293486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
6000000.00
302918.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
599999808.00
599999808.00
0.0029
N
Y
Y
N
FIXED INCOME CLEARING CORPORATION
FIXED INCOME CLEARING CORPORATION 0.005000%
549300H47WTHXPU08X20
0001232861
TPR03C107779156BNY
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
470105700.00
570309148.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
765000000.00
944703501.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
750000000.00
916672668.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
766000000.00
934314704.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
3299997096.00
3299997096.00
0.0162
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
Joint Account III 0.010000%
L3I9ZG2KFGXZ61BMYR72
0000009631
TPR03C1097791562TH
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
4083.68
1133.05
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.000000
61477212.34
15911302.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
2271556.37
778103.46
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
14378891.84
5001728.53
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-05-01
3.000000
840.02
239.89
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-01
6.000000
327254.96
222829.56
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
44352.43
45936.36
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
38456752.36
9631040.90
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1660.51
733.75
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
14529248.91
11469637.74
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
9971876.88
5586110.20
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
5509.77
3460.89
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
46572.43
29212.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
7461941.54
3249659.52
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
8838560.94
7239902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.000000
2885970.23
2307050.66
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.000000
4407572.89
3389898.80
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.500000
1676465.38
1753345.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.000000
1443224.23
202290.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1380114.67
100063.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
45124438.56
11860813.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
3125666.67
548221.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
20195913.01
4720188.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
13788826.15
2528868.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
2076664.02
1133877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
1080056.93
359060.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
31276025.48
9064538.82
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
5033255.56
1478965.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
56044213.71
15159598.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4072729.60
1106037.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1285156.92
216103.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
11128093.80
4592780.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
3954573.15
1377225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
179847.73
89332.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
1578461.67
745321.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
390708.33
121406.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
9241642.22
2402056.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
3224686.22
692024.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
3531482.13
1438036.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.500000
941174.96
339852.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
2106039.82
962826.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
815.02
413.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1172554.78
583083.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
7881815.47
4486033.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
11798313.31
6486222.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
2753487.29
1453950.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
3126998.98
2361473.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
8395766.50
4788167.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
11561728.48
7910379.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
10462469.02
6880363.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
6736736.08
3613116.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
1651863.26
1641013.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2053101.18
1208667.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3907083.33
2300114.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1719116.67
861161.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
10410908.02
5748560.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1512776.56
687471.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
1369911.72
816087.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
32463674.11
19147782.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
808.77
543.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
5610094.22
5559581.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1034390.94
987758.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
4375231.62
4439845.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
781.42
812.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
8861565.06
2086974.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
4107357.30
1202640.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
7912630.64
5475862.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1447433.72
725682.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6682343.23
3357935.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
85418218.67
39880734.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
787.67
468.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
54855637.54
31666187.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
87269167.36
56540336.71
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2169075.14
1196577.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
25466248.83
16158469.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
800.17
595.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
1256163.24
986776.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
8349312.06
6066782.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
1201.04
988.49
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
48670958.27
45876689.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
21488958.33
19445809.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
74638450.72
69557015.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
44853266.66
43662238.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
15253403.37
13865326.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
11638983.23
12128665.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
3688868.04
3698924.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
11613351.99
11917355.11
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
36637172.86
37891261.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
91172.57
94216.97
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
8340078.84
8832123.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
2266058.32
2285732.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
7846198.50
8033589.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
286990.90
288628.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.500000
19590758.16
21002834.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.500000
2473.97
110.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-02-01
5.000000
794.70
10.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1542.52
427.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.000000
74705949.50
7493945.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
3291645.04
1356613.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
3990909.81
923822.82
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
9697937.20
2608573.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
1747107.01
1627494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
787.67
787.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
35539169.92
36838461.10
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
26013438.98
26544522.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
16124376.63
16133552.81
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
12379046.55
12250827.01
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
24515306.94
24550930.16
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
781416627.60
781416627.60
0.0038
N
Y
Y
N
ABN AMRO BANK N.V.
Joint Account III 0.020000%
TPR03C109779156ABN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.500000
6824668.12
776625.02
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
6849328.85
1682218.95
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
14694345.06
2611303.83
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
19190821.29
5194115.65
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
3.500000
2384844.60
681020.25
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
9996950.98
3961297.24
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
10776051.53
5443338.34
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
12123352.17
6849022.53
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
15335854.54
7448002.63
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
16046391.25
13802221.97
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
20278697.86
7490369.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
14534350.00
6570723.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
3594516.67
1955336.58
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
8468385.89
5602215.20
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
9182598.38
5580158.15
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
1258330.11
833413.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
1032681.98
540401.98
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
10349774.67
10604594.64
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
50881066.37
45925298.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
1.500000
1543703.47
1509532.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
126043.29
37145.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
4272551.91
2312748.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
90965398.69
29950631.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
36805122.74
16139550.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
15329783.72
8697199.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
31811016.93
11890235.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.500000
26464536.75
5411435.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
8478554.47
3656329.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
2406018.64
289596.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
24320610.73
4928312.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
3528031.39
887810.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1076.01
502.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
37025826.85
15768433.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
12477330.01
5356124.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
17750630.52
11161080.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
10759207.31
4950901.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
5410880.64
3467622.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
10566351.33
7176317.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
13527105.48
7627444.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1208245.20
718332.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1223418.75
700137.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
16990945.06
6905786.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
1474056.59
1052921.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1050985.10
924835.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
45708.97
35134.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
4974225.00
2403600.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1153755.46
607602.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1453170.10
817340.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
4063366.67
1636561.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
10908576.67
7128600.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1209042.25
614885.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1070397.05
754210.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
32871299.33
18594212.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
31527509.59
15961771.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
5044525.15
2998583.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
414578.27
195503.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
31289311.13
22907404.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2109743.73
2086169.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
5300573.52
5355971.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
191320.49
200448.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
104483.22
103747.91
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
1269441.85
1326931.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
21969887.47
15692834.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
19535416.67
3876134.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
2099988.53
1956216.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
2376711.61
2296090.51
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
231479.84
229991.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
618563.18
638036.09
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
2738910.74
971582.23
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
84351926.40
84910591.65
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
694679.42
742109.06
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
2620168.23
2766241.57
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0002
468849976.56
468849976.56
0.0023
N
Y
Y
N
BANK OF AMERICA, NATIONAL ASSOCIATION
Joint Account III 0.010000%
0000838440
TPR03C109779156BAN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
1107542757.42
402429583.30
Agency Mortgage-Backed Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
390708313.79
390708313.79
0.0019
N
Y
Y
N
BOFA SECURITIES, INC.
Joint Account III 0.010000%
549300HN4UKV1E2R3U73
TPR03C109779156BOF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
330908136.49
241457750.00
Agency Mortgage-Backed Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
234424988.28
234424988.28
0.0012
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
Joint Account I 0.005000%
L3I9ZG2KFGXZ61BMYR72
0000009631
TPR03C10A7791561TH
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-17
0.00
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
1903800.00
1903586.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
134333.33
134312.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
6360533.33
6359013.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-01
0.00
166.67
166.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-22
0.00
66.67
66.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
511266.67
511136.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-19
0.00
133.33
133.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
66.67
66.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-16
0.00
17333.33
17332.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-01
0.00
34600.00
34600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
1037233.33
1036787.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-26
0.00
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
34321200.00
45817716.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
20666666.67
26061371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
3528800.00
4503591.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
12333300.00
14077756.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
41666666.67
51292052.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
333266.67
375644.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
19031800.00
15903921.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
30374833.33
26069961.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
71765633.33
62455889.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
66.67
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
366.67
377.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
34633.33
42191.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
2808333.33
2984640.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
3332533.33
3566860.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
366.67
383.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
300.00
315.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
33.33
33.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
33.33
35.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
333.33
354.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
194900.00
213631.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
11366.67
12837.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
1716933.33
1908230.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
2116833.33
2171386.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
333.33
356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
400000.00
429743.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
1248333.33
1275469.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
915900.00
1044555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
7817300.00
8403683.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
33.33
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
33.33
38.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
78333.33
95687.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
8366.67
8955.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
8398700.00
8781922.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
1033.33
1061.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
66.67
67.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
152000.00
157417.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
503100.00
532370.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
100.00
122.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
230400.00
237723.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
66.67
81.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
713000.00
754454.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
33.33
34.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
866.67
915.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
2166.67
2188.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
32833.33
35428.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
1880033.33
2331503.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
5000.00
5144.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
199666.67
204714.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
33.33
35.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
3249966.67
3964973.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
100.00
110.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
94933.33
100493.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
33.33
34.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
341166.67
351309.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
2930100.00
3051491.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.500000
2052833.33
2067663.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
1592866.67
1633556.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
33.33
33.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
1383300.00
1425632.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
1138200.00
1173031.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.750000
166666.67
175280.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
0.169000
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
24866.67
25787.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-31
1.500000
8333333.33
8624584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
2083333.33
2135740.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
33.33
33.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
300.00
307.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
8000.00
8001.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
166.67
166.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
1665966.67
1647240.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
2076900.00
2051358.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
333.33
333.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-31
0.375000
13333266.67
12784549.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
21546366.67
19884561.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
0.125000
16710400.00
16722303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
133.33
133.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
33400.00
33364.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.070000
333.33
333.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
333.33
333.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-15
0.125000
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
3000.00
2993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
33.33
37.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
15624333.33
15384937.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
394266.67
395692.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
2133.33
2134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
125666.67
125849.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
100.00
100.00
U.S. Treasuries (including strips)
CASH
2021-05-28
0.00
22024351.80
22024351.80
Other Instrument
CASH COLLATERAL
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
399999656.00
399999656.00
0.0020
N
Y
Y
N
BNP PARIBAS
Joint Account I 0.005000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C10A779156BNP
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
33.33
33.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-01
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
3235633.33
2442968.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
97500.00
66680.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
4071133.33
2739176.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
5631266.67
3768961.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
3365900.00
2047679.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
2021700.00
1199371.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
62566.67
34646.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
453166.67
243428.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
60666.67
32276.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
82700.00
43691.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
6542400.00
3446549.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
342333.33
178932.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
36800.00
60219.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
2255600.00
3489907.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
461166.67
741594.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
66.67
76.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
33.33
35.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
66.67
77.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
8506633.33
11767722.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
35667200.00
41376628.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
4835633.33
5450521.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
41679066.67
38241925.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
32598366.67
34580852.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
33.33
35.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
3407933.33
3545330.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
7086766.67
7125331.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
1333333.33
1356147.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
33.33
34.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
429933.33
482358.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.315000
21700.00
21732.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
182166.67
188909.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
33.33
32.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
2.33
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
0.67
0.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
3944000.00
2922922.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
4654698.33
3305487.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
2180683.00
1847077.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
24402682.00
20369992.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
2487831.67
2050003.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
18533273.33
14856846.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
579340.67
457756.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-11-15
0.00
1532666.67
1193601.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
470082.67
361063.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
17.00
13.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
328.33
320.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
0.00
96032.33
92818.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
11498.00
11053.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
475595.67
449314.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
6.33
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
54139.67
50186.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
16333.33
14643.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
1372009.67
1195465.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
52703.00
44305.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
35000.00
25035.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
188000.00
132628.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
14.00
9.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
0.00
87956.33
58577.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
3.67
2.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
0.00
2376651.67
1503652.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
59.67
37.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
1468477.33
866735.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
73.67
43.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
919772.00
533027.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
25915583.00
14081750.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
2115985.67
1129234.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
295333.33
155463.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
1928953.33
1009974.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
3484000.00
1800548.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
5496145.67
2806304.67
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
233333132.66
233333132.66
0.0011
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Joint Account I 0.005000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR03C10A779156CRE
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
72104766.67
76606316.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
23999700.00
24656967.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
238036766.66
238736731.30
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
333333046.67
333333046.67
0.0016
N
Y
Y
N
WELLS FARGO SECURITIES, LLC
Joint Account I 0.010000%
VYVVCKR63DVZZN70PB21
0001224385
TPR03C10A779156WEL
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
5000.00
6533.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
22333.33
28628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
16687000.00
17495522.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
2394200.00
2671734.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
10764700.00
13203025.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
583333.33
594560.00
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
33333304.66
33333304.66
0.0002
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.005000%
ZBUT11V806EZRVTWT807
0000782124
TPR03C1147791562JP
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-08
0.00
1000000.00
999990.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
14838900.00
16424840.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
195000.00
194602.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
5384100.00
5515796.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
178291400.00
212236392.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
51278800.00
52204142.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
370608000.00
377260647.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
6573900.00
6740106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
42947000.00
45724044.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.375000
98384600.00
98699948.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
799999296.00
799999296.00
0.0039
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.000000%
254900Y8NKGV541U8Q32
0001457970
TPR03C116779156FED
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
3921983500.00
4571774779.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
1416644700.00
1548459948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
8423420000.00
9407332977.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
1711192000.00
1888818194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
751107700.00
801249772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
8922940100.00
9805565291.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
1010269000.00
1074677575.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
94943600.00
102373607.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
5930457600.00
6383899077.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
7335408900.00
7565029922.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
984914000.00
1021182533.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
2190876200.00
2199607979.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
1691885000.00
1630028397.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
47999931360.00
47999931360.00
0.2358
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR03C117779156RBA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
472495600.00
411201455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
95865400.00
98799114.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
499999840.00
499999840.00
0.0025
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR03C118779156SBA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
420880200.00
422506923.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
87616400.00
87493677.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
499999840.00
499999840.00
0.0025
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.005000%
ZBUT11V806EZRVTWT807
0000782124
TPR03C1197791561JP
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-12
0.00
12593900.00
12593434.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-16
0.00
308700.00
308680.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-13
0.00
440000.00
439994.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-03
0.00
129000.00
128997.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-17
0.00
112330400.00
112328041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
0.00
7196000.00
7195734.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
626600.00
626547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
100216000.00
126345025.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
0.00
390000.00
389948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
60000.00
59995.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
355900.00
357827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
37759300.00
40857946.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
62674200.00
63515327.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-15
2.750000
35948900.00
36429820.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
14242700.00
14532549.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
3295100.00
3378198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
240600.00
244717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
8544900.00
9025963.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
8478900.00
9015101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
19736300.00
21012491.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.315000
213700.00
214014.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
449999604.00
449999604.00
0.0022
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.010000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03C11A7791562BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
23501200.00
24381110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
67770400.00
71683469.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
34612900.00
36169825.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
64271400.00
61294623.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
61451100.00
61471010.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
250000000.00
250000000.00
0.0012
N
Y
Y
N
FIXED INCOME CLEARING CORPORATION
FIXED INCOME CLEARING CORPORATION 0.002500%
549300H47WTHXPU08X20
0001232861
TPR03C11B779156FBN
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
117596000.00
125224232.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
145028800.00
145075790.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0000
265000000.00
265000000.00
0.0013
N
Y
Y
N
Goldman Sachs Financial Square Funds - Government
2021-06-07
Peter W. Fortner
Peter W. Fortner
Assistant Treasurer