N-MFP2
0000822977
XXXXXXXX
2021-11-30
0000822977
549300BRJMXN4GUWZ402
S000009242
15
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
19
108
176440995346.77
163776037507.63
167425390622.63
169145659790.60
212450759920.93
200686940729.60
203895763773.37
206158529502.79
0.00
0.7952
0.7794
0.7842
0.7844
0.9575
0.9551
0.9550
0.9560
0.0000
1326285587.50
222771999764.79
222773314930.34
156357541.65
84761134.59
224171196924.90
224171097322.4400
1.0000
0.0007
1.0000
1.0000
1.0000
1.0000
0.0000
C000025196
10000000.00
194818389285.05
194818302724.4600
1.0000
1.0000
1.0000
1.0000
0.0000
26711278715.12
27485401976.83
17478762845.32
22302430818.43
30504508567.90
27489544248.05
26242325395.49
23285024727.64
0.00
0.00
117232145232.44
109443450342.16
0.0003
Y
For Institutional Shares the Investment Adviser waived $19,061,967 of Management Fees; and Goldman Sachs & Co. LLC waived $1,527,917 of Transfer Agency Fees.
C000025197
10000000.00
7904915613.65
7904912101.3900
1.0000
1.0000
1.0000
1.0000
0.0000
965504701.82
385407186.31
357113455.80
281782203.62
476207662.16
1326456146.92
1374185627.35
765170157.02
0.00
0.00
4000430292.93
3672965990.39
0.0003
Y
For Administration Shares the Investment Adviser waived $811,375 of Management Fees; and Goldman Sachs & Co. LLC waived $1,625,984 of Admin Fees and $65,048 of Transfer Agency Fees.
C000025198
10000000.00
908969062.24
908968658.3700
1.0000
1.0000
1.0000
1.0000
0.0000
44749826.73
39041791.89
91049386.56
113226035.53
67735845.49
44715008.29
47721500.74
37289732.86
0.00
0.00
269401185.21
256743604.11
0.0003
Y
For Service Shares the Investment Adviser waived $92,748 of Management Fees; and Goldman Sachs & Co. LLC waived $371,679 of Admin Fees and $7,435 of Transfer Agency Fees.
C000025199
10000000.00
1077737017.15
1077736538.2900
1.0000
1.0000
1.0000
1.0000
0.0000
54650376.95
46972324.01
35774445.90
46009644.47
151472921.08
94217235.85
48986849.06
101837111.25
0.00
0.00
313382454.93
305167712.07
0.0003
Y
For Preferred Shares the Investment Adviser waived $110,043 of Management Fees; and Goldman Sachs & Co. LLC waived $88,199 of Admin Fees and $8,821 of Transfer Agency Fees.
C000025200
10000000.00
1181528325.04
1181527800.0700
1.0000
1.0000
1.0000
1.0000
0.0000
33210674.82
33434038.45
5844192.26
18956736.32
8359064.97
19065443.54
84037709.33
31310935.90
0.00
0.00
488803950.60
108259154.21
0.0003
Y
For Select Shares the Investment Adviser waived $84,576 of Management Fees; and Goldman Sachs & Co. LLC waived $20,320 of Admin Fees and $6,774 of Transfer Agency Fees.
C000025201
10000000.00
1675415576.37
1675414831.9600
1.0000
1.0000
1.0000
1.0000
0.0000
374641085.33
137916815.28
223552358.96
105045946.18
129550544.84
206655836.52
147731862.98
118015874.88
0.00
0.00
977340716.09
620943211.69
0.0003
Y
For Capital Shares the Investment Adviser waived $163,623 of Management Fees; and Goldman Sachs & Co. LLC waived $196,685 of Admin Fees and $13,114 of Transfer Agency Fees.
C000088802
10000000.00
302327400.31
302327265.9800
1.0000
1.0000
1.0000
1.0000
0.0000
9804412.40
17838945.45
1427946.58
7132893.08
8831019.76
10348913.97
25201942.47
10592676.82
0.00
0.00
50356386.79
62307429.27
0.0003
Y
For Cash Management Shares the Investment Adviser waived $31,122 of Management Fees; and Goldman Sachs & Co. LLC waived $124,731 of Admin Fees, $74,839 of Distribution or Servicing Fees and $2,495 of Transfer Agency Fees.
C000088803
10000000.00
9922295927.38
9922291518.7700
1.0000
1.0000
1.0000
1.0000
0.0000
167376318.60
210743995.24
196989021.24
100680663.99
371048936.18
49887362.05
158387599.61
406451070.41
0.00
0.00
1063690804.27
768680003.72
0.0003
Y
For Premier Shares the Investment Adviser waived $1,000,931 of Management Fees; and Goldman Sachs & Co. LLC waived $2,807,677 of Admin Fees and $80,230 of Transfer Agency Fees.
C000088804
10000000.00
10443457.07
10443452.4300
1.0000
1.0000
1.0000
1.0000
0.0000
18960.11
32743.06
6132.15
68830.66
1007303.81
86523.03
61796.21
1028758.68
0.00
0.00
1094598.85
1242557.55
0.0003
Y
For Resource Shares the Investment Adviser waived $1,098 of Management Fees; and Goldman Sachs & Co. LLC waived $4,399 of Admin Fees, $1,320 of Distribution or Servicing Fees and $88 of Transfer Agency Fees.
C000166882
1000.00
600213601.43
600213334.7500
1.0000
1.0000
1.0000
1.0000
0.0000
8480132.32
14316386.87
7610093.50
6696368.18
8402430.42
11077693.41
6676043.00
3994727.72
0.00
0.00
33480994.25
41742152.11
0.0003
Y
For Class A Shares the Investment Adviser waived $61,857 of Management Fees; and Goldman Sachs & Co. LLC waived $123,953 of Distribution or Servicing Fees and $4,959 of Transfer Agency Fees.
C000166883
1000.00
4821855.15
4821853.0100
1.0000
1.0000
1.0000
1.0000
0.0000
6884.51
1396.14
5291.35
43.00
8691.39
15351.04
6220.54
2156.45
0.00
0.00
230618.30
21747.13
0.0003
Y
For Class C Shares the Investment Adviser waived $475 of Management Fees; and Goldman Sachs & Co. LLC waived $3,808 of Admin Fees and $38 of Transfer Agency Fees.
C000167141
1.00
311458808.09
311458669.7100
1.0000
1.0000
1.0000
1.0000
0.0000
34568454.18
51435165.16
20006974.88
6418027.31
12073380.44
4120417.67
3228739.73
4181311.31
0.00
0.00
71281261.16
72711527.52
0.0003
Y
For Class R6 Shares the Investment Adviser waived $31,467 of Management Fees; and Goldman Sachs & Co. LLC waived $2,522 of Transfer Agency Fees.
C000214495
10000000.00
4948282200.17
4948280001.5700
1.0000
1.0000
1.0000
1.0000
0.0000
1370647557.56
1213735000.00
519600000.00
925050000.00
1211500000.00
1379277345.09
426300000.00
368130000.00
0.00
0.00
4431231557.56
4253981345.09
0.0003
Y
For Drexel Hamilton Shares the Investment Adviser waived $464,429 of Management Fees; and Goldman Sachs & Co. LLC waived $37,233 of Transfer Agency Fees.
C000229774
0.00
10001.71
10001.7000
1.0000
1.0000
1.0000
1.0000
0.0000
0.31
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.31
0.00
0.0003
Y
For Seelaus the Investment Adviser waived $1 of Management Fees.
C000229775
10000000.00
504388794.09
504388569.9800
1.0000
1.0000
1.0000
1.0000
0.0000
281015527.67
275000000.00
552000000.00
982000000.00
705100000.00
252500000.00
322000000.00
1005000000.00
0.00
0.00
2012115527.67
2534500000.00
0.0003
Y
For Loop the Investment Adviser waived $92,477 of Management Fees; and Goldman Sachs & Co. LLC waived $7,428 of Transfer Agency Fees.
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307382779156PRU
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
136687500.00
139421250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
136687500.00
136687500.00
0.0006
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307385779156APR
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
25025000.00
25525500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
25025000.00
25025000.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723073887791568PR
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
20731250.00
21145875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
20731250.00
20731250.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307391779156BPR
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
27681250.00
28234875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
27681250.00
27681250.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307394779156FPR
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
35700000.00
36414000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
35700000.00
35700000.00
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307397779156DPR
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
31750000.00
32385000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
31750000.00
31750000.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074007791560PR
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
23987500.00
24467250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
23987500.00
23987500.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307403779156IPR
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
90000000.00
91800000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
90000000.00
90000000.00
0.0004
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074067791564PR
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
13710000.00
13984200.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
13710000.00
13710000.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307409779156KPR
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
109000000.00
111180000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
109000000.00
109000000.00
0.0005
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307412779156LPR
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
116500000.00
118830000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
116500000.00
116500000.00
0.0005
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307415779156GPR
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
52143750.00
53186625.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
52143750.00
52143750.00
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307418779156CPR
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
29450000.00
30039000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
29450000.00
29450000.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307421779156EPR
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
33750000.00
34425000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
33750000.00
33750000.00
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074247791567PR
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
20312500.00
20718750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
20312500.00
20312500.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074277791566PR
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
19875000.00
20272500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
19875000.00
19875000.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074307791563PR
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
8381250.00
8548875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
8381250.00
8381250.00
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074337791562PR
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
6760000.00
6895200.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
6760000.00
6760000.00
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307436779156HPR
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
56718750.00
57853125.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
56718750.00
56718750.00
0.0003
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074397791561PR
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
5975750.00
6095265.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
5975750.00
5975750.00
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074427791569PR
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
23512500.00
23982750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
23512500.00
23512500.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2723074457791565PR
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
16531250.00
16861875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
16531250.00
16531250.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
272307448779156JPR
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
97312500.00
99258750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
97312500.00
97312500.00
0.0004
N
Y
Y
N
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.060000%
1DU7IM20QESYGDO4HO54
0000073076
272307531779156NOR
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
479812500.00
489408750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
479812500.00
479812500.00
0.0021
N
Y
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.220000%
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+
2021-12-01
2022-07-21
2022-07-21
N
N
N
0.0009
934273078.03
934273078.03
0.0042
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.055001%
3130AMX56
US3130AMX566
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-20
2021-12-20
N
N
N
0.0005
300000897.00
300000897.00
0.0013
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.055001%
3130AMYZ9
US3130AMYZ91
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-23
2021-12-23
N
N
N
0.0007
433645828.29
433645828.29
0.0019
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+
2021-12-01
2021-12-13
2021-12-13
N
N
N
0.0008
193013234.01
193013234.01
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
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+
2021-12-01
2021-12-13
2021-12-13
N
N
N
0.0005
217015341.90
217015341.90
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.193381%
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+
2021-12-23
2021-12-23
2021-12-23
N
N
N
0.0002
107011231.79
107011231.79
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.249998%
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+
2021-12-01
2022-01-13
2022-01-13
N
N
N
0.0005
367774069.49
367774069.49
0.0016
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+
2021-12-01
2022-01-13
2022-01-13
N
N
N
0.0008
294052343.76
294052343.76
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.230000%
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+
2021-12-01
2022-01-14
2022-01-14
N
N
N
0.0006
235648813.96
235648813.96
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.195001%
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+
2021-12-01
2022-02-14
2022-02-14
N
N
N
0.0005
189143508.13
189143508.13
0.0008
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+
2021-12-01
2022-02-07
2022-02-07
N
N
N
0.0008
95553247.94
95553247.94
0.0004
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+
2021-12-01
2022-12-02
2022-12-02
N
N
N
0.0007
228283355.90
228283355.90
0.0010
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+
2021-12-01
2022-04-08
2022-04-08
N
N
N
0.0009
269026902.69
269026902.69
0.0012
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+
2021-12-01
2022-11-21
2022-11-21
N
N
N
0.0007
165715212.89
165715212.89
0.0007
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+
2021-12-01
2022-01-31
2022-01-31
N
N
N
0.0009
150802525.90
150802525.90
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+
2021-12-01
2023-02-01
2023-02-01
N
N
N
0.0008
63134848.24
63134848.24
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.105005%
3133EMPG1
US3133EMPG15
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-01-31
2023-01-31
N
N
N
0.0007
33313821.83
33313821.83
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.090007%
3133EMQE5
US3133EMQE57
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2022-11-09
2022-11-09
N
N
N
0.0006
4901169.48
4901169.48
0.0000
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+
2021-12-01
2022-11-25
2022-11-25
N
N
N
0.0007
59408849.41
59408849.41
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+
2021-12-01
2023-04-13
2023-04-13
N
N
N
0.0009
145237982.87
145237982.87
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.079999%
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+
2021-12-01
2023-02-17
2023-02-17
N
N
N
0.0006
143688469.51
143688469.51
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.070009%
3133ENAB6
US3133ENAB65
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-04-05
2023-04-05
N
N
N
0.0007
196293363.10
196293363.10
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.072508%
3133ENDW7
US3133ENDW75
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-05-12
2023-05-12
N
N
N
0.0007
98100007.85
98100007.85
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.085007%
3133ENFD7
US3133ENFD76
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-10-23
2023-10-23
N
N
N
0.0008
299100062.81
299100062.81
0.0013
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.360000%
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+
2021-12-01
2022-01-03
2022-01-03
N
N
N
0.0011
498115207.32
498115207.32
0.0022
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.389999%
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+
2021-12-01
2021-12-30
2021-12-30
N
N
N
0.0008
990974791.49
990974791.49
0.0044
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.410000%
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+
2021-12-01
2022-01-20
2022-01-20
N
N
N
0.0007
499237489.07
499237489.07
0.0022
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.389999%
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+
2021-12-01
2022-01-21
2022-01-21
N
N
N
0.0005
993481892.97
993481892.97
0.0044
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.150001%
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+
2021-12-01
2021-12-03
2021-12-03
N
N
N
0.0005
117700654.41
117700654.41
0.0005
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903533N5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
61200000.00
61200000.00
0.0003
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
6903533X3
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
3616485.96
3616485.96
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
6903534F1
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
21428571.00
21428571.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903534J3
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
8421052.66
8421052.66
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903534U8
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
24150000.00
24150000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903534Y0
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
26000000.00
26000000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
6903535X1
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
4791667.28
4791667.28
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903537A9
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
28604651.40
28604651.40
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903537C5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
30000000.00
30000000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903537F8
254900QI8QTIK0FY6E92
US6903537F85
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
12000000.00
12000000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903537H4
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
30000000.00
30000000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903537L5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
10500000.00
10500000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
6903538B6
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
20833333.32
20833333.32
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353A31
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
6670710.00
6670710.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353A49
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
16395480.00
16395480.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353C39
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
11251800.00
11251800.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353C47
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
3147920.27
3147920.27
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353C96
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
31132075.40
31132075.40
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353D38
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
43590909.43
43590909.43
0.0002
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353J57
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
4200182.19
4200182.19
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353L21
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
24066737.56
24066737.56
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353L62
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
3832283.00
3832283.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353L96
254900QI8QTIK0FY6E92
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+
2021-12-01
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
5425000.00
5425000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353M46
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
1172678.58
1172678.58
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353M87
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
40275694.85
40275694.85
0.0002
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353N52
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
5947703.22
5947703.22
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353Q59
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
28188464.20
28188464.20
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353Q67
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
1541344.20
1541344.20
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353Q75
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
9545800.00
9545800.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353S32
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
43280000.00
43280000.00
0.0002
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353T23
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
5000000.00
5000000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353T72
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
22615384.40
22615384.40
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353V46
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
8013443.00
8013443.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353VV6
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
75050000.00
75050000.00
0.0003
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353W37
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
12750000.00
12750000.00
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353W94
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
5814260.00
5814260.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353XQ5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
30431252.73
30431252.73
0.0001
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
690353Z83
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
4242411.00
4242411.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690353ZP5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
10206990.00
10206990.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
690355BD3
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
9100000.00
9100000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
90376PAU5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
3000000.00
3000000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
90376PBA8
254900QI8QTIK0FY6E92
US90376PBA84
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
35000.00
35000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
90376PBB6
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
1973684.58
1973684.58
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
90376PBG5
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
37000000.00
37000000.00
0.0002
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
90376PCF6
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0008
1980000.00
1980000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
90376PCL3
254900QI8QTIK0FY6E92
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0027
26046290.14
26046290.14
0.0001
N
N
N
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
90376PDB4
254900QI8QTIK0FY6E92
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+
2021-12-07
2021-12-07
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0009
4000000.00
4000000.00
0.0000
N
N
Y
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
90376PDQ1
254900QI8QTIK0FY6E92
US90376PDQ19
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-07-23
2022-07-23
2022-07-23
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0034
4546812.22
4546812.22
0.0000
N
N
N
N
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
90376PDR9
254900QI8QTIK0FY6E92
US90376PDR91
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-07-23
2022-07-23
2022-07-23
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+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0034
1648843.99
1648843.99
0.0000
N
N
N
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127965G0
254900HROIFWPRGM1V77
US9127965G05
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0003
3645096974.57
3645096974.57
0.0163
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796A90
254900HROIFWPRGM1V77
US912796A908
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-30
2021-12-30
2021-12-30
N
N
N
0.0009
1322601445.62
1322601445.62
0.0059
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796C31
254900HROIFWPRGM1V77
US912796C318
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-27
2022-01-27
2022-01-27
N
N
N
0.0005
4599654034.00
4599654034.00
0.0205
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796J75
254900HROIFWPRGM1V77
US912796J750
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-23
2021-12-23
2021-12-23
N
N
N
0.0013
1107900800.76
1107900800.76
0.0049
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796K65
254900HROIFWPRGM1V77
US912796K659
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-01-06
2022-01-06
2022-01-06
N
N
N
0.0004
3699826.73
3699826.73
0.0000
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796K99
254900HROIFWPRGM1V77
US912796K998
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0005
1999831120.00
1999831120.00
0.0089
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796M89
254900HROIFWPRGM1V77
US912796M895
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-10-06
2022-10-06
2022-10-06
N
N
N
0.0019
1464195626.63
1464195626.63
0.0065
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796N47
254900HROIFWPRGM1V77
US912796N471
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0006
1013343741.65
1013343741.65
0.0045
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796P29
254900HROIFWPRGM1V77
US912796P294
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-04-14
2022-04-14
2022-04-14
N
N
N
0.0007
6035929456.46
6035929456.46
0.0269
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796P37
254900HROIFWPRGM1V77
US912796P377
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-04-28
2022-04-28
2022-04-28
N
N
N
0.0008
7589150038.85
7589150038.85
0.0339
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796R76
254900HROIFWPRGM1V77
US912796R761
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-02-08
2022-02-08
2022-02-08
N
N
N
0.0005
4155617648.00
4155617648.00
0.0185
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796R84
254900HROIFWPRGM1V77
US912796R845
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0004
13598765.39
13598765.39
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796R92
254900HROIFWPRGM1V77
US912796R928
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0005
1169157123.23
1169157123.23
0.0052
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796S75
254900HROIFWPRGM1V77
US912796S751
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0006
4158150062.74
4158150062.74
0.0185
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
0.0010
183177083.61
183177083.61
0.0008
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
0.0004
13899627.08
13899627.08
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
9128287C8
254900HROIFWPRGM1V77
US9128287C81
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-07-15
2022-07-15
2022-07-15
N
N
N
0.0014
406124372.04
406124372.04
0.0018
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
0.0014
951343652.95
951343652.95
0.0042
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
0.0005
11226837.89
11226837.89
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
0.0014
296250624.68
296250624.68
0.0013
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
0.0005
22567897.58
22567897.58
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.204005%
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+
2021-12-01
2022-01-31
2022-01-31
N
N
N
0.0005
8052077.71
8052077.71
0.0000
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.164005%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2022-04-30
2022-04-30
N
N
N
0.0005
11805698.81
11805698.81
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.125000%
912828ZX1
254900HROIFWPRGM1V77
US912828ZX16
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0011
140185747.83
140185747.83
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.105005%
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+
2021-12-01
2022-07-31
2022-07-31
N
N
N
0.0006
1237138425.58
1237138425.58
0.0055
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.105005%
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+
2021-12-01
2022-10-31
2022-10-31
N
N
N
0.0006
879092857.98
879092857.98
0.0039
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.099007%
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+
2021-12-01
2023-01-31
2023-01-31
N
N
N
0.0008
4198438839.78
4198438839.78
0.0187
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.084006%
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+
2021-12-01
2023-04-30
2023-04-30
N
N
N
0.0008
10781969826.19
10781969826.19
0.0481
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.079006%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-07-31
2023-07-31
N
N
N
0.0009
5771909935.05
5771909935.05
0.0257
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.085007%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2023-10-31
2023-10-31
N
N
N
0.0009
10301218702.78
10301218702.78
0.0460
N
Y
Y
N
CITIBANK, NATIONAL ASSOCIATION
CITIBANK, NATIONAL ASSOCIATION 0.069998%
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
2023-03-01
8.500000
4373.00
0.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
25000.00
1170.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
45269.00
2305.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.000000
246000.00
54208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
2.500000
1754.00
668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
4000.00
1349.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
1000.00
240.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-04-01
4.500000
80000.00
1445.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
9421.00
1996.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
2000.00
81.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-05-01
2.500000
1280.00
47.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-04-01
5.000000
45000.00
1346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-03-01
3.000000
10000.00
3890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
8000.00
2562.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
3070.00
671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
10275.00
2453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
4011.00
1014.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
20000.00
4260.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.000000
4000.00
753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
1090.00
59.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
29000.00
1458.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
9000.00
1204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
24000.00
2783.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
18488.00
2658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.000000
20000.00
3081.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
14000.00
2652.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
8000.00
1976.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
13000.00
4021.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.000000
4607.00
1234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
1122.00
251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
1000.00
294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
3018.00
982.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
113871.00
39455.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.500000
895136.00
192219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
3.000000
6000.00
572.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
7000.00
2159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
31004.00
9112.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.000000
6000.00
1380.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
3.500000
9000.00
2601.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.500000
97000.00
1461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-11-15
0.00
2000.00
1375.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
6.000000
250505.00
948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.500000
42000.00
1074.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
25002.00
2182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
16000.00
3839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
20000.00
2982.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
125994.00
2528.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
211604.00
1975.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
1000.00
23.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.500000
28000.00
1318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-03-01
4.500000
50000.00
2163.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
20712.00
1095.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.500000
13000.00
2174.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.000000
34000.00
3884.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
3.500000
14000.00
1693.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
40000.00
2307.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
16066.00
1547.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.000000
13000.00
1186.00
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
10000.00
11470.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-09-14
3.500000
50000.00
57350.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-03-10
2.750000
65000.00
67313.00
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
20000.00
21306.00
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
1150000.00
1173144.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-08-12
0.125000
615000.00
615010.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-02-10
0.830000
470000.00
458992.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-03-03
0.900000
5060000.00
4994701.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
29000.00
3003.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
11000.00
2081.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
3.000000
4000.00
1143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
5000.00
2059.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
11000.00
3579.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
2000.00
463.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
21000.00
4372.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
5000.00
904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.000000
9000.00
1891.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-12-01
1.500000
7040.00
7075.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
14000.00
4287.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
1000.00
314.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.000000
11000.00
3692.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1000.00
415.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.500000
4000.00
1847.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
3000.00
2159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
4000.00
2998.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
8000.00
4370.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
2000.00
1792.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
4000.00
3817.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
1000.00
997.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
197050.00
202464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
15729.00
2231.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
9000.00
3885.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
2922.00
954.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2023-02-13
4.800000
14000.00
14947.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
1000.00
203.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
17232.00
5101.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-03-10
2.125000
10000.00
10272.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-06-09
2.125000
515000.00
533131.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
3000.00
847.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
3910408.00
4044816.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
3291.00
3464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
820765.00
893219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
2205381.00
2303428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4500000.00
4512902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1456.00
1515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
8656832.00
8670173.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2023-12-20
3.500000
2000.00
2149.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-06-17
2.400000
1000.00
1023.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-12-08
2.010000
5000.00
5050.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-12-06
3.000000
1000.00
1063.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-12-06
3.000000
5000.00
5314.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-09-26
4.000000
44000.00
46763.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-03-08
2.650000
21000.00
21738.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2049-10-15
2.625000
1000.00
1075.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-04-24
3.120000
1000.00
1138.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-06-26
1.770000
7000.00
7196.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-07-28
0.195000
3000.00
3003.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-12-27
1.625000
47000.00
47378.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-02-07
2.390000
1000.00
1027.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-02-07
2.390000
1000.00
1027.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-04-08
0.375000
601000.00
601915.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-04-08
0.375000
49000.00
49075.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-04-27
0.300000
50000.00
50052.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-04-27
0.300000
1000.00
1001.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2030-08-16
1.700000
1000.00
984.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-09-20
1.300000
38780000.00
38137407.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-11-23
0.125000
179000.00
178793.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-04-21
1.720000
5588000.00
5557229.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2032-11-23
2.330000
3000.00
3002.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.500000
1748846.00
1829294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
4424313.00
4589720.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-03-14
5.625000
60000.00
87824.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
1000.00
912.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
1000.00
872.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-09-15
0.00
5000.00
4784.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-03-15
0.00
3000.00
2591.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
181000.00
265308.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-15
0.00
1000.00
884.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-10-27
0.650000
10388000.00
10200401.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
3000.00
2610.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
5000.00
6655.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
1000.00
1331.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
7.250000
1000.00
1453.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
1000.00
1418.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
3000.00
4254.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-15
0.00
2000.00
1909.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-15
0.00
6000.00
5727.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-06-17
0.500000
25000.00
24599.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-08-05
0.875000
5000.00
4710.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.750000
956000.00
923059.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-24
2.125000
23000.00
23980.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
112000.00
115620.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-05
1.875000
11000.00
11098.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-10-05
2.000000
3000.00
3054.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
452000.00
466277.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-11
2.625000
155000.00
157030.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-02-05
2.500000
10000.00
10502.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-01-07
1.625000
2000.00
2059.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
98000.00
1163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
33000.00
7224.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-01-13
2.375000
7000.00
7083.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-07-25
0.125000
200000.00
200087.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-21
0.375000
2000.00
1955.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-09-23
0.375000
2000.00
1946.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
22000.00
21837.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-11-06
0.250000
2000.00
1989.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
28341.00
3079.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.500000
26640.00
3222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.500000
1000.00
88.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
5000.00
368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-02-01
4.000000
1149.00
70.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
53320.00
4298.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
60000.00
4157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
11000.00
1327.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.000000
20000.00
1284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
8000.00
469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.500000
10000.00
851.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
2000.00
231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
16000.00
1560.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
10000.00
1203.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
64000.00
4893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
20000.00
2193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
27000.00
2953.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
4.500000
50000.00
2767.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
13000.00
1054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
9000.00
1069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
15000.00
1917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
23000.00
3167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
7000.00
1157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
3000.00
233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
7660.00
515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
11000.00
2896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
17000.00
3455.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
5.500000
2000.00
424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
1000.00
138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
30000.00
3511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
1000.00
147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
4000.00
985.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.000000
2000.00
211.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
8000.00
2194.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
1148.00
0.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
18000.00
3550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
7000.00
1857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
4000.00
1269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
8000.00
2317.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
20001.00
8034.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
5.500000
4000.00
1188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.500000
10000.00
2498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
15000.00
3826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
1000.00
192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
17000.00
4140.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.500000
8000.00
3203.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
1000.00
95.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1000.00
87.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
1000.00
117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
34000.00
4680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
2000.00
122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
16000.00
1869.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
18000.00
3991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
3000.00
512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
7000.00
1766.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
5000.00
851.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
17000.00
3066.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
13000.00
2283.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
16000.00
2856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
4000.00
835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
27000.00
2508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
3000.00
1071.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.500000
11000.00
2360.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
7000.00
1583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2000.00
394.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1000.00
235.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
8000.00
1884.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
40000.00
4531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
1000.00
67.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.000000
10000.00
1997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
2000.00
124.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
28000.00
3945.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
2000.00
51.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
3000.00
203.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
2000.00
497.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
5334.00
1066.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
25000.00
6309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
20000.00
3435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
4000.00
445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
1000.00
200.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
1000.00
355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.500000
1000.00
27.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
4000.00
514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
5.625000
3000.00
4527.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.500000
55000.00
4368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.500000
83000.00
2435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.500000
68000.00
2015.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
100000.00
2111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.500000
38691.00
975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
96000.00
41020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
12000.00
1152.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
2000.00
540.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
8000.00
2823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
21000.00
6028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
21000.00
2104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3000.00
380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1116.00
601.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
6000.00
1009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
4000.00
1494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
11000.00
2765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
6000.00
1547.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
3000.00
1433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
68000.00
12544.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
3000.00
1194.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.000000
5000.00
1668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
6.000000
8000.00
4755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
27056798.00
11885101.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
22000.00
4084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
4000.00
924.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
11000.00
3028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
10000.00
3287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
19999820.00
10304894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
5000.00
4423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1134296.00
1141803.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
1025293.00
1070876.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
6102216.00
6376466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1000.00
1052.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1000.00
1057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
1000.00
1032.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1000.00
1008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
4228.00
4404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
1000.00
1038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2202000.00
2207358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
2884.00
3080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
325000.00
61695.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
400000.00
86723.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
475000.00
91828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
550000.00
107641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
6000.00
2668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
3000.00
589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
16000.00
2465.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
8000.00
1967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
7000.00
1896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
184727.00
102881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
1000.00
1011.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
1000.00
1038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
19011072.00
19975326.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1001.00
283.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
5000.00
2979.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
1022.00
659.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
5000.00
3078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
4.000000
4000.00
2583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
2000.00
1179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
5000.00
3958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
7000.00
2260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
2000.00
967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
4000.00
2109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.000000
4000.00
2212.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
2000.00
1855.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
5533466.00
4108253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
5.000000
2524864.00
2505823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
2000.00
2097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
13558000.00
14243993.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-11-01
4.500000
494335.00
104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
132338.00
1701.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
18440.00
525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
5.500000
60569.00
797.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
7000.00
839.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
1766.00
77.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
6.000000
14000.00
445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
11067.00
159.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
58000.00
345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
3000.00
49.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
25000.00
608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
1700.00
45.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
27000.00
1837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.000000
3596.00
16.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.500000
21000.00
1133.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-05-01
4.500000
29000.00
2808.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
46830.00
2161.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
4.500000
2000.00
63.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.500000
6583.00
262.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
3000.00
537.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
11000.00
2465.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
13315.00
3271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.000000
11000.00
2892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1000.00
198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1000.00
213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
6000.00
1079.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1000.00
143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
83439.00
15110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
63000.00
21614.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
6263.00
1694.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
6000.00
1999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
2000.00
421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4000.00
798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
4000.00
821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
6000.00
1477.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
3000.00
785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
8000.00
2144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
6000.00
1445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
3000.00
759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
9000.00
1827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3000.00
645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
173000.00
29982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3000.00
461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
6000.00
961.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
4000.00
3925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
832296.00
855162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
886244.00
145564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
4000.00
996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
18000.00
4580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
7000.00
1894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
18000.00
5979.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
7000.00
2193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
2000.00
642.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
1000.00
332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
3.000000
1478.00
795.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
2000.00
867.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.500000
10000.00
3965.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
2000.00
1380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.500000
1813.00
832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
3000.00
2833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
1707.00
122.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
19153.00
2906.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-05-20
3.500000
760191.00
114384.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-03-20
4.000000
23410273.00
4061856.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
11569.00
2615.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-20
2.000000
231831.00
86433.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
50000.00
15216.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
4000.00
1057.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
2000.00
531.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
4119000.00
1055455.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
1882.00
271.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
5.500000
6647.00
1407.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
2095.00
490.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2848120.00
1285732.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
6139.00
3396.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
844447.00
450534.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
1024.00
879.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
81791152.00
49251522.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
1000.00
886.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1393426.00
1330113.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
856711.00
851909.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
6463232.00
6638247.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
43673368.00
45912348.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
25709477.00
26491916.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
117761.00
124668.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
4.000000
27039.00
29040.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.000000
72826374.00
73808154.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-15
3.000000
304716.00
264347.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-15
3.000000
3222421.00
3171898.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-15
3.000000
2810046.00
2814703.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-15
3.000000
1546882.00
1610861.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-15
5.500000
1199611.00
688059.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
1000.00
472.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-15
3.000000
146484.00
122628.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
5338120.00
5748419.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-15
3.000000
1441918.00
1497143.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-15
3.000000
396129.00
197896.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
13093888.00
2735745.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
1752.00
1481.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
2213.00
2165.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1000.00
878.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-15
3.000000
7659612.00
7426108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
4.500000
1000.00
1046.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-15
2.500000
243447.00
251332.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1146.00
1054.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
3801136.00
4049311.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1387766.00
1470570.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1440132.00
1491311.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
6200156.00
6613037.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
2765118.00
2474248.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
3000000.00
3067463.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1316247.00
1422074.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
4.000000
3000.00
3121.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
1020.00
1089.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
754883.00
813133.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
4.000000
63370.00
69302.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
2006789.00
2160271.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
4.500000
1657518.00
1835450.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
1005.00
1093.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
2381172.00
2543700.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
7874000.00
8168673.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1574627.00
1679226.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1000.00
1035.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-15
4.000000
1000.00
161.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-15
5.000000
5017.00
726.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-04-15
4.000000
1504.00
577.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-08-15
5.750000
3517895.00
95874.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
1004817.00
50601.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-15
5.250000
3195168.00
255513.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-02-15
5.250000
1033609.00
156708.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
90000.00
1135.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
10159328.00
92043.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-03-20
8.000000
26110.00
4.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-05-20
7.500000
2.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-08-20
7.000000
1776.00
26.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-10-20
7.000000
1229.00
30.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-11-20
7.000000
6443.00
325.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-10-20
4.000000
1473000.00
53912.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-05-20
5.000000
6952.00
34.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-06-15
4.500000
4400000.00
115417.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-04-15
6.500000
249975.00
425.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-08-15
7.000000
98572.00
448.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-07-15
7.000000
150212.00
521.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-06-15
5.470000
852441.00
83400.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-15
6.000000
624663.00
50425.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-10-15
6.000000
782935.00
105321.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
499795.00
77048.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
16615881.00
312782.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
9025143.00
199006.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-02-15
10.000000
170317.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2022-08-15
9.500000
1204.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2022-12-15
9.000000
1018.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-06-15
7.000000
2771451.00
4815.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2022-09-15
9.500000
2906.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-12-15
7.500000
26944.00
55.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-02-15
7.500000
753763.00
2004.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-09-20
6.500000
13900.00
68.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-15
6.500000
55000.00
1279.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-20
5.500000
1105258.00
29459.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1047.00
216.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-15
4.000000
1371.00
397.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-09-15
2.500000
1520.00
288.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-12-20
4.500000
408888.00
44092.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
4.000000
137046046.00
24264030.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
12871.00
2124.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
4.000000
1235.00
221.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
11850.00
1844.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-15
2.500000
3000.00
2372.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-08-20
3.500000
5129.00
1757.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
100598826.00
39272391.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
1075.00
617.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
1000.00
1055.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
19553600.00
20188734.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
5.000000
16643456.00
18247865.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-05-15
3.000000
1652.00
180.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-08-15
5.000000
4210.00
98.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2025-11-01
6.750000
124000.00
151112.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2036-04-01
5.980000
461000.00
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TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2036-04-01
5.980000
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1487.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
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2036-04-01
5.880000
67000.00
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Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2030-05-01
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1443.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
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2035-06-15
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2035-06-15
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187000.00
247235.00
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TENNESSEE VALLEY AUTHORITY
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2048-01-15
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36000.00
53985.00
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2048-01-15
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2039-09-15
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2024-09-15
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2027-02-01
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2022-09-15
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2023-09-15
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2029-09-15
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Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2062-03-15
0.00
85000.00
28112.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2062-09-15
0.00
85000.00
27710.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2063-03-15
0.00
85000.00
27313.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2063-09-15
0.00
85000.00
26921.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2064-03-15
0.00
85000.00
26536.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2064-09-15
0.00
19000.00
5846.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-03-15
0.00
85000.00
25778.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-09-15
0.00
3000.00
897.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-09-15
0.00
23000.00
6875.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
7000.00
7000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
500.00
500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
2900.00
2900.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
2400.00
2400.00
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
2022-02-24
0.00
248500.00
248469.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-21
0.00
1300.00
1300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
16590400.00
16582569.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-16
0.00
900.00
899.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-09
0.00
1200.00
1200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-16
0.00
17800.00
17799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-23
0.00
4900.00
4900.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-13
0.00
500.00
500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-11
0.00
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-08
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-08
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-07
0.00
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-28
0.00
700.00
700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-26
0.00
80000.00
79963.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
2800.00
2999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
1700.00
1826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
700.00
782.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
300.00
360.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
600.00
720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
4200.00
5196.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
200.00
247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
900.00
1098.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
6.750000
900.00
1148.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
1840400.00
4192981.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
4100.00
5242.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
500.00
629.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
15709800.00
36810581.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
2000.00
2772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
19600.00
44869.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
100.00
139.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
11492800.00
19179237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
180100.00
300552.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
2100.00
3024.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
3382300.00
4718041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
3800.00
5340.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
100.00
165.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
22700.00
28742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
409800.00
562878.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
400.00
549.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
400.00
558.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
100.00
145.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
8814800.00
17109161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
814.00
1140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
835.00
1169.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
3700.00
4920.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
364500.00
503599.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
218900.00
324312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
100.00
141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
300.00
423.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
100.00
132.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
200.00
263.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
100.00
120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
100.00
120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
1000.00
1212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
53271000.00
81356925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
300.00
355.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
200.00
229.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
2100.00
2393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
1100.00
1335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
1865400.00
2750089.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
1100.00
1279.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
200.00
262.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
400.00
530.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
500.00
662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
100.00
131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
61421600.00
103028517.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
26900.00
45122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
300.00
359.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
600.00
717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
4300.00
4772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
2395700.00
3583450.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
200.00
299.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
2000.00
3141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
200.00
222.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
500.00
595.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
2400.00
2944.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
100.00
123.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
200.00
306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
203400.00
248707.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
300.00
354.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
160700.00
198850.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
2900.00
4500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
1100.00
1364.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
308000.00
474312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
100.00
154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
500.00
542.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
400.00
412.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
10500.00
8994.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
42300.00
37532.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
100.00
87.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
200.00
175.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
300.00
282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
1500.00
1364.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
1300.00
1365.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
300.00
310.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-11-15
1.875000
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
200.00
251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
3100.00
3236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
400.00
406.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
1000.00
1018.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
600.00
633.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
500.00
526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
40822900.00
51150263.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
4100.00
4373.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
355500.00
368205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
900.00
930.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
3966100.00
4097535.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
1297200.00
1512885.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
200.00
214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
78800.00
86199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
200.00
213.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
700.00
725.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
2500.00
2758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
1000.00
1071.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
307500.00
342889.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
300.00
304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
100.00
126.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
400.00
506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
607200.00
637327.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
300.00
321.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
900.00
981.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
500.00
506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
200.00
209.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
300.00
303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
200.00
210.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
200.00
234.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
200.00
211.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
4779100.00
4827754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
400.00
404.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
400.00
417.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
60600.00
62648.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
229500.00
238819.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
3100.00
3733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
400.00
506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
1000.00
1055.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
1442600.00
1515342.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
1100.00
1109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
25000.00
25212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
200.00
204.00
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
2022-10-31
1.875000
500.00
508.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
50600.00
64813.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
400.00
409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
900.00
918.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
4100.00
4174.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
63700.00
64854.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
300.00
303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
100.00
123.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
400.00
406.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
31911800.00
33207379.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
2000.00
2020.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
1465900.00
1505198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
300.00
308.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
99400.00
103714.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
160400.00
163795.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
585900.00
610783.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
400.00
404.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
300.00
311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
200.00
209.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
300.00
314.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
100.00
124.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
318100.00
395237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
300.00
318.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
200.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
300.00
303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
258600.00
260894.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
300.00
306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
300.00
306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
700.00
888.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
300.00
310.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
12200.00
12597.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
9981900.00
10149933.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
500.00
508.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
300.00
378.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
300.00
314.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
900.00
969.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
16573900.00
17224575.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
98900.00
100782.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
2299800.00
2337568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
3000.00
3041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
22000.00
22540.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
1000.00
1021.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
4000.00
4089.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
12300.00
12729.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
3000.00
3024.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
437300.00
517652.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
0.204006
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
400.00
399.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
500.00
505.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
400.00
388.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
300.00
294.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
44400.00
44411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
200.00
192.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
202500.00
201842.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
2742900.00
2632224.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
575500.00
575015.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
2213400.00
2158905.00
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
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
100500.00
120011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
133400.00
133453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-31
0.375000
500.00
476.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
12800.00
12739.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
0.125000
46600.00
46600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
66000.00
63188.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
243800.00
233411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
17333800.00
16850628.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
600.00
569.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
200.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
1100.00
1093.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
200.00
230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
60000.00
68889.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
2600.00
2599.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.105006
69700.00
69731.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
92800.00
88535.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
481300.00
462452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
500.00
500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
218200.00
210965.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
1000.00
986.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.084006
1000.00
1000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
200.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
38200.00
43451.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
1100.00
1096.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-15
0.250000
300.00
297.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
19300.00
19134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
220600.00
219827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
155600.00
152158.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-09-30
1.250000
15210100.00
15071259.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.625000
284100.00
283060.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
0.375000
3049900.00
3045145.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
500.00
493.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
1000000000.00
1000000000.00
0.0045
N
N
Y
N
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.060001%
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
15214116.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-09-08
2.375000
15000000.00
15557426.00
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
20688440.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-06-01
3.500000
25000.00
30528.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-01-24
3.270000
1165000.00
1210849.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-08-08
3.940000
585000.00
620814.00
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
10000000.00
10183690.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-12-19
3.980000
1000000.00
1074721.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
1093000.00
1120336.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-07-26
3.050000
1070000.00
1096683.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-07-30
1.990000
269000.00
260998.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
1000000.00
855666.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
116068000.00
95492161.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
4000000.00
3514204.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
100000.00
87088.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
5170000.00
4421219.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
6688000.00
4791698.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-10
0.250000
15000000.00
14954343.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-12
2.875000
40000000.00
41894167.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-11
2.625000
25000000.00
25325610.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-12
2.250000
50000000.00
50534700.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-06
2.625000
100000000.00
105548300.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.00
250000.00
229620.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-02-15
3.000000
3500000.00
1183574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-09-15
3.000000
786695.00
180889.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-04-20
2.500000
1620000.00
173399.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
113685000.00
22499926.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
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2049-01-20
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233304960.00
34787697.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
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500000000.00
91168041.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
401118000.00
88111239.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
87143000.00
90595935.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
2207548.00
372642.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
3454024.00
603189.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
43742720.00
39729812.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2037-01-15
0.00
1000000.00
692586.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2038-01-15
0.00
13875000.00
9342731.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
1000000.00
728155.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2039-09-15
0.00
27553000.00
17718342.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2042-12-15
0.00
6206000.00
3579888.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
32000.00
23084.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
23185000.00
15020147.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
5943600.00
6509335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
22453100.00
23720717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
13780100.00
14042772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
9100.00
9267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
7750700.00
9608736.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
20311300.00
21593392.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
257700.00
324495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
34751000.00
35293472.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
5690900.00
5659865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
0.00
20375941.00
17479012.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
820608.00
696870.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
108419.00
90182.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-08-15
0.00
3494241.00
2702404.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
1395520.00
1202708.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
13121510.00
11192347.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-05-15
0.00
626420.00
529166.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-11-15
0.00
1411614.00
1156296.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
0.00
25010012.00
25005460.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
38721413.00
38574891.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
13432852.00
13258521.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
1719997.00
1684627.00
U.S. Treasuries (including strips)
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254900HROIFWPRGM1V77
2025-11-15
0.00
1634118.00
1566097.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
816268.00
778909.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
11231040.00
10398505.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
6662636.00
6039939.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
895694.00
816952.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
1332752.00
1059174.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
20346511.00
18270007.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
1280744.00
1145345.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
13670579.00
12102919.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.00
172170.00
151201.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
1056520.00
812878.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-11-15
0.00
43750.00
25505.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
1738468.00
1281899.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
27541555.00
19573866.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
461619.00
325381.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
26877706.00
18607624.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
1945431.00
1328784.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
18226688.00
12130353.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
56539628.00
35513388.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
5319443.00
3305098.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
19930803.00
12324790.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
15832806.00
9754592.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
2736829.00
1678757.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
2359949.00
1437419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
15620512.00
9471404.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
849230.00
511829.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
25624934.00
15384160.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
760031.00
453269.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
0.00
15430784.00
9204185.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.00
278781.00
165317.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
0.00
17909780.00
10531488.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.00
438093.00
256517.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
0.00
1078124.00
627850.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0006
1250000000.00
1250000000.00
0.0056
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2030-05-15
6.250000
218700.00
304437.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
1740900.00
2422544.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
200.00
231.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
1339100.00
1581212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
11300000.00
15185345.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
1494300.00
1825924.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
1759800.00
2124426.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
201700.00
247759.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
166000.00
201325.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
10000000.00
12498438.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
2847100.00
3406041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
1023800.00
1290982.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
65691200.00
74410204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
4810300.00
5062414.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
15067100.00
13373936.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
86100.00
86742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
5813300.00
5924238.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
1191200.00
1232012.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
17427400.00
18086940.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
395600.00
415789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
43000000.00
45511073.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
35612000.00
36886091.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
70600.00
75318.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
2158600.00
2368732.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
15688900.00
16241840.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
3667600.00
3840427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
341200.00
381456.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
34572900.00
37130075.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
26512800.00
27921656.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
7221200.00
7894039.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
2278700.00
2398085.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
76441000.00
78965603.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
1953600.00
2349225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
1959200.00
2052678.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
13500000.00
13757333.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
6682800.00
6805785.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
4500000.00
4567886.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1248000.00
1299726.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
17209900.00
21315750.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
49939100.00
51255955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
5784700.00
6037657.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
16769900.00
17394229.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
30000000.00
30270935.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
35331900.00
40808812.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
1777100.00
1792941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
127500.00
161284.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
994600.00
1002762.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
8394800.00
8660898.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
7499700.00
7625394.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
36304400.00
39082095.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
25000000.00
25573497.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
5921500.00
6005541.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
148400.00
151627.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
47249800.00
48213984.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
19382000.00
20042264.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
16016800.00
16326949.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
780000.00
790337.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
8780700.00
8534282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
1226300.00
1466605.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
38223800.00
37219615.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
2600.00
2439.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
600.00
571.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
4588500.00
4587103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
2044200.00
2029962.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
200.00
191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
746600.00
745760.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
7332500.00
7065601.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
35000000.00
34963415.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
27510200.00
27319139.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
129782700.00
132305071.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
1025000000.00
1025000000.00
0.0046
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2027-11-15
6.125000
100.00
128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
8282300.00
19448293.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
1867500.00
3085917.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
1643000.00
2286312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
10533300.00
12189298.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
6204600.00
7326406.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
1533500.00
1873824.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
12169300.00
14690747.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
123.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
42378500.00
47949998.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
137100.00
166275.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
2038800.00
2439056.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
1255200.00
1582771.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
60400.00
74848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
13489000.00
15279356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
28922000.00
30437837.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
37000.00
37276.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
6445500.00
6723139.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
1012300.00
1046983.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
64510800.00
67550716.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
8489600.00
9491236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
374700.00
402415.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
451000.00
474966.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
51096900.00
55857878.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
1094300.00
1151632.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
3841300.00
3968166.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2238400.00
2691700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
115000000.00
119820722.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
87000.00
90479.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
448700.00
470109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
56530200.00
58161883.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
889400.00
909691.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
37832400.00
39400429.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
25994700.00
26250130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
3148200.00
3899281.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
24452300.00
25521565.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
951300.00
986716.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
400.00
403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
58507800.00
60362380.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
11330100.00
14266827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
1400.00
1420.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
98200.00
100674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
960200.00
981080.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
93428500.00
95550168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
39000000.00
40328567.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
55700.00
56779.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1700.00
1652.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
570900.00
570293.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
43500000.00
41946283.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
7238500.00
7059152.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
6113900.00
7311978.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
963000.00
937701.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
2200.00
2064.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
1200.00
1142.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
71400.00
71378.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
200.00
191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
1000800.00
999674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
21980100.00
21148131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
32377400.00
31198879.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
9400000.00
9135787.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
300.00
298.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
998700.00
1018110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
4164400.00
4095625.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
900000000.00
900000000.00
0.0040
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2030-05-15
6.250000
91100.00
126814.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
242500.00
400715.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
19102500.00
26582028.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
18062500.00
20902205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
29270700.00
34562910.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
2195000.00
2809774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
1001000.00
1223148.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
1615600.00
1950348.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
347900.00
427344.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
1992700.00
2254680.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
1690800.00
2022737.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
758700.00
956699.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
2863700.00
3548709.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
5226400.00
5920085.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
2732300.00
2875503.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
30000000.00
28809370.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
1091600.00
1099744.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1583300.00
1651500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
38753500.00
40320735.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
2879400.00
2930776.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
15407400.00
15990493.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
14244400.00
14971358.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
9317600.00
9616105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
50000000.00
51765438.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
29200000.00
30941372.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
5027700.00
5207576.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
37810700.00
40337574.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
50354000.00
55255776.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
70200.00
74780.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
6228100.00
6447603.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
22570000.00
23600653.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
896700.00
938955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
817500.00
913952.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
17605000.00
18907149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
47800.00
50340.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
15928900.00
17413083.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
50000000.00
52230715.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
3154800.00
3320085.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
975600.00
1173170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
6685400.00
6952724.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
981700.00
1028539.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
165700.00
169480.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
16142700.00
16481563.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
812400.00
827351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
2094700.00
2181518.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
16005300.00
16162572.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
2465000.00
3053087.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
30745000.00
31383609.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
2428300.00
2518703.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
718800.00
725207.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
8863100.00
11211613.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
300.00
302.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
16966400.00
21364039.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
25000000.00
26184396.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
11900.00
12810.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
62906900.00
63799706.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
419300.00
429865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
368400.00
376411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
22580200.00
23040974.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
24094700.00
24641867.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
382600.00
390009.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
30000000.00
30279061.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
700.00
680.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
14003200.00
13988300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
297300.00
297335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
10340700.00
10084488.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
6347600.00
7591473.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
54570600.00
53136965.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
2044200.00
1917620.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
13476200.00
12821128.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
7137400.00
7135227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
13286900.00
13194356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
200.00
191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
1000.00
999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
13845300.00
13321242.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
22500000.00
21902560.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
200.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
8198200.00
8164702.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
45835600.00
45078625.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
1000000000.00
1000000000.00
0.0045
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2027-11-15
6.125000
393700.00
504784.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
1088600.00
1373739.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
450100.00
626553.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
802200.00
1325581.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
601700.00
837294.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
56200.00
65036.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
1383600.00
1633758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
23200.00
28349.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
1451500.00
1752247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
200.00
246.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
36800.00
41638.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
341300.00
413928.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
2078200.00
2354033.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
2237600.00
2354875.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
402600.00
405604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
558000.00
568649.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1085500.00
1132258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
300.00
304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
1273900.00
1317546.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
381900.00
397344.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
14468900.00
15016476.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
300.00
315.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
8046500.00
8304283.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
3831800.00
3968890.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
1831000.00
1953365.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
14975200.00
16432980.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
19756500.00
21045473.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
248400.00
277707.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
4628200.00
4874137.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
117200.00
123340.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
3992000.00
4123843.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
1146800.00
1379040.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
1089300.00
1132857.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
812600.00
851371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
23263400.00
23794146.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
240000.00
244417.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
200000.00
201965.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
13402500.00
16600000.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
25073700.00
25279455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
785500.00
810399.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
3621900.00
3899016.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
1066300.00
1093168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
2067400.00
2112357.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
24038800.00
24584697.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
130200.00
132721.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
5283400.00
5135129.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
50000000.00
46921699.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
1738200.00
1738407.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
6413900.00
6169421.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
726800.00
707706.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
1700.00
1595.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
16200000.00
15547284.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
23000000.00
22356746.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
10136800.00
9644055.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
5572300.00
5402736.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
4370900.00
4365983.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
8596300.00
8270921.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
942800.00
908483.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
21122500.00
21092198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
600.00
596.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
13998800.00
13941601.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
350000000.00
350000000.00
0.0016
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2028-11-15
5.250000
8523400.00
10755946.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
284400.00
395893.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
321000.00
530431.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
1025200.00
1426614.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
541400.00
626516.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
8628000.00
10187962.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
889500.00
1073802.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
8900.00
10932.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
5800200.00
6562752.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
5622700.00
7027497.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
456900.00
546598.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
6794300.00
8567414.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
1096700.00
1242262.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
1601400.00
1685331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
10074100.00
10149261.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
7420500.00
7740137.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
23321200.00
24120217.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
12800.00
13453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
148400.00
153154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1551100.00
1606594.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
613900.00
654927.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
4793400.00
5260020.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
10300.00
11515.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
1140700.00
1201315.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
200.00
219.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
1128100.00
1187203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
13050000.00
13559311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2045200.00
2459375.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
3459000.00
3597312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
1243500.00
1302830.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
10741300.00
10938975.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
10814800.00
11263038.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
1157600.00
1433774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
20600.00
21367.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
1433700.00
1524198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
15474800.00
15601786.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
11992200.00
12372329.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
50000000.00
52368792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
29600.00
31865.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
601000.00
614069.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
11320000.00
11655538.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
400.00
409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
30900.00
30033.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
26400.00
26046.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
12720000.00
12480848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
100000000.00
100024259.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
1019900.00
1020021.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
178200.00
213120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
2700.00
2533.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
600.00
571.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
5099200.00
5097647.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
12427700.00
12049527.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
300.00
287.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
12000000.00
11472247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
13346300.00
13331285.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
995200.00
958975.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
41300.00
41013.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
400.00
408.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
10800000.00
10743214.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
400000000.00
400000000.00
0.0018
N
N
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.069998%
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
2027-11-15
6.125000
35688500.00
45758117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
26443900.00
62094915.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
630000.00
876979.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
534300.00
743504.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
328800.00
380492.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
200.00
236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
1460600.00
1648461.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
3026500.00
3698159.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
704700.00
850712.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
13591700.00
16695420.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
1676400.00
2033137.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
2852400.00
3565055.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
12123100.00
14503101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
7601600.00
9585396.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
891600.00
1009939.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
809100.00
851506.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
879200.00
885760.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
688200.00
717844.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
32341100.00
32824501.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
412900.00
427047.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
1219800.00
1241564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
6645200.00
6858090.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
2909800.00
3013904.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
800.00
853.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
335700.00
368379.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
102900.00
109614.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
11082600.00
11473195.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
6626600.00
6938863.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
4430600.00
4953339.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
5152400.00
6195817.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
13100800.00
13624651.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
4285000.00
4489447.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
6930000.00
7051275.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
1182000.00
1216117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
8926200.00
9089808.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
1840300.00
1874168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
28700.00
29890.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
920500.00
1140108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
16307000.00
18834801.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
7566300.00
8043901.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
5160800.00
5203150.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
35000000.00
35586594.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2305600.00
2903204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
888400.00
901009.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
330300.00
338623.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
5171800.00
5284265.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
782500.00
800270.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1600.00
1555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
5000000.00
4981764.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
1531500.00
1531682.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
7336100.00
7056470.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
1100.00
1032.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
400.00
381.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
12235500.00
12231774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
20580600.00
20437255.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
400.00
383.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
1009200.00
1008065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
2949700.00
2838051.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
2445700.00
2428714.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-07
2021-12-07
N
N
N
0.0007
400000000.00
400000000.00
0.0018
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.069998%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C6FF779156BNP
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
2040-03-01
5.500000
11808480.00
655556.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
8.000000
4910243.00
648566.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
1081.00
247.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-01
6.500000
1001248.00
45477.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-07-11
3.930000
665000.00
706706.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-08-08
3.940000
645000.00
684788.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.500000
2500000.00
170476.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
4.500000
1100000.00
99458.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.500000
1000000.00
347025.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
5845957.00
1320010.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
1135.00
140.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.000000
1049540.00
282455.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
790000.00
353104.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
623650.00
353640.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
650882.00
264373.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1197938.00
885875.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
215887.00
114375.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
2283191.00
1310638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
5.000000
1801204.00
1083640.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
5.000000
1535595.00
1004951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
2503840.00
2657037.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2039-04-22
3.650000
257000.00
260927.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
23000.00
23571.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-08-13
1.950000
298000.00
280241.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2045-12-22
2.040000
1630000.00
1502800.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.500000
2842353.00
1416504.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
3.500000
1472024.00
933332.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.000000
52191.00
42422.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
306000.00
291211.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.150000
6481000.00
6221578.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
1382000.00
1380411.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
390000.00
340887.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
90000.00
76885.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-05-15
0.00
11646000.00
11224997.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-11-01
6.000000
1432305.00
25709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2187861.00
515757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
4.500000
2325316.00
179075.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1773153.00
150432.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
1707924.00
277302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
2030240.00
434860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
51466148.00
5399440.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
8000000.00
3077683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
192127.00
45875.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.000000
4264880.00
660459.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
2750326.00
1369939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
172144.00
93144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
720526.00
101269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
186547.00
48026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1444730.00
485352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1645928.00
248085.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1450000.00
363078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
2953756.00
264040.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
5529.00
75.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
1800.00
69.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
18739206.00
425923.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
916328.00
593898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
450000.00
306793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-10-01
4.000000
601720.00
331324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1806372.00
1277474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
16089.00
5594.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
4308107.00
2338204.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
29245760.00
11340965.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
36483537.00
24945973.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
76517000.00
35598173.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
102991616.00
43399209.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
309460.00
166527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1010113.00
536966.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2145410.00
1111094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
962739.00
776366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
2957604.00
2329263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1160272.00
510361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1713731.00
1354833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
65265.00
59211.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
1077645.00
1014346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
3782765.00
3582138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
1688.00
1711.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2296876.00
2314480.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
3295250.00
3448109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
1359000.00
573624.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1040.00
525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1084.00
499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
6660099.00
2697304.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
991330.00
392700.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
580746.00
341986.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
5815.00
2815.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
583024.00
267147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1910664.00
682649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
1048718.00
647776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
5745598.00
4694426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
70525.00
58513.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
33510513.00
31059571.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
1003.00
963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
5298951.00
4870435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
4098669.00
3899639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
8455.00
4277.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
10154976.00
5534389.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
15278468.00
8328277.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
172750.00
146757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
6945.00
6976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
6.500000
1533707.00
159157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
3026247.00
311939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.000000
3413106.00
485351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
18925.00
5626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
1003.00
126.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
1225156.00
261969.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
3614.00
853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
1449.00
657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
4000000.00
614711.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
2.500000
3915962.00
998707.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
300580.00
220120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
5834.00
5510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
29490.00
28259.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
7.000000
1076262.00
234518.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-09-15
2.500000
1290.00
187.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-12-20
3.000000
1031.00
207.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-01-20
2.500000
6000000.00
921433.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
19265842.00
2781677.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
3559480.00
516219.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
81516.00
21130.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
77291007.00
17780456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
105027.00
97072.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
2317.00
2108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
298511224.00
306594466.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
1798015.00
723568.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-11-20
3.500000
1000000.00
63525.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1031129.00
559766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-20
5.000000
12407.00
6158.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1845800.00
575902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1221621.00
1304779.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
2935.00
3109.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1226799.00
1258520.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1266987.00
1344619.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1876569.00
1998177.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1543863.00
1646423.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
487263.00
103421.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-20
3.500000
54303.00
10301.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
3773.00
217.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-20
5.000000
23388704.00
624001.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
224817779.00
17241930.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-11-20
2.500000
3836432.00
513264.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
5414133.00
618687.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
20000000.00
540744.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-07-15
5.000000
575000.00
59314.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-15
6.500000
48100000.00
433181.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1997980.00
253338.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
6.000000
2000000.00
715019.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-08-15
7.000000
19000000.00
5664087.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-10-15
7.000000
8300000.00
2622824.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
26232.00
9663.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
18734525.00
10767707.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.500000
25059.00
2482.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
3000.00
218.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-08-15
5.000000
3322403.00
144365.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-23
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-22
0.00
76404400.00
76389119.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
13562000.00
10986278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
23779900.00
54177714.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
10194800.00
17013129.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
800.00
1222.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
36184000.00
53344713.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
37195800.00
38428452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
11470000.00
11879020.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
7827900.00
7930361.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
10900.00
10993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
10144000.00
10327738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1400.00
1457.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
5473300.00
6860685.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
628700.00
627597.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
1.250000
800.00
784.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
716660000.00
718845813.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
17069146.00
14135574.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
5227406.00
3704871.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
0.00
41834900.00
28213666.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
121.00
81.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
3.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
2446267.00
1501893.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-16
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
0.0007
1650000000.00
1650000000.00
0.0074
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.069998%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C7007791569BN
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
2040-02-15
0.00
137000.00
97846.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
86800.00
57993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
100.00
66.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
2289000.00
1391254.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
1746300.00
1050749.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
500.00
302.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.00
100.00
57.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
100.00
130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
27923000.00
63616933.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
1760500.00
4125134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
100.00
153.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
112000.00
138588.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
4458000.00
5503444.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
162407000.00
203657062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
441600.00
459528.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
207500.00
209408.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
390600.00
403804.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
70024200.00
70601620.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
920400.00
1159558.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
11016400.00
10274324.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.105006
35863000.00
35878917.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
8033529.00
6472679.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
61732924.00
51123257.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
8774313.00
6965751.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
27995111.00
26303534.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
13468391.00
10569670.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
10.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
91.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
10560650.00
7870525.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
2824401.00
2067058.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
56.00
33.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-16
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
0.0007
500000000.00
500000000.00
0.0022
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03C7597791563BN
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
2040-08-15
0.00
6314300.00
4421039.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
0.00
279600.00
194219.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
200.00
214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
558700.00
942730.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
3095900.00
5166452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
61.00
85.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
496400.00
758116.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
11327200.00
12082328.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
13458000.00
14721589.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
700000.00
750115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
75268500.00
88053131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
63523000.00
78362435.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
50040300.00
51099310.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
102688200.00
107049267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2798400.00
3525541.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
37930000.00
38458798.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
14325600.00
14608029.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
876.00
729.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
4185638.00
3409495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
68.00
60.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
16.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
0.00
88.00
58.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
14337393.00
8970075.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
287.00
170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
18767582.00
11125798.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
3.00
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
2021-12-07
2021-12-07
2021-12-17
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
435000000.00
435000000.00
0.0019
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03C8927791565CA
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
5336570.00
1096100.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
39339075.00
10576670.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
22469062.00
4398762.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
25328530.00
7398953.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
217861.00
64545.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
57322.00
43590.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
26700000.00
8716475.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
2753260.00
1028612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
19112042.00
10013287.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
1001.00
253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
108352340.00
70384860.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
121387631.00
42051646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.000000
61376.00
40656.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.500000
2001325.00
253366.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.000000
2556517.00
762581.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
76357.00
14211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
14932727.00
5834160.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
281372.00
116661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
3.500000
28670538.00
12974876.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
120109.00
122255.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1369391.00
1423888.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1144740.00
1216271.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
21765213.00
16648006.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
66183772.00
56772348.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
21495.00
20794.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
32584662.00
33414658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.500000
16155243.00
11073532.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
11038976.00
10539904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
822000.00
703357.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
478000.00
434057.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
15214431.00
4472647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
54643200.00
9974662.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
10350716.00
1866237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
14986208.00
5617147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
10455964.00
3339466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
33477900.00
7510395.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
21638149.00
5325778.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
11062937.00
4342716.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
80134.00
28336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
59752436.00
12605238.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
6511049.00
2914865.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
22138552.00
11326433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
6860092.00
3051012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3304143.00
2368273.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
6762763.00
3869255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
4027210.00
1937479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
3605490.00
2768313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
4299719.00
2150156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
572540.00
290022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
4209528.00
2249786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
4370.00
1229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
31424568.00
12921348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5650712.00
3697683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
153299.00
72824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
122230.00
115529.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
8740816.00
8889516.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
2571675.00
2665641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
16729600.00
7796713.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
23250352.00
12275724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
20536000.00
11346145.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
525520.00
371538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
34331887.00
32577489.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
2385229.00
2453206.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
14837764.00
14451593.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
20811283.00
20654139.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1071949.00
1053381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
778676.00
721302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
23062560.00
17122510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
3413428.00
3411372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
11892613.00
9438272.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1781.00
47.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-07-20
4.500000
2258.00
294.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
2304.00
393.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
65362820.00
16836485.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
7598948.00
1258527.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
45450592.00
6961568.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
5.000000
3476.00
1043.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
5.000000
2442041.00
1348140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
35291735.00
34587851.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
4456336.00
4367456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
6084048.00
5832572.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
1446.00
1454.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
59333199.00
60334386.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
82276234.00
85516574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
331040.00
118963.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
19074800.00
17803461.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
10540508.00
11123343.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
219089.00
20283.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
341953.00
165875.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
148678.00
24515.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-05-15
6.500000
8247987.00
118644.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
154221820.00
25178063.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
692315.00
668261.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1132.00
867.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1776511.00
737092.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
2218.00
977.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
5174720.00
4801956.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
1271.00
1232.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
44528512.00
30476503.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
53156058.00
28826244.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
29791071.00
27571075.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-23
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
0.0006
896000000.00
896000000.00
0.0040
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060001%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03C8977791563RO
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
2032-03-01
3.500000
699999.00
265329.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
146207488.00
24278769.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
7313461.00
3898867.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
38725897.00
18125588.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
5599601.00
3539754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
8312935.00
2817723.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
82680136.00
23244089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
113211540.00
22263668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.000000
33597571.00
10095701.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
6029870.00
3641443.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
60183170.00
29280320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
7375000.00
1636336.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
72670567.00
34749450.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
56330369.00
24621320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
46465956.00
25581386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
4949182.00
958229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
49022274.00
21581954.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
3256430.00
1973343.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
26400000.00
21918501.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
22489103.00
6387151.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
20679920.00
19776403.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
49997965.00
29665471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
1805461.00
524070.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
114675501.00
27247811.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
2422324.00
850932.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
108115609.00
24123894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
29649119.00
7915208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
65000000.00
27163572.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-01
5.000000
2436686.00
809275.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.500000
2906354.00
787081.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
2137094.00
589303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
1163178.00
524634.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
1731959.00
391538.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
2470428.00
736355.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
2670921.00
1181303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
1289991.00
678451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
1542134.00
739724.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
4.000000
3154884.00
1827034.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
5002188.00
3303421.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.500000
6472635.00
3674758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
3800000.00
1101892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
58568035.00
19165131.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-09-01
3.000000
3137556.00
791639.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
47000000.00
18189237.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
43745816.00
35895400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
29358496.00
25549863.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
3871080.00
2449754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
20804645.00
19439772.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1268651.00
1132242.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
2320189.00
2393861.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
31924871.00
30807362.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
3209611.00
2717020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
3819606.00
3897265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1112225.00
1172319.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
9136677.00
9362238.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
1047971.00
1157517.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
3486909.00
3671485.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
1514859.00
1563441.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
1011246.00
1103475.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
3092476.00
3277127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
11586313.00
11879825.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
3567279.00
3687090.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
1688964.00
1826054.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
4894311.00
5047370.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
541030.00
562514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
3590487.00
3704749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
4689454.00
4774892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
2258299.00
2456991.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1071932.00
1119923.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
5000875.00
5364217.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
614374.00
653824.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
1020150.00
1094051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
1532369.00
1660451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.500000
775697.00
842067.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
3297810.00
3491314.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
4.000000
1136659.00
1244781.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
4.000000
2113435.00
2369742.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
4282669.00
4640612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
3099429.00
3329470.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
2167174.00
2328029.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.500000
3216226.00
1422123.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
14071142.00
13202509.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
9128852.00
6817756.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.000000
28837709.00
24408761.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
4260845.00
4518612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
2.000000
22403013.00
20507241.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
2.000000
10490388.00
10629513.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
3.000000
3949499.00
3650760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
2064852.00
2114129.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
20551090.00
2249076.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
216356042.00
28648045.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.000000
5000000.00
414160.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
91495460.00
27324813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
84383737.00
25192375.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.000000
1000000.00
342577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
1000.00
436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
58687427.00
28956355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
17492410.00
4680132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
58714942.00
26311213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
35300000.00
19149261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
42999828.00
20466878.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
1638626.00
682880.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1411146.00
465807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
3336277.00
1714467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
578655.00
217953.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1000.00
384.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
100464848.00
36470415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
7832000.00
3704483.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
65000000.00
33083426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
3.000000
1400000.00
215868.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
38461688.00
22775349.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
50000000.00
24291898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
2207208.00
1264806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
2904233.00
1438851.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
6940000.00
3791997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
25513337.00
22836550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
62252813.00
35001150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
1642441.00
920898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
39949146.00
19537272.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4000000.00
2450624.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
690000.00
337893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
60000000.00
23791278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
2946324.00
964302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
48468511.00
21290514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
6635612.00
3694764.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
3300000.00
2430165.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
21384664.00
20905785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1041.00
972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
6591306.00
5899603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1524560.00
1304732.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3986545.00
3517518.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.500000
5669167.00
5757506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
27100960.00
25395787.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
2523259.00
2555942.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
3177405.00
2653102.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
1024134.00
1053108.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1102502.00
1102087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1425205.00
1492685.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1697042.00
1819799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
1851275.00
1998757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
5911894.00
6378908.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
4129224.00
4352138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1615904.00
1763409.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
75583101.00
32237404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
51961789.00
29564650.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
46579368.00
21657281.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
75042316.00
40072007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
4421746.00
1105293.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2168025.00
478778.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
8907584.00
2482929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
75082647.00
38344648.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.000000
717098.00
459907.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
40000000.00
20451677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
55500000.00
44000967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
55590618.00
35998162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
51363360.00
42019080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
670000.00
401757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
25522927.00
23847096.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1945043.00
1714862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
41931411.00
39321562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
21780009.00
20058020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
34158162.00
31262880.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
21926171.00
21030486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
28314806.00
26304990.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
20000000.00
19340072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
29406552.00
28892759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
35000000.00
33682547.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
21322681.00
21608792.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
30134374.00
31254258.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
3574062.00
3857639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
2766353.00
2963950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
45386314.00
30935573.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
272097.00
257409.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
151149.00
158145.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
9127685.00
9649594.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
7247320.00
7499975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
64017292.00
20585462.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
100706448.00
30198173.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
15935488.00
13483499.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
2022-01-24
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
0.0006
1990000000.00
1990000000.00
0.0089
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03C89B7791567CA
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
2031-10-01
7.000000
39993124.00
91902.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2040-03-23
2.470000
1865000.00
1856570.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
3528354.00
1045333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
1630951.00
516557.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
118025.00
89751.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
67300000.00
31255478.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
230303.00
231749.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
12200000.00
12557073.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
459595.00
467807.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2287003.00
2351745.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1497442.00
1545035.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
3703950.00
3841764.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
1031.00
789.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
15600000.00
11456950.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
52709163.00
51020012.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
30330529.00
29257969.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
22265414.00
21539628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
5142823.00
5273821.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.500000
8972165.00
6149926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
2000.00
1645.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
2000.00
1710.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
20260.00
4756.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.000000
2352.00
786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
601810.00
197145.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1000.00
299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
20919039.00
5720646.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
5.500000
14166.00
5365.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
3612956.00
835364.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
1079600.00
453089.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1396816.00
726576.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
2613840.00
649959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-07-01
3.000000
238080.00
213683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
3174885.00
2192006.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5360961.00
2714491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
10877395.00
3815331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
10026122.00
5129523.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
3906689.00
2276806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1000.00
335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
2071717.00
1198909.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
78959.00
44168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1000.00
500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1170507.00
1069251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
13558332.00
6733752.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
6450427.00
4220996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
4272667.00
892543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1364659.00
1153063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
13047715.00
6198226.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
405686.00
305584.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
676273.00
639200.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1119289.00
912128.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
675000.00
508346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
6569607.00
6323164.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
2102442.00
1967363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
620358.00
630912.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
1047838.00
1068362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
2424776.00
2488450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
7228630.00
7208084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2308864.00
2327493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3324801.00
1767331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
13887568.00
6472204.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
13781195.00
7276197.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
5000000.00
2189338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
10891951.00
8871090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1002.00
708.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
4753306.00
4510407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
300746.00
309317.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
2000000.00
1942827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
11460.00
11077.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
4935046.00
4806605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2133254.00
2117146.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
489293.00
480817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
11311063.00
11505456.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1322320.00
1419520.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
12735584.00
7436833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
20589125.00
19433439.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
3624855.00
3357770.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1149573.00
853486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
29998.00
9358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
8543.00
2056.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
40985.00
17123.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
4983742.00
3955221.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
84188965.00
80363662.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
173817859.00
170351110.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
40368443.00
39563306.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
27281200.00
26153568.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
39749033.00
39526244.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
73400289.00
74638844.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
6091887.00
6262673.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
34020.00
35360.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1682918.00
651902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1124162.00
476670.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
24619600.00
22978699.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
41584672.00
38778697.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-04-15
6.500000
8233188.00
126309.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
91699707.00
18485073.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
3031772.00
494963.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
11310413.00
10917436.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1159978.00
481287.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1229811.00
1159496.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
38716800.00
35927813.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1423356.00
771878.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
211535.00
199125.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
42954806.00
40081948.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
16033344.00
16166287.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
2267.00
2198.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
30301696.00
25929221.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
33374788.00
34180357.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-07-15
6.000000
11123.00
2445.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-23
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
0.0006
995000000.00
995000000.00
0.0044
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.079999%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03C90A779156MUF
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
2028-05-01
6.000000
12509584.00
394052.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
124999.00
36527.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-01-01
3.500000
500000.00
168471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
1474974.00
565356.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
1748246.00
729437.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-07-01
4.500000
409070.00
166337.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
1170616.00
407086.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.500000
2000000.00
259818.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
30006432.00
5616150.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
2.500000
1093686.00
357254.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
1328540.00
521519.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1915812.00
890966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
2242044.00
1037530.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1802950.00
1356500.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
4.500000
2041520.00
1107819.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
1206734.00
1280067.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
1010064.00
1080053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
15171328.00
16074721.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
11193312.00
11579258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
4892584.00
5019058.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
9960832.00
10489510.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
1339908.00
639113.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
2747916.00
1464266.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-01-01
2.500000
3269060.00
2461809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
3.000000
2001420.00
1630031.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.500000
2750884.00
2411615.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
2.000000
2907396.00
2786227.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
2.500000
6372470.00
5688426.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.500000
1037560.00
1041574.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
4.000000
1553250.00
765302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-08-01
4.000000
1365280.00
632014.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.000000
940470.00
925344.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.000000
1021290.00
361201.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.000000
1101006.00
934643.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.000000
1355996.00
1224154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.000000
1181036.00
1057039.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
3.000000
1335034.00
1127223.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
3.000000
1229850.00
1008042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.000000
2130932.00
1709993.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
3.000000
3538032.00
3240504.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.500000
1559264.00
1322119.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
2.500000
6040480.00
6034235.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
3.000000
1958458.00
1943136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.000000
1409514.00
1443231.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.500000
1732180.00
1777646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
3.500000
1043534.00
967401.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
3009360.00
2754284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
2.000000
1458834.00
1236887.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1872218.00
690427.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
5919816.00
2781849.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
1300000.00
499386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
398166.00
398645.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
2.000000
675502.00
648110.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
2.000000
3576832.00
3625374.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.500000
2293180.00
2246994.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-08-01
2.000000
3553984.00
3471426.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.000000
28488032.00
28292152.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
2500000.00
534415.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
3712440.00
883484.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
3333864.00
966107.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
1.500000
35000000.00
32093750.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
38500000.00
8788120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
1500000.00
871262.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
9000000.00
2533118.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1031760.00
536782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.000000
1245000.00
596034.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
1050000.00
293892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
21584832.00
9284164.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
2293000.00
877817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
455000.00
143464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
6130000.00
1954168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
2150000.00
658873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
63975360.00
14759852.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
402000.00
58043.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3750000.00
938776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1143072.00
404995.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.500000
2374060.00
1343047.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.000000
1651282.00
1384720.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1765628.00
1467728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1568458.00
913277.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
3927150.00
1754436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.500000
1288880.00
1036500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.500000
1333012.00
1141553.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
1135538.00
486314.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
1103280.00
1050218.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1658432.00
981423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.000000
3003150.00
2780228.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.500000
3084232.00
2702414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.500000
3037772.00
2878362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
187000.00
85084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
5889000.00
2249827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
33170560.00
14686816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
7007984.00
2202251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
5399920.00
1114009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
1672860.00
874167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1310716.00
661587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
1111640.00
823873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1919018.00
1010944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
1198564.00
664442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1096694.00
380493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1022058.00
194723.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
2186910.00
446278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1254400.00
905291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
1620518.00
725851.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2639600.00
1393895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
2337624.00
1041799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
4.000000
1017216.00
334531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.000000
1120748.00
874546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
1105898.00
602607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1264700.00
446382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
2666272.00
1537955.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
314000.00
232115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
1851010.00
1284806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
3037320.00
1456975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
7071680.00
6233595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
3481140.00
2684380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1079794.00
938137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
4122624.00
3861355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
1337500.00
959882.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
23000000.00
17321409.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.500000
1639688.00
1652862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1275576.00
1179515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.000000
2297748.00
2132729.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1120172.00
1035877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
3.000000
1125432.00
1132907.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1108656.00
1152538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
1411158.00
1369506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
1027600.00
971549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
1362952.00
1472156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
2706496.00
1928260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
1041710.00
914421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
5261560.00
4378698.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
1289608.00
1242481.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
1057250.00
831054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1459568.00
1137988.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
11101792.00
11109920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
3121380.00
2512055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
2556356.00
2520674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
1104652.00
1146952.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
2890624.00
2787461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
1081444.00
1144416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.000000
1310594.00
1252564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
1191982.00
1227548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
1033118.00
1054275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
1100310.00
1178894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
1149670.00
1177726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1318720.00
1440368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
4.500000
1027962.00
1107950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
1296256.00
1295027.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
1046422.00
1046016.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1234014.00
1237097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
17000.00
7559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
8270000.00
4729879.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
1017776.00
814572.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.000000
1937894.00
1138306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
4825000.00
4003160.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.500000
8047040.00
4986009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
800000.00
361237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
14038464.00
10895993.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.500000
104301.00
43418.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
33153152.00
14818012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
10279760.00
5366671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
1238910.00
1191802.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
4645656.00
4746450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
4879608.00
5086753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
6500000.00
6728871.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
17335712.00
17836677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
15461504.00
16479020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
3500000.00
718806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
3000000.00
588646.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
3000000.00
1508824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
3000000.00
493737.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.500000
3575850.00
1406375.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
2000000.00
664301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
300000.00
72213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1725000.00
482612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
58000.00
16518.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.000000
5350000.00
1334836.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
104184.00
41683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
2850000.00
839393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
200000.00
130282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
535000.00
171859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
20000.00
4837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
20000.00
8353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.500000
2650376.00
1400485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.000000
1134178.00
230190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
561190.00
553279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
4054984.00
3994140.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.000000
9366416.00
9095120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
1306250.00
1331931.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.500000
86324.00
87233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
194899.00
143728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
378418.00
357162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
543904.00
62764.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
5404336.00
602567.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
3667116.00
963747.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
9003850.00
2391805.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
609999.00
620292.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1734320.00
1779419.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
10000000.00
12071974.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-12-01
2022-01-04
2022-01-04
N
N
N
0.0008
500000000.00
500000000.00
0.0022
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060001%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03CA517791562RO
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
2043-02-01
3.500000
82065568.00
17086093.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
30000000.00
2671364.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
185820.00
99062.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
8695631.00
3826026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
28254.00
9577.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
2729634.00
762446.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
3200000.00
918252.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
334198.00
94916.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
7793235.00
3600910.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
7710881.00
4517976.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1007973.00
1028467.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
553646.00
563733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
345589.00
363786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
586298.00
550105.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
2914288.00
2967136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
56201134.00
7441681.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1168418.00
228807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
1900810.00
828017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.000000
1000000.00
200087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
2.500000
2200000.00
276688.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
71984257.00
33168831.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
31694564.00
14002999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
70647105.00
36709873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
600000.00
369420.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
47030222.00
26442369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
92275520.00
52572798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
58464858.00
33115225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
8721127.00
4402633.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
6542.00
6039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.500000
10077.00
10234.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1660533.00
1764357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
483034.00
497314.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
3973852.00
1615639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
57376.00
34134.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
7358.00
6511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
47954.00
42279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
49293.00
46093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
9650430.00
8975282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
18693602.00
17960731.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
1233693.00
1237093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
214109.00
120220.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
334665.00
276472.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
633768.00
655862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
7207383.00
1734896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
70138.00
62348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
3127182.00
2532220.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
6201160.00
5246989.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1690758.00
1596766.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
6481044.00
6224459.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
17122534.00
3484658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
1506477.00
238311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.000000
1312642.00
216244.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.500000
830362.00
143313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
1400000.00
128804.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1296431.00
283453.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
2022-01-31
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
0.0006
298000000.00
298000000.00
0.0013
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.055001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03CA537791562BN
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
2022-03-08
0.00
5707600.00
5706687.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
15900.00
11356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
168300.00
119312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
1291100.00
2941511.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
100.00
229.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
232400.00
392143.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
16717000.00
22961519.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
100.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
100.00
148.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
7200.00
8204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
12354600.00
19402305.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
7228900.00
7487252.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
36360700.00
37657323.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
51000000.00
51557604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
116702100.00
122586753.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
56139500.00
56934342.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
2000.00
2520.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
15106000.00
15044624.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
38.00
31.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
14505331.00
11319554.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
13.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
92.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
12.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
18.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
125875389.00
84466288.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-28
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
430000000.00
430000000.00
0.0019
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.069998%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03CF8B7791569BA
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
2045-02-01
3.500000
40000.00
6865.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
1416.00
90.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
11107543.00
11432558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
135231175.00
135393603.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2033-12-27
4.440000
1400000.00
1815299.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-11-17
2.480000
6776000.00
6737076.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
8541898.00
8499019.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
386929.00
397886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
12644735.00
11415299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
40729191.00
41674039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
20076751.00
20664950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
58026090.00
26934577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.000000
40001714.00
27280478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.500000
44371179.00
39979890.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
25000000.00
26283737.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
25007227.00
26346637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
28600000.00
29104055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
37798739.00
38783946.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
24836987.00
24786748.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
43000.00
43689.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1833472.00
1835674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.000000
2682689.00
2752469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1000.00
1024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-03-01
4.000000
7870.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
86717.00
91163.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
1.500000
786958.00
770254.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.000000
45761206.00
46378118.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.000000
2116943.00
2145240.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-15
2.500000
3543889.00
3704629.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-09-20
5.000000
399232.00
423141.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
1084835.00
1144935.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
610643.00
629140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1185257.00
1242558.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
516345.00
536522.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1288338.00
1327362.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
237398.00
244144.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
116263.00
125779.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
134941.00
146235.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
927358.00
976376.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
4.000000
36626.00
38822.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
174412.00
179695.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1260865.00
1303757.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-08-20
6.000000
29765017.00
670200.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-20
4.500000
11178936.00
763770.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-12-20
4.250000
801564.00
232023.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-11-20
4.740000
317429.00
36418.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-12-20
4.250000
90640.00
63444.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-01-20
4.250000
1961706.00
143713.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
1451972.00
329108.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-20
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
0.0007
530000000.00
530000000.00
0.0024
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03D1217791568CA
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
2021-12-31
0.00
1960400.00
1960184.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
6053700.00
7355216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
24780200.00
29914592.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
8252600.00
10008747.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
457900.00
722107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1427200.00
1832012.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
100.00
113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
1800.00
1635.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
28856300.00
25599698.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
500.00
511.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
3504900.00
4392055.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
2397500.00
2415387.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
700.00
738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
16800.00
17392.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
2740500.00
3032658.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
15754800.00
16485523.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
14387500.00
16084993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
2600.00
2792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
18473000.00
19807701.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
136600.00
149328.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
6300.00
6581.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
1015700.00
1185825.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
10484000.00
10893166.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
24013600.00
28876617.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
2127800.00
2233317.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
24519400.00
30628975.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
454700.00
560824.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
2100.00
2639.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
285433000.00
353858407.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
600.00
605.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
110416800.00
139036494.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
200.00
229.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
200.00
237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.164006
235100900.00
235234203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
715800.00
690233.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
14165100.00
14113437.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
2725000.00
2625811.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
22493000.00
26460651.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
900.00
917.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
21056400.00
20970364.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-09-30
1.250000
1371000.00
1362765.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
0.875000
721500.00
712915.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
10672000.00
10761207.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-19
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
0.0006
1000000000.00
1000000000.00
0.0045
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03D24E7791566CA
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
2027-01-04
0.00
5181000.00
4859597.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-09-27
4.030000
340000.00
361463.00
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
25000.00
25442.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2040-03-23
2.470000
1635000.00
1627610.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
217379.00
64402.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
55438342.00
17558499.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
26748420.00
9030240.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
72957684.00
73415890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
4897624.00
2030627.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
5208211.00
2943696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.500000
1406183.00
166211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
1058497.00
439329.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
567172.00
459685.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
2004308.00
1919421.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
46351.00
47179.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.500000
1460603.00
1612177.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2041-09-27
2.350000
2639000.00
2602997.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
38918979.00
19070743.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
52520000.00
50662767.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
104986120.00
101563886.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
11248515.00
11535037.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
33687168.00
32164172.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
32139000.00
26441591.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
6398000.00
5571903.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
40217000.00
34392291.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
1643000.00
1491959.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
1663369.00
390474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
1987837.00
694460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.500000
2943860.00
640562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.000000
3063132.00
827717.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
26640990.00
11759143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
2811728.00
1438525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
1049.00
83.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
51295457.00
25651265.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
5095630.00
1432722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
1360150.00
573524.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
159954.00
120486.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
645632.00
246943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
2984484.00
2820875.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
15167233.00
14598271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
5553.00
5510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
4788824.00
4875850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1002.00
1027.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1265685.00
1289935.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
4.000000
1672598.00
1791641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
31405191.00
31315926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
28748736.00
13398148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
45295276.00
23133365.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
41837777.00
22665336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
170717.00
90135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
4228552.00
3443999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
249935.00
176702.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1498495.00
1338538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
32663873.00
22837796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
27240.00
25848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
21359865.00
21968607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
18473320.00
17856476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
28889332.00
28137452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
3463060.00
3436911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
629458.00
618555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
27430743.00
25891031.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1440688.00
1334536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
959161.00
712117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
31592251.00
26922130.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1000.00
986.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
5390574.00
5619867.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
23936539.00
4308087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
11457020.00
2767168.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
32029822.00
7709929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1515698.00
633245.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
26425255.00
20971737.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
5467216.00
5131323.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
12386123.00
12139085.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1566507.00
1535263.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
101225946.00
100950241.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
86859209.00
88324869.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
433515.00
155789.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1650177.00
1706192.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
2634386.00
243890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
31256966.00
5102974.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
798635.00
770887.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
7171714.00
7092168.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
21859072.00
14960933.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
337152.00
353081.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
21419336.00
21936335.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-07-15
6.000000
27013.00
5939.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-24
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
0.0006
990000000.00
990000000.00
0.0044
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.100001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03D310779156BAN
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
2024-09-23
0.550000
80000.00
79395.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
4729814.00
4738148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1683602.00
1685626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
65981.00
65650.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
18366563.00
18922903.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-07-29
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
0.0010
24750000.00
24750000.00
0.0001
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060001%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03D6E67791564RO
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
2881599.00
203143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
3441408.00
159959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
1678129.00
116607.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
6.000000
12143310.00
1045977.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-02-01
2.500000
300000.00
87713.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-05-01
2.500000
500000.00
164387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
6.000000
12585743.00
348846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-12-01
6.000000
1996223.00
42605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-01
6.500000
894040.00
67463.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
3.500000
1960200.00
158819.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
6.000000
10272319.00
48435.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.500000
6437792.00
84466.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
3302800.00
29498.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
10259040.00
44391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
6.000000
1662133.00
47929.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.000000
4752808.00
65460.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
9724432.00
158345.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
3126596.00
44437.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9445328.00
107407.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9468224.00
109638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
16012672.00
170149.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
5.500000
9315184.00
101605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
4311560.00
75531.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.500000
612668.00
10551.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
3012434.00
143073.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-09-01
5.500000
8993824.00
110656.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
7395472.00
183729.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
825985.00
123423.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
46900000.00
9789125.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
171936.00
57269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
5059000.00
1822748.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
32985208.00
8539014.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
195000.00
46579.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
100000.00
15323.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1000000.00
194518.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
494754.00
102582.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-05-01
6.000000
4024992.00
85270.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1027416.00
59631.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
503003.00
106040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
195000.00
31055.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
150000.00
28383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
350000.00
70252.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
921000.00
174458.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
210000.00
42757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.000000
126000.00
28977.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.000000
792530.00
193570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.000000
151506.00
37113.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.500000
1603479.00
119317.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-08-01
6.000000
3025000.00
58428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
6.000000
2000000.00
32329.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.000000
2068617.00
222212.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
26236344.00
3952372.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
599490.00
401822.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
1676450.00
46795.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-10-01
5.500000
7041200.00
26516.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-12-01
5.000000
6986347.00
93209.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
402132.00
153139.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
3.500000
500000.00
43164.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
5000000.00
176522.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
875000.00
183402.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
13936415.00
857197.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.000000
1149418.00
36746.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.500000
1021426.00
123074.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
1014888.00
152599.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1201282.00
50858.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
3700732.00
372915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-01
5.500000
2701344.00
193137.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
44092234.00
7871774.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
5.000000
2611540.00
35132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
5.000000
5355847.00
336026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-01-01
5.000000
1847585.00
377601.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
4014365.00
787234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
4.000000
1573250.00
135673.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.500000
10335268.00
3478051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.500000
10764170.00
2158176.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1501737.00
586566.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
6192328.00
3348683.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
2036740.00
1140529.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
3.000000
146957.00
55075.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
4515042.00
2711671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
2.490000
60328.00
40710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
4000000.00
408948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
7741000.00
839339.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
1650000.00
129570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
185567.00
16524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
4686926.00
628163.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-04-01
3.000000
1100000.00
188934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
3.000000
2000000.00
342505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
750000.00
87006.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.000000
4351670.00
681372.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.500000
1766099.00
486278.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-06-01
3.500000
1815278.00
774010.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.500000
1193299.00
352760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.000000
217572.00
72348.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
10700000.00
2788186.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.500000
912192.00
268873.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.500000
1003326.00
287703.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.000000
365000.00
132323.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-05-01
2.500000
1061680.00
470668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.500000
1364407.00
776941.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1569987.00
643409.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
15723.00
8558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
1992986.00
654525.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-06-01
4.000000
260615.00
61925.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
104721.00
59663.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
16454547.00
2995035.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
14287804.00
2915502.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
100000.00
27008.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
4430000.00
1219154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
12722000.00
3501147.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
580000.00
192505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.500000
1588316.00
148310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
500000.00
154391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
166000.00
64922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
91000.00
27812.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
7570604.00
1465841.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
11538743.00
6206040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
1877586.00
1468646.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
290000.00
65063.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
7463275.00
4334392.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
492080.00
198071.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
2804460.00
1124166.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
11377019.00
6846074.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
4274115.00
2688714.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.000000
42603.00
32915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
4213601.00
2707895.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
23788490.00
7025187.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
18364845.00
5654753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
16359209.00
4154628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
5694220.00
1858934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
5372419.00
3468253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1119097.00
255349.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1782040.00
1031568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
8264548.00
2801322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.500000
7483.00
1065.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.500000
1081456.00
369627.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
30300000.00
7071755.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
1873356.00
680561.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
22307821.00
6543046.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
279273.00
76563.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
1085168.00
275303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
159745.00
55786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
6513127.00
3678030.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.500000
108511.00
20753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
180000.00
33715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.000000
194068.00
67328.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.000000
230330.00
68892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
5627037.00
3396222.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
7101234.00
4840911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1638735.00
1116828.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
2474379.00
1254674.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.000000
10000000.00
1134461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-06-01
3.500000
2614000.00
183009.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
5.500000
28025000.00
240154.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
3.000000
2095485.00
613128.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
2480000.00
259153.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
5745000.00
557868.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
3.000000
1242093.00
152839.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.000000
5370000.00
1308213.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-06-01
3.000000
585000.00
130580.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
1280780.00
271484.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
2.500000
965000.00
253552.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.000000
2150000.00
868217.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
257708.00
112334.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
7021423.00
2670328.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
180528611.00
71598163.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1500000.00
525658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
16553159.00
6203366.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
3198732.00
1463980.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
8990273.00
4366767.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1147416.00
192987.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1050758.00
164085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1129512.00
178437.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
3818480.00
1276599.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
52848225.00
8374811.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
200000.00
61462.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
500000.00
139435.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
213000.00
40333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
1000000.00
181973.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
705247.00
141508.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
500000.00
104162.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
563776.00
147319.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.000000
112744.00
30941.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.500000
2375000.00
583920.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.500000
875000.00
158514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
4.000000
1550000.00
176303.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
4900000.00
1055246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
510000.00
150400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-10-01
3.500000
2000000.00
558879.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
8250000.00
1900265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
3.000000
1000000.00
217394.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
3.000000
2550000.00
664471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
3.500000
770000.00
227096.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
1758831.00
165680.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
664000.00
123248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.000000
1725000.00
320921.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
1000000.00
159302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
1650000.00
323643.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-03-01
3.000000
325000.00
56108.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.500000
2435386.00
475200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
2805000.00
531945.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.000000
241000.00
43234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
1000000.00
247383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.000000
2500000.00
693513.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
2000000.00
513519.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-02-01
3.000000
1000000.00
268683.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-06-01
3.000000
2270000.00
630229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-03-01
4.500000
230000.00
65917.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-09-01
3.000000
965000.00
205850.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
13700000.00
7859618.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
126000.00
54167.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
898289.00
135692.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.000000
549904.00
145570.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
4.000000
260000.00
95053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
415000.00
217679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-06-01
5.500000
856972.00
298436.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
628526.00
129094.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
2.500000
165000.00
109042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.000000
77864.00
67464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
3190000.00
3129264.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
28540.00
25114.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-12-01
2.000000
7000.00
7182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
133000.00
112020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
14895600.00
12367016.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
3588116.00
3279190.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.500000
482457.00
143765.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
344002.00
260256.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
53087.00
54032.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1227.00
1251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
4690942.00
4873873.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
602136.00
622296.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
251000.00
94498.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
4700000.00
3991654.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
13202.00
11179.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
18000.00
18003.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
10868304.00
10836592.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
72000.00
73240.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.500000
2277700.00
2195333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
3058121.00
506302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
4.000000
1127745.00
197695.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
1216280.00
121165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
1110266.00
115035.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.500000
1016120.00
15999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
2564295.00
276428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.000000
1039988.00
16704.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1436959.00
288191.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
451682.00
45550.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.500000
1241277.00
123333.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1103675.00
245258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
3.500000
2555186.00
819229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
3.500000
2986423.00
864408.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
3853000.00
1226613.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
3680631.00
1729535.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
43500000.00
3046926.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
3.000000
3475566.00
922597.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
2014710.00
559085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
1269013.00
254922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
970033.00
355377.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
386346.00
70230.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
1084423.00
494637.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
4.000000
1147661.00
398309.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
1494898.00
252169.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
5828031.00
687251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
4609247.00
1817231.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
3943586.00
2247939.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
2531689.00
666065.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
1284528.00
440974.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
4293000.00
1714234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.500000
13243271.00
4539701.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
14574.00
5993.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.500000
600815.00
344441.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
1630832.00
186863.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.500000
3120403.00
898457.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.000000
37730318.00
9143800.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
29085139.00
5668145.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
39499251.00
9088118.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
2435906.00
612864.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
21082278.00
6287889.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
5.000000
1081653.00
552097.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
3443809.00
632101.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
3184839.00
1296391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
1084400.00
482833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.500000
1915738.00
568168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
2345135.00
356862.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
2866052.00
1089844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1228126.00
924566.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
1064901.00
549360.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.500000
1139131.00
875519.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
2202115.00
1149085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
1601619.00
343245.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
4.000000
1512103.00
107683.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
10344611.00
3371327.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.000000
1881709.00
670718.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
4.500000
1480650.00
200273.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.500000
1978340.00
260393.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
1402704.00
521355.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
13874321.00
5532421.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
18344000.00
6971430.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
15149854.00
7048021.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
12386000.00
4888040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.500000
2152719.00
698501.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
15156029.00
5730813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1100000.00
292505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1516990.00
402993.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
13671386.00
5527587.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1000000.00
333736.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.500000
6110000.00
2821100.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1236065.00
959600.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
8152894.00
3072396.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.500000
2299686.00
600621.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
4.000000
20760107.00
7733284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
27192262.00
7473420.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
4.500000
2239826.00
518517.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.500000
1422171.00
945567.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
958615.00
387572.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
4.000000
1384857.00
198602.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
4489638.00
1903673.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
6040799.00
3315679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
11000000.00
5009386.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
1324623.00
606700.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
2095466.00
1405764.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
1835500.00
243361.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
1831692.00
646219.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
2632831.00
985051.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
1763790.00
972139.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
2104069.00
1171234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
1421749.00
765702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
8350323.00
4355126.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
9706247.00
4946317.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
93000.00
41568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
1435336.00
928085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
11101877.00
6444431.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
1705766.00
391620.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
1774420.00
514531.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
2440349.00
1296959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
1092838.00
584651.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
1997219.00
485417.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
1357324.00
572762.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1121109.00
552130.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1072963.00
250737.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1630044.00
1288389.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
8798634.00
3904459.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1998098.00
1379992.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
109408.00
52113.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
27863761.00
7393674.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-08-01
4.500000
49836300.00
19040696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
1000000.00
425140.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
15324144.00
6501653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-07-01
6.500000
188405.00
121795.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
3162481.00
884892.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1368528.00
926909.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
4851606.00
3410309.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
1095017.00
990088.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
1211775.00
886223.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
3140750.00
2608578.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.000000
2057721.00
1535085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
1032450.00
491563.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
13122748.00
11058016.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
455591.00
346560.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
451523.00
459948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
746412.00
434922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
1909081.00
1918251.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
1728738.00
473589.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
1283973.00
1326229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
1050270.00
841041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
4.000000
1415250.00
1495200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
437016.00
372271.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
5.000000
466979.00
346378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
253158.00
211850.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
268336.00
274824.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
4.500000
369142.00
211204.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
913022.00
920453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
4793128.00
4950433.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
7158639.00
7151102.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1710019.00
1752410.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1981995.00
1960996.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1903910.00
2022485.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3360289.00
3421932.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
298942.00
227428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
5375630.00
5302095.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1579535.00
1611650.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
5151907.00
5365960.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
4094171.00
4109184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
17364112.00
17857814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
765558.00
797668.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2649196.00
2746705.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
3841737.00
4002320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
17030582.00
17494391.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
7437130.00
7845195.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
1051084.00
1118571.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.500000
1978610.00
965360.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
3.000000
3500819.00
3128079.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.500000
2036059.00
1648271.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.000000
1926901.00
1585736.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
3.000000
1079347.00
1112541.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
656959.00
219426.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
21864039.00
20514338.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
76333218.00
70494757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
199185.00
191949.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
255000.00
267515.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
17176962.00
16588746.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
8157.00
8253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
62202645.00
61016836.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
3480957.00
3602717.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
48000053.00
47733091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
22811153.00
24191152.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
15851275.00
16255971.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
2.000000
8000.00
7323.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
2.000000
15028556.00
15227867.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-10-01
3.000000
885925.00
535659.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
3.000000
5083953.00
4644752.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
3.000000
1456962.00
1489407.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.500000
14267176.00
14892139.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1344116.00
1201054.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.000000
389773.00
150691.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
1169843.00
994580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
31707769.00
522946.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.000000
2525786.00
173595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.600000
3900000.00
2779932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.000000
73201233.00
138357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
8.000000
28021835.00
183366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
1485773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-11-01
8.500000
7283241.00
158445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.500000
1744576.00
381470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
399237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
2000000.00
77294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
3077298.00
338434.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
2245206.00
255554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
1053513.00
206705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
4263642.00
532832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1086327.00
110860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1305517.00
49139.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1258696.00
209917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
9716464.00
95776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
94416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1463300.00
247663.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1543250.00
292615.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
9151576.00
897804.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
5442566.00
521251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.500000
2722028.00
263341.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
6306604.00
1271501.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
4454354.00
407390.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
5226225.00
320309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
12180146.00
829132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271650.00
241139.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
1035833.00
18555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1017079.00
220195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1152776.00
169125.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
5659687.00
531217.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2042865.00
613103.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271590.00
113117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1342777.00
261512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1086893.00
107709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1697570.00
145146.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.500000
8238504.00
486271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
5.000000
10573034.00
1618412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.500000
5771539.00
361030.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1335000.00
102279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
88591202.00
6908488.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
915020.00
176563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.500000
3584228.00
549464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
677855.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.000000
50019850.00
6791593.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.500000
1000000.00
24445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
17078399.00
1162932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1609591.00
141921.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
535442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
2008408.00
549853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1150000.00
92685.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
6268044.00
1006733.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
1190828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
4153477.00
845300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1135594.00
147540.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
5720240.00
932932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
3907650.00
561184.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
18224816.00
3568901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
12306024.00
1900911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
4300000.00
537569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
4.000000
13710549.00
2300080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
20560840.00
5341707.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
670000.00
110816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
2842363.00
871881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
30021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
16986321.00
994445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
99316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
1400000.00
141542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
745886.00
96354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.500000
2850000.00
346186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
1500000.00
131720.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
4.000000
2389925.00
240017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
9454661.00
2607466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
10000000.00
1309292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
12362113.00
3285691.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
10073560.00
1205793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
39877963.00
3078111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
86000000.00
14836517.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
4691803.00
709820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
94810.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
5713325.00
669319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.500000
3990025.00
479022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
169969.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
2046997.00
296408.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.500000
2898000.00
269323.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
13100000.00
2561067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
2999996.00
1053193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
1025000.00
217847.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
4.000000
1500000.00
171222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
2400000.00
374585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
10187402.00
2021110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
5.000000
11702400.00
2092997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.000000
36086131.00
11606126.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1025000.00
260959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
12320646.00
4593172.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.500000
1116000.00
313062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
3000000.00
1008587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
8459352.00
3929423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.000000
875000.00
200294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
107083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.000000
325000.00
91922.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.000000
236480.00
79048.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.500000
25875107.00
9507530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
10967700.00
4924661.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
152998880.00
68698776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.000000
1025000.00
227386.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.000000
1750000.00
584371.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
98150995.00
39841260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
200000.00
35878.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
1152.00
506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
17778968.00
3872179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
1502052.00
824008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
17851360.00
3341144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
297000.00
91898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
3461002.00
739870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
1141.00
212.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
3822590.00
656172.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
1247090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
5.000000
1023355.00
201328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1810318.00
320104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
1036.00
286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
5490000.00
737984.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
1006000.00
134022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
1535028.00
336579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1508029.00
413910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
1774850.00
138621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
1342963.00
224600.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
50239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5641025.00
220400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5001500.00
321328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
709000.00
143676.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1686796.00
437641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
97308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
3470850.00
1290720.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3025028.00
875386.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
13505910.00
4508416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
2100000.00
306728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
4134356.00
988476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1159974.00
98559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
7094187.00
3233301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
25013630.00
6775377.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
14491220.00
4546001.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
556615.00
113202.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1266950.00
541653.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
2516868.00
835011.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1730647.00
835568.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1000.00
401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1277617.00
275356.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
1000000.00
189808.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
4388051.00
624478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
4280749.00
786316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
337445.00
68091.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
12351295.00
2239206.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
1008.00
211.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
6209915.00
1582705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
1012339.00
150925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
8473926.00
1745578.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
4.000000
1046633.00
239725.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
68556097.00
16678303.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1296397.00
511509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
2117900.00
842740.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
4.000000
1252539.00
725065.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
1159179.00
592873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.000000
4814235.00
655731.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
1400000.00
233804.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
17597399.00
4292482.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
500000.00
67890.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
25216075.00
5763511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.000000
1500000.00
317174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
37363893.00
3237257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
10096185.00
2343489.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
6288000.00
1032600.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
2273.00
557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
2997323.00
792328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
3763572.00
678163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1879644.00
406950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
4489702.00
836358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
645264.00
95323.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.000000
1000000.00
228433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
7918822.00
2548987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
4475000.00
714451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
18388767.00
5023334.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
8096620.00
1994579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
24551520.00
11408763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
46000000.00
18744992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
13687154.00
4745697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
28450333.00
11400977.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
1152.00
435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
1128.00
540.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
300000000.00
50947461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1953762.00
958536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
2115.00
1110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6041139.00
4113352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
1012.00
271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
337190016.00
128627622.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
29641300.00
13182284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
59116460.00
22951021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
69278220.00
20663730.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
36442591.00
20604611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1100311.00
347564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
4381160.00
3248916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
170000.00
67271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
4.000000
9632899.00
4497955.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
2689445.00
724538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
4598208.00
2144307.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
1179899.00
583037.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
5717329.00
2153400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
5902000.00
812039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
1226506.00
96785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
14930729.00
2717214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
113990.00
32813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
1356862.00
468276.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3908688.00
489823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
3772572.00
1001824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
1000000.00
165797.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
3740237.00
741900.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
6112700.00
2382251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3901024.00
871799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
15708420.00
5048418.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
6338125.00
1030451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
5907780.00
1905668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
1829709.00
525017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
1379298.00
362201.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2499472.00
360747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2861882.00
113084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
1598020.00
448511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
3564565.00
1082489.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
8545083.00
2961068.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
7150000.00
1158273.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
657585.00
228064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
7785052.00
1875387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
3181772.00
1531913.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
13950751.00
3770500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
9294785.00
2294896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.000000
1588561.00
375295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
2797398.00
893857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
2219980.00
735528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1038.00
250.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.500000
2500701.00
882665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
6445305.00
826024.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
3595461.00
967939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.000000
1500000.00
238403.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
2910017.00
896976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
3020273.00
224141.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
2496978.00
1000506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
2801882.00
649056.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
1001.00
151.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
1159314.00
326344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
252084.00
62441.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.000000
1055242.00
18426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.500000
5118989.00
1049670.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.000000
1029736.00
532292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
4013492.00
1234510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1187512.00
200926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
2637903.00
512554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
1510712.00
106645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
81828709.00
11811142.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
4090932.00
984674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
2259988.00
608952.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
489867.00
60913.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
1042578.00
321808.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
1015364.00
111458.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
2366705.00
389559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
1742448.00
115302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
3894096.00
938002.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
2447771.00
350106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1428433.00
473514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
73168.00
24868.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
8207584.00
2717389.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1033904.00
719887.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1092426.00
163504.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
1529936.00
251091.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
5457532.00
877102.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
3.500000
2219135.00
722854.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
2736045.00
890415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
1147354.00
336470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1003.00
412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.500000
1000.00
229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
1645607.00
236622.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.500000
2900000.00
632698.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
3.500000
5064851.00
1550669.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.500000
1308818.00
404734.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1092.00
491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1000.00
402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.500000
2528088.00
389904.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
1797734.00
290395.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1065489.00
545221.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.500000
1800000.00
265345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1105530.00
106957.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1508408.00
497637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
8862083.00
2040132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
4454043.00
1708847.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
1251949.00
451484.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
11706103.00
3466460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1020147.00
235263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.000000
1670000.00
374964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2072019.00
866285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
1221626.00
309135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1321323.00
299393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
875309.00
226122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.000000
137999.00
38617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1774000.00
789781.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-07-01
3.500000
4047667.00
708757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
6974005.00
2892277.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
730000.00
202431.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
1278154.00
455009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1009800.00
309492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
310000.00
218519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
6984497.00
1552611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
1171553.00
93966.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
1004535.00
302163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
7700405.00
2954615.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
1500000.00
757606.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.500000
1344939.00
384248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
1339445.00
364106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
295000.00
82478.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
1455486.00
507938.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1378573.00
806539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
2840526.00
204200.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
122395.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
67606514.00
1968197.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
4704553.00
78565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
10208591.00
468685.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.500000
19129844.00
655637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
11061619.00
237638.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
141282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.500000
1113.00
47.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
5682152.00
96062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.500000
488691.00
34121.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
10148118.00
92467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
4879439.00
428706.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
5644072.00
562476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1546312.00
95668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11148103.00
181949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.910000
1058000.00
865856.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
21985057.00
7002547.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.000000
15783849.00
6941179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
1290200.00
425161.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
578964.00
146862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
2800000.00
1390299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.500000
1746553.00
429860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
1895362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1284550.00
406041.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13099272.00
5995088.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
800000.00
218480.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
24440597.00
8374880.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.500000
1811700.00
325042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
47940000.00
24349650.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
2588640.00
1224409.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2484807.00
1265410.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
1013140.00
564361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
1232312.00
725826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
1041037.00
402809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.500000
1059132.00
495474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
1205617.00
717618.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
14927000.00
7597482.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
5730640.00
2735744.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1882500.00
921148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
2726473.00
884069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2492651.00
992737.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1461620.00
598110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1231145.00
588008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1078461.00
460057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1225439.00
549900.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1793880.00
853240.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
7037472.00
4287978.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
2350833.00
725341.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
1172087.00
608974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1701938.00
1111387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1012.00
437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
36422920.00
18055026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
17314566.00
6593530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
289921.00
189021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1427400.00
820004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
10990938.00
4889509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
1560148.00
164627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
3359541.00
2226205.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1217183.00
158098.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1288857.00
684632.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
25979764.00
8321155.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
840033.00
345252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
6407907.00
3022982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
10124489.00
5213850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1409889.00
586119.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
11659234.00
5743144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5338809.00
2812341.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1569799.00
593798.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1101503.00
960565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-08-01
4.500000
2484044.00
1155407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
107044.00
69953.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.500000
20772027.00
11920301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
111885.00
61274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
56262560.00
30160499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
8653182.00
4664451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
1275076.00
773621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-08-01
2.500000
47614883.00
39507954.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.500000
3497896.00
3058332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
25498650.00
22620255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
773885.00
335730.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
15127995.00
6457345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1191051.00
557013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
8809091.00
2468319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
16171006.00
9646354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
16702541.00
7823215.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5715457.00
3179616.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1537000.00
1226886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
6760041.00
3284284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
9215395.00
4769166.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
288420.00
165275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
11918208.00
5095107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
13817221.00
5753683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
125000.00
31781.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
12623992.00
8928373.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
2354179.00
672249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
3903230.00
2323498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
538640.00
412378.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
138000.00
73930.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
1353623.00
837588.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
66498989.00
39942920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4875800.00
1914252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
6470265.00
3378359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
21026214.00
10220235.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1049242.00
695834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1119230.00
947428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
1423330.00
764420.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1596796.00
999190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
8158854.00
3401000.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4138174.00
2322170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
1236138.00
591946.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
84159.00
52697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
3084417.00
2967548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1406014.00
627372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1008.00
467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
905750.00
473255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1724269.00
1080090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
12936096.00
5018135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
2500408.00
1596062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
1300110.00
506828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
6836992.00
3951569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
235671.00
60615.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
318272.00
193038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1995850.00
1092443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
6981785.00
3338069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
15241862.00
6720688.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1191352.00
329535.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1068287.00
404284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
2380407.00
1356563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
19220000.00
7551057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
644244.00
327551.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
4914517.00
4562561.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1566826.00
1157301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1001.00
467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
6419537.00
4235370.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1000.00
397.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
100000.00
46625.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1371625.00
677557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7189582.00
4249912.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1136970.00
728727.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
2303860.00
1239786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
14713398.00
7266512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
6335992.00
3023171.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1404072.00
752652.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1003.00
525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
11481168.00
2686104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1164005.00
584577.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3248666.00
1057352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
21156768.00
8231028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1016467.00
846934.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1058448.00
962257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1184076.00
656703.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1014600.00
997791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
1000.00
534.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2879625.00
1242961.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1989388.00
634658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
1648814.00
927676.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
5542799.00
2923780.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1106899.00
200910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
8651075.00
4909747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2758959.00
1348678.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
739275.00
458945.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
9256626.00
4637759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2000.00
1372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
5523821.00
2437634.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
13697019.00
7710216.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3009595.00
1253229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2786380.00
681433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
15409399.00
6317054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1030778.00
606198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
17913470.00
7601572.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1055.00
466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.000000
2101568.00
1064695.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1169205.00
491634.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1000.00
626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1546390.00
767744.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1391437.00
812909.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1132545.00
562925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
3.000000
5890000.00
1711224.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
4600000.00
1532468.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
415000.00
145013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.000000
600000.00
230885.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.000000
750000.00
195805.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3174230.00
1748151.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
670000.00
254412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
5673504.00
2949722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
7700000.00
4222221.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
30755483.00
13117719.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7560810.00
4063843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
10059659.00
5655963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
40999983.00
17968488.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
39000000.00
13005349.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
15766055.00
6430827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
2000000.00
964622.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
45590948.00
25146772.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9811000.00
6263210.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
14383844.00
6507562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
34273660.00
19526980.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
28509000.00
18942084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
69207097.00
41871189.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
43000000.00
17681006.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
14605832.00
8221352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1083.00
306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
35088244.00
17731197.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1024.00
452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
200000.00
50711.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
10815920.00
6512317.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
879849.00
349590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2073252.00
1607176.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
8557395.00
2590391.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
11189287.00
6186645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
5978834.00
2995604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2639429.00
919163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2020400.00
1228215.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
702264.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
3555967.00
2043555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1787771.00
506753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5484628.00
2664452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1173826.00
371690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8941225.00
3535082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1884300.00
873766.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1483370.00
1051104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8988838.00
4964332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1287652.00
705467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8520247.00
4930039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1643329.00
593469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
8376845.00
2113026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
920010.00
271508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1067655.00
561706.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
5166421.00
2683598.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
12702000.00
6039327.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1458131.00
1377063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1072126.00
490802.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
2096834.00
913076.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1097376.00
568728.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
6.000000
1964468.00
309531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
3114246.00
3146376.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
2335204.00
313471.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
2746102.00
1497803.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1887887.00
880445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1542988.00
1092854.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
10282931.00
5894358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1000.00
369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1069120.00
834436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
3004836.00
3169476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1031.00
931.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1167952.00
443001.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
5917499.00
5478840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
16092189.00
16510072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
1001.00
645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1460176.00
828904.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
2416725.00
1963632.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1340868.00
1267129.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
16167.00
14925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
6022974.00
6020608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1101659.00
971579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
9212490.00
5681374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
17391445.00
11806825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1349536.00
1282201.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
3107210.00
2649763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1158856.00
1190618.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
3293495.00
2252487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
2947798.00
1413566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
1166782.00
1084122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
1079316.00
1112487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
1909128.00
1967592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1164350.00
1135405.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
11433649.00
11804080.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
19842.00
19620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
2380733.00
1756872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1715636.00
1770799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
7724137.00
7983248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
672728.00
656218.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
2422.00
2363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.500000
1700517.00
1727015.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1108601.00
1093015.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
1687025.00
1665747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
3969051.00
3732159.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1226787.00
1285366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
2102292.00
2170126.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
3167878.00
3224888.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1070.00
1012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1676297.00
1716231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1024.00
971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
183209.00
189447.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1404037.00
1438702.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5991681.00
6103579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
1203603.00
1017751.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
18991168.00
19482275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2354501.00
2369068.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
2455000.00
2517404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1475341.00
1512002.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1174543.00
1201742.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1056.00
1014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
6455673.00
6596299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
4967799.00
4928380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1850577.00
1632064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1960334.00
1844067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
147113.00
155063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
2346.00
2508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
2447150.00
2498089.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
1392737.00
1448575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
2467650.00
2566297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
629443.00
643324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
16097118.00
16722967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
1863463.00
1908730.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1334925.00
1342104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1394276.00
1438943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
1010374.00
1077100.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
1173792.00
1234659.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
351193.00
360587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
1317813.00
1399864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
1057698.00
1114249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
1181863.00
1231368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
3544567.00
3779393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
7423396.00
7642860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
58000.00
28995.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1072.00
572.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
33905633.00
16743623.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
7167926.00
1459898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
6094019.00
3467308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
34733120.00
14121358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
26167732.00
10961826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
1102751.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
11990943.00
5319585.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
2751468.00
1465905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
1290558.00
645641.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
841248.00
482198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
4894312.00
2130777.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
13000000.00
5185898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
12126785.00
5975580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7831158.00
5467458.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
14274125.00
6512502.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
138166.00
52093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
10787464.00
5765234.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1017.00
382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
10073391.00
5077437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1379250.00
405817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
45324160.00
17665532.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
55610753.00
33357637.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4808251.00
3461230.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
51300000.00
18941071.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
2000000.00
735811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
20073675.00
7574342.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
6572154.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
12949644.00
7509849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
30215651.00
17653755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
2635726.00
908753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
5000000.00
1445605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
1127.00
527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
3785335.00
1303574.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
3446835.00
2054502.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
3656826.00
2000229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
13485055.00
7280475.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12500000.00
5727611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
24038064.00
13076247.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
3035636.00
1805974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
12129234.00
8621241.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
8224596.00
6046840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
40236436.00
28421786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
118616001.00
71502287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
3658981.00
2958979.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4319195.00
2926245.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2495347.00
2029635.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
511573.00
404198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
1268.00
1084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
53782340.00
46236704.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1026.00
891.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
23470.00
20769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
3025729.00
2713008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
28015275.00
24699875.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
22744200.00
20996451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
8373184.00
8444529.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
343256.00
320972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
547752.00
507690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
2959313.00
2752278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
31095.00
28291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
6016396.00
5829883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
21357648.00
18942512.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
392111.00
339759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
3339877.00
3133976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
1142070.00
1029630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
4933056.00
4471744.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
20145.00
19595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
86273.00
82230.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
6739791.00
6485771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
1058120.00
1000078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
1050.00
1009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1063284.00
932382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
6342448.00
3697916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.500000
1544675.00
1487382.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
1428997.00
1432935.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
2039.00
1943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
7727210.00
7408926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
14420737.00
13891102.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
3551558.00
3518853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
6627520.00
6644359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
5997108.00
5765158.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
299571.00
303591.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
9999981.00
10226511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
6322299.00
6397649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
21626592.00
21182302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
7717855.00
8269132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
22890180.00
23343171.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
11000.00
5606.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
4293721.00
2558254.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
1500000.00
762225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
678668.00
526406.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
5367606.00
3116506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
7923272.00
4448823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
8889011.00
7673675.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
47000.00
26813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
227254.00
221655.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
180308.00
170575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
1458752.00
1205099.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
21800000.00
16419436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
801848.00
814996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
3.500000
8466248.00
8225191.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1192190.00
1226430.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
13916386.00
14560535.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
3571870.00
3952838.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
22281374.00
23084013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
5000000.00
403212.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.500000
171767647.00
3024959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
10000000.00
1506826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-09-01
3.500000
26088000.00
1500308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
2700000.00
302446.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.000000
2200000.00
504903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
17981855.00
7645792.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1000000.00
172643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.000000
2763552.00
93847.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
2174644.00
285457.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
1253854.00
28769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-12-01
5.500000
15197814.00
86595.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
3298344.00
90650.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
2398288.00
616000.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
2340203.00
197484.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2372678.00
119899.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1749075.00
98144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1642490.00
371361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
2150025.00
392284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
3388001.00
261977.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
1108850.00
46831.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.500000
1197144.00
293415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
1788402.00
251887.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
12598657.00
1701057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11270340.00
1047454.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-01
5.500000
10080690.00
146596.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.000000
2032588.00
364520.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
6.000000
1659987.00
403426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.000000
2523387.00
208532.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
7.500000
1011447.00
434976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
1323880.00
305178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
7.000000
1824217.00
441035.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
1086815.00
263796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
7.000000
2832487.00
312153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.500000
2480000.00
233794.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
22700000.00
6748626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
3594668.00
313400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
14500000.00
1194323.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
3154281.00
1594958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
2350000.00
224920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
1068.00
347.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
9464218.00
1253281.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
11420000.00
1410332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
23453151.00
7172742.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1611900.00
321821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
277968.00
63020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
1779022.00
832881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1500000.00
435559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
2403493.00
139506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1017411.00
200996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
1122047.00
216912.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
6.000000
1167834.00
294152.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1007813.00
152848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
3389678.00
388812.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
1450261.00
64799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.500000
13020557.00
1125809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1085.00
37.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
1211.00
47.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
21345491.00
510691.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
5.000000
2989940.00
775804.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.000000
5500000.00
1134665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
3810624.00
1249336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
1678522.00
547668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
41699793.00
7387758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
2700000.00
553813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
2500000.00
267745.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
2.500000
3478477.00
802811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
5.000000
1989334.00
468639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
3125394.00
697674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
4635422.00
762357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
736651.00
304108.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
1000000.00
278765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
3606118.00
2387996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
129000.00
33130.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1000000.00
266148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1000.00
359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
827944.00
704112.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
6130134.00
5449281.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
86045614.00
69675003.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
11909233.00
10076763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
462363.00
436660.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
7056958.00
6777573.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.500000
1120.00
95.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.500000
5760.00
321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
1080228.00
328441.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
6.000000
1212021.00
100493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
3138301.00
721906.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
6.000000
1199752.00
144996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
6.000000
1711447.00
250257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.000000
1541484.00
399275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.000000
1278138.00
159980.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.500000
1000.00
52.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1529159.00
186600.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
784885.00
525739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1492925.00
88034.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.500000
1186966.00
220451.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
1894083.00
177960.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.000000
1053750.00
101999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
12503396.00
1470239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
6.000000
1502692.00
282180.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1451354.00
211516.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
1898.00
79.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
19236788.00
3914937.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
1251.00
107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1741472.00
380757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
1273.00
162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
10614.00
652.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
1764828.00
438850.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
2022-03-10
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
0.0006
3585000000.00
3585000000.00
0.0160
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060001%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03D6E7779156ROY
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
2044987.00
142099.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
3.500000
121302103.00
22214734.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
6.000000
58065.00
1609.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
13608.00
2657.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
1882140.00
446611.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.000000
11801383.00
1267714.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
121334526.00
24253404.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
5.000000
2670207.00
167529.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
24559012.00
5808277.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-02-01
3.000000
3918206.00
1537049.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.000000
3129235.00
213041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
3.000000
1515000.00
267000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
4.000000
1550000.00
299443.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
3000000.00
1346068.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
1231780.00
677679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-01
3.000000
1002.00
213.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
4891593.00
2418542.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
1507434.00
332908.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
26464573.00
7255282.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
1291148.00
356281.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
1430370.00
322214.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
87114603.00
25114827.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
2462980.00
1762181.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
3.500000
1188460.00
554635.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-04-01
3.000000
1850000.00
428409.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
543220.00
115145.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
76271039.00
29006757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
112439659.00
44829778.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-06-01
4.500000
4948325.00
82694.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.500000
215000.00
67172.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
5330000.00
3568453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
1129.00
616.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
100771142.00
44550223.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
27203790.00
14976786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-07-01
3.000000
100000.00
55524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
28254378.00
25821758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-01-01
4.500000
32167892.00
23135297.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
41691386.00
11840809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2802772.00
2896612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
413800.00
370710.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
89328945.00
81817151.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
37901466.00
36245531.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.500000
1039371.00
198948.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
1667883.00
290212.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1854794.00
288107.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1534458.00
154742.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
59000000.00
23362771.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
242043291.00
43998698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.500000
1145327.00
278822.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
180078744.00
58823136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
225573.00
92760.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
191292537.00
62609095.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.500000
4099195.00
2350023.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
1007645.00
294670.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.500000
547073.00
235880.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
2241485.00
415038.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
1275766.00
391141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
2800996.00
1187652.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
1056199.00
289573.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1843971.00
697244.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
50744019.00
22374990.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
59803.00
24179.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
6505362.00
2758370.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.500000
2784362.00
1181583.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
5.500000
3058847.00
986136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
4281553.00
1040616.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
69455326.00
29468167.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
1023089.00
1049733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
100071637.00
95596559.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
1005773.00
1007106.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
28729426.00
24473102.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
3045708.00
3168505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
1699154.00
1421901.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.500000
1099680.00
1160168.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
18339401.00
17527318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1166689.00
1190920.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
362237.00
275581.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1060732.00
930706.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
39711.00
40518.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
1085300.00
1128581.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
1824288.00
1869325.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
15228421.00
16150764.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1300591.00
1392258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
3086033.00
3215471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
297153.00
316122.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
815755.00
888110.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1224870.00
1313224.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
22007096.00
23407536.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1310543.00
1396408.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
3551466.00
3779512.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1052650.00
1053915.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
7264061.00
7689711.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
6873949.00
7277289.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
2411185.00
2558715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1219706.00
1270544.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-08-01
2.500000
2016847.00
2081295.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
30000000.00
18683375.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
1001.00
652.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
244729816.00
235012744.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
104843179.00
101034184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
116579232.00
109460924.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
7823038.00
7555142.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
19457.00
19873.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
12171213.00
11939185.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
23878000.00
24486220.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
11000000.00
11207437.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
7118432.00
7549073.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
2.000000
3248924.00
2973996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1340309.00
273249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1446139.00
231896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1500334.00
445320.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
3235535.00
317355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
1057882.00
213028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1855846.00
135548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
3684510.00
710965.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
19000000.00
1353208.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
113525425.00
31183393.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
26607100.00
9340821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
75038301.00
25338214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
6311572.00
1494466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
74356992.00
30518230.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
32760259.00
9225649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
69715584.00
26269524.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
225466.00
98216.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.000000
30000042.00
9252493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
81196542.00
12631503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
340000.00
48823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
7764819.00
2781015.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
8243713.00
2446039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
12788065.00
2914267.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.000000
10320000.00
2934834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
11064675.00
2603944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
2373635.00
430324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
25195985.00
6596053.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
7275021.00
1433363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
72322719.00
26716201.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.000000
50058143.00
20889564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
23743000.00
10782268.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
11190342.00
4841737.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
59764379.00
31365613.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
11622895.00
5734732.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
8465903.00
2265071.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
39900000.00
11901039.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
60799649.00
30182000.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
4847430.00
2232810.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
50000092.00
24005421.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
7694195.00
3233551.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
7938100.00
2506157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
10423596.00
2320953.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
5265607.00
2193780.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
11226035.00
3949433.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
39931730.00
10378187.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
4828550.00
1127047.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
5411879.00
1552886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
18033820.00
5142746.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
27000000.00
4038987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
4955193.00
1085527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
4536043.00
1426192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
3.500000
19351300.00
6303435.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
4240890.00
1289251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
394600.00
101939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
24663905.00
10228678.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1331130.00
510749.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
53367657.00
1223697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
1845.00
162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
249928.00
114383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
28526523.00
13138944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
47693285.00
22099567.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
11636966.00
4307360.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
20862336.00
8856565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
2912361.00
1345734.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
18349000.00
7923353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
24875681.00
11501970.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
2506335.00
1136295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
22715961.00
12388165.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
2440347.00
1002978.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
9086608.00
3970342.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
24300000.00
15459757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.500000
1000.00
521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
1802926.00
954358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
114526.00
77229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
31763716.00
19271864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.500000
39675674.00
24406828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
47856926.00
37553579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-08-01
3.000000
3851000.00
3472004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-06-01
2.500000
1506368.00
1410835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
42691847.00
23951639.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
11951180.00
4302220.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
9698.00
5301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
10968504.00
4520441.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
33963584.00
19598925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
2308058.00
1322596.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
10996128.00
4578941.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
11002688.00
5451089.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
10116244.00
5877753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
797321.00
493362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1687417.00
829377.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
6389802.00
4919627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1346240.00
758018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
5614340.00
4414516.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
2444553.00
1087920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
6703122.00
3588035.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
13615421.00
5212672.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
9310736.00
4314947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1480551.00
773590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
9639165.00
4090035.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
187250.00
103765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5000000.00
2334137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
21241738.00
17284470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
10693158.00
4842647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
5017293.00
4124826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
7955011.00
3739980.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
12804531.00
4915239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
4421873.00
2264474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
5779.00
1881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
971846.00
442027.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5653072.00
4037761.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
5295514.00
2257676.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
13959834.00
8510648.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
54711305.00
23335271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
24615000.00
9559286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
4423.00
2487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
6862040.00
2317872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
12317559.00
6906319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
36100941.00
14973601.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.500000
83003095.00
47650895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
48483000.00
22555854.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
12722000.00
8324955.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
2100000.00
1205195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
87452531.00
40582376.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
255137.00
152866.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
68009035.00
33269315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2173777.00
911792.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2529252.00
1537549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1486811.00
1024989.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
10596484.00
3427557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
1129012.00
714136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
158746.00
81295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
2572452.00
898428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
3225000.00
1564016.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
33513021.00
26015443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
4683789.00
3003338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1578598.00
697543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2962499.00
2209107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
3249000.00
2925744.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
34530346.00
35541697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1691985.00
1385064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
13285883.00
13913062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
21813.00
21569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
25715552.00
26535115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
13745100.00
14373526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.500000
1000.00
1082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
1000294.00
1058063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
26091305.00
24728713.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1213442.00
1254761.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
740415.00
696908.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1125291.00
1154391.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
27279518.00
27808480.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
17246696.00
16559146.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
972893.00
1063256.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
1320100.00
1326815.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
1108463.00
1168363.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1088865.00
1092782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
11705869.00
11961237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
1266719.00
1293117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
1506434.00
1598223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1264084.00
1354233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1069094.00
1137761.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
161942.00
169224.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
5015030.00
5187311.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
6479430.00
6670987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
25232001.00
15872452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
162455.00
33087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
45001604.00
21953492.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
6253008.00
2996361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
52266655.00
23762262.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
35419598.00
15244065.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
4.000000
10562305.00
4566082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
4094208.00
1681082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
24700000.00
14769718.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
37422767.00
21283955.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.000000
11605042.00
5310274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
14809186.00
6569852.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
17500000.00
9560808.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
44460965.00
28046583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
79043840.00
24912188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
13728441.00
6625971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
100348799.00
32893189.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.500000
14996204.00
8415114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3602656.00
2504292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
35498999.00
14089345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8564960.00
5194562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
4000000.00
1961430.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
37086469.00
21431149.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
24799033.00
18019642.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
71861.00
39307.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
594183.00
353494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
40624788.00
31391658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
66332294.00
47176991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
18561696.00
16582177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
1120165.00
905866.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
3895142.00
3186518.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2200000.00
1825275.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
3.000000
1000000.00
841574.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
26261864.00
22777265.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
16855.00
14915.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
38365967.00
33348237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
3047.00
2749.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1844727.00
1702971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
50496237.00
47218057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
53494897.00
49752374.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3223524.00
2932816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
61543.00
54584.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
47471902.00
44102294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
3071.00
2727.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
407066.00
381971.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
17722744.00
15977893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
671522.00
652490.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
1281575.00
1170703.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
16650.00
16724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
31075036.00
31160674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.000000
27451019.00
26416830.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
17525086.00
17760241.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
22300000.00
19754830.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.500000
255231.00
253182.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
37133156.00
37528514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
13883065.00
14923131.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
28959400.00
30355032.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
78301772.00
76693166.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
333489.00
338951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
5110465.00
5211600.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.500000
36639985.00
21106345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
389197.00
301879.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
27612919.00
16032440.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
83095.00
46657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
33095000.00
23951404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.000000
60000.00
40910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4171573.00
3323969.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
2031000.00
1811769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
4085380.00
3864852.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
103000.00
86219.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
524553.00
433342.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
22243.00
22608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1797003.00
1795921.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
468656.00
482116.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
398840.00
417301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
20378139.00
21543334.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
19744.00
21850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
540574.00
612763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
2000000.00
100668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
2152.00
64.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
5193148.00
1177367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
4.500000
1175000.00
103933.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1544.00
52.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
955083.00
96849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
34467836.00
8296785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
2.000000
7407.00
4990.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
281937.00
239769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
24200000.00
21936105.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
8236662.00
7321844.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
41565761.00
33657666.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
13679444.00
11574592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
17962.00
16963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
674238.00
647545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.500000
1150.00
60.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1031009.00
209824.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
2022-03-11
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
0.0006
3635000000.00
3635000000.00
0.0162
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03D82D779156CAN
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
2031-10-01
7.000000
6876.00
16.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
7495067.00
1539443.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
647683.00
174135.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-05-01
4.000000
1208385.00
177322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-05-01
4.000000
1085549.00
245286.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2032-11-29
3.200000
2150000.00
2202004.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-09-27
4.030000
1045000.00
1110967.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.500000
8390818.00
1223481.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
89486.00
26512.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
171023.00
54167.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
1440000.00
617851.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
1000.00
406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
2363629.00
1797393.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
438740.00
163912.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
10400000.00
1111060.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
73585079.00
27576319.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
31698500.00
18675392.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
42577803.00
10762963.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
12799000.00
10870038.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
22060872.00
22199424.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.000000
1230977.00
815414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.500000
1096950.00
418158.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
23027.00
7179.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
2519415.00
1755975.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
7818638.00
3241722.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
5.000000
2135220.00
1717151.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
30941.00
31494.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
37828500.00
38261851.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1541224.00
1580967.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1929913.00
1940292.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
2.000000
5716299.00
5449262.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
13568560.00
10378464.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
76969888.00
69031411.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
122600638.00
120520174.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
2100000.00
2027930.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
31931892.00
30545104.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1967951.00
1898360.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
46997405.00
45465430.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
22361025.00
21350084.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
6845000.00
5857034.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
53389000.00
43924518.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.220000
500000.00
498372.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
1000000.00
716462.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
237000.00
215213.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
29139861.00
6840556.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
660394.00
215715.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
28542969.00
7805531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1624523.00
500857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
62142909.00
21974359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
2745424.00
603005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1495164.00
379096.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
2166000.00
383022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1339512.00
480906.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
1081741.00
413190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2060-07-01
3.000000
85481.00
76722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3593479.00
1556104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
37509180.00
19190290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
2984677.00
1454635.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
36425968.00
18090975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
35461099.00
7357871.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
18592595.00
8832283.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
2609700.00
2474562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
8281466.00
7827479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
10207054.00
6725282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2421632.00
2489287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
6655259.00
6768479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1673366.00
1673703.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
5751654.00
5772142.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
17159215.00
17110443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1931.00
1026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
19840062.00
10132787.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
2478893.00
1752557.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
10000000.00
9490226.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
2623619.00
2489549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
1749984.00
1618612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
113459.00
116693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
37895.00
38112.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
14491917.00
14292831.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
967996.00
935674.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
17767493.00
17305072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
22465444.00
22295809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
8324737.00
6107841.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1175044.00
1154690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1942243.00
1134156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
6202635.00
2002667.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
968802.00
944931.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
10183738.00
9612116.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
26917535.00
24934209.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
5807783.00
4311916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
11068906.00
11539731.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
1739.00
44.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
10833868.00
1483654.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
126895000.00
20106401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
29953693.00
5391052.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
2944228.00
612051.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1551.00
373.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
22978217.00
18236082.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-04-20
4.000000
500000000.00
59555182.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
1868.00
261.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
11956225.00
1733971.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
6949992.00
1376573.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
459844429.00
118449048.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
211849408.00
32448510.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
90138914.00
12998448.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
9159744.00
1740876.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
595395.00
120594.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
26111084.00
7293383.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
16507068.00
15757035.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
38720201.00
37947937.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
102581.00
100535.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
4363678.00
4351793.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
54404578.00
54686850.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
647579.00
650939.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
40466737.00
41149572.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
13350356.00
13636214.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
106305.00
109285.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
21371663.00
22213357.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
54039.00
19420.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
894585.00
280279.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1072868.00
899966.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
29518513.00
6301743.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
4101776.00
3857454.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1272208.00
313529.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
75989294.00
32221159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
563755.00
568218.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
5707567.00
5255171.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
8351429.00
7719443.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
3104985.00
3013995.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1715351.00
1248151.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
6884193.00
6831467.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
8793448.00
8572511.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-15
2.500000
817391.00
837999.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
7141327.00
5832185.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
7487854.00
6703953.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2965983.00
2897865.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1905501.00
2024092.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1120893.00
1153377.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.000000
9088900.00
7844009.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
4.500000
1470461.00
1611607.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1591842.00
1688130.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2003557.00
2071819.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
3642764.00
3858778.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
2187332.00
2320173.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
2473238.00
2485651.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1586951.00
1684019.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1678494.00
1765528.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
3299783.00
3407219.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-20
4.000000
162887.00
169707.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2049301.00
2115907.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
732660.00
740661.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
14414950.00
15056266.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-15
3.000000
130901.00
123547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-15
3.000000
402878.00
394208.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
1658047.00
804285.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
4023300.00
1723983.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
2513771.00
414483.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
4055.00
3914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
48775971.00
49375898.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
778290.00
322920.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
17675.00
16664.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
12852.00
9985.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
639173.00
346620.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
54902.00
51681.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
21429798.00
20777016.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
8367363.00
7159969.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
1237.00
836.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
1000.00
973.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
43188991.00
41763822.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
2553.00
2507.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1583.00
1531.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
105664.00
107893.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
422279.00
432472.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-02-18
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
0.0006
1492500000.00
1492500000.00
0.0067
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03D88F7791567BN
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
2021-12-30
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
4674600.00
4672394.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-16
0.00
1000.00
999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-09
0.00
17600.00
17600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-03
0.00
5800.00
5799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
3397000.00
3392040.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
412000.00
368168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
1247100.00
1010248.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
9537700.00
6980261.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
6954100.00
5000944.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
59390900.00
42417278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
14694700.00
10417411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
3260000.00
2145540.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
1214000.00
782941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
1065000.00
683567.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
12855000.00
8212700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
0.00
343000.00
217967.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
2778000.00
1758780.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
0.00
2200000.00
1384176.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
22210800.00
13923728.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
2670000.00
1668710.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
2624000.00
1623941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
685600.00
422637.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
12336000.00
7574057.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
9359000.00
5681662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
2289000.00
1391254.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
1748000.00
1051772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
10945000.00
6612509.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
37255000.00
22228904.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
24900000.00
14725362.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.00
670000.00
384808.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
5999100.00
13667741.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
20000.00
25564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
400.00
937.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
571000.00
963485.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
10286200.00
16707509.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
500.00
703.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
8.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
125000000.00
242321858.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
870100.00
1328840.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
2000.00
2949.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
162516900.00
198995976.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
17904400.00
26781119.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
6917200.00
7684939.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
2435200.00
2900058.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
3000.00
3679.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
116126600.00
178831788.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
18758600.00
20342147.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
600.00
619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.00
452500.00
447794.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
2296100.00
2879291.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
5551400.00
5650609.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
13365900.00
13567230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
1100.00
1160.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
58500.00
62400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
400.00
414.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
2955200.00
3062146.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
10643900.00
11346110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
21999700.00
23032806.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
280680500.00
355019223.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
5259800.00
5317308.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
5573000.00
5720823.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
3474700.00
3551815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
7533200.00
9434422.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
1000.00
1018.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
24528700.00
30045403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
1000.00
1260.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
11793900.00
12485165.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
85756200.00
107493886.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
692300.00
745740.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
11806000.00
13516533.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
267718300.00
261078886.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
123557500.00
147544566.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
12271600.00
12276440.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
50000000.00
57407571.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.105006
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
48185800.00
56570543.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.084006
1100.00
1100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
791000.00
905030.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
0.079006
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
164.00
136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
150.00
122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
11846002.00
9544419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
14565000.00
11366118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-08-15
0.00
51.00
39.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
36.00
27.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
63.00
54.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
10678990.00
9129159.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
4838000.00
4092048.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-05-15
0.00
370000.00
309734.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
17482.00
14477.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
3321640.00
2720121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-11-15
0.00
5341000.00
4326824.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
17340314.00
13899475.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
279.00
221.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
11000.00
10593.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
5940000.00
5581081.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
3494006.00
3264757.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
0.00
10908000.00
10147418.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
8404000.00
7644976.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
17.00
15.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
8151417.00
6397036.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
70.00
62.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
3.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
6198001.00
5455815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
341000.00
298914.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
6205010.00
5385954.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
2971015.00
2553480.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
9552110.00
7330843.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
1688000.00
1279347.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
2147001.00
1610349.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
5351615.00
3988393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-02-15
0.00
4301000.00
3166366.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
860000.00
636563.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
1836141.00
1343793.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
50.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
35.00
25.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
1740119.00
1233292.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
2553003.00
1798371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
2195000.00
1533232.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
1906026.00
1321008.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
0.00
3827005.00
2358020.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
27535000.00
17907250.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
12677000.00
8147990.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
63.00
40.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
4462000.00
2798972.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
4345020.00
2698244.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
59.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
3142000.00
1919438.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
28968037.00
17588204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
145.00
87.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
335.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
188.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
9866205.00
5797875.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
193289.00
112940.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-02-17
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
2160000000.00
2160000000.00
0.0096
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03D8907791565BN
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
10317.00
319.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2038-03-12
3.375000
3220000.00
3809171.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
600000.00
127728.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-12-01
2.500000
1070.00
184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.000000
5659375.00
1748340.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.500000
2296997.00
1463967.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
782211.00
757677.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1000.00
1053.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1817998.00
1916217.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2030-10-24
3.050000
2012000.00
2248008.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-05-17
3.560000
1073000.00
1266888.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
277000.00
276681.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
138000.00
117891.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
3093000.00
2642010.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.500000
992346.00
450125.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.500000
2908288.00
1117884.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
2100.00
188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
17642.00
56.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
1357.00
94.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.500000
11500000.00
735754.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
3416.00
78.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
1997.00
7.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
6752127.00
2985793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
20479407.00
10525004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
1367.00
542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
3464076.00
1656724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
217561.00
118199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1617995.00
892914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1918826.00
1037115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
33869.00
12307.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1595283.00
748833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1000.00
369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.500000
4242.00
1485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1000.00
997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
10901638.00
11004765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
49355.00
50038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
3677770.00
3827190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
16497019.00
16534865.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
31358722.00
31396387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
9919803.00
6240155.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1152.00
496.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
17301079.00
7247530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1077.00
499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
1047.00
499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
60067584.00
29461323.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1000.00
369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
25881.00
15986.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
29700160.00
26212474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
10703632.00
8671649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
9500552.00
8749412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
332734.00
298251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1005.00
877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1020.00
977.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
2237534.00
2176038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
400000.00
119871.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
89000.00
47991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
1503680.00
988541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
1006.00
548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
520805.00
525338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
39529.00
39704.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
6.000000
30017600.00
927976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
1831.00
8.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
12183.00
60.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
1254.00
10.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1651.00
8.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
6.000000
2038.00
45.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1055.00
35.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.500000
13763304.00
595653.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1508958.00
158905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
2086.00
493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
3699420.00
2709155.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
2044.00
1780.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1000.00
949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
1019.00
962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
570510.00
546689.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-03-20
3.500000
534800.00
74968.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
6519244.00
941274.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
74965.00
19221.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-06-20
4.000000
2560.00
682.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
2979167.00
543210.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
2824.00
650.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
60033206.00
14556648.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
59894266.00
55357707.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
16541770.00
15046175.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
250618238.00
257404608.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
44214.00
42178.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
207707.00
165027.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
4.500000
495125.00
534223.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
707396.00
150143.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-20
3.500000
85104.00
16143.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-07-20
4.500000
1496328.00
51869.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
87998658.00
6748873.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
8180.00
4701.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
2191244.00
61968.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.500000
741932.00
73489.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-23
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-26
0.00
7991100.00
7987424.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
34999200.00
32473028.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
324300.00
199914.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
84810000.00
51238640.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
5300.00
6775.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
384700.00
636042.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
100.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
9176100.00
14013990.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
7093900.00
8934646.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
37451300.00
38079752.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
46769900.00
47617044.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
16194000.00
20401547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
1208400.00
1522393.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
42477700.00
42990645.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
149448600.00
145282788.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
37414800.00
37356275.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
70.00
58.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
269987.00
219923.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
1240578.00
1060534.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
13.00
13.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
124842.00
119142.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
340529.00
301739.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
45.00
29.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
16604320.00
9972090.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
21351063.00
12686460.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
53.00
31.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-02-17
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
995000000.00
995000000.00
0.0044
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03DA7E7791566BA
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
600.00
600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
1000.00
1196.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
16040000.00
23992379.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
4147700.00
5171306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
133700.00
129972.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
1000.00
1015.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
36635700.00
39078018.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
519400.00
568167.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
10343600.00
10712453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
7372900.00
8625214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
434000.00
548994.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
8076000.00
10109765.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
32126100.00
33476206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
22213200.00
23267268.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
37218400.00
38205613.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
32155000.00
32759546.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
8600.00
10534.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
100.00
124.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
2307200.00
2346039.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
23667000.00
24646937.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
35061100.00
37767510.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
7000.00
7115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
1200.00
1205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
28217300.00
27517511.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
3115600.00
3028754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
1206600.00
1200789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
17665200.00
17648807.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
500.00
486.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
15221800.00
15127332.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
64941700.00
63913384.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.084006
20674800.00
20677453.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
99100.00
97428.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
361.00
323.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2021-12-30
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
432000000.00
432000000.00
0.0019
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03DADD7791562BA
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
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-11
0.00
600.00
600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
16064500.00
21361190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
200.00
299.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
8804200.00
8558724.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
2278100.00
2378234.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
351900.00
372772.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
10105000.00
10257211.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1200.00
1243.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
520000.00
554306.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
20534300.00
22897488.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
356900.00
451465.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
4906300.00
5116674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
2000.00
2504.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
900.00
943.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
3976600.00
4145482.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
49933100.00
52000591.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
1544900.00
1571902.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
68000000.00
67987113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
243700.00
243569.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
1206600.00
1200789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
15479500.00
15462092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
1521700.00
1497605.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
1567700.00
1541253.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-15
0.375000
1164000.00
1152462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-15
0.125000
100.00
110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
0.375000
999400.00
997842.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
550000.00
551678.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
15701.00
13071.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
159.00
142.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-14
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
216000000.00
216000000.00
0.0010
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060001%
ES7IP3U3RHIGC71XBU11
0001000275
TPR03DB407791561RO
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
632560.00
123529.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
24092333.00
5016036.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
1194263.00
404803.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
899741.00
430236.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
225000.00
50951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
1966278.00
558444.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
2270902.00
1049284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
36042.00
14821.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
8087166.00
4739955.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
2812.00
1248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
1204515.00
401992.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
8450.00
7198.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1605782.00
1638430.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
32173937.00
33075923.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
29881.00
31789.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
309874.00
335924.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1102200.00
1161572.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
4626041.00
4969402.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
14095516.00
14527951.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
9271400.00
9555846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
51301750.00
48134814.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
103909.00
100134.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
71871.00
69410.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
10934511.00
11132800.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
3382107.00
852248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
17055.00
5987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
10485887.00
4831676.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
143000.00
59381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
12254124.00
6889784.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
10050854.00
4915406.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
56585142.00
32050530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
94234854.00
48258253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
17130.00
16938.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
36060.00
35175.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
7358.00
7790.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
2281717.00
2402821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
785287.00
808503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
320648.00
283745.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
102160.00
95528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
289021.00
289817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
592542.00
600493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
3376133.00
3442946.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
2804238.00
2652866.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
34323.00
28355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
303927.00
312656.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
399875.00
418384.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
2865538.00
3029386.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
1830911.00
2075414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1000.00
1035.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
395513.00
336358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
27520.00
23286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
94114.00
88882.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1701219.00
1633868.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-07
2021-12-07
2022-03-28
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
0.0006
249000000.00
249000000.00
0.0011
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03DC4E7791563BA
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
600.00
600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-11
0.00
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
299000.00
417125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
4932700.00
6559080.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
300.00
356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
500.00
555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
16704900.00
20827483.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
1090900.00
1125705.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-11-15
1.875000
1468200.00
1467740.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
575000.00
609104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
2209000.00
2356263.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
719500.00
762975.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
76660300.00
79772611.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
3401800.00
3420299.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
70561300.00
68623757.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
200.00
198.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
33340300.00
33204839.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
2259100.00
2255566.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
1067989.00
955181.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-01
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
218000000.00
218000000.00
0.0010
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03DD137791566BN
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
2022-03-22
0.00
65760200.00
65747048.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
12977700.00
12958753.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
300.00
278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
221825800.00
159522919.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
186802600.00
132428660.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
341435200.00
219149159.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
5477800.00
3499613.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
327300.00
499861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
10700.00
15775.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
19400.00
29018.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
12546200.00
19470154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
21087000.00
26032106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
400.00
391.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
7180000.00
7214751.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
198081751.00
159596052.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
117223429.00
101201214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
196825063.00
168260038.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
24610988.00
20816319.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
885211.00
866692.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
12960.00
12586.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
801029.00
764455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
0.00
20685988.00
19436058.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
53494154.00
49984295.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
472.00
425.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
20918.00
18535.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
0.00
31.00
27.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
0.00
5698020.00
5015705.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
341190.00
299081.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
16239569.00
13957325.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
22169756.00
16802613.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-08
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
1180000000.00
1180000000.00
0.0053
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03DD147791568BN
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
1226393.00
162363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-10-01
7.000000
10844121.00
543446.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
1277.00
33.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
7.000000
3800000.00
409158.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-12-01
7.500000
3401.00
390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-12-01
7.000000
9951296.00
1006862.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.500000
2060302.00
114379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
494000.00
97461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
8.000000
11319.00
1495.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
302652.00
102456.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
2064.00
561.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-01
6.500000
22030.00
1001.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-11-01
4.000000
653864.00
252126.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
990000.00
175042.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
166000.00
27546.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
3.000000
1130297.00
348615.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-01
3.500000
1421793.00
177858.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
209015.00
86018.00
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
120000.00
140581.00
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
153148.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-09-14
3.500000
1215000.00
1393595.00
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
3730000.00
3963928.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-08-08
3.940000
3420000.00
3630969.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2035-09-27
4.030000
470000.00
499922.00
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
4825000.00
5130649.00
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
3305205.00
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
11700000.00
11897984.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-05-01
3.000000
977701.00
269148.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
998327.00
224612.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-04-01
3.500000
1100000.00
492963.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
301000.00
104662.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
250000.00
73202.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
966670.00
656736.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1144701.00
929506.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1234173.00
816702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
1100000.00
550045.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-05-01
3.500000
1000000.00
363738.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
1623.00
321.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
141674.00
86795.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
5441223.00
927376.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
4.500000
1498234.00
180628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
1000000.00
201322.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.000000
1409984.00
230817.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
1324082.00
365823.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
1396072.00
396049.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.000000
1520369.00
311305.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1013.00
363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
444362.00
54674.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
2500.00
1017.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.000000
120289.00
32373.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
288356.00
123383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1311515.00
708181.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
2831482.00
1132170.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.500000
399844.00
216667.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
1540725.00
596200.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.500000
1459622.00
899678.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
6339.00
4688.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
125065.00
78165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-02-01
7.000000
3000000.00
1088667.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
112890.00
43689.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
350000.00
309124.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.000000
2193264.00
1755104.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
415000.00
425211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
52258.00
55081.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2036-12-19
2.830000
18978000.00
20990548.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2035-02-23
3.350000
3796000.00
4449468.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-02-01
3.900000
1089000.00
1109377.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-09-20
4.080000
2982000.00
3173878.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2039-04-22
3.650000
90000.00
91375.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
5101000.00
5227624.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-08-13
1.950000
9836000.00
9249832.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2041-09-16
2.400000
1804000.00
1810950.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2045-12-22
2.040000
1569000.00
1446560.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-07-14
2.310000
998000.00
983678.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.500000
1134610.00
628904.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
3.000000
3170.00
3115.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.000000
1130177.00
1081247.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
332727.00
239764.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
5.250000
1365000.00
1469027.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
2824000.00
2687516.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
236000.00
214991.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-28
2.700000
12263000.00
12488026.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.150000
15217000.00
14607893.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-19
2.050000
1447000.00
1301231.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
59000.00
58932.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
4823000.00
4215640.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
113000.00
96534.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-15
0.00
981000.00
778089.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
5106000.00
4633782.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-11-01
6.000000
1190.00
21.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2478223.00
157301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
17052616.00
1587307.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
4.500000
345764.00
26628.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1384003.00
144976.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
2731864.00
443551.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
4303032.00
687509.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.500000
4275580.00
403380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1592000.00
222721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
5170000.00
950201.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1893000.00
331120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
7033170.00
1241818.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
322177.00
64782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
136614.00
32620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
1646203.00
623265.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
3870000.00
926901.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
545588.00
271758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
1446671.00
236070.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
1080064.00
278061.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
1763.00
333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1303192.00
387270.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
538890.00
93127.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.000000
464300.00
105824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
8471.00
91.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
22635360.00
616994.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
829168.00
11295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
1450499.00
55714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
1686.00
38.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
12537.00
42.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
5458151.00
1563150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
515000.00
123526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
415311.00
211383.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
2284741.00
1480806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
863917.00
412791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
372000.00
181008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.500000
880714.00
459188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
109792.00
34837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
1575000.00
693176.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1287000.00
903698.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
467421.00
244924.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1078457.00
980348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
942980.00
864811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
1122.00
581.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
8512096.00
4634123.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1000.00
485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1024.00
620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
412085.00
197712.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
53051887.00
34715814.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
49165726.00
27688779.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
95499811.00
42459652.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1129.00
537.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
11790617.00
6910830.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1008.00
305.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1000.00
739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
550000.00
241640.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
2865370.00
378130.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
1001.00
300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
127579.00
63515.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1065725.00
859415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1323797.00
1167295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2307944.00
870226.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1291170.00
1225599.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
504142.00
375104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
1254852.00
573186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1170393.00
870444.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
1123770.00
637423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.000000
1843913.00
1391214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
3.000000
928207.00
922799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
345226.00
355060.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.000000
1079257.00
767801.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.000000
924840.00
622545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
1000.00
1050.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
93320.00
86694.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1043366.00
798163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
418997.00
325820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
21693614.00
20824068.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
87829.00
89044.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
1001.00
1005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
14691017.00
14797630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
470000.00
267422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
64605568.00
27805269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
13559288.00
6174773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1066.00
432.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
76299520.00
39385059.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
64452736.00
22636987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
9408.00
5643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
55027857.00
27966271.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
62248560.00
33559999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
210255.00
81029.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8546648.00
5737593.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
109672.00
53090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
1053.00
860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
1930000.00
1157299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
50000.00
44470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
31125227.00
32966443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
2996824.00
1515855.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
1250000.00
729144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
22291.00
12148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
500000.00
321786.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
86000.00
29401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
1639.00
893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
473051.00
401874.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
29560750.00
30340926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.500000
17882066.00
124543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
5250.00
97.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
1170000.00
362436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
108046.00
588.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
1087147.00
31312.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
6647644.00
200308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
1088361.00
159873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
8.000000
2043533.00
31042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
15924831.00
66236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
9421871.00
46069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
13535595.00
106783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1437651.00
7342.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1210269.00
40645.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1567.00
162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1112.00
342.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1502892.00
372974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
5500000.00
473597.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-03-01
3.000000
10000000.00
585295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
396104.00
104889.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
893988.00
154934.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1000.00
949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
648537.00
128272.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
4320799.00
1059493.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1258607.00
81819.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
3642575.00
621991.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-12-15
2.500000
7188941.00
826886.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-09-15
2.500000
5998710.00
868159.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
2364.00
341.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
3500717.00
434685.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
3614019.00
524129.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
9032846.00
1679828.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
4239558.00
938862.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
6609566.00
1645699.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
10724.00
2569.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
64101.00
16436.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1082.00
195.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
6517200.00
1623762.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
1012591.00
261097.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
308179.00
88922.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
5058302.00
1311202.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
121354.00
34626.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
4179690.00
961519.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
149640.00
36284.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
5109154.00
1372086.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
114866.00
32008.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
92044742.00
85073016.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
426891.00
240480.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-20
4.500000
1010257.00
631982.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
419322610.00
381410299.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
67758869.00
69593679.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
1000.00
358.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
131000.00
97193.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
200000.00
173395.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1000.00
1059.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
49821.00
31352.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1000.00
810.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-05-20
5.000000
1025716.00
509131.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1439880.00
1050338.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1000.00
312.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1000.00
1012.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1000.00
1044.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
436904.00
472554.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1106681.00
1151711.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1322005.00
1261114.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1000.00
572.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1057498.00
1120338.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1560995.00
1602424.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1297440.00
1143031.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
1317067.00
1355605.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
757622.00
804791.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
3076.00
3272.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
191106.00
197909.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
893259.00
869139.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
4.000000
1494396.00
1582943.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
1366278.00
1420754.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1090858.00
1171826.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
849763.00
875968.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
4.000000
1185856.00
1283036.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
4.000000
347814.00
367395.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
714614.00
151675.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
508956.00
29305.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-01-20
5.000000
2685752.00
91296.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-04-20
5.000000
5998776.00
167286.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-20
5.000000
1605725.00
42840.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-20
7.000000
1248.00
106.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-20
7.000000
4616365.00
230892.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
1162.00
89.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
25000000.00
346940.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
5041.00
517.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
9215716.00
696200.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-12-15
3.500000
6600000.00
334586.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
2980.00
202.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1019.00
129.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-03-20
7.000000
2200000.00
674574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
1973768.00
727058.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
24652.00
14169.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-07-20
6.000000
7900000.00
274652.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
7807649.00
220798.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-20
6.450000
4300000.00
958267.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.500000
4223613.00
418353.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-05-20
4.000000
14729739.00
218845.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
6165600.00
447480.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-04-15
5.000000
14881594.00
130809.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-07-15
4.000000
6100000.00
124751.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-08-15
5.000000
1389966.00
60397.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
12399800.00
12397060.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-06
0.00
7445000.00
7444598.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-07
0.00
4283600.00
4282422.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
986200.00
699140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
8218100.00
9185350.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
26782900.00
61019445.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
36256400.00
70372168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
34208000.00
42230108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
10680800.00
10841684.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
2799900.00
2848364.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
174336400.00
180553236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
57000.00
58926.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
28024000.00
35081236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
9000000.00
9076218.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
49999900.00
50956334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
200.00
204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
6749700.00
8267762.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
74936200.00
78188374.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
44627100.00
45166001.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
28289000.00
28860110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
5233400.00
5135278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
651000.00
650452.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
4007600.00
3981943.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
71257300.00
70225271.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
0.125000
19376900.00
19280097.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-15
0.375000
23920000.00
23682888.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
1100.00
1103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
200.00
201.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
0.500000
440697600.00
440578612.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
176291115.00
153020864.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-08
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
2450000000.00
2450000000.00
0.0109
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03DD887791564BA
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
700.00
700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-30
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-11
0.00
800.00
800.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
6904200.00
8255608.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
16040100.00
17800036.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
26568000.00
29516780.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
9404700.00
9683429.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
3232700.00
3990799.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
59300000.00
61414638.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
2200.00
2754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
51934200.00
53622062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
100.00
98.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
4079700.00
3967676.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
18984600.00
19213997.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
13014000.00
14890082.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-06
2021-12-06
2021-12-06
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
218000000.00
218000000.00
0.0010
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03DF847791567BA
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
2046-08-01
4.000000
220076.00
27573.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.000000
2555097.00
2486958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
17202097.00
17769162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
11383.00
11171.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
20118955.00
20905137.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-14
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
40000000.00
40000000.00
0.0002
N
N
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.059177%
549300HN4UKV1E2R3U73
TPR03E05F779156BOF
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
2033-12-01
4.000000
18957958.00
4520809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.000000
16750952.00
4478241.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
12941306.00
3957680.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
31733780.00
4251653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
19595000.00
6252077.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
10117961.00
4357613.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
5.000000
20301329.00
4861208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
2.500000
28450807.00
4422085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
5.000000
23708719.00
4898022.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
28738995.00
5389614.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
20000000.00
3979943.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
9500000.00
3953924.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
1831613.00
713844.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-02-01
5.000000
18151756.00
4084136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
24280334.00
5105165.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
4463845.00
4310092.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
5.000000
11607410.00
4561522.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
4700000.00
4109031.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
4143976.00
4327424.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
21590000.00
5798625.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.500000
35401215.00
6545169.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
3.000000
18100000.00
4399628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
22000000.00
5537786.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-09-01
4.000000
32913747.00
6122498.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
18494897.00
4771891.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.500000
19628919.00
4674176.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-06-01
4.000000
35233091.00
6252548.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
17724079.00
6450771.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
11004749.00
6227527.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
13038000.00
5209960.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
18737747.00
5361706.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
8868000.00
4204428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
14887110.00
5761387.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.000000
10000000.00
5012424.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
9371632.00
6052966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
10515745.00
5846220.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
5789554.00
5141284.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
5392343.00
5300834.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
5604000.00
5434911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
6545178.00
5996468.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
4947637.00
5161830.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
3871963.00
3962894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
5864884.00
6052026.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
4262987.00
4398089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
5574800.00
5900293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
4235036.00
4554220.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
5104945.00
5446265.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
6308203.00
6521395.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
3860559.00
3963209.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
5096276.00
5223743.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
4338699.00
4455399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
5050790.00
5385727.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
4039721.00
4149311.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
4180260.00
4313724.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5049676.00
5310602.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5548435.00
5864936.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
4967856.00
5237491.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
5.000000
3632140.00
4006809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
4612463.00
4711048.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5668795.00
6022248.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
4033794.00
4048196.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
4952435.00
5286355.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
5351811.00
5514238.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
5103928.00
5253060.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5037251.00
5254269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
5100856.00
5364728.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4750095.00
4905480.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4628791.00
4780198.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
5022692.00
5043093.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
4945888.00
5293558.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5235692.00
5465020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4262060.00
4382827.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4438102.00
4589408.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4202339.00
4336721.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4927169.00
4971800.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
5311584.00
5494567.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
5163614.00
5439628.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
4934067.00
5342334.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
5047396.00
5359292.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
6174612.00
6462927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
5025087.00
5293671.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
6043019.00
6359097.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
4258894.00
4388002.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
5049242.00
5071702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
4858174.00
5017089.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4514961.00
4539243.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
5071069.00
5091070.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4949469.00
4982225.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
5160864.00
5473234.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.500000
5021445.00
5231714.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
5608352.00
5758903.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
5451023.00
5630608.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
748355.00
772083.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
3921939.00
3945433.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
4713521.00
4853848.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
3852102.00
3981102.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
17940105.00
6366269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
8550000.00
4553030.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
6624000.00
5047788.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
7002000.00
5229346.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
2.000000
4490788.00
4573882.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
1.500000
5552659.00
5478966.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-12-01
1.500000
5468301.00
5495447.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-17
Y
BOFA SECURITIES, INC.
1.0000
7
N
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
N
N
0.0006
500000000.00
500000000.00
0.0022
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.060001%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03E0C37791564BN
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
2021-12-30
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
3411100.00
3410346.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
35428000.00
23177175.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
22602700.00
14577092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
3051400.00
1958532.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
0.00
300.00
181.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
200.00
214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
100.00
126.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
340300.00
442434.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
15000100.00
35147640.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
1017900.00
1717568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
1175200.00
1908836.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
100.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
100.00
117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
350500.00
388609.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
1000.00
1278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
28717900.00
29231119.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
27996600.00
28418311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
161804700.00
171407007.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
5938000.00
6482075.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
1000000.00
1035739.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
4718000.00
5003081.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
100.00
112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
899400.00
963720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
247500.00
249334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
17086400.00
17465604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
12875400.00
15771182.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
1000.00
1239.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
136516300.00
142441004.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
14927500.00
15510461.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
73445800.00
91255934.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
120294100.00
125210342.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
11999900.00
15215674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
150000.00
157195.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
21360300.00
24578114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
1000.00
1184.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
11459400.00
11521717.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
3647800.00
4176318.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.105006
31000.00
31011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
40874600.00
40890721.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
249700.00
242550.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
23962600.00
23958059.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.105006
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
1248700.00
1245694.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
0.125000
4001000.00
3983573.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
0.875000
27700.00
27349.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.625000
5969000.00
5947152.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
63.00
50.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
3108403.00
2827661.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
132.00
117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
24338758.00
16868439.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-03-21
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
867500000.00
867500000.00
0.0039
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03E5877791563CA
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
2044-11-15
3.000000
102050400.00
123990735.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
564000.00
614058.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
20410700.00
31703202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
73475300.00
77326230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
1121500.00
994932.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
24779900.00
24964777.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
400100.00
421712.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
60000.00
72151.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
683900.00
854309.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
630100.00
777161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
3804100.00
4790111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
100.00
115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
1184000.00
1351460.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
1003700.00
967850.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
1556200.00
1515317.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
83300.00
80913.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
1298000.00
1250753.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
700.00
699.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
682600.00
663414.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-04-05
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
0.0006
267000000.00
267000000.00
0.0012
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03E5887791562CA
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
1931200.00
3191177.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
8934200.00
13448346.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
13051600.00
15755857.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
207900.00
226352.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
3098300.00
3757616.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
55000.00
70600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
500.00
775.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
35079600.00
39735614.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
400.00
422.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
12294000.00
13744494.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
1742500.00
1868398.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
15300.00
16726.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
47000.00
49097.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
100.00
117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
2588400.00
2689419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
545500.00
572551.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
1000.00
1249.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
274300.00
338320.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
300.00
372.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
13071000.00
16458963.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
1431000.00
1444311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
427200.00
411941.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
3325200.00
3313072.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
1073800.00
1034714.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
200.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
62220000.00
63429267.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-06
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
0.0006
178000000.00
178000000.00
0.0008
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 0.080000%
5493007VSMFZCPV1NB83
0001496637
TPR03E9A3779156THE
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
23836507.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
29826100.00
31062294.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
100664400.00
104754215.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
601812300.00
564547032.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2022-01-20
2022-01-20
2022-01-20
N
N
N
0.0008
710000000.00
710000000.00
0.0032
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.060001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03EAE37791568BA
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
2024-09-23
0.550000
860000.00
853502.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
106404819.00
110685235.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
123593705.00
119901656.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
3.500000
118104.00
122270.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
16269428.00
16805748.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
1141027.00
282076.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
23148.00
4012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.500000
1000.00
967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
7970953.00
7980527.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-15
2.500000
818515.00
855640.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-26
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
250000000.00
250000000.00
0.0011
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03F2697791565BA
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
1300.00
1300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-11
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
10099400.00
13215227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
4600.00
5458.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
479100.00
752403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
700.00
822.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
12966400.00
16007146.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
9218000.00
9356850.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
1000.00
1060.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
200.00
214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
18548400.00
19327901.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
23702600.00
24664895.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
1394100.00
1756345.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
25000000.00
25981476.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
200.00
194.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
16899200.00
16043806.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
19837600.00
19714486.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
75935000.00
74732611.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
200.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
2602100.00
2977216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-15
0.125000
800500.00
880083.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.125000
100.00
100.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-02-17
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
0.0006
221000000.00
221000000.00
0.0010
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.055001%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03F46F7791564CA
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
2022-07-14
0.00
10000000.00
9992120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
0.00
23358200.00
23355631.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
100.00
228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
100.00
168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
40000.00
48600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
600.00
770.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
300.00
389.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
100.00
91.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
2321900.00
2059860.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
500.00
504.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
3800.00
4005.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
312700.00
323721.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
63100.00
69827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
889300.00
930547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
9981600.00
11159268.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
51400.00
55114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
59500.00
65044.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
369200.00
385672.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
400.00
467.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
452700.00
470368.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
261100.00
274048.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
11100.00
13866.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
199200.00
245692.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
200.00
252.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
400.00
459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
1045800.00
1239259.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.164006
21539800.00
21552013.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
246704900.00
237893184.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
13444800.00
13395764.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
7793100.00
7506515.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
2964700.00
3545662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
2064400.00
2010166.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
125100.00
125149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
13567800.00
13178987.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
1318100.00
1270122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
31588500.00
37160551.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
646400.00
628231.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
157997900.00
161068643.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
2000.00
2293.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-10-31
1.375000
5584200.00
5589558.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
344199800.00
347076966.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-07
2021-12-07
2022-01-26
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
0.0006
885000000.00
885000000.00
0.0039
N
N
Y
N
NOMURA SECURITIES INTERNATIONAL, INC.
NOMURA SECURITIES INTERNATIONAL, INC. 0.050000%
OXTKY6Q8X53C9ILVV871
0000072267
TPR03F599779156NOM
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
2028-06-09
3.250000
5015000.00
5655599.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
396000.00
563724.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2042-12-15
3.500000
3011000.00
3658225.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
193027200.00
203143991.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
213101800.00
242487924.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
162619300.00
173170743.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
9429500.00
10542029.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
200.00
206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
295865300.00
301615543.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
446326900.00
511750808.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
84545740.00
73881648.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
2227120.00
1713528.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
2398375.00
1815980.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-2
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
1500000000.00
1500000000.00
0.0067
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.000000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR03F59A7791561CR
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
150000000.00
19494453.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
100000000.00
20514453.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
20728036.00
21914443.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
21287967.00
22500000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
7099516.00
7639933.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
21247629.00
22500000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
15566921.00
16561782.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
19521043.00
21142821.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
2458281.00
2210445.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0000
150000000.00
150000000.00
0.0007
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC.
DEUTSCHE BANK SECURITIES INC. 0.050000%
9J6MBOOO7BECTDTUZW19
0000058056
TPR03F59B779156DEU
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
2023-12-08
3.375000
15285000.00
16383564.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-06-14
2.875000
720000.00
768630.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-09-08
2.375000
15070000.00
15638858.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-03-12
3.000000
30000.00
32851.00
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
1480000.00
1531386.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-12-08
2.250000
15110000.00
15790706.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
2.375000
900000.00
920210.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-06-13
2.875000
510000.00
549345.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-03-14
2.625000
120000.00
127169.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-09-09
2.250000
185000.00
188897.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-09-12
2.625000
10000.00
10622.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-12-12
2.625000
290000.00
310805.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-03-13
2.375000
350000.00
369465.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-09-11
1.875000
150000.00
155138.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-12-11
2.125000
65000.00
68408.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-12-11
2.625000
50000.00
53921.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-12-08
2.500000
100000.00
105102.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-03-08
2.375000
40000.00
41757.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-12-10
2.750000
290000.00
316203.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-03-10
2.750000
125000.00
129447.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-12-12
3.125000
615000.00
672695.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-06-13
3.125000
135000.00
146691.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-06-11
3.125000
20000.00
22174.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-09-12
3.125000
2280000.00
2467885.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-09-08
3.250000
215000.00
240801.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
3.000000
550000.00
573182.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-12-08
3.500000
50000.00
57332.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-02-13
2.500000
20000.00
20975.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-08-15
1.500000
1050000.00
1074365.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-12-14
2.125000
55000.00
57864.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-12-20
1.625000
200000.00
201616.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-03-12
1.625000
30000.00
30491.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-03-08
1.750000
660000.00
669224.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-02-17
1.375000
765000.00
777704.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-06-13
0.500000
10000.00
9857.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-03
0.250000
160000.00
160298.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-09-13
0.250000
200000.00
196787.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-09-08
0.125000
25000.00
24841.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-08-12
0.125000
2915000.00
2915050.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-10-21
0.125000
5040000.00
5037613.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-02-12
0.550000
301955000.00
294777228.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-06-12
0.875000
47710000.00
47172381.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2026-03-13
4.375000
305000.00
348794.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-12-10
2.625000
50000.00
50655.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-03-11
2.250000
310000.00
313363.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-03-11
2.500000
265000.00
268256.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
2.125000
30200000.00
30824679.00
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
315000.00
320871.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
1.875000
150000.00
153843.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2027-12-10
2.500000
55000.00
58929.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-03-10
2.125000
39905000.00
40989347.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-03-10
3.000000
685000.00
751107.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-06-09
2.125000
425000.00
439962.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-06-09
3.250000
460000.00
487074.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-09-09
3.125000
275000.00
283158.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-09-08
3.375000
1935000.00
2046691.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2029-02-09
3.200000
150000.00
167499.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2027-03-22
3.150000
100000.00
109837.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-12-28
1.600000
269000.00
271139.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-01-28
1.550000
133000.00
134011.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2024-08-15
5.375000
625000.00
711484.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
5.250000
30000.00
31550.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
5.750000
220000.00
232470.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
89500.00
85174.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
6.750000
349000.00
486783.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-06-08
0.250000
500000.00
500976.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-28
0.800000
100781000.00
98538936.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-23
0.700000
5000000.00
4910639.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
35172000.00
30742790.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
7.250000
5000.00
7266.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
20000.00
28358.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-04-22
0.625000
216000.00
213407.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-05-22
0.250000
43225000.00
43086445.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-10
0.250000
910000.00
907713.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-08-25
0.375000
96000.00
93682.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.750000
44000.00
42484.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-07
0.500000
444000.00
433440.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-11-27
0.250000
18000.00
17899.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-24
2.125000
175000.00
182453.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
5000.00
5162.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-05
2.000000
36000.00
36358.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-05
1.875000
1395000.00
1407472.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-10-05
2.000000
12145000.00
12365111.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
606000.00
625141.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-12
2.875000
39072000.00
40949846.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-02-05
2.500000
78000.00
81912.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-12
2.250000
1046000.00
1057435.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-07-02
1.750000
27000.00
27886.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-06
1.375000
1025000.00
1037411.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-10-15
1.625000
76000.00
77849.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-01-07
1.625000
440000.00
452893.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-06
2.625000
41000.00
43341.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-01-13
2.375000
559000.00
565600.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-06-19
2.750000
769000.00
806211.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-02-12
1.500000
5000.00
5108.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-04-20
0.375000
9835000.00
9836905.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-05-05
0.375000
7431000.00
7425482.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-07-25
0.125000
10000.00
10004.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-21
0.375000
21000.00
20527.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-08-24
0.250000
3713000.00
3701128.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-09-08
0.250000
13785000.00
13737131.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-09-23
0.375000
176000.00
171276.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
9000.00
8933.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-12-04
0.250000
9000.00
8951.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2025-11-01
6.750000
70000.00
85305.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2030-05-01
7.125000
93000.00
134224.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2022-08-15
1.875000
5000.00
5085.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2024-09-15
2.875000
38000.00
40357.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2027-02-01
2.875000
87000.00
94488.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2025-05-15
0.750000
104000.00
103198.00
Agency Debentures and Agency Strips
Y
Fitch, Inc.
F2
Standard and Poor's Ratings Services
A-2
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
750000000.00
750000000.00
0.0033
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC.
DEUTSCHE BANK SECURITIES INC. 0.050000%
9J6MBOOO7BECTDTUZW19
0000058056
TPR03F59C7791561DE
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
2028-02-15
2.750000
87158700.00
95144696.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
32867100.00
35091959.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
92859800.00
101578527.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
92705900.00
97843747.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
90761800.00
88231856.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
66518600.00
66248336.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
88608200.00
86648276.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.125000
92386100.00
92212629.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Standard and Poor's Ratings Services
A-2
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
650000000.00
650000000.00
0.0029
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR03F59D779156BAR
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
2021-12-16
0.00
155073000.00
155065556.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-13
0.00
158735000.00
158723254.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-17
0.00
160650000.00
160630401.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
117354800.00
138572818.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
94483300.00
114059992.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
117207000.00
133369507.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
104547600.00
108728063.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
139622400.00
145530413.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
92557400.00
92424617.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
147308300.00
145417309.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
1326000000.00
1326000000.00
0.0059
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR03F59E7791562CR
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
2036-08-01
2.000000
22146852.00
22499999.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
12535105.00
13135424.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
83679679.00
22500000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
19812161.00
18742449.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
26095040.00
23900672.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
66130943.00
22500000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
26256532.00
17196514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
63499584.00
21079706.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
47015000.00
18980132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
34535107.00
22500000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
18031706.00
15656302.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
19300649.00
15455676.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
21812843.00
22500000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
15543265.00
16475662.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
15094609.00
15438595.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
2307986.00
2233405.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
20000000.00
18205463.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
300000000.00
300000000.00
0.0013
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
TPR03F5A0779156MIZ
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
2022-08-11
0.00
102100400.00
102000035.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
100000000.00
100000000.00
0.0004
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.050000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR03F5A27791561BA
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
2046-04-01
4.000000
131048.00
18170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
124899.00
129335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
70000000.00
69390402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
71429222.00
71456678.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
35015891.00
33980555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
10287159.00
10330243.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
9054153.00
9347090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
358973.00
88743.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
11315577.00
11258785.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
200000000.00
200000000.00
0.0009
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.050000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03F5A47791561BN
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
2037-07-01
6.000000
1734057.00
170957.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-12-17
0.00
1000.00
877.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2038-03-12
3.375000
240000.00
283913.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-06-01
3.000000
1604235.00
204029.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-05-01
2.500000
16622355.00
2997982.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-04-01
3.000000
2000000.00
356081.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
1560.00
318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.500000
1097.00
293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
3211566.00
1337043.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
2879966.00
3190420.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
3174.00
1059.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
5403547.00
1878734.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
2944631.00
1181896.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
10000000.00
3677023.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
182918.00
87761.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1390.00
586.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
1790531.00
1000336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1795.00
991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
1014.00
463.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
167096.00
168677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1270.00
563.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
2250130.00
577704.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
10895281.00
5981841.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
24668572.00
10221726.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
8309962.00
4289520.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
117647.00
57801.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
19100557.00
11278142.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
13049440.00
11517046.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1000.00
909.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
2.000000
297370.00
204708.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1995.00
1655.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
2797824.00
2429011.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
6029.00
5552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
24438040.00
23059692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
2027.00
1754.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
10123.00
9658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
320771.00
305630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
2832321.00
2012237.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
37920004.00
20670154.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
25505.00
24078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
5218816.00
5252740.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1264210.00
1300519.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
107000.00
106873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
2202712.00
654858.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1158.00
210.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
1150000.00
245899.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
1030.00
18.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
3065000.00
787157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1000.00
208.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
1.500000
16808937.00
15215779.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1585000.00
1503503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2028.00
85.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
1284.00
79.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
5429563.00
5018313.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
226772.00
232913.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
1000.00
77.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
32300.00
32296.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-28
0.00
12063800.00
12063040.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
681200.00
419925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.00
2443600.00
1403457.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
300.00
360.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
78769100.00
131450236.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
142200.00
220677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
29700.00
45737.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
10062800.00
10242633.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
6322900.00
6548873.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
67200.00
78614.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
10210100.00
10639182.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
10447900.00
10752288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
595900.00
609125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
999900.00
1018877.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
2330900.00
2921742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
2419200.00
3005840.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
67300.00
67238.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
29900.00
29662.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
0.125000
264600.00
263448.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
200.00
198.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
323500000.00
323500000.00
0.0014
N
Y
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.050000%
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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
2029-01-15
2.500000
580100.00
958576.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
314600.00
437781.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
300.00
347.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
318500.00
376086.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
4400.00
4966.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
700.00
855.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
779500.00
941010.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
198400.00
243705.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
189200.00
229462.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
800000.00
999875.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
740300.00
885635.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
701100.00
884067.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
827600.00
937445.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
1249900.00
1315409.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
24221200.00
24401909.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
140700.00
143385.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
864600.00
877523.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
137600.00
165466.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
255000.00
315837.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
26289400.00
26861082.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
137800.00
140468.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1500.00
1458.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
90400.00
89186.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
763800.00
743734.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
17167100.00
16104083.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
1000.00
951.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
5100.00
5098.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
200.00
191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
791500.00
790610.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
400.00
397.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
23414700.00
23869773.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
100000000.00
100000000.00
0.0004
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.050000%
2IGI19DL77OX0HC3ZE78
0000016847
TPR03F5AA7791561CA
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
2021-12-31
0.00
19969600.00
19967403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
1665400.00
2802028.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
7873700.00
13010754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
20034000.00
24341212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
24416500.00
29475535.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
159900.00
205254.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
32865300.00
37227416.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
100.00
89.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
1089300.00
1205427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
1100.00
1151.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
4100.00
4403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
30511700.00
32716214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
456900.00
499472.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
480900.00
502355.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
104100.00
108163.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
8428800.00
10527606.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
457000.00
563660.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
200.00
251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
2443100.00
2492954.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
28278000.00
28541043.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.164006
104300.00
104359.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
200.00
199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
354200.00
341175.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
65500.00
63116.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
5400.00
5394.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
5138800.00
6045258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
886600.00
880442.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
13613900.00
13463120.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
109400.00
108953.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
16398400.00
16535474.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
237000000.00
237000000.00
0.0011
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC.
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MBNUM2BPBDO7JBLYG310
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TPR03F5AB7791561CG
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
2026-01-15
2.000000
4898100.00
7955810.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
100.00
108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
2512600.00
2697082.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
1000.00
1047.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
107387900.00
137551947.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
54300.00
52845.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
161395500.00
156823199.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
299100000.00
299100000.00
0.0013
N
Y
Y
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.060000%
5U0XI89JRFVHWIBS4F54
0001158084
TPR03F5AE779156SUM
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
2048-05-01
3.500000
250000000.00
57264425.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
300000000.00
56370361.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-09-20
3.000000
174028130.00
41654167.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
18222488.00
2262693.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
200000000.00
47873160.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
171529.00
40156.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
437257.00
446923.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
52300.00
54713.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
31900.00
32954.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
200000000.00
200000000.00
0.0009
N
Y
Y
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.055000%
5U0XI89JRFVHWIBS4F54
0001158084
TPR03F5AF7791561SU
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
2022-07-14
0.00
40505900.00
40473981.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
15260700.00
20246235.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
230000000.00
259582375.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
32399500.00
39589794.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
64255400.00
79625568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
92612600.00
104904803.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
210068200.00
213655781.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
20824200.00
22066073.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
240000000.00
248586481.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
48431100.00
53145688.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
4535800.00
4854444.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
465000000.00
487735265.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
240000000.00
250707433.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
240000000.00
246927340.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
390000000.00
404519359.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
240000000.00
247607520.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
83408300.00
83688529.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-15
0.125000
75000000.00
74358583.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
800000000.00
789730431.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
3600000000.00
3600000000.00
0.0161
N
Y
Y
N
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.050000%
CYYGQCGNHMHPSMRL3R97
0000853784
TPR03F5B57791562HS
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
2033-05-25
4.080000
1515000.00
1586053.00
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
4785000.00
5083020.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
91477609.00
95102298.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2034-03-15
0.00
1517000.00
1152095.00
Agency Debentures and Agency Strips
Y
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
100000000.00
100000000.00
0.0004
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
TPR03F5B6779156DAI
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
2025-09-12
1.750000
20000.00
20572.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.500000
6998.00
2803.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-09-01
4.000000
3471.00
1367.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
504338.00
184990.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
10000.00
8474.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
1000000.00
534111.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
6000.00
5246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.000000
5401000.00
467223.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
181163.00
58702.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
429404.00
146129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.000000
12220653.00
7534061.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
6629187.00
6111667.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2023-03-29
0.062500
254600000.00
254576485.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-07-13
0.067500
96898000.00
96870869.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-10-12
0.290000
69668000.00
69405189.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2023-07-26
0.090000
62000000.00
61989925.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
295271.00
294436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
36834000.00
5738835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
1001.00
221.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1000.00
156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
495228.00
97175.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
1225534.00
694743.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
834295.00
405332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
4000.00
1148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1132054.00
393903.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
1073751.00
731269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1151242.00
639817.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1219310.00
440898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
856524.00
910576.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
95608581.00
29527915.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
25000000.00
26283737.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1739809.00
1679959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
633331.00
170702.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
264068.00
90279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
10000000.00
9462230.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
123331.00
123247.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-02-01
7.000000
60140324.00
73958957.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
50657000.00
25477498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
3492.00
232.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
1008.00
54.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
2000.00
448.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.000000
242997.00
83007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
165417.00
45783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
2000.00
1963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.500000
457879.00
442731.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
2000.00
1938.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
1.500000
3623361.00
3667625.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
3318.00
153.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
5.000000
84099.00
2569.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-12-20
4.500000
72939000.00
10001708.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1987000.00
1774621.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-09-20
3.000000
15798.00
11078.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-20
3.500000
31170.00
24239.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
77337.00
60584.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-03-20
1.500000
22213.00
20709.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
2245988.00
2143937.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
49366172.00
45746775.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
4.500000
1013979.00
922888.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
3.000000
107736.00
103622.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
968863.00
966224.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.000000
635889.00
609605.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
2680093.00
2520475.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
3140999.00
3183514.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
4.500000
1280043.00
1264465.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-20
3.000000
600986.00
600723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
87184946.00
88097863.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
2848964.00
2919768.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
4.000000
1754972.00
1782130.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
4.500000
336300.00
340774.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
3406340.00
3541312.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
616593.00
646926.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
5.000000
717438.00
764038.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
11720431.00
11979528.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
12149498.00
12724932.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
8115480.00
8420197.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
6734641.00
7079902.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
651790.00
692593.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
1001592.00
213493.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
177597.00
25801.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
171352.00
47787.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-15
4.500000
39774.00
1703.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-15
4.000000
579135.00
89314.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-15
4.000000
726366.00
182657.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
15759861.00
16190723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
92013.00
30306.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-08-20
5.000000
55913002.00
2753701.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
625000.00
22132.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
1033408.00
31044.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
998392.00
26759.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
415000.00
28308.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
5.000000
400000.00
36900.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
283234.00
14126.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
355000.00
21178.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
410000.00
20327.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
218000.00
14240.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
475000.00
14562.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-03-15
5.000000
730066.00
23018.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-15
5.000000
1030000.00
43955.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-15
5.000000
357000.00
18472.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
5.000000
1200000.00
36580.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
5.000000
380726.00
22567.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
944731.00
27227.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-06-15
5.000000
292272.00
7889.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-23
0.00
626300.00
626238.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-06
0.00
461100.00
460304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.00
558000.00
557852.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
0.00
800000.00
799913.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-01
0.00
6790400.00
6789544.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
9999900.00
11170214.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
200.00
246.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
227100.00
272720.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
1376000.00
1849118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
4637700.00
4278685.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
13800.00
14046.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
2900000.00
3002395.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
100000.00
101011.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
208500.00
212337.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
100000.00
101509.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
51800.00
53166.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
53967600.00
54415546.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
568600.00
595538.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
522000.00
532652.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
283000.00
285251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.105006
161700.00
161762.00
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
29834946.00
29673330.00
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
1000000000.00
1000000000.00
0.0045
N
Y
Y
N
BANCO SANTANDER, S.A.
BANCO SANTANDER, S.A. 0.055000%
5493006QMFDDMYWIAM13
0000891478
TPR03F5B7779156ZBA
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
2048-08-01
4.000000
539319.00
176066.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
1000.00
157.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
6950912.00
3271039.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
2000.00
714.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
228088.00
93533.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
731520.00
345066.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
199090032.00
203328565.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
1321598.00
190502.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
2607500.00
420452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
72916.00
23445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
78152.00
24170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
3797258.00
1035624.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1642971.00
485468.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
69780367.00
32269224.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
2283146.00
1440014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
40071666.00
22394643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
93578026.00
40098959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
17001089.00
6306060.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
15186841.00
4759081.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1049469.00
212763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
1168417.00
184482.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1380835.00
321004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1652641.00
292621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
2835829.00
450752.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
2000000.00
1028829.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
23410003.00
12415127.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
14523190.00
6225596.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
631065.00
430236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
79984.00
51541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
82697344.00
52737250.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
55127319.00
27455552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1431165.00
623112.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
6584675.00
3338498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1166.00
699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
2067.00
388.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
206080.00
118997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
18220882.00
10695847.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1848891.00
912968.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
455651.00
126945.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1294827.00
915423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
356200.00
250470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
1092202.00
793280.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1378072.00
584045.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3129333.00
1573164.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
709265.00
440391.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
5498160.00
2182188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
460000.00
381648.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
5556441.00
759407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1097.00
336.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
100.00
113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
1400.00
1374.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
100.00
94.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
1083900.00
1061371.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
59108000.00
58942526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
3999900.00
4532480.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
0.125000
744800.00
741219.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
0.750000
3699900.00
3637943.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-09-30
1.250000
2473900.00
2459041.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
0.875000
760000.00
750957.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
500000000.00
500000000.00
0.0022
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC.
CITIGROUP GLOBAL MARKETS INC. 0.060000%
MBNUM2BPBDO7JBLYG310
0000315030
TPR03F5B8779156CGM
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
2027-07-01
3.000000
580000.00
137753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
870000.00
77495.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.500000
2500000.00
170476.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
59980987.00
26517179.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
2.500000
19125738.00
14887211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-09-01
2.000000
176508.00
175902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.500000
13703787.00
13574630.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
3427003.00
3333319.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
2678566.00
838934.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
83210555.00
37886461.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.000000
3156071.00
1516548.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
2626465.00
1778914.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
2897924.00
1667171.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2318485.00
1554254.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
1138729.00
599542.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.500000
1115925.00
1174582.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2793647.00
2708940.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
3473743.00
3603898.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2526935.00
2654390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
2294272.00
2441598.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
3640825.00
3854467.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
2495335.00
1615660.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
7284323.00
7641834.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
3225000.00
228958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.500000
1500000.00
200733.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.500000
4255000.00
1003049.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
3146835.00
860366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1401455.00
847034.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.500000
1800000.00
265345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
246469.00
85256.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1504268.00
735476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1959008.00
1075906.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
23200000.00
8991981.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1077538.00
920510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
961404.00
764424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1130771.00
1170588.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1640995.00
1555792.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
5319367.00
5452523.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
274063.00
280283.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
4493593.00
4390739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1881283.00
1950550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
139673.00
145576.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
2888665.00
3005236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1789248.00
1865026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
181573.00
183724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2418000.00
2423883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
3191087.00
3390062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
1736839.00
1802316.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
256000.00
62947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
33493877.00
20002617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
8386266.00
8078261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1123830.00
1147883.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
18150077.00
9265824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
198302.00
146799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
1773506.00
1301612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
631532.00
542627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
43927542.00
41836809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
9000000.00
6597710.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
330000.00
236805.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
34193954.00
33957476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
4300555.00
4391484.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
510663.00
519036.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
250064.00
257246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
4287558.00
4282485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
9692743.00
556499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.000000
7909499.00
51862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
35311681.00
8794773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1795405.00
1783975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.000000
4146096.00
680881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
817908.00
153686.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-04-01
4.500000
3467900.00
107751.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
50982272.00
52533861.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
176481336.00
183431818.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1306.00
1383.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.000000
69585.00
70523.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
171168.00
182851.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1385354.00
1439492.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1000.00
1065.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1092652.00
1184785.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
4.000000
1491919.00
1633171.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
2255897.00
2405674.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1287304.00
1410215.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1789522.00
1960379.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1128284.00
1176481.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1357242.00
1455775.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1083922.00
1138304.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
3474199.00
3596702.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1624793.00
1729640.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
5011636.00
5221042.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
20469864.00
21089914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2995829.00
3121006.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
2776048.00
2984154.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
5122658.00
5295496.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
5120545.00
5275656.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
3073438.00
3265890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
4090722.00
4306948.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1234263.00
1318504.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
3152982.00
3398523.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
3558777.00
3817132.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1615901.00
1733210.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
2671810.00
2879868.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1518509.00
1655973.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
4251454.00
4536108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1695530.00
1746889.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2119726.00
2218174.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1590688.00
1652707.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
4.000000
1029391.00
1119188.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1244785.00
1341725.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
1134836.00
1189696.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2491578.00
2598010.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2559952.00
2651808.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1486650.00
1566890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
48760327.00
50237369.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
52031744.00
54547138.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
33097000.00
33100972.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
70871600.00
69014396.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
850000000.00
850000000.00
0.0038
N
Y
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.050000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03F5B97791562MU
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
2029-02-01
5.500000
46998240.00
1358927.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
43971968.00
8675196.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
36856200.00
8047478.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
340000.00
11400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
1100000.00
221936.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.000000
1100000.00
243310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
480000.00
99862.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-04-01
3.500000
627000.00
197221.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.000000
5000000.00
1404971.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.500000
5338552.00
328521.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.500000
5035792.00
164693.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-07-01
4.000000
13733000.00
1800229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-08-01
6.000000
23233248.00
1720950.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
17000000.00
1477546.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-01
4.000000
25849000.00
1554555.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
18774464.00
2069136.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.000000
10000000.00
285199.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
250000.00
76210.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.000000
1184504.00
465381.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-12-01
4.000000
1562486.00
1066772.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-10-01
3.500000
1849312.00
975142.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.500000
1582464.00
1042069.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-03-01
4.000000
1059830.00
636883.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-10-01
4.500000
1372050.00
659751.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
370000.00
23066.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
1902798.00
123964.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
2058332.00
447376.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
20000000.00
4784970.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
12000000.00
3119341.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
4104968.00
987920.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-10-01
4.500000
1211176.00
587943.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
487313.00
69095.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.000000
4274304.00
1066454.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
6630000.00
2680372.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
79037.00
20027.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
1567922.00
471683.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
700000.00
341132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
5670832.00
1833449.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.000000
475000.00
84414.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
113000.00
60369.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
2500000.00
937320.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
1140198.00
586130.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
1420000.00
485775.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
2480000.00
857182.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
25261056.00
7270626.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
800000.00
325044.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
1357654.00
265175.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
1481192.00
849568.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
1793820.00
1263830.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
4.000000
1292980.00
586091.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.000000
1199464.00
940312.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
1578002.00
1104383.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.000000
1188056.00
558141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.000000
2230044.00
1250507.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
1009800.00
415514.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
2596680.00
679941.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-01-01
4.000000
1679044.00
1008498.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
3654100.00
1114634.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
1682918.00
179505.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
4684984.00
1853540.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.500000
1103632.00
272672.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1202700.00
678705.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
1329914.00
911691.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
1026840.00
652274.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
1042008.00
528997.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
36900000.00
11876716.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-09-01
4.000000
430000.00
126809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.500000
494457.00
132578.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-04-01
4.000000
2000000.00
738417.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-05-01
4.000000
3000000.00
900833.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2038-09-01
4.500000
562975.00
176504.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.000000
1100000.00
132280.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-05-01
3.000000
3898100.00
982399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
1000000.00
359841.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.000000
1000000.00
400855.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
625000.00
106943.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
420659.00
207809.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
1860000.00
603562.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
4115564.00
1386811.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.000000
1493800.00
369230.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
260000.00
66362.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
500000.00
69692.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-03-01
4.500000
123704.00
20339.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
597500.00
147490.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.000000
250000.00
72471.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-02-01
6.000000
12440121.00
32.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
5100000.00
14987.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
2899990.00
3632.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
3.000000
5525000.00
1365980.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-08-01
3.500000
1375000.00
607020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-04-01
2.000000
500000.00
99203.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.500000
1450000.00
473005.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
400000.00
116598.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
2359000.00
1084396.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
13559168.00
7221946.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
1100000.00
374761.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
738000.00
248638.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
13635744.00
6086155.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
12414000.00
3208696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1170000.00
476678.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
4017000.00
1529013.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1460000.00
596740.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
4.000000
5470000.00
2157821.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
410000.00
191539.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
495000.00
272518.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-09-01
3.500000
6262008.00
3900253.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
560000.00
364546.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.000000
295000.00
131759.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.500000
7000000.00
3652569.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
3156712.00
3047614.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.500000
1975700.00
1922891.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-08-01
2.500000
12208352.00
12073214.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-09-01
2.500000
758680.00
762238.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
17500000.00
12903400.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
400000.00
196735.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
16453696.00
13052390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
48567360.00
27963483.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
16012000.00
8099686.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
61300.00
52308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
13799456.00
12410796.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1890356.00
1883126.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
4382890.00
4096663.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1000000.00
925679.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
9628016.00
9275604.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
1342050.00
1367246.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
2841360.00
2786012.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
244631.00
251791.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
3227976.00
3336021.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
18533120.00
19278664.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
86976.00
87560.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
10040400.00
10316249.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
8233400.00
8587491.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-08-01
4.000000
2238324.00
118959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-05-01
4.000000
2085176.00
341469.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-06-01
4.000000
1223882.00
158086.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
9051744.00
2650020.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.500000
50006464.00
4909127.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
19182656.00
9157155.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
11057520.00
8110132.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-08-01
2.500000
1146396.00
495195.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-01
3.500000
1133180.00
768258.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
19437376.00
12455971.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
2.500000
1070252.00
645379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-01
2.500000
1066126.00
548617.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.000000
23988640.00
8010902.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
4098890.00
1571456.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-02-01
5.000000
1467798.00
722345.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
1239504.00
556591.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
1107550.00
1076363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
900656.00
249138.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
147720.00
49911.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
954692.00
316949.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
4298016.00
1633412.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1025000.00
231221.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.500000
959841.00
388954.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
400000.00
117227.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.000000
23249920.00
10701812.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.000000
5000000.00
2086116.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
1410960.00
699211.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.000000
1049536.00
297023.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
720000.00
313949.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
617669.00
251745.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
1244000.00
684306.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
600000.00
153582.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
1562618.00
1055715.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
518723.00
104159.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
10393840.00
3305174.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
4281000.00
2017379.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.500000
1079658.00
863412.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.500000
1277288.00
950653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1229662.00
708992.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1134404.00
688085.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1259354.00
558742.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1051290.00
840796.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
3903220.00
2553713.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
1549066.00
1188698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.500000
2101880.00
1504025.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
1966740.00
561540.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
6713160.00
3932733.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
11864912.00
5138539.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
3073844.00
1107861.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
1527326.00
1193390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-07-01
4.000000
5440000.00
2334584.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
440000.00
154453.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
590000.00
180798.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
2261124.00
1477310.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
840000.00
466080.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
28762912.00
11746928.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
6406000.00
2324420.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-09-17
5.750000
9252080.00
1521129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
2022900.00
619123.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
5730870.00
3342269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
2990150.00
2054436.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.500000
5728688.00
4346038.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1499300.00
451406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1058412.00
860354.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
2270316.00
2074753.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
3446272.00
1796959.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1377132.00
353991.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1170724.00
1004524.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
2473888.00
1562167.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
1087590.00
928325.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1763604.00
1401029.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
2260912.00
227099.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1394840.00
1366961.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
1942174.00
1275428.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1958754.00
1557476.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1025778.00
797992.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
2425144.00
996763.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
1021900.00
446187.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
1685776.00
772758.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1444116.00
1011473.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1050506.00
636894.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
2059156.00
1366061.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1172200.00
962100.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
1923012.00
1580137.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
11775216.00
8517425.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
2354700.00
1870470.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
2488456.00
1787123.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
2083544.00
1773225.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
1112616.00
837596.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
2792816.00
1578415.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
1284538.00
1320718.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
1040238.00
924698.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
1028490.00
563846.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
25300000.00
20803473.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.500000
2179940.00
870534.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
1358982.00
1234308.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
3147716.00
1740921.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
1324744.00
851404.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
1890458.00
1384352.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
2025156.00
1379249.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
1003572.00
443658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
2034144.00
1666713.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1313738.00
1396887.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1078016.00
843633.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1057484.00
952567.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.000000
16200000.00
14383847.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
4.500000
2326760.00
1085522.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
4.500000
3093220.00
1457343.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
15003120.00
11408143.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.500000
7560776.00
5133390.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
4.000000
1202686.00
1269928.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1457650.00
1497451.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
5420992.00
4491854.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1402268.00
1331724.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1332306.00
1256161.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
2161556.00
1932413.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
2185520.00
2292002.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
2193840.00
1927286.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
1114620.00
1181907.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
1878552.00
1768931.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1118092.00
1200129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.500000
1143156.00
895363.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1197900.00
1255607.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1742260.00
629399.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
6758664.00
5921605.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1201410.00
1020309.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1316066.00
1366118.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
4.000000
1235172.00
1331104.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1802404.00
1831361.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1107652.00
1148372.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1065246.00
905481.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1050226.00
1112361.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
4.000000
1129640.00
1201019.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
3.000000
1349904.00
1302294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
800000.00
775862.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
4855976.00
5027293.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
2086636.00
2244340.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.500000
1350880.00
1453351.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.500000
1102194.00
1059313.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.500000
2057536.00
2264534.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
2516128.00
2438036.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1044250.00
991222.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1696926.00
1809178.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1061698.00
1121406.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
4.500000
1696154.00
1642985.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1658246.00
1753129.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1217496.00
1286695.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1326394.00
1407216.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1743250.00
1861243.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
4.000000
1289886.00
1364890.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
1034992.00
1031661.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
1067202.00
1080155.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
10027040.00
10473801.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
2388748.00
2323922.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1452940.00
1561607.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
1249514.00
893479.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
2494380.00
2618545.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
1126800.00
1172509.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
1237180.00
1318378.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
1036500.00
1091757.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
4.500000
1030288.00
1123016.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
2830900.00
2993112.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
4.000000
1021574.00
1086374.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
1088636.00
1160247.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
8106768.00
8261983.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1408840.00
1541565.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1175034.00
1275885.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1117898.00
1197326.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
1824236.00
1884079.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
4.000000
1031316.00
1073863.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1324304.00
1384644.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
1.500000
11484.00
11041.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
14199260.00
14440813.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
1608664.00
1707207.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1495086.00
1566225.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
4094176.00
4340793.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
8790848.00
8978783.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
6223130.00
6577697.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
13615760.00
14221040.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
9254000.00
9552176.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
53304880.00
53657658.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
6604632.00
6845958.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
10695632.00
11086439.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
1108906.00
927695.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.000000
1932212.00
1871796.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-09-01
3.000000
3386184.00
1760008.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
1386034.00
1027087.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
2323740.00
2079269.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
3.000000
1012386.00
925087.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-01-01
2.000000
1456848.00
1148792.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.000000
1282576.00
1063670.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1055564.00
1055394.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
7943544.00
7698145.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2829892.00
724481.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
1900000.00
1919780.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
1442036.00
719717.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
9800000.00
3896946.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-10-01
1.500000
311700.00
309208.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-11-01
2.000000
578903.00
589141.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-01
2.000000
16498720.00
15745118.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
32909312.00
22414982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
5.960000
2203796.00
1965390.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
3000000.00
277853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.500000
174752.00
52223.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
1508230.00
229169.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
666953.00
158821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
4.500000
12520200.00
1715351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
895000.00
248107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-03-01
6.000000
3350000.00
12317.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
2340228.00
323498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1000000.00
429604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.000000
125000.00
34900.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
4278840.00
542722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
4.000000
2599764.00
524222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
1472666.00
276230.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
1500312.00
99072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1326264.00
554047.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
300000.00
120362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-01
2.000000
2400000.00
133900.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
3227020.00
1202905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
2756952.00
1323028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
144000.00
32699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
54074816.00
6525846.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
2250000.00
802498.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
500000.00
135321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.000000
2200000.00
1018400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
320000.00
48964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
135000.00
36694.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1575000.00
397391.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
2000000.00
781257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1450000.00
244878.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
709124.00
263368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
1500000.00
487972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
15000000.00
7359153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
965000.00
196848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
330000.00
131506.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
5426432.00
1733926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
200000.00
53907.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
131960.00
50359.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
6759000.00
1394278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
316000.00
69913.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
1968348.00
444345.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
3187820.00
786184.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
1975000.00
582877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
399993.00
133438.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
10712000.00
3783418.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.500000
217500000.00
4542054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.000000
1096132.00
297697.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.000000
1066364.00
828704.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
1900000.00
1071835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
6520960.00
2969133.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
205000.00
71257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1000000.00
282707.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1255912.00
788300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
2630000.00
1348408.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
581018.00
345521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2061-01-01
3.000000
9820928.00
9845672.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
2.000000
1137816.00
286964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
9939100.00
3351199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
65000.00
35293.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
2.500000
1823312.00
634835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1905432.00
722025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
624051.00
250727.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
1706458.00
678414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
1514782.00
1157872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
1570958.00
708758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
2706280.00
1851299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2282732.00
937051.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
2464832.00
2017392.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
3589356.00
2182014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.500000
1516820.00
1199177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
4119168.00
1697806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.500000
1474160.00
449262.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7055288.00
2717809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
5380000.00
2388668.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.500000
3006744.00
2806695.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.000000
3017592.00
2900217.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
200000.00
77552.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3600000.00
1273326.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
400000.00
192679.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
102786.00
30401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
300000.00
158739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
4200370.00
2681459.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
590000.00
382825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.500000
840000.00
409996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.000000
11080848.00
6381005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1775000.00
520209.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
5000000.00
2196324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
10595000.00
2683905.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1337352.00
360952.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1610196.00
379950.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
3562730.00
2446876.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
1174322.00
1229070.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
4850000.00
2072973.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
6023552.00
2846287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1047058.00
818188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
1153312.00
433461.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
2271764.00
1766012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
3159604.00
1539526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
3533250.00
2250873.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
1186738.00
1120020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
1039478.00
635071.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.500000
1185204.00
508503.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1212608.00
704848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
1519422.00
1599111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
1201894.00
1252770.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
2101140.00
1847832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1516416.00
1197084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1219200.00
600300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1104026.00
457344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
1027068.00
1115510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
1021500.00
831242.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
5.000000
1384076.00
962401.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
1603384.00
1124167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1002110.00
672983.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
180335.00
85691.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
1679998.00
959877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
1095478.00
751589.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
4316992.00
3930116.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
1274276.00
1180854.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.500000
1174366.00
1158644.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
3015636.00
2485812.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.000000
1024458.00
975322.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.000000
1039112.00
977352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.500000
2327664.00
1571932.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
1124800.00
1193185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
2147600.00
1901407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.000000
1000462.00
1007490.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
4717576.00
4592425.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
1627900.00
1768022.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
1214408.00
1041559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
1539416.00
1479701.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.000000
1105142.00
1212657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
3025590.00
2859753.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
4126648.00
4183094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
4245970.00
4029269.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
1239084.00
1280860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1864432.00
1939098.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
5023392.00
5194063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
180548.00
181785.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
1143080.00
1180617.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
1147794.00
1238756.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
3770524.00
3974288.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
1128040.00
1174439.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
2663264.00
2730575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1348648.00
1352049.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1185600.00
1188973.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
585070.00
617189.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
271000.00
135477.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
20000000.00
4124109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
5062144.00
3443423.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
6280672.00
5559528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
463000.00
255119.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
21868704.00
16698098.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
13216000.00
11430586.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
1293600.00
1089784.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.500000
4967510.00
4199432.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
87000.00
29807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
1000.00
858.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
10477168.00
10316561.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
10997184.00
8227367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
23984704.00
24919721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
4476736.00
4727347.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.500000
31261600.00
32772657.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
32103232.00
34387712.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
160194.00
53476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
406940.00
178282.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
1113460.00
771631.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
2382804.00
2446127.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1985838.00
1991428.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
36673664.00
37681232.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-11-20
3.000000
1000000.00
227130.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-12-20
4.000000
155198.00
75930.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-02-20
4.000000
375844.00
88983.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-10-20
3.000000
2485016.00
887306.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
27124.00
7754.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-02-20
3.500000
42997.00
41945.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-01-20
3.000000
5500000.00
2044745.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-20
2.000000
2582.00
1979.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-09-20
3.500000
74557.00
57560.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-20
3.000000
872917.00
650950.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-04-20
3.000000
3157128.00
3068282.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-20
3.000000
347198.00
333941.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
13069568.00
12996315.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-20
3.000000
1506566.00
1505907.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
12092000.00
12350914.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
8679000.00
8677099.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
78162700.00
52238790.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
1596100.00
1917382.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
1300000000.00
1300000000.00
0.0058
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.050000%
549300HN4UKV1E2R3U73
TPR03F5BA7791563BO
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
503911100.00
510000030.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
500000000.00
500000000.00
0.0022
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.050000%
549300HN4UKV1E2R3U73
TPR03F5BB7791562BO
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
2047-06-20
3.500000
436124298.00
107983212.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
173889624.00
105739349.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
154139568.00
158313439.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
361200000.00
361200000.00
0.0016
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.000000%
549300HN4UKV1E2R3U73
TPR03F5BC7791561BO
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
97227300.00
98402131.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
0.500000
309681500.00
309597886.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0000
400000000.00
400000000.00
0.0018
N
Y
Y
N
FIXED INCOME CLEARING CORPORATION
FIXED INCOME CLEARING CORPORATION 0.055000%
549300H47WTHXPU08X20
0001232861
TPR03F5C6779156BNY
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
2022-02-24
0.00
35803700.00
35799225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
190888400.00
310053245.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
250000000.00
351337660.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
200875400.00
222715802.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
250000000.00
257976304.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
300000000.00
307957459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
300000000.00
305849006.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
46023500.00
46943556.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
350000000.00
336384582.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
300000000.00
298791225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
350000000.00
349606391.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
350000000.00
349386179.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
300000000.00
295199412.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
3399999524.00
3399999524.00
0.0152
N
Y
Y
N
ABN AMRO BANK N.V.
Joint Account III 0.050000%
TPR03F5D3779156ABN
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
2048-04-01
4.000000
618.75
189.34
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
8532812.48
3803681.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
9599646.99
4902898.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
12143406.21
4963324.16
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
12706031.25
9612810.90
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
52320401.72
50524804.69
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
2402275.22
612732.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
40567238.04
10668732.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
2473255.13
591326.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
5860.80
1824.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
30926837.70
10903942.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
25188951.77
8375103.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
6713582.91
2438473.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1904541.58
88643.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
19257815.36
3165536.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
2793604.89
510941.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
852.02
353.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
29318200.31
10925021.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
783.96
9.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
9879937.65
3586581.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
8366765.34
4794442.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
10711182.49
4852391.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
956726.10
465037.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
968740.99
450538.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
1167203.81
699386.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
832202.66
722429.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
36193.78
26073.51
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3938745.94
1525232.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
913579.43
401539.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1150665.24
506567.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
957357.23
85966.65
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
847573.65
501957.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
26028516.32
11853141.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
24964461.84
10055626.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
15788414.19
7744336.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
24775848.90
14796191.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1674088.14
1534255.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
4899685.11
4541830.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
6542246.08
6295671.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
1444317.81
1430749.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
1019551.50
988865.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
26277911.55
26911226.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
1216280.59
1184367.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
4155387.02
4204911.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
121547579.18
125598531.71
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
365856.98
379065.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
2095140.09
1662755.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
1666611.79
1510701.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
7269.69
1479.43
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
9041475.09
8630656.65
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
6337981.24
6478091.61
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
972056.25
1058331.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
266371.88
287374.73
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
869776.88
885417.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
3441611.25
3588372.56
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
371250000.00
371250000.00
0.0017
N
Y
Y
N
BANK OF AMERICA, NATIONAL ASSOCIATION
Joint Account III 0.050000%
0000838440
TPR03F5D3779156BAN
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
2047-08-20
3.000000
419154269.12
116199272.48
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
709545848.96
202456977.53
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
309375000.00
309375000.00
0.0014
N
Y
Y
N
BOFA SECURITIES, INC.
Joint Account III 0.050000%
549300HN4UKV1E2R3U73
TPR03F5D3779156BOF
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
2047-01-01
3.000000
6187500.00
2143889.55
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
22584375.00
1978957.41
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
2374880.06
1641235.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.500000
29700000.00
1367593.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-01
3.500000
32068354.11
1541949.75
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
2.500000
10828125.00
1598335.20
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-10-01
2.500000
12654675.00
2285889.58
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
2163698.83
1251150.86
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
15889951.69
1217900.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
5141883.66
1954241.44
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.500000
3926121.58
1373728.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
1320512.74
941683.05
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.500000
1562182.88
1046524.05
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
2388375.00
970409.76
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
2069386.48
1051836.64
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
3460262.85
1888747.37
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-07-01
5.000000
9135807.24
2245726.52
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1880604.62
972787.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-09-01
3.000000
6775312.50
2243688.98
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.500000
6187500.00
1705386.38
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-05-01
2.500000
8043750.00
1019424.66
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
7425000.00
2376221.51
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
3984072.47
1172384.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-08-01
5.000000
16799062.50
1884961.86
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.000000
6187500.00
1657056.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.000000
6712103.48
1864894.56
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
5018062.50
974279.42
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
4651814.48
909189.39
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-10-01
2.500000
7235191.63
1482959.36
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-10-01
2.500000
5692500.00
1865132.16
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-04-01
3.000000
3093750.00
1002376.86
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
5017443.75
1851296.29
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
4349324.31
1268675.72
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
4482843.75
2063167.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
4778553.04
1609929.34
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
4859043.75
2171005.65
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
7455209.85
1747834.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
4088027.42
2037595.73
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.500000
2572586.16
2279611.74
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.500000
1644581.19
1663317.56
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.500000
2622098.53
1608235.82
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1283586.98
1308681.62
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
1.000000
1800326.14
1658158.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.500000
2214024.86
2154845.14
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
2475000.00
1217295.34
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1457156.25
947421.96
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
1176862.50
990965.87
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
2587838.34
2291562.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
3193102.07
1168083.06
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
7571899.29
1791025.09
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
1198518.75
1053015.98
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
6156970.26
1178166.21
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.000000
5049274.11
1135974.26
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
8043750.00
1616072.29
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
14811275.53
1807364.42
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
4889166.98
1663461.11
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.000000
4778363.08
1322149.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
7956879.36
1860081.92
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
3036299.06
1100540.93
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
7952112.51
2141376.81
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1431677.98
1109967.58
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
3387656.25
1829238.47
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.500000
2872692.90
1764543.21
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
1461498.02
944856.62
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1379502.51
943459.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1975104.45
1002599.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
2534254.59
1054841.29
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1985143.67
1597168.86
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
2419319.31
1748348.66
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
1183916.25
1248607.18
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
1639568.70
1134717.58
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
4331250.00
1571595.92
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1920600.00
1504420.09
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
3006440.04
1052460.96
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
3712500.00
1994247.96
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2244949.99
1868931.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
2097832.28
1798718.01
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
1299375.00
941396.57
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
1332168.75
1041474.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
1882695.99
1667754.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.500000
1309155.58
1094203.07
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
3093750.00
2224706.96
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
1119045.26
1052160.24
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
1735953.24
1184054.23
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
1311518.59
1039978.91
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
4.000000
1187758.69
1089683.72
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
931955.68
965551.95
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
1445137.65
1388376.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1362814.20
1304524.24
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
1480377.94
1528784.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1857902.68
1777848.81
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1677984.41
1702617.47
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.000000
1239441.64
1204098.02
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
4.000000
883594.80
946177.65
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
1429909.59
1421536.67
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1623357.45
1705073.29
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
1068426.56
1132881.13
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
1896844.95
1984026.83
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
965876.79
1024370.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
1206933.75
1279612.74
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.500000
1424813.57
1229067.68
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1598533.20
1641376.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
939810.71
985757.85
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1631891.25
1728147.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1249780.95
1314246.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1972884.38
2018321.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
1012771.24
1039107.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
993486.66
1055071.46
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.500000
1419156.96
1363908.15
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1029365.49
1056858.41
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
736225.26
778502.59
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
847356.47
925570.18
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1226792.53
1314111.15
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1518823.97
1559456.66
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
1099121.51
1105341.81
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1052994.94
1088037.23
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
1.500000
2058153.69
1981001.76
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
2203981.93
2297159.49
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2210004.84
2271298.22
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
2290610.64
2377322.27
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
1418065.48
1421701.88
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
888750.84
911708.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.000000
1075634.38
1073538.68
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
960490.58
997189.88
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1835624.59
1943720.83
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
2352283.31
2363497.54
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1394136.56
1483403.01
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1932199.09
1937728.86
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1822194.62
1942660.91
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2025367.37
2159188.76
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1018611.00
1082352.15
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1513239.75
1562676.02
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1409352.24
1497085.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1005145.76
1033502.46
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1420717.44
1503944.89
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
1471019.34
1473490.63
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1902487.95
1989115.43
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
2097754.31
2233057.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
996532.14
1056839.23
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1507435.26
1556518.22
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
1048869.11
1056286.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1769976.45
1823635.07
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1285796.53
1359486.56
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1064904.02
1120246.26
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1929634.99
2018248.03
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1267895.48
1274805.68
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1848779.83
1909253.36
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2204720.72
2213416.63
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1397657.87
1445805.90
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1004204.64
1043612.83
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
880595.10
932266.29
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1867728.43
1953880.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1551779.21
1563672.21
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
937530.00
943072.76
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1233709.54
1267605.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1050687.00
1085056.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
2052132.64
2054599.59
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1928094.30
1986544.52
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1110302.33
1115413.20
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1859591.25
1868151.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1075851.56
1084097.03
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1645206.75
1656093.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
1560916.91
1569311.49
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
910022.23
977564.36
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1063909.69
1098711.90
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
907727.29
916477.65
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2268062.16
2270788.37
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
1537111.74
1545497.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1690722.00
1758967.65
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
1042804.13
1052249.96
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
1538391.94
1550182.22
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1397449.35
1450131.58
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
1793036.64
1801290.15
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-08-01
3.000000
1076222.81
1086164.89
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-10-01
2.000000
1316328.75
1339515.79
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
2.500000
3403125.00
2056272.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2034-10-01
2.500000
3130256.25
1520134.48
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2035-03-01
2.500000
3050811.84
1799084.93
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.500000
1573313.57
1596176.38
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.500000
950032.46
963745.82
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-09-01
2.000000
1295092.63
1325851.93
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.500000
1170708.41
1169701.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.000000
1251812.93
1285920.28
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1059307.43
1092880.18
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1097398.91
1130622.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
921951.73
953889.13
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1144429.48
1177968.21
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
2177648.55
2250567.62
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1014873.75
1049014.52
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1864895.79
1924026.02
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1252479.32
1289767.05
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
975769.99
983268.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1000813.28
1035492.36
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1384089.92
1432048.61
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1657600.93
1713110.85
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1146861.79
1186598.53
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
965834.10
998167.50
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1061778.09
1096751.08
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
2113202.03
2183969.08
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
962918.55
995165.94
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1478992.56
1527719.74
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
2276243.89
2288272.39
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
1674698.85
1732727.08
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
899724.38
929993.63
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
2230051.11
2303520.24
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1225378.69
1253228.63
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
920019.38
942298.71
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
3106125.00
997906.39
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
2784375.00
2115625.67
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
3261513.54
1404045.23
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
1478812.50
1338999.75
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-10-01
2.500000
2969897.91
1490510.59
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
2698712.78
1833992.33
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
5065314.58
1520997.02
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1986628.05
1095693.64
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
1677296.36
918767.64
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
309375000.00
309375000.00
0.0014
N
Y
Y
N
BNP PARIBAS
Joint Account I 0.050000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03F5D4779156BNP
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
2021-12-30
0.00
100.39
100.39
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
50.20
60.24
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
11224194.51
14135305.54
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
1068774.90
2509670.90
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
15058.82
25336.47
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
50.20
73.29
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
1733973.33
2865272.97
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
1435005.49
2073052.36
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
89672282.35
111759201.38
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
4113016.47
6486216.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
26814694.90
29700522.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
501.96
455.78
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
4595450.98
4700612.27
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
133187463.53
151553630.87
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
50196.08
62827.92
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
251030.59
313946.85
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
472696.47
504286.37
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
50.20
55.22
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
401.57
448.75
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
2897367.84
3035607.84
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1957797.65
2038942.12
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
9708072.16
12198570.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
100.39
106.42
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
3513725.49
3657892.14
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
25098.04
31748.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
10039215.69
9758443.42
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
0.750000
1003921.57
987110.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-10-31
1.375000
501.96
502.46
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
351372549.02
351372549.02
0.0016
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Joint Account I 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR03F5D4779156CRE
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
2025-04-30
2.875000
89968840.78
96059065.22
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
132271585.88
135780071.91
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
175684668.24
177417835.92
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
18478431.37
19561491.58
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
6436843.92
6381537.88
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
426666666.67
426666666.67
0.0019
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
Joint Account I 0.050000%
0000009631
TPR03F5D4779156THE
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
3.625000
14929317.65
19806592.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
34233072.94
43278916.77
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
25352633.73
31417092.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
29977098.04
30663087.18
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
5457518.43
6210094.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
6133709.80
7677228.67
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
501960.78
627768.22
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
893540.39
1040824.22
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
6048075.29
6264457.54
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
1197176.47
1281279.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
38650.98
41509.65
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
535090.20
676678.27
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
888420.39
931858.07
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
50.20
52.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
324718.43
341730.89
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
2509703.53
2930066.57
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
315231.37
337459.70
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
250980.39
259269.27
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
1772122.35
2213388.05
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
50.20
51.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
16974155.29
17432608.13
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
150.59
153.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
250.98
256.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
1505882.35
1865148.24
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
1757214.12
1834054.78
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
39497286.27
49429369.47
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
40464765.49
42257981.74
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
3189258.04
3683635.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
226032.94
285926.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
200.78
204.30
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
50.20
54.21
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
1.750000
278839.22
287838.87
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
2919905.88
2983401.41
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
100.39
102.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
1104.31
1130.92
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
2798732.55
2852580.39
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
150.59
153.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.750000
12548969.41
13003930.10
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
2509.80
2507.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
18512112.94
18684313.10
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
8429728.63
8398983.53
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
624188.24
624262.53
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
1455.69
1453.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
19576169.41
23412308.33
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-31
0.375000
2007843.14
1917695.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
50.20
47.69
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
100.39
97.38
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
7137882.35
7135708.86
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
2301941.96
2633663.75
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
9346058.04
9295089.95
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
50.20
50.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
552.16
531.07
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
348260.39
338775.84
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
35755168.63
35409049.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
16887767.84
16413090.13
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
652.55
642.51
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
168056.47
167474.70
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
61079090.20
62266183.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
50.20
49.19
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
2997408.63
2932970.42
U.S. Treasuries (including strips)
CASH
2021-11-30
0.00
29850809.53
29850809.53
Other Instrument
CASH COLLATERAL
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
501960784.31
501960784.31
0.0022
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
TPR03F5D5779156JP
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
2024-06-14
2.875000
45000.00
48000.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-08-28
0.125000
10000.00
9931.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
438412.00
117937.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2026-02-06
5.200000
650000.00
769636.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2027-10-25
5.700000
455000.00
570027.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-11-07
0.360000
50000000.00
50144000.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-08-13
1.950000
674000.00
654513.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2040-07-02
2.020000
1570000.00
1528154.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2028-08-23
1.180000
7945000.00
7856576.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2032-04-30
1.500000
1227000.00
1208909.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2029-12-17
1.470000
5000000.00
4925519.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2030-09-23
1.570000
39905000.00
39337509.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2031-06-16
1.550000
32000000.00
32032388.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-07-14
2.310000
8707000.00
8633989.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2031-04-22
1.600000
58250000.00
58386124.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-10-06
2.080000
19544000.00
19824359.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2026-10-07
1.000000
110420000.00
109695448.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-11-29
2.350000
24650000.00
24570363.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
10260000.00
8787392.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-06
0.00
850000.00
785647.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
7.250000
730000.00
1064532.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-10-16
0.125000
27000.00
26798.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
194499200.00
241024245.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
600000000.00
600000000.00
0.0027
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
TPR03F5D67791561JP
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
200.00
134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
6754200.00
4254977.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
2400.00
2719.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
3983600.00
3494015.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
200.00
178.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
7600000.00
7600000.00
0.0000
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR03F5D8779156CRE
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
2.000000
123931700.00
128999914.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
125632000.00
128999970.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
102442800.00
108447190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
126505900.00
128999964.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
132698900.00
128999978.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
130117900.00
128999915.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
126552300.00
123753091.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
860000000.00
860000000.00
0.0038
N
Y
Y
N
BANCO SANTANDER, S.A.
BANCO SANTANDER, S.A. 0.055000%
5493006QMFDDMYWIAM13
0000891478
TPR03F5D9779156YBA
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
2047-05-01
4.000000
46600117.00
19569840.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
1529936.00
573766.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
5895614.00
3335696.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
1428367.00
580353.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
12560681.00
4100556.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
18020000.00
4617438.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
86683900.00
23409080.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
14000000.00
4223352.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-02-01
3.000000
21415910.00
4915300.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
43135296.00
18384665.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
997793.00
469553.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
9831660.00
2847933.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
1004015.00
468653.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
45625280.00
15966371.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1844507.00
164357.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
38558720.00
15811881.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
2921296.00
1890128.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
6327912.00
3423761.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
650000.00
188482.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
13263656.00
5618380.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
824869.00
518782.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
550615.00
291184.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
1954105.00
1858995.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
2176990.00
2243957.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1013972.00
901294.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1025647.00
1088827.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2101200.00
2209241.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1847735.00
1962093.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1749754.00
1852318.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
1253023.00
1317347.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2172960.00
2284619.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
879968.00
898702.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
29497855.00
6174545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
5685107.00
2490694.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
3022578.00
818252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
4424694.00
367614.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
45709248.00
14697244.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
13761172.00
3024280.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
4002267.00
1265076.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.500000
7293945.00
2143196.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
8331952.00
2576764.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
6916438.00
3066210.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
5736616.00
2149968.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
13331235.00
2570240.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
22078778.00
3314028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
5252720.00
1432571.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
12788402.00
3914167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
46209500.00
13654076.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
30092341.00
10054210.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
10743488.00
4968217.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
43952320.00
20835959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
26492928.00
16709485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
7543560.00
4215830.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
18333659.00
6421253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1642120.00
436648.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
8067936.00
2759379.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
14617968.00
3594395.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
9120944.00
4837149.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
9622570.00
5085824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
1326324.00
1121806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
20130740.00
7688107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
13656816.00
8800348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
18420384.00
11746936.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-09-01
3.500000
4362368.00
2899173.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1467161.00
963994.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
4133877.00
2321387.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
38388900.00
22534683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
8067325.00
4067690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
5673600.00
2852206.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
27025408.00
16780402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
42000000.00
17930353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
23800000.00
12616801.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
7538800.00
6096547.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
13269080.00
11935576.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
24740269.00
23690706.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
16953460.00
18200970.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
10375286.00
11126339.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
8693575.00
9346364.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
26540883.00
3951331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
34820608.00
10653353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
7142390.00
661512.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F2
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
485000000.00
485000000.00
0.0022
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
TPR03F5DA779156FED
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
3.750000
12303168000.00
16300022738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
10256000000.00
11053867447.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
10143070000.00
10868441508.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
10051530000.00
10490078254.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
23225100.00
23716616.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
346427100.00
361966608.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
26315700.00
27577955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
260062100.00
263687733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
991905000.00
1010775858.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
10649610000.00
10898136595.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
691212800.00
644651999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
892527900.00
888281655.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
10840290000.00
10768482961.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
2925902000.00
2900418427.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
76500000000.00
76500000000.00
0.3413
N
Y
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.050000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR03F5DC7791561MU
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
32870000.00
24313249.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
1721600.00
2103668.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
972000.00
1193960.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
1103000.00
1253479.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
680000.00
824704.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
16175400.00
20216724.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
132000.00
164513.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
259300.00
310206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
50630600.00
64360699.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
610200.00
691190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
3620600.00
3810360.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
2000.00
1754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
55287000.00
62910918.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
6501900.00
6853115.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
2.000000
306500.00
314225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
9390700.00
10265683.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
6953400.00
4411599.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
200000000.00
200000000.00
0.0009
N
Y
Y
N
FIXED INCOME CLEARING CORPORATION
FIXED INCOME CLEARING CORPORATION 0.005000%
549300H47WTHXPU08X20
0001232861
TPR03F5DF779156GBN
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
2021-12-31
0.00
292688200.00
292657468.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
2067607200.00
2020600600.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0001
2267900000.00
2267900000.00
0.0101
N
Y
Y
N
Goldman Sachs Financial Square Funds - Government
2021-12-07
Peter W. Fortner
Peter W. Fortner
Assistant Treasurer