0001145549-19-024863.txt : 20190807
0001145549-19-024863.hdr.sgml : 20190807
20190807161426
ACCESSION NUMBER: 0001145549-19-024863
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190731
FILED AS OF DATE: 20190807
DATE AS OF CHANGE: 20190807
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 191005619
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000053802
Schwab Retirement Government Money Fund
C000169257
Schwab Retirement Government Money Fund
SNRXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2019-07-31
0000857156
549300I77JNLD629OV19
S000053802
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Exempt Government
N
35
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3173806.57
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5181118.64
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0.00
161135783.21
15325879.35
0.0221
Y
Investment Advisor and its affiliates Contractual 261,867
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.875000%
3130A8Y72
2549001DPIFGXC1TOL40
US3130A8Y728
U.S. Government Agency Debt
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0224
4874253.35
4874253.35
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.500000%
3130ACGC2
2549001DPIFGXC1TOL40
US3130ACGC27
U.S. Government Agency Debt
Y
2019-09-27
2019-09-27
2019-09-27
N
N
N
0.0210
5994273.42
5994273.42
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.405000%
3130ADN73
2549001DPIFGXC1TOL40
US3130ADN731
U.S. Government Agency Debt
Y
2019-08-07
2020-02-07
2020-02-07
N
N
N
0.0217
10496693.97
10496693.97
0.0054
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.289000%
3130AEWQ9
2549001DPIFGXC1TOL40
US3130AEWQ94
U.S. Government Agency Debt
Y
2019-08-10
2019-09-10
2019-09-10
N
N
N
0.0217
7999676.16
7999676.16
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.322000%
3130AEZZ6
2549001DPIFGXC1TOL40
US3130AEZZ66
U.S. Government Agency Debt
Y
2019-08-01
2019-10-01
2019-10-01
N
N
N
0.0221
24997227.25
24997227.25
0.0128
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.161000%
3130AF2J5
2549001DPIFGXC1TOL40
US3130AF2J53
U.S. Government Agency Debt
Y
2019-08-27
2019-09-27
2019-09-27
N
N
N
0.0221
6999279.70
6999279.70
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.297000%
3130AF4H7
2549001DPIFGXC1TOL40
US3130AF4H79
U.S. Government Agency Debt
Y
2019-08-09
2019-10-09
2019-10-09
N
N
N
0.0221
7999128.72
7999128.72
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.247000%
3130AF7K7
2549001DPIFGXC1TOL40
US3130AF7K71
U.S. Government Agency Debt
Y
2019-08-20
2020-04-20
2020-04-20
N
N
N
0.0224
17994623.76
17994623.76
0.0092
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.262000%
3130AFC96
2549001DPIFGXC1TOL40
US3130AFC960
U.S. Government Agency Debt
Y
2019-08-26
2020-10-26
2020-10-26
N
N
N
0.0223
11248628.51
11248628.51
0.0058
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.385000%
3130AFEN3
2549001DPIFGXC1TOL40
US3130AFEN31
U.S. Government Agency Debt
Y
2019-08-08
2020-05-08
2020-05-08
N
N
N
0.0218
4072205.41
4072205.41
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.450000%
3130AFK22
2549001DPIFGXC1TOL40
US3130AFK229
U.S. Government Agency Debt
Y
2019-08-01
2019-09-10
2019-09-10
N
N
N
0.0244
5000029.75
5000029.75
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.425000%
3130AFWY9
2549001DPIFGXC1TOL40
US3130AFWY93
U.S. Government Agency Debt
Y
2019-08-01
2020-02-21
2020-02-21
N
N
N
0.0242
17000518.50
17000518.50
0.0087
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.387000%
3130AFYX9
2549001DPIFGXC1TOL40
US3130AFYX92
U.S. Government Agency Debt
Y
2019-08-01
2020-06-01
2020-06-01
N
N
N
0.0225
14995521.30
14995521.30
0.0077
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.325000%
3130AFZN0
2549001DPIFGXC1TOL40
US3130AFZN02
U.S. Government Agency Debt
Y
2019-08-08
2019-09-06
2019-09-06
N
N
N
0.0221
4999902.80
4999902.80
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.420000%
3130AG2E4
2549001DPIFGXC1TOL40
US3130AG2E49
U.S. Government Agency Debt
Y
2019-08-01
2019-12-06
2019-12-06
N
N
N
0.0241
4500044.78
4500044.78
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.505000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2019-08-01
2021-03-12
2021-03-12
N
N
N
0.0246
9005794.74
9005794.74
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.580000%
3130AG3Z6
2549001DPIFGXC1TOL40
US3130AG3Z68
U.S. Government Agency Debt
Y
2020-03-20
2020-03-20
2020-03-20
N
N
N
0.0230
6002098.80
6002098.80
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.455000%
3130AG5G6
2549001DPIFGXC1TOL40
US3130AG5G69
U.S. Government Agency Debt
Y
2019-08-01
2020-03-27
2020-03-27
N
N
N
0.0242
14002863.70
14002863.70
0.0072
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.495000%
3130AGA70
2549001DPIFGXC1TOL40
US3130AGA707
U.S. Government Agency Debt
Y
2019-08-01
2020-10-01
2020-10-01
N
N
N
0.0244
7504321.80
7504321.80
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.420000%
3130AGAF2
2549001DPIFGXC1TOL40
US3130AGAF26
U.S. Government Agency Debt
Y
2019-08-01
2019-10-09
2019-10-09
N
N
N
0.0245
10999408.53
10999408.53
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.168000%
3130AGAS4
2549001DPIFGXC1TOL40
US3130AGAS47
U.S. Government Agency Debt
Y
2019-10-13
2020-04-13
2020-04-13
N
N
N
0.0217
8997472.44
8997472.44
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.450000%
3130AGB38
2549001DPIFGXC1TOL40
US3130AGB382
U.S. Government Agency Debt
Y
2019-09-16
2019-09-16
2019-09-16
N
N
N
0.0218
18005708.70
18005708.70
0.0092
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.420000%
3130AGBU8
2549001DPIFGXC1TOL40
US3130AGBU83
U.S. Government Agency Debt
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0222
22002037.42
22002037.42
0.0112
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.257000%
3130AGCE3
2549001DPIFGXC1TOL40
US3130AGCE33
U.S. Government Agency Debt
Y
2019-08-26
2020-10-26
2020-10-26
N
N
N
0.0224
9497533.80
9497533.80
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.382000%
3130AGDN2
2549001DPIFGXC1TOL40
US3130AGDN23
U.S. Government Agency Debt
Y
2019-08-01
2020-07-01
2020-07-01
N
N
N
0.0225
11745303.64
11745303.64
0.0060
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.425000%
3130AGEU5
2549001DPIFGXC1TOL40
US3130AGEU56
U.S. Government Agency Debt
Y
2019-08-01
2020-05-08
2020-05-08
N
N
N
0.0243
4999890.65
4999890.65
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.442000%
3130AGFR1
2549001DPIFGXC1TOL40
US3130AGFR19
U.S. Government Agency Debt
Y
2019-08-12
2019-11-12
2019-11-12
N
N
N
0.0207
20754550.68
20754550.68
0.0106
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.257000%
3130AGGH2
2549001DPIFGXC1TOL40
US3130AGGH28
U.S. Government Agency Debt
Y
2019-08-20
2020-05-20
2020-05-20
N
N
N
0.0224
8997502.95
8997502.95
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.410000%
3130AGGX7
2549001DPIFGXC1TOL40
US3130AGGX77
U.S. Government Agency Debt
Y
2019-08-01
2020-02-21
2020-02-21
N
N
N
0.0242
6499651.34
6499651.34
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.510000%
3130AGHC2
2549001DPIFGXC1TOL40
US3130AGHC22
U.S. Government Agency Debt
Y
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0207
9002937.78
9002937.78
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.373000%
3130AGJR7
2549001DPIFGXC1TOL40
US3130AGJR72
U.S. Government Agency Debt
Y
2019-08-03
2020-06-03
2020-06-03
N
N
N
0.0225
10746749.74
10746749.74
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.430000%
3130AGKE4
2549001DPIFGXC1TOL40
US3130AGKE41
U.S. Government Agency Debt
Y
2019-08-01
2020-08-25
2020-08-25
N
N
N
0.0242
4000616.12
4000616.12
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.400000%
3130AGM36
2549001DPIFGXC1TOL40
US3130AGM363
U.S. Government Agency Debt
Y
2020-06-17
2020-06-17
2020-06-17
N
N
N
0.0242
9998281.80
9998281.80
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.465000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2019-08-01
2021-06-11
2021-06-11
N
N
N
0.0248
6998637.80
6998637.80
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.435000%
3130AGPJ8
2549001DPIFGXC1TOL40
US3130AGPJ82
U.S. Government Agency Debt
Y
2019-08-01
2020-09-28
2020-09-28
N
N
N
0.0244
5699325.46
5699325.46
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.465000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2019-08-01
2021-07-08
2021-07-08
N
N
N
0.0248
10747221.02
10747221.02
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.070000%
3130AGS55
2549001DPIFGXC1TOL40
US3130AGS550
U.S. Government Agency Debt
Y
2020-01-15
2020-01-15
2020-01-15
N
N
N
0.0204
18002550.78
18002550.78
0.0092
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.200000%
3130AGS63
2549001DPIFGXC1TOL40
US3130AGS634
U.S. Government Agency Debt
Y
2020-07-22
2020-07-22
2020-07-22
N
N
N
0.0225
7995951.52
7995951.52
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.200000%
3130AGT70
2549001DPIFGXC1TOL40
US3130AGT707
U.S. Government Agency Debt
Y
2020-07-29
2020-07-29
2020-07-29
N
N
N
0.0223
6998276.60
6998276.60
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312KH2
US313312KH25
U.S. Government Agency Debt
Y
2019-08-12
2019-08-12
2019-08-12
N
N
N
0.0212
799489.11
799489.11
0.0004
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312LN8
US313312LN83
U.S. Government Agency Debt
Y
2019-09-10
2019-09-10
2019-09-10
N
N
N
0.0214
99765.56
99765.56
0.0001
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312NV8
US313312NV81
U.S. Government Agency Debt
Y
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0211
497268.75
497268.75
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312PU8
US313312PU80
U.S. Government Agency Debt
Y
2019-11-27
2019-11-27
2019-11-27
N
N
N
0.0211
595929.00
595929.00
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312PZ7
US313312PZ77
U.S. Government Agency Debt
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0208
1986060.00
1986060.00
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312QD5
US313312QD56
U.S. Government Agency Debt
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0208
3971213.32
3971213.32
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.375000%
313380FB8
2549001DPIFGXC1TOL40
US313380FB82
U.S. Government Agency Debt
Y
2019-09-13
2019-09-13
2019-09-13
N
N
N
0.0219
9670700.23
9670700.23
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JW0
2549001DPIFGXC1TOL40
US313384JW06
U.S. Government Agency Debt
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0000
500000.00
500000.00
0.0003
N
Y
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JX8
2549001DPIFGXC1TOL40
US313384JX88
U.S. Government Agency Debt
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0212
1399918.71
1399918.71
0.0007
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KA6
2549001DPIFGXC1TOL40
US313384KA66
U.S. Government Agency Debt
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0212
99976.78
99976.78
0.0001
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KB4
2549001DPIFGXC1TOL40
US313384KB40
U.S. Government Agency Debt
Y
2019-08-06
2019-08-06
2019-08-06
N
N
N
0.0212
499854.86
499854.86
0.0003
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KK4
2549001DPIFGXC1TOL40
US313384KK49
U.S. Government Agency Debt
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0212
17986415.04
17986415.04
0.0092
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KM0
2549001DPIFGXC1TOL40
US313384KM05
U.S. Government Agency Debt
Y
2019-08-16
2019-08-16
2019-08-16
N
N
N
0.0212
35968650.12
35968650.12
0.0184
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KQ1
2549001DPIFGXC1TOL40
US313384KQ19
U.S. Government Agency Debt
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0212
3995820.00
3995820.00
0.0020
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KR9
2549001DPIFGXC1TOL40
US313384KR91
U.S. Government Agency Debt
Y
2019-08-20
2019-08-20
2019-08-20
N
N
N
0.0212
339624.96
339624.96
0.0002
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KS7
2549001DPIFGXC1TOL40
US313384KS74
U.S. Government Agency Debt
Y
2019-08-21
2019-08-21
2019-08-21
N
N
N
0.0212
19976777.80
19976777.80
0.0102
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KU2
2549001DPIFGXC1TOL40
US313384KU21
U.S. Government Agency Debt
Y
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0212
699105.95
699105.95
0.0004
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KZ1
2549001DPIFGXC1TOL40
US313384KZ18
U.S. Government Agency Debt
Y
2019-08-28
2019-08-28
2019-08-28
N
N
N
0.0212
345457.65
345457.65
0.0002
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LA5
2549001DPIFGXC1TOL40
US313384LA57
U.S. Government Agency Debt
Y
2019-08-29
2019-08-29
2019-08-29
N
N
N
0.0212
3494310.54
3494310.54
0.0018
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LP2
2549001DPIFGXC1TOL40
US313384LP27
U.S. Government Agency Debt
Y
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0214
997596.94
997596.94
0.0005
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LR8
2549001DPIFGXC1TOL40
US313384LR82
U.S. Government Agency Debt
Y
2019-09-13
2019-09-13
2019-09-13
N
N
N
0.0214
2194455.38
2194455.38
0.0011
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LY3
2549001DPIFGXC1TOL40
US313384LY34
U.S. Government Agency Debt
Y
2019-09-20
2019-09-20
2019-09-20
N
N
N
0.0215
498534.72
498534.72
0.0003
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MD8
2549001DPIFGXC1TOL40
US313384MD87
U.S. Government Agency Debt
Y
2019-09-25
2019-09-25
2019-09-25
N
N
N
0.0215
51932049.92
51932049.92
0.0265
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ME6
2549001DPIFGXC1TOL40
US313384ME60
U.S. Government Agency Debt
Y
2019-09-26
2019-09-26
2019-09-26
N
N
N
0.0215
149507.67
149507.67
0.0001
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MF3
2549001DPIFGXC1TOL40
US313384MF36
U.S. Government Agency Debt
Y
2019-09-27
2019-09-27
2019-09-27
N
N
N
0.0215
13953228.38
13953228.38
0.0071
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MK2
2549001DPIFGXC1TOL40
US313384MK21
U.S. Government Agency Debt
Y
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0213
13950420.54
13950420.54
0.0071
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MR7
2549001DPIFGXC1TOL40
US313384MR73
U.S. Government Agency Debt
Y
2019-10-07
2019-10-07
2019-10-07
N
N
N
0.0213
199222.06
199222.06
0.0001
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384NK1
2549001DPIFGXC1TOL40
US313384NK12
U.S. Government Agency Debt
Y
2019-10-25
2019-10-25
2019-10-25
N
N
N
0.0213
99506.53
99506.53
0.0001
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384NZ8
2549001DPIFGXC1TOL40
US313384NZ80
U.S. Government Agency Debt
Y
2019-11-08
2019-11-08
2019-11-08
N
N
N
0.0211
745730.63
745730.63
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384PE3
2549001DPIFGXC1TOL40
US313384PE34
U.S. Government Agency Debt
Y
2019-11-13
2019-11-13
2019-11-13
N
N
N
0.0211
853863.18
853863.18
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384PM5
2549001DPIFGXC1TOL40
US313384PM59
U.S. Government Agency Debt
Y
2019-11-20
2019-11-20
2019-11-20
N
N
N
0.0211
2434362.88
2434362.88
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384QC6
2549001DPIFGXC1TOL40
US313384QC68
U.S. Government Agency Debt
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0208
8836454.00
8836454.00
0.0045
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384QK8
2549001DPIFGXC1TOL40
US313384QK84
U.S. Government Agency Debt
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0208
17864339.94
17864339.94
0.0091
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384QL6
2549001DPIFGXC1TOL40
US313384QL67
U.S. Government Agency Debt
Y
2019-12-13
2019-12-13
2019-12-13
N
N
N
0.0208
5458236.69
5458236.69
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384RN1
2549001DPIFGXC1TOL40
US313384RN15
U.S. Government Agency Debt
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0207
5946133.32
5946133.32
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SE0
2549001DPIFGXC1TOL40
US313384SE07
U.S. Government Agency Debt
Y
2020-01-24
2020-01-24
2020-01-24
N
N
N
0.0207
745563.70
745563.70
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384WG0
2549001DPIFGXC1TOL40
US313384WG09
U.S. Government Agency Debt
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0201
535884.73
535884.73
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384YG8
2549001DPIFGXC1TOL40
US313384YG80
U.S. Government Agency Debt
Y
2020-06-18
2020-06-18
2020-06-18
N
N
N
0.0200
982558.33
982558.33
0.0005
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
313396MU4
S6XOOCT0IEG5ABCC6L87
US313396MU41
U.S. Government Agency Debt
Y
2019-10-10
2019-10-10
2019-10-10
N
N
N
0.0213
497968.06
497968.06
0.0003
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
313396PL1
S6XOOCT0IEG5ABCC6L87
US313396PL15
U.S. Government Agency Debt
Y
2019-11-19
2019-11-19
2019-11-19
N
N
N
0.0211
5962050.00
5962050.00
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.321500%
3133EHAE3
US3133EHAE37
U.S. Government Agency Debt
Y
2019-08-21
2020-02-21
2020-02-21
N
N
N
0.0222
9902752.60
9902752.60
0.0051
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.300800%
3133EKDA1
US3133EKDA17
U.S. Government Agency Debt
Y
2019-09-12
2020-03-12
2020-03-12
N
N
N
0.0215
4999526.05
4999526.05
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.251100%
3133EKFD3
US3133EKFD38
U.S. Government Agency Debt
Y
2019-08-29
2020-06-29
2020-06-29
N
N
N
0.0224
9999147.30
9999147.30
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.495000%
3133EKHC3
2549001DPIFGXC1TOL40
US3133EKHC37
U.S. Government Agency Debt
Y
2019-08-01
2021-01-15
2021-01-15
N
N
N
0.0251
4648960.45
4648960.45
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.490000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2019-08-01
2021-05-07
2021-05-07
N
N
N
0.0242
2252944.96
2252944.96
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.295400%
3133EKRK4
US3133EKRK43
U.S. Government Agency Debt
Y
2019-08-18
2020-06-18
2020-06-18
N
N
N
0.0224
10697811.32
10697811.32
0.0055
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.408000%
3133EKTJ5
US3133EKTJ51
U.S. Government Agency Debt
Y
2019-08-02
2020-07-02
2020-07-02
N
N
N
0.0224
6999379.80
6999379.80
0.0036
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.250000%
3134GBDN9
S6XOOCT0IEG5ABCC6L87
US3134GBDN93
U.S. Government Agency Debt
Y
2020-04-20
2020-04-20
2020-04-20
N
N
N
0.0211
1501487.43
1501487.43
0.0008
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.420000%
3134GTCC5
S6XOOCT0IEG5ABCC6L87
US3134GTCC55
U.S. Government Agency Debt
Y
2019-08-01
2019-10-01
2019-10-01
N
N
N
0.0245
14999234.85
14999234.85
0.0077
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.520000%
3134GTHC0
S6XOOCT0IEG5ABCC6L87
US3134GTHC01
U.S. Government Agency Debt
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0236
5501645.82
5501645.82
0.0028
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.495000%
3134GTRX3
S6XOOCT0IEG5ABCC6L87
US3134GTRX38
U.S. Government Agency Debt
Y
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0247
9000118.98
9000118.98
0.0046
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.440000%
3134GTSQ7
S6XOOCT0IEG5ABCC6L87
US3134GTSQ77
U.S. Government Agency Debt
Y
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0235
7200597.82
7200597.82
0.0037
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625000%
3135G0A78
B1V7KEBTPIMZEU4LTD58
US3135G0A781
U.S. Government Agency Debt
Y
2020-01-21
2020-01-21
2020-01-21
N
N
N
0.0212
3791104.20
3791104.20
0.0019
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000%
3135G0N33
B1V7KEBTPIMZEU4LTD58
US3135G0N339
U.S. Government Agency Debt
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0231
3999839.28
3999839.28
0.0020
N
N
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465000%
3135G0V67
B1V7KEBTPIMZEU4LTD58
US3135G0V670
U.S. Government Agency Debt
Y
2019-08-01
2020-10-30
2020-10-30
N
N
N
0.0243
9754305.80
9754305.80
0.0050
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.250000%
3137EADM8
S6XOOCT0IEG5ABCC6L87
US3137EADM86
U.S. Government Agency Debt
Y
2019-10-02
2019-10-02
2019-10-02
N
N
N
0.0217
22165209.27
22165209.27
0.0113
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.500000%
3137EAEE5
S6XOOCT0IEG5ABCC6L87
US3137EAEE51
U.S. Government Agency Debt
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0211
7161801.77
7161801.77
0.0037
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
9128283N8
254900HROIFWPRGM1V77
US9128283N82
U.S. Treasury Debt
Y
2019-12-31
2019-12-31
2019-12-31
N
N
N
0.0211
15984375.04
15984375.04
0.0082
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828G95
254900HROIFWPRGM1V77
US912828G955
U.S. Treasury Debt
Y
2019-12-31
2019-12-31
2019-12-31
N
N
N
0.0218
6185710.92
6185710.92
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.250000%
912828H52
254900HROIFWPRGM1V77
US912828H524
U.S. Treasury Debt
Y
2020-01-31
2020-01-31
2020-01-31
N
N
N
0.0218
16921972.72
16921972.72
0.0087
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 3.625000%
912828MP2
254900HROIFWPRGM1V77
US912828MP29
U.S. Treasury Debt
Y
2020-02-15
2020-02-15
2020-02-15
N
N
N
0.0222
25187011.75
25187011.75
0.0129
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.125000%
912828UF5
254900HROIFWPRGM1V77
US912828UF54
U.S. Treasury Debt
Y
2019-12-31
2019-12-31
2019-12-31
N
N
N
0.0218
9956640.60
9956640.60
0.0051
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.375000%
912828V31
254900HROIFWPRGM1V77
US912828V319
U.S. Treasury Debt
Y
2020-01-15
2020-01-15
2020-01-15
N
N
N
0.0219
43839297.04
43839297.04
0.0224
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K7KL8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FH
549300M8ZYFG0OCMTT87
2049-07-20
2.780000
3570.00
3559.40
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-07-15
6.500000
724.00
16.96
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
7532.00
3122.34
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
10676480.00
9072754.64
Agency Collateralized Mortgage Obligation
GNRM 2018-55 CL
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
4929104.00
4982208.52
Agency Collateralized Mortgage Obligation
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
5421.00
5541.39
Agency Mortgage-Backed Securities
03.000 FGPC Q46272 G
2047-02-01
3.000000
210156.00
181236.89
Agency Mortgage-Backed Securities
04.000 FGPC Q45634 G
2047-01-01
4.000000
44338.00
34429.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
19377.00
19558.02
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
109244.00
106497.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3389
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
6585.00
6661.26
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
78775.00
32888.23
Agency Mortgage-Backed Securities
GNII SF BO5391 C
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
10725.00
11310.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3733
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.350000
40213.00
14049.78
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
Y
Royal Bank of Canada
1.0000
1
N
N
N
0.0240
14000000.00
14000000.00
0.0072
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.400000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0KGU78
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
11356766.00
1856701.19
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
1000.00
1027.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.130000
100.00
100.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.380000
5029700.00
5014851.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.380000
4487000.00
4471706.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
2069800.00
2080590.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-23
0.00
6099700.00
6012657.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
300.00
399.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
2.250000
100.00
101.52
U.S. Treasuries (including strips)
Y
2019-08-07
2019-08-07
2019-08-08
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0240
19000000.00
19000000.00
0.0097
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.330000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0KI5N7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FH
549300M8ZYFG0OCMTT87
2049-07-20
2.780000
1577.00
1572.32
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.770000
10215966.00
10187516.24
Agency Collateralized Mortgage Obligation
GNRM 2016-172 GA
549300M8ZYFG0OCMTT87
2044-10-20
3.000000
1000.00
766.81
Agency Collateralized Mortgage Obligation
GNRA 2019-023 CF
549300M8ZYFG0OCMTT87
2049-02-20
2.720000
12702489.00
12470174.14
Agency Collateralized Mortgage Obligation
04.500 FGPC G67715 G
2048-08-01
4.500000
27143.00
26746.83
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
72604.00
70778.64
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB7470
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
10234411.00
5004762.41
Agency Mortgage-Backed Securities
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
101780.00
104040.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3733
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.350000
3549.00
1239.96
Agency Mortgage-Backed Securities
Y
2019-08-07
2019-08-07
2019-08-12
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0233
27000000.00
27000000.00
0.0138
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.280000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0KKTZ9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.380000
6774300.00
7154106.16
U.S. Treasuries (including strips)
Y
2019-08-07
2019-08-07
2019-08-19
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
7
N
N
N
0.0228
7000000.00
7000000.00
0.0036
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.250000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0KL872
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FH
549300M8ZYFG0OCMTT87
2049-07-20
2.780000
14847.00
14802.92
Agency Collateralized Mortgage Obligation
GNRA 2018-146 F
549300M8ZYFG0OCMTT87
2048-10-20
2.620000
2413561.00
2193907.57
Agency Collateralized Mortgage Obligation
FNRM CL094HA R13F094
2040-01-25
4.000000
78152.00
27857.43
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
10152817.00
8183982.78
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
2.570000
4374460.00
3747376.68
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.620000
91893.00
79675.04
Agency Collateralized Mortgage Obligation
FNRM CL078VB R18F078
2029-12-25
4.000000
829223.00
813990.28
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
652771.00
241645.78
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
5112934.00
2059679.93
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.120000
21960461.00
649079.77
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
3448074.00
1429376.12
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.720000
114010.00
103615.43
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-01-15
2.880000
1681177.00
324379.85
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
2939725.00
2498145.80
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-12-15
4.000000
668442.00
666479.54
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-05-15
4.770000
3577331.00
2980739.69
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
9488661.00
4170344.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3776
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
11607539.00
9272505.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9802
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
476128.00
486915.54
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
178191.00
170694.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7650
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
302583.00
294974.39
Agency Mortgage-Backed Securities
03.500 FGPC Q54334 G
2048-02-01
3.500000
72656.00
67998.37
Agency Mortgage-Backed Securities
03.000 FGPC Q46272 G
2047-02-01
3.000000
1810813.00
1561630.97
Agency Mortgage-Backed Securities
04.000 FGPC Q45634 G
2047-01-01
4.000000
232798.00
180771.33
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
2048-03-01
3.500000
1388892.00
1288369.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
42065.00
42545.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
10560918.00
10889215.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3389
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
23351.00
23621.41
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
162327.00
67770.83
Agency Mortgage-Backed Securities
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
133258.00
136217.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
699501.00
657923.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8312
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
201579.00
186785.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
716953.00
691374.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
10176.00
10271.07
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
189110.00
184355.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9922
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
7728735.00
6924743.60
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.660000
3651797.00
2277476.36
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
525337.00
485885.39
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
81236.00
69730.22
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
309541.00
293112.82
Agency Mortgage-Backed Securities
04.000 FGPC V85216 G
2049-03-01
4.000000
2018870.00
2078273.71
Agency Mortgage-Backed Securities
GNII SF BB4828 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
811883.00
823729.67
Agency Mortgage-Backed Securities
GNMI SF BK9379 X
549300M8ZYFG0OCMTT87
2049-01-15
5.000000
608343.00
652892.73
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5945
2048-11-01
4.500000
54144.00
53706.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3827
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
6462855.00
6851506.04
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0046
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.590000
450082.00
489595.00
Agency Mortgage-Backed Securities
Y
2019-08-07
2019-08-07
2019-08-22
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0225
75000000.00
75000000.00
0.0383
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.430000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0KMG48
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
24154658.00
18779715.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0711
2048-10-01
3.500000
64618879.00
60567758.45
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0243
77000000.00
77000000.00
0.0394
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.430000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0KMG97
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIBN7573
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
16378892.00
16932356.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7662
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5365760.00
5507643.81
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0243
22000000.00
22000000.00
0.0112
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.420000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0KMST0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
79345342.00
61689260.22
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA0745
2049-01-01
4.000000
43387453.00
43420176.86
Agency Mortgage-Backed Securities
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0242
102000000.00
102000000.00
0.0521
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.420000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0KMT51
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CIAL6960
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
270654.00
5624.16
Agency Mortgage-Backed Securities
03.000 FGPC G15264 G
2029-12-01
3.000000
14746000.00
7037008.13
Agency Mortgage-Backed Securities
FNMS 06.000 CL888268
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.000000
345022.00
7135.48
Agency Mortgage-Backed Securities
05.500 FGPC G12922 G
2022-12-01
5.500000
702386.00
14085.62
Agency Mortgage-Backed Securities
FNMS 06.000 CT255133
B1V7KEBTPIMZEU4LTD58
2024-02-01
6.000000
542323.00
10614.84
Agency Mortgage-Backed Securities
FNMS 05.000 CI787197
B1V7KEBTPIMZEU4LTD58
2020-12-01
5.000000
590000.00
12187.38
Agency Mortgage-Backed Securities
FNMS 04.500 CI829080
B1V7KEBTPIMZEU4LTD58
2020-09-01
4.500000
4199376.00
10941.31
Agency Mortgage-Backed Securities
FNMS 04.000 CI962651
B1V7KEBTPIMZEU4LTD58
2023-04-01
4.000000
331175.00
6595.70
Agency Mortgage-Backed Securities
FNMS 07.000 CL535030
B1V7KEBTPIMZEU4LTD58
2029-12-01
7.000000
5785224.00
12060.07
Agency Mortgage-Backed Securities
06.000 FGPC C01491 G
2033-02-01
6.000000
922000.00
18502.68
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI8340
2038-12-01
5.500000
289983.00
5244.63
Agency Mortgage-Backed Securities
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0242
7000000.00
7000000.00
0.0036
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.390000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0KMTH5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FH
549300M8ZYFG0OCMTT87
2049-07-20
2.780000
3235.00
3225.39
Agency Collateralized Mortgage Obligation
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
2946691.00
2822721.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
2324010.00
2093516.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6378.00
5998.90
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.770000
9176.00
10064.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
7824.00
7254.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
3082.00
2760.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3389
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1882.00
1903.79
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
19106.00
7976.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
6369.00
5757.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3903.00
3843.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5160.00
5208.21
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
5336800.00
5202625.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
51996.00
52589.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8105
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1487.00
1501.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
3913.00
3624.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3733
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.350000
17609.00
6152.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3827
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
64202.00
68062.86
Agency Mortgage-Backed Securities
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0239
10000000.00
10000000.00
0.0051
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0KN1X8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAL3108
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
34982153.00
16487370.33
Agency Mortgage-Backed Securities
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0230
16000000.00
16000000.00
0.0082
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.300000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0KN2N9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA3660
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
16929640.00
17340000.46
Agency Mortgage-Backed Securities
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0230
17000000.00
17000000.00
0.0087
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.240000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0KNFX3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G07247 G
2042-12-01
3.500000
59586725.00
25500000.34
Agency Mortgage-Backed Securities
Y
2019-08-06
2019-08-06
2019-08-06
N
N
N
0.0224
25000000.00
25000000.00
0.0128
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 2.560000%
549300HN4UKV1E2R3U73
0001675365
ARP0KNRU6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLSD8003
2049-07-01
4.000000
19912108.00
20600000.88
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0260
20000000.00
20000000.00
0.0102
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.550000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0KNS68
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CLBD3621
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.500000
2506.00
2715.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN7048
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.300000
1005.00
1026.38
Agency Mortgage-Backed Securities
FMAR 2B7521 G
2049-07-01
3.310000
1344.00
1372.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8003
2049-07-01
4.000000
567759.00
587373.06
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL6209
B1V7KEBTPIMZEU4LTD58
2021-07-01
4.260000
1617.00
466.66
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAM1005
B1V7KEBTPIMZEU4LTD58
2019-10-01
1.900000
1021.00
1018.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO1971
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.300000
1007.00
1053.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB5901
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.500000
1272228.00
406220.10
Agency Mortgage-Backed Securities
GNII SF 584830 C
549300M8ZYFG0OCMTT87
2032-03-20
6.100000
291679.00
29802.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7847
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
1859.00
1463.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5298
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
3495.00
3392.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO0257
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
1000.00
1074.29
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO1823
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
999836.00
1021696.08
Agency Mortgage-Backed Securities
03.000 FGPC E02928 G
2026-07-01
3.000000
3813.00
399.73
Agency Mortgage-Backed Securities
GNII SF BN9128 C
549300M8ZYFG0OCMTT87
2049-07-20
5.000000
1000.00
1072.09
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0259
2000000.00
2000000.00
0.0010
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0KNSB7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.130000
100.00
111.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
52441800.00
53897032.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.130000
18132900.00
18360220.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
16275000.00
16282513.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.380000
9400.00
9367.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.630000
31632200.00
31819272.83
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0257
118000000.00
118000000.00
0.0603
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.550000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0KNSC5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
2.970000
1103.00
1051.39
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2036-06-02
3.130000
799000.00
774624.73
Agency Debentures and Agency Strips
04.500 FGPC V84653 G
2048-09-01
4.500000
6366026.00
6390935.07
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.00
100.00
99.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.130000
2444200.00
2742458.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.380000
100.00
99.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
1.380000
2206600.00
2188505.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.380000
2253000.00
2245321.02
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0259
14000000.00
14000000.00
0.0072
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.560000%
ZBUT11V806EZRVTWT807
0000782124
ARP0KNSG6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBE4279
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
73554.00
60638.75
Agency Mortgage-Backed Securities
GNII SF AX3362 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
38062.00
37986.39
Agency Mortgage-Backed Securities
GNII SF 003952 M
549300M8ZYFG0OCMTT87
2037-02-20
5.000000
412273.00
11384.73
Agency Mortgage-Backed Securities
GNII SF MA2891 M
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
800000.00
441635.67
Agency Mortgage-Backed Securities
GNII SF BH5718 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1424706.00
1503122.97
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK0863
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
11646400.00
11309584.72
Agency Mortgage-Backed Securities
GNII SF BO2747 C
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
2065008.00
2157376.73
Agency Mortgage-Backed Securities
GNII SF BO4661 C
549300M8ZYFG0OCMTT87
2049-07-20
5.000000
1616552.00
1733098.57
Agency Mortgage-Backed Securities
GNII SF AX5655 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
2994476.00
2336681.90
Agency Mortgage-Backed Securities
GNII SF BH9931 C
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
1494842.00
1373872.45
Agency Mortgage-Backed Securities
GNII SF BL7731 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
125966.00
132424.55
Agency Mortgage-Backed Securities
GNII SF BM4063 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
343551.00
364567.32
Agency Mortgage-Backed Securities
GNII SF BM9638 C
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
852802.00
907702.43
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP3657
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
5823208.00
2143297.27
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK3774
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1063158.00
1049539.95
Agency Mortgage-Backed Securities
GNMI SF 774031 X
549300M8ZYFG0OCMTT87
2047-08-15
3.000000
198824.00
187085.60
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0260
25000000.00
25000000.00
0.0128
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.560000%
ZBUT11V806EZRVTWT807
0000782124
ARP0KNSW1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LA745700
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.650000
6364980.00
241887.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779324
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.310000
749997.00
21852.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0732
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.710000
1120490.00
1153963.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LB887777
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.830000
37903360.00
1924151.38
Agency Mortgage-Backed Securities
FMAR 1B8889 G
2041-10-01
4.710000
40322752.00
2446775.07
Agency Mortgage-Backed Securities
FMAR 2B4963 G
2045-11-01
4.120000
592140.00
373773.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0741
2046-05-01
3.000000
75993856.00
76951972.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HY466551
B1V7KEBTPIMZEU4LTD58
2021-07-01
3.750000
1074970.00
947358.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1671
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.070000
1499990.00
308187.39
Agency Mortgage-Backed Securities
FNAR XX.XXX JUAL7034
B1V7KEBTPIMZEU4LTD58
2022-06-01
6.050000
9400000.00
4520508.93
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888710
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.770000
4250000.00
320271.14
Agency Mortgage-Backed Securities
FNAR XX.XXX S1906236
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.750000
800000.00
20235.48
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3840
B1V7KEBTPIMZEU4LTD58
2026-12-01
2.590000
38064800.00
38519953.50
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4787
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.110000
35500000.00
37049109.14
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0260
160000000.00
160000000.00
0.0818
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.540000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0KNSX9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.880000
6647900.00
7140014.95
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0258
7000000.00
7000000.00
0.0036
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.540000%
549300QJJX6CVVUXLE15
0001317808
ARP0KNSY7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1348.00
1197.33
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
1113.00
1024.23
Agency Mortgage-Backed Securities
GNII SF MA5931 M
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1000.00
1038.08
Agency Mortgage-Backed Securities
GNMI SP 783641 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
51742358.00
8812921.02
Agency Mortgage-Backed Securities
GNMI SP 782680 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
1000.00
86.52
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
26321.00
5335.87
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
3936033.00
2506415.37
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
8766976.00
7208258.46
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
100.00
109.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.380000
4900.00
4915.57
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0258
18000000.00
18000000.00
0.0092
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.540000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0KNSZ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FH
549300M8ZYFG0OCMTT87
2049-07-20
2.780000
1000.00
997.03
Agency Collateralized Mortgage Obligation
GNRM 2016-172 GA
549300M8ZYFG0OCMTT87
2044-10-20
3.000000
1565.00
1200.06
Agency Collateralized Mortgage Obligation
GNRA 2019-023 FL
549300M8ZYFG0OCMTT87
2049-02-20
2.720000
5242394.00
5148166.84
Agency Collateralized Mortgage Obligation
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0258
5000000.00
5000000.00
0.0026
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.540000%
ZBUT11V806EZRVTWT807
0000782124
ARP0KNT42
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
400.00
399.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.880000
27337600.00
29579657.77
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0258
29000000.00
29000000.00
0.0148
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.530000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0KNT75
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC Q62596 G
2048-10-01
3.000000
3364.00
3289.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1294
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
11116.00
11886.43
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
3724400.00
3866267.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
52583100.00
53466809.29
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0257
56219652.00
56219652.00
0.0287
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.550000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0KNTG5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CIFM1124
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
3698575.00
3736531.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO1536
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
2665507.00
2692998.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO2427
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
19503792.00
19704947.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1299
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
15925000.00
16089245.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
12768492.00
12900181.97
Agency Mortgage-Backed Securities
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0259
53000000.00
53000000.00
0.0271
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.530000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0KNTM2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.380000
140141800.00
144850214.13
U.S. Treasuries (including strips)
Y
2019-08-01
2019-08-01
2019-08-01
N
N
N
0.0257
142000000.00
142000000.00
0.0726
N
Y
Y
N
The Charles Schwab Family of Funds
2019-08-07
Mark Fischer
Mark Fischer
Chief Financial Officer