0001145549-20-005494.txt : 20200207
0001145549-20-005494.hdr.sgml : 20200207
20200207134952
ACCESSION NUMBER: 0001145549-20-005494
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200207
DATE AS OF CHANGE: 20200207
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: 20586615
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
2020-01-31
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
41
92
864305218.81
941696231.74
1168651371.23
978284964.33
1013373887.60
1377149269.68
1405611995.13
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0.6620
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0.6499
0.6542
0.6327
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2206910950.91
2206750353.33
3554002.37
19878352.40
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2190425329.6500
1.0000
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1.0001
1.0001
1.0000
1.0001
1.0001
C000169257
1000000.00
2190426004.22
2190425329.6500
1.0001
1.0001
1.0000
1.0001
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18525752.11
10425406.50
108274356.67
7415731.12
5143250.56
3391240.67
7423790.61
2714248.64
146403731.53
46135136.18
0.0144
Y
Investment Advisor and its affiliates Contractual 298,275
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.125000%
3130A12B3
2549001DPIFGXC1TOL40
US3130A12B34
U.S. Government Agency Debt
Y
2020-03-13
2020-03-13
2020-03-13
N
N
N
0.0160
4352445.22
4352445.22
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.800000%
3130ABZN9
2549001DPIFGXC1TOL40
US3130ABZN97
U.S. Government Agency Debt
Y
2020-08-28
2020-08-28
2020-08-28
N
N
N
0.0163
3500374.82
3500374.82
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.734000%
3130ADN73
2549001DPIFGXC1TOL40
US3130ADN731
U.S. Government Agency Debt
Y
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0165
10499921.04
10499921.04
0.0048
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.633000%
3130AF7K7
2549001DPIFGXC1TOL40
US3130AF7K71
U.S. Government Agency Debt
Y
2020-02-20
2020-04-20
2020-04-20
N
N
N
0.0159
18001657.62
18001657.62
0.0082
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.661000%
3130AFC96
2549001DPIFGXC1TOL40
US3130AFC960
U.S. Government Agency Debt
Y
2020-02-26
2020-10-26
2020-10-26
N
N
N
0.0162
11253626.89
11253626.89
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.729000%
3130AFEN3
2549001DPIFGXC1TOL40
US3130AFEN31
U.S. Government Agency Debt
Y
2020-02-08
2020-05-08
2020-05-08
N
N
N
0.0147
7152019.02
7152019.02
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.615000%
3130AFWY9
2549001DPIFGXC1TOL40
US3130AFWY93
U.S. Government Agency Debt
Y
2020-02-01
2020-02-21
2020-02-21
N
N
N
0.0159
17000204.68
17000204.68
0.0078
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.766000%
3130AFYX9
2549001DPIFGXC1TOL40
US3130AFYX92
U.S. Government Agency Debt
Y
2020-02-01
2020-06-01
2020-06-01
N
N
N
0.0161
15001874.25
15001874.25
0.0068
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.695000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2020-02-01
2021-03-12
2021-03-12
N
N
N
0.0169
8999975.79
8999975.79
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.645000%
3130AG5G6
2549001DPIFGXC1TOL40
US3130AG5G69
U.S. Government Agency Debt
Y
2020-02-01
2020-03-27
2020-03-27
N
N
N
0.0159
14001187.34
14001187.34
0.0064
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.685000%
3130AGA70
2549001DPIFGXC1TOL40
US3130AGA707
U.S. Government Agency Debt
Y
2020-02-01
2020-10-01
2020-10-01
N
N
N
0.0159
7504946.40
7504946.40
0.0034
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.713000%
3130AGAS4
2549001DPIFGXC1TOL40
US3130AGAS47
U.S. Government Agency Debt
Y
2020-04-13
2020-04-13
2020-04-13
N
N
N
0.0166
8999277.12
8999277.12
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.656000%
3130AGCE3
2549001DPIFGXC1TOL40
US3130AGCE33
U.S. Government Agency Debt
Y
2020-02-26
2020-10-26
2020-10-26
N
N
N
0.0162
9502717.95
9502717.95
0.0043
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.761000%
3130AGDN2
2549001DPIFGXC1TOL40
US3130AGDN23
U.S. Government Agency Debt
Y
2020-02-01
2020-07-01
2020-07-01
N
N
N
0.0159
11752444.24
11752444.24
0.0054
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.615000%
3130AGEU5
2549001DPIFGXC1TOL40
US3130AGEU56
U.S. Government Agency Debt
Y
2020-02-03
2020-05-08
2020-05-08
N
N
N
0.0160
5000197.35
5000197.35
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.643000%
3130AGGH2
2549001DPIFGXC1TOL40
US3130AGGH28
U.S. Government Agency Debt
Y
2020-02-20
2020-05-20
2020-05-20
N
N
N
0.0160
9001132.02
9001132.02
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.600000%
3130AGGX7
2549001DPIFGXC1TOL40
US3130AGGX77
U.S. Government Agency Debt
Y
2020-02-03
2020-02-21
2020-02-21
N
N
N
0.0165
6499835.10
6499835.10
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.748000%
3130AGJR7
2549001DPIFGXC1TOL40
US3130AGJR72
U.S. Government Agency Debt
Y
2020-02-03
2020-06-03
2020-06-03
N
N
N
0.0161
10751328.92
10751328.92
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.620000%
3130AGKE4
2549001DPIFGXC1TOL40
US3130AGKE41
U.S. Government Agency Debt
Y
2020-02-03
2020-08-25
2020-08-25
N
N
N
0.0159
4000685.04
4000685.04
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.655000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2020-02-03
2021-06-11
2021-06-11
N
N
N
0.0173
6992385.05
6992385.05
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.625000%
3130AGPJ8
2549001DPIFGXC1TOL40
US3130AGPJ82
U.S. Government Agency Debt
Y
2020-02-03
2020-09-28
2020-09-28
N
N
N
0.0165
5699037.67
5699037.67
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.655000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2020-02-03
2021-07-08
2021-07-08
N
N
N
0.0172
10739989.60
10739989.60
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.610000%
3130AGVA0
2549001DPIFGXC1TOL40
US3130AGVA00
U.S. Government Agency Debt
Y
2020-02-03
2020-11-06
2020-11-06
N
N
N
0.0164
33993495.80
33993495.80
0.0155
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.750000%
3130AGVE2
2549001DPIFGXC1TOL40
US3130AGVE22
U.S. Government Agency Debt
Y
2020-08-12
2020-08-12
2020-08-12
N
N
N
0.0159
8006471.04
8006471.04
0.0037
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.620000%
3130AGVL6
2549001DPIFGXC1TOL40
US3130AGVL64
U.S. Government Agency Debt
Y
2020-02-03
2021-02-09
2021-02-09
N
N
N
0.0165
4898497.56
4898497.56
0.0022
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.635000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2020-02-03
2021-05-14
2021-05-14
N
N
N
0.0172
4994542.85
4994542.85
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.590000%
3130AGXA8
2549001DPIFGXC1TOL40
US3130AGXA81
U.S. Government Agency Debt
Y
2020-02-03
2020-02-21
2020-02-21
N
N
N
0.0165
8999726.85
8999726.85
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.610000%
3130AGXB6
2549001DPIFGXC1TOL40
US3130AGXB64
U.S. Government Agency Debt
Y
2020-02-03
2020-08-21
2020-08-21
N
N
N
0.0159
2000216.94
2000216.94
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.600000%
3130AGXS9
2549001DPIFGXC1TOL40
US3130AGXS99
U.S. Government Agency Debt
Y
2020-02-03
2020-05-22
2020-05-22
N
N
N
0.0167
4998891.30
4998891.30
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.645000%
3130AGZ24
2549001DPIFGXC1TOL40
US3130AGZ241
U.S. Government Agency Debt
Y
2020-02-03
2021-02-26
2021-02-26
N
N
N
0.0172
4995710.95
4995710.95
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.610000%
3130AGZV0
2549001DPIFGXC1TOL40
US3130AGZV01
U.S. Government Agency Debt
Y
2020-02-03
2020-03-06
2020-03-06
N
N
N
0.0165
3999845.60
3999845.60
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.665000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2020-02-03
2021-09-10
2021-09-10
N
N
N
0.0176
11383357.37
11383357.37
0.0052
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.975000%
3130AH3V3
2549001DPIFGXC1TOL40
US3130AH3V37
U.S. Government Agency Debt
Y
2020-06-16
2020-06-16
2020-06-16
N
N
N
0.0148
6503845.27
6503845.27
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.875000%
3130AH5P4
2549001DPIFGXC1TOL40
US3130AH5P41
U.S. Government Agency Debt
Y
2020-09-24
2020-09-24
2020-09-24
N
N
N
0.0150
1002379.77
1002379.77
0.0005
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.744000%
3130AHAD5
2549001DPIFGXC1TOL40
US3130AHAD50
U.S. Government Agency Debt
Y
2020-02-12
2020-06-12
2020-06-12
N
N
N
0.0161
7302865.76
7302865.76
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.660000%
3130AHBV4
2549001DPIFGXC1TOL40
US3130AHBV40
U.S. Government Agency Debt
Y
2020-02-03
2020-05-11
2020-05-11
N
N
N
0.0167
10799705.16
10799705.16
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.750000%
3130AHBW2
2549001DPIFGXC1TOL40
US3130AHBW23
U.S. Government Agency Debt
Y
2020-02-03
2021-04-09
2021-04-09
N
N
N
0.0173
2800620.96
2800620.96
0.0013
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.680000%
3130AHDN0
2549001DPIFGXC1TOL40
US3130AHDN06
U.S. Government Agency Debt
Y
2020-02-03
2020-07-17
2020-07-17
N
N
N
0.0169
2899862.63
2899862.63
0.0013
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.620000%
3130AHHK2
2549001DPIFGXC1TOL40
US3130AHHK21
U.S. Government Agency Debt
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0159
18100296.30
18100296.30
0.0083
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.799000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2020-02-04
2021-05-04
2021-05-04
N
N
N
0.0168
9706213.24
9706213.24
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.570000%
3130AHJC8
2549001DPIFGXC1TOL40
US3130AHJC86
U.S. Government Agency Debt
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0157
16299968.87
16299968.87
0.0074
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.570000%
3130AHJG9
2549001DPIFGXC1TOL40
US3130AHJG90
U.S. Government Agency Debt
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0159
18999574.02
18999574.02
0.0087
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.680000%
3130AHLZ4
2549001DPIFGXC1TOL40
US3130AHLZ44
U.S. Government Agency Debt
Y
2020-02-03
2021-02-22
2021-02-22
N
N
N
0.0169
8999030.25
8999030.25
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.672000%
3130AHNS8
2549001DPIFGXC1TOL40
US3130AHNS82
U.S. Government Agency Debt
Y
2020-03-08
2020-06-08
2020-06-08
N
N
N
0.0154
17299360.07
17299360.07
0.0079
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.617000%
3130AHPL1
2549001DPIFGXC1TOL40
US3130AHPL12
U.S. Government Agency Debt
Y
2020-02-10
2020-06-10
2020-06-10
N
N
N
0.0161
7999717.36
7999717.36
0.0037
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.708000%
3130AHRK1
2549001DPIFGXC1TOL40
US3130AHRK11
U.S. Government Agency Debt
Y
2020-03-23
2020-06-23
2020-06-23
N
N
N
0.0154
6999718.18
6999718.18
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.610000%
3130AHTP8
2549001DPIFGXC1TOL40
US3130AHTP89
U.S. Government Agency Debt
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0157
19001458.44
19001458.44
0.0087
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.702000%
3130AHUW1
2549001DPIFGXC1TOL40
US3130AHUW12
U.S. Government Agency Debt
Y
2020-04-08
2021-01-08
2021-01-08
N
N
N
0.0158
6999758.92
6999758.92
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.609000%
3130AHV26
2549001DPIFGXC1TOL40
US3130AHV263
U.S. Government Agency Debt
Y
2020-02-09
2020-07-09
2020-07-09
N
N
N
0.0158
9799575.56
9799575.56
0.0045
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.643000%
3130AHV67
2549001DPIFGXC1TOL40
US3130AHV677
U.S. Government Agency Debt
Y
2020-05-10
2020-08-10
2020-08-10
N
N
N
0.0153
9199265.20
9199265.20
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.605000%
3130AHZP1
2549001DPIFGXC1TOL40
US3130AHZP16
U.S. Government Agency Debt
Y
2020-04-30
2020-10-30
2020-10-30
N
N
N
0.0160
10899195.25
10899195.25
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.622000%
3130AJ2W8
2549001DPIFGXC1TOL40
US3130AJ2W82
U.S. Government Agency Debt
Y
2020-03-04
2020-11-04
2020-11-04
N
N
N
0.0163
9999257.80
9999257.80
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.652000%
3130AJ2X6
2549001DPIFGXC1TOL40
US3130AJ2X65
U.S. Government Agency Debt
Y
2020-03-05
2021-04-05
2021-04-05
N
N
N
0.0166
7899085.65
7899085.65
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312XY1
US313312XY11
U.S. Government Agency Debt
Y
2020-06-10
2020-06-10
2020-06-10
N
N
N
0.0159
682194.98
682194.98
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312YA2
US313312YA26
U.S. Government Agency Debt
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0159
181969.10
181969.10
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312ZB9
US313312ZB99
U.S. Government Agency Debt
Y
2020-07-07
2020-07-07
2020-07-07
N
N
N
0.0159
213555.92
213555.92
0.0001
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 3.125000%
313371U79
2549001DPIFGXC1TOL40
US313371U796
U.S. Government Agency Debt
Y
2020-12-11
2020-12-11
2020-12-11
N
N
N
0.0148
1520925.30
1520925.30
0.0007
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.750000%
313383HU8
2549001DPIFGXC1TOL40
US313383HU84
U.S. Government Agency Debt
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0154
1801313.57
1801313.57
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SR1
2549001DPIFGXC1TOL40
US313384SR10
U.S. Government Agency Debt
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0156
7099696.26
7099696.26
0.0032
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SS9
2549001DPIFGXC1TOL40
US313384SS92
U.S. Government Agency Debt
Y
2020-02-05
2020-02-05
2020-02-05
N
N
N
0.0156
14198785.05
14198785.05
0.0065
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SX8
2549001DPIFGXC1TOL40
US313384SX87
U.S. Government Agency Debt
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0156
7097873.98
7097873.98
0.0032
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SZ3
2549001DPIFGXC1TOL40
US313384SZ36
U.S. Government Agency Debt
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0156
5497882.50
5497882.50
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384TG4
2549001DPIFGXC1TOL40
US313384TG46
U.S. Government Agency Debt
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0156
6995208.92
6995208.92
0.0032
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384TP4
2549001DPIFGXC1TOL40
US313384TP45
U.S. Government Agency Debt
Y
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0156
18981306.09
18981306.09
0.0087
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384TR0
2549001DPIFGXC1TOL40
US313384TR01
U.S. Government Agency Debt
Y
2020-02-28
2020-02-28
2020-02-28
N
N
N
0.0156
6992513.92
6992513.92
0.0032
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384TW9
2549001DPIFGXC1TOL40
US313384TW95
U.S. Government Agency Debt
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0157
15479979.12
15479979.12
0.0071
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UD9
2549001DPIFGXC1TOL40
US313384UD95
U.S. Government Agency Debt
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0157
6289963.72
6289963.72
0.0029
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UF4
2549001DPIFGXC1TOL40
US313384UF44
U.S. Government Agency Debt
Y
2020-03-13
2020-03-13
2020-03-13
N
N
N
0.0157
5790260.82
5790260.82
0.0026
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UL1
2549001DPIFGXC1TOL40
US313384UL12
U.S. Government Agency Debt
Y
2020-03-18
2020-03-18
2020-03-18
N
N
N
0.0157
21958322.32
21958322.32
0.0100
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UN7
2549001DPIFGXC1TOL40
US313384UN77
U.S. Government Agency Debt
Y
2020-03-20
2020-03-20
2020-03-20
N
N
N
0.0157
8982174.96
8982174.96
0.0041
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UT4
2549001DPIFGXC1TOL40
US313384UT48
U.S. Government Agency Debt
Y
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0157
3292753.76
3292753.76
0.0015
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384UV9
2549001DPIFGXC1TOL40
US313384UV93
U.S. Government Agency Debt
Y
2020-03-27
2020-03-27
2020-03-27
N
N
N
0.0158
18856871.33
18856871.33
0.0086
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384VA4
2549001DPIFGXC1TOL40
US313384VA48
U.S. Government Agency Debt
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0159
6982406.69
6982406.69
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384VQ9
2549001DPIFGXC1TOL40
US313384VQ99
U.S. Government Agency Debt
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0159
36386120.00
36386120.00
0.0166
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384VS5
2549001DPIFGXC1TOL40
US313384VS55
U.S. Government Agency Debt
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0159
17942279.94
17942279.94
0.0082
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384VX4
2549001DPIFGXC1TOL40
US313384VX41
U.S. Government Agency Debt
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0159
19433245.07
19433245.07
0.0089
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384VZ9
2549001DPIFGXC1TOL40
US313384VZ98
U.S. Government Agency Debt
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0159
21922780.00
21922780.00
0.0100
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384WE5
2549001DPIFGXC1TOL40
US313384WE50
U.S. Government Agency Debt
Y
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0159
49415157.17
49415157.17
0.0226
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
0.0159
20465658.95
20465658.95
0.0093
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384YD5
2549001DPIFGXC1TOL40
US313384YD59
U.S. Government Agency Debt
Y
2020-06-15
2020-06-15
2020-06-15
N
N
N
0.0159
10936603.37
10936603.37
0.0050
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
0.0159
994106.67
994106.67
0.0005
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZA0
2549001DPIFGXC1TOL40
US313384ZA02
U.S. Government Agency Debt
Y
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0159
9237938.03
9237938.03
0.0042
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.704400%
3133EHAE3
US3133EHAE37
U.S. Government Agency Debt
Y
2020-02-21
2020-02-21
2020-02-21
N
N
N
0.0160
9900534.40
9900534.40
0.0045
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.790000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2020-02-01
2021-10-28
2021-10-28
N
N
N
0.0175
2701926.72
2701926.72
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.752300%
3133EKDA1
US3133EKDA17
U.S. Government Agency Debt
Y
2020-03-12
2020-03-12
2020-03-12
N
N
N
0.0163
4999901.15
4999901.15
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.659300%
3133EKFD3
US3133EKFD38
U.S. Government Agency Debt
Y
2020-02-29
2020-06-29
2020-06-29
N
N
N
0.0174
9997383.10
9997383.10
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.685000%
3133EKHC3
2549001DPIFGXC1TOL40
US3133EKHC37
U.S. Government Agency Debt
Y
2020-02-01
2021-01-15
2021-01-15
N
N
N
0.0167
4650639.93
4650639.93
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.680000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2020-02-01
2021-05-07
2021-05-07
N
N
N
0.0170
2249404.74
2249404.74
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.652800%
3133EKRK4
US3133EKRK43
U.S. Government Agency Debt
Y
2020-02-18
2020-06-18
2020-06-18
N
N
N
0.0174
10696861.05
10696861.05
0.0049
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.790900%
3133EKTJ5
US3133EKTJ51
U.S. Government Agency Debt
Y
2020-02-02
2020-07-02
2020-07-02
N
N
N
0.0174
6998117.42
6998117.42
0.0032
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.625000%
3133ELFJ8
US3133ELFJ80
U.S. Government Agency Debt
Y
2020-12-30
2020-12-30
2020-12-30
N
N
N
0.0153
4503970.49
4503970.49
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.125000%
3133XXP50
2549001DPIFGXC1TOL40
US3133XXP508
U.S. Government Agency Debt
Y
2020-03-13
2020-03-13
2020-03-13
N
N
N
0.0161
3334198.41
3334198.41
0.0015
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
0.0157
1502151.06
1502151.06
0.0007
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.610000%
3134GT3A9
S6XOOCT0IEG5ABCC6L87
US3134GT3A93
U.S. Government Agency Debt
Y
2020-02-01
2021-02-19
2021-02-19
N
N
N
0.0165
5797547.30
5797547.30
0.0026
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.620000%
3134GT6K4
S6XOOCT0IEG5ABCC6L87
US3134GT6K49
U.S. Government Agency Debt
Y
2020-02-01
2020-09-10
2020-09-10
N
N
N
0.0162
21100546.92
21100546.92
0.0096
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.500000%
3135G0T60
B1V7KEBTPIMZEU4LTD58
US3135G0T609
U.S. Government Agency Debt
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0163
1998774.60
1998774.60
0.0009
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.875000%
3135G0U84
B1V7KEBTPIMZEU4LTD58
US3135G0U847
U.S. Government Agency Debt
Y
2020-10-30
2020-10-30
2020-10-30
N
N
N
0.0152
2928814.78
2928814.78
0.0013
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.655000%
3135G0V67
B1V7KEBTPIMZEU4LTD58
US3135G0V670
U.S. Government Agency Debt
Y
2020-02-01
2020-10-30
2020-10-30
N
N
N
0.0160
9754264.94
9754264.94
0.0045
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.590000%
3135G0W25
B1V7KEBTPIMZEU4LTD58
US3135G0W256
U.S. Government Agency Debt
Y
2020-02-01
2020-05-22
2020-05-22
N
N
N
0.0157
15600677.04
15600677.04
0.0071
N
N
N
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796TQ2
254900HROIFWPRGM1V77
US912796TQ29
U.S. Treasury Debt
Y
2020-04-09
2020-04-09
2020-04-09
N
N
N
0.0156
23932680.00
23932680.00
0.0109
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
9128282J8
254900HROIFWPRGM1V77
US9128282J89
U.S. Treasury Debt
Y
2020-07-15
2020-07-15
2020-07-15
N
N
N
0.0155
7998281.28
7998281.28
0.0037
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.250000%
9128283Y4
254900HROIFWPRGM1V77
US9128283Y48
U.S. Treasury Debt
Y
2020-02-29
2020-02-29
2020-02-29
N
N
N
0.0161
2200980.19
2200980.19
0.0010
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.375000%
9128284J6
254900HROIFWPRGM1V77
US9128284J61
U.S. Treasury Debt
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0165
26745369.17
26745369.17
0.0122
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.750000%
9128285B2
254900HROIFWPRGM1V77
US9128285B27
U.S. Treasury Debt
Y
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0157
28517224.57
28517224.57
0.0130
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.500000%
9128285S5
254900HROIFWPRGM1V77
US9128285S51
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0153
7262718.77
7262718.77
0.0033
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.651000%
9128285Y2
254900HROIFWPRGM1V77
US9128285Y20
U.S. Treasury Debt
Y
2020-02-03
2021-01-31
2021-01-31
N
N
N
0.0161
19908439.59
19908439.59
0.0091
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.375000%
912828A83
254900HROIFWPRGM1V77
US912828A834
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0153
4030312.48
4030312.48
0.0018
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.375000%
912828L99
254900HROIFWPRGM1V77
US912828L997
U.S. Treasury Debt
Y
2020-10-31
2020-10-31
2020-10-31
N
N
N
0.0155
11285433.62
11285433.62
0.0052
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.625000%
912828M98
254900HROIFWPRGM1V77
US912828M987
U.S. Treasury Debt
Y
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0154
15009667.95
15009667.95
0.0069
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
0.0161
25016195.75
25016195.75
0.0114
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
912828N48
254900HROIFWPRGM1V77
US912828N480
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0152
4008281.24
4008281.24
0.0018
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 3.500000%
912828ND8
254900HROIFWPRGM1V77
US912828ND89
U.S. Treasury Debt
Y
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0162
3015644.52
3015644.52
0.0014
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.625000%
912828NT3
254900HROIFWPRGM1V77
US912828NT32
U.S. Treasury Debt
Y
2020-08-15
2020-08-15
2020-08-15
N
N
N
0.0159
16087500.00
16087500.00
0.0073
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.625000%
912828PC8
254900HROIFWPRGM1V77
US912828PC88
U.S. Treasury Debt
Y
2020-11-15
2020-11-15
2020-11-15
N
N
N
0.0154
12302460.97
12302460.97
0.0056
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.125000%
912828VA5
254900HROIFWPRGM1V77
US912828VA58
U.S. Treasury Debt
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0164
5493232.42
5493232.42
0.0025
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.375000%
912828VF4
254900HROIFWPRGM1V77
US912828VF46
U.S. Treasury Debt
Y
2020-05-31
2020-05-31
2020-05-31
N
N
N
0.0163
2497949.23
2497949.23
0.0011
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.875000%
912828VJ6
254900HROIFWPRGM1V77
US912828VJ67
U.S. Treasury Debt
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0157
5006152.35
5006152.35
0.0023
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.125000%
912828VV9
254900HROIFWPRGM1V77
US912828VV95
U.S. Treasury Debt
Y
2020-08-31
2020-08-31
2020-08-31
N
N
N
0.0159
15045410.10
15045410.10
0.0069
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.000000%
912828VZ0
254900HROIFWPRGM1V77
US912828VZ00
U.S. Treasury Debt
Y
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0157
6016757.82
6016757.82
0.0027
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
912828WC0
254900HROIFWPRGM1V77
US912828WC06
U.S. Treasury Debt
Y
2020-10-31
2020-10-31
2020-10-31
N
N
N
0.0156
12016406.28
12016406.28
0.0055
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828XE5
254900HROIFWPRGM1V77
US912828XE52
U.S. Treasury Debt
Y
2020-05-31
2020-05-31
2020-05-31
N
N
N
0.0163
8996132.79
8996132.79
0.0041
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.625000%
912828XH8
254900HROIFWPRGM1V77
US912828XH83
U.S. Treasury Debt
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0157
7001367.17
7001367.17
0.0032
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.500000%
912828XY1
254900HROIFWPRGM1V77
US912828XY17
U.S. Treasury Debt
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0159
8029375.04
8029375.04
0.0037
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.625000%
912828Y46
254900HROIFWPRGM1V77
US912828Y461
U.S. Treasury Debt
Y
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0157
4623628.91
4623628.91
0.0021
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.689900%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2020-02-03
2022-01-31
2022-01-31
N
N
N
0.0167
7002988.09
7002988.09
0.0032
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.670000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0LJTE8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
2.875000
9482200.00
10242589.17
U.S. Treasuries (including strips)
Y
2020-02-06
2020-02-06
2020-02-06
N
N
N
0.0167
10000000.00
10000000.00
0.0046
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.640000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LNRR2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2019-152 TM
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
1000.00
997.84
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.960880
15251.00
11839.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
28390641.00
12671682.42
Agency Collateralized Mortgage Obligation
FEPC 03.000 CISB0248
2035-01-01
3.000000
140343.00
145119.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
1319491.00
698830.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
4007.00
2941.31
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
1910021.00
1736045.59
Agency Mortgage-Backed Securities
GNII SP 784445 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
107898.00
99992.55
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
71115.00
49243.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
1216313.00
1096245.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
1103705.00
1122686.29
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
1205.00
1230.28
Agency Mortgage-Backed Securities
04.500 FGPC V84653 G
2048-09-01
4.500000
72116.00
64672.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1416318.00
1157491.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
6389204.00
6815530.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
252919.00
178731.07
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
5143.00
4640.76
Agency Mortgage-Backed Securities
Y
2020-02-07
2020-02-07
2020-02-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0164
25000000.00
25000000.00
0.0114
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.640000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LSLW6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
2.226250
2533428.00
977218.88
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.960880
21041.00
16334.42
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-09-25
1.960880
699802.00
537873.84
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
1.960880
1734751.00
1314190.47
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-05-25
2.160880
1268541.00
1228653.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-15
2.126250
169479.00
105996.70
Agency Collateralized Mortgage Obligation
GNRA 2019-05 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.057750
251206.00
212090.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
7973576.00
4286528.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
10005.00
4465.56
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-25
2.660880
8572.00
8733.96
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLQA6514
2050-01-01
3.500000
30032.00
31945.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0094
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.704000
1164818.00
248186.34
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5033
2040-01-01
3.000000
4257956.00
4392322.90
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH6829
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.500000
1488297.00
207395.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.960000
327865.00
352148.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
5298663.00
3889443.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW1800
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
415329.00
233513.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2617
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
6057800.00
5418620.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
88844.00
77616.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.770000
458455.00
520154.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN6678
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
6302.00
6060.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
646961.00
690130.13
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
14130.00
13277.74
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
8166857.00
4570051.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
9740557.00
6883390.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
56436.00
57406.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
2625.00
2680.07
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-09-01
4.000000
1000.00
684.96
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
1354790.00
938131.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
166342.00
149921.63
Agency Mortgage-Backed Securities
FEPC 03.000 CISB8027
2035-01-01
3.000000
1812.00
1860.34
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
383811.00
386118.32
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB7469
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
3106459.00
1474923.48
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
Y
Royal Bank of Canada
1.0000
3
N
N
N
0.0164
38000000.00
38000000.00
0.0173
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.640000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LT8M1
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
2.107750
1700202.00
1675745.99
Agency Collateralized Mortgage Obligation
FEPC 03.000 CISB0248
2035-01-01
3.000000
25682.00
26556.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0094
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.704000
229367.00
48870.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
2372.00
2421.76
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
17031.00
16003.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7917
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
2142914.00
1627999.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7223
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
319032.00
284181.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
2072239.00
1810358.11
Agency Mortgage-Backed Securities
03.000 FGPC T61416 G
2042-10-01
3.000000
3344251.00
1703124.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
8798.00
7929.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
5720.00
5818.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
26499.00
18726.13
Agency Mortgage-Backed Securities
Y
2020-02-04
2020-02-04
2020-02-04
Y
Royal Bank of Canada
1.0000
4
N
N
N
0.0164
7000000.00
7000000.00
0.0032
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.640000%
549300QJJX6CVVUXLE15
0001317808
ARP0LTRH1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-09-15
5.000000
2015.00
939.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
1205000.00
103909.82
Agency Collateralized Mortgage Obligation
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1000.00
1040.14
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
34405209.00
6948105.27
Agency Mortgage-Backed Securities
GNII SF MA1841 M
549300M8ZYFG0OCMTT87
2044-04-20
5.000000
875000.00
155276.06
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
1000.00
650.38
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-05-15
2.125000
900.00
918.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
200.00
253.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
300.00
328.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-30
1.125000
300.00
299.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-30
1.875000
100.00
101.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-31
2.000000
800.00
823.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-11-15
3.000000
300.00
357.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-15
0.625000
400.00
423.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
2.750000
7900.00
8300.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.875000
1200.00
1237.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
2.250000
6100.00
6253.36
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-03
0.00
300.00
299.59
U.S. Treasuries (including strips)
Y
2020-02-07
2020-02-07
2020-02-11
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0164
7000000.00
7000000.00
0.0032
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.590000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0M3R79
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2019-152 TM
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
12378.00
12351.20
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
4532197.00
829271.89
Agency Collateralized Mortgage Obligation
FNRM CL094HA R13F094
2040-01-25
4.000000
56250000.00
16270425.16
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
14642.00
10194.08
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.960880
11146.00
8652.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
13597439.00
6068986.91
Agency Collateralized Mortgage Obligation
FEPC 03.000 CISB0248
2035-01-01
3.000000
149217.00
154295.55
Agency Mortgage-Backed Securities
GNII SP 784445 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
75115.00
69611.49
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
19555.00
17645.36
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
1565229.00
1083850.84
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
1106176.00
996980.35
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
1157063.00
1176961.93
Agency Mortgage-Backed Securities
04.500 FGPC V84653 G
2048-09-01
4.500000
132354.00
118693.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
3202872.00
1696309.64
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
1506243.00
1369045.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
149230.00
105456.84
Agency Mortgage-Backed Securities
Y
2020-02-07
2020-02-07
2020-04-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0159
29000000.00
29000000.00
0.0132
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.570000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M48Y9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIMA3932
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
26900233.00
28120412.62
Agency Mortgage-Backed Securities
Y
2020-02-07
2020-02-07
2020-02-25
Y
WELLS FARGO SECURITIES LLC
1.0000
7
N
N
N
0.0157
27000000.00
27000000.00
0.0123
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0M5ML8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
31531117.00
14424346.16
Agency Mortgage-Backed Securities
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0155
14000000.00
14000000.00
0.0064
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.550000%
ZBUT11V806EZRVTWT807
0000782124
ARP0M5O44
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLQA2224
2042-01-01
3.000000
3104004.00
2651397.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5273
B1V7KEBTPIMZEU4LTD58
2044-04-01
3.187000
141537.00
42963.47
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9484
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.690000
1373000.00
1564387.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LB901926
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.950000
7178350.00
87619.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LB938961
B1V7KEBTPIMZEU4LTD58
2037-08-01
4.176000
62024640.00
374491.90
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8886
2027-10-01
6.000000
1325000.00
45530.89
Agency Mortgage-Backed Securities
03.500 FGPC U89039 G
2034-10-01
3.500000
60247.00
30912.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6213
2050-01-01
3.000000
10379424.00
10644895.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2487
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
2531000.00
841429.51
Agency Mortgage-Backed Securities
04.500 FGPC J10391 G
2024-07-01
4.500000
128602.00
8930.78
Agency Mortgage-Backed Securities
06.500 FGPC A81772 G
2038-09-01
6.500000
2900000.00
93698.76
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6018
2048-03-01
4.000000
520000.00
454930.98
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA1828
2024-04-01
4.500000
2350000.00
38379.30
Agency Mortgage-Backed Securities
FNMS 05.500 CL962538
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
490766.00
11957.27
Agency Mortgage-Backed Securities
GNMI SP 783799 X
549300M8ZYFG0OCMTT87
2035-11-15
5.500000
14304.00
4183.46
Agency Mortgage-Backed Securities
GNII SF MA4509 M
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
765648.00
565672.19
Agency Mortgage-Backed Securities
GNII SF MA4961 M
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
1000000.00
824530.71
Agency Mortgage-Backed Securities
GNMI SF BD7159 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
399064.00
172564.21
Agency Mortgage-Backed Securities
GNMI SF 605301 X
549300M8ZYFG0OCMTT87
2034-07-15
5.500000
2473220.00
98722.55
Agency Mortgage-Backed Securities
GNMI SF 723799 X
549300M8ZYFG0OCMTT87
2040-04-15
4.500000
258873.00
39224.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7431
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.715000
300000.00
129343.15
Agency Mortgage-Backed Securities
FEPC 03.500 3RQU9507
2034-08-01
3.500000
1025548.00
1056686.25
Agency Mortgage-Backed Securities
06.000 FGPC G30452 G
2028-10-01
6.000000
6053000.00
243857.24
Agency Mortgage-Backed Securities
05.500 FGPC A77808 G
2038-05-01
5.500000
1272250.00
12004.87
Agency Mortgage-Backed Securities
GNMI SF 747266 X
549300M8ZYFG0OCMTT87
2040-09-15
5.000000
388490.00
42031.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
500000.00
519654.78
Agency Mortgage-Backed Securities
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0155
20000000.00
20000000.00
0.0091
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.560000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M5OS1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIMA3932
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
27864897.00
29128833.25
Agency Mortgage-Backed Securities
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0156
28000000.00
28000000.00
0.0128
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.600000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M61V7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL045OH R05F045
2035-06-25
3.500000
429314.00
57.99
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-01-25
3.742130
484.00
490.15
Agency Collateralized Mortgage Obligation
GNMI SF 763946 X
549300M8ZYFG0OCMTT87
2026-11-15
3.500000
1344.00
243.11
Agency Mortgage-Backed Securities
GNMI SF 716706 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
2608.00
69.85
Agency Mortgage-Backed Securities
GNAR AT MA1468 M
549300M8ZYFG0OCMTT87
2043-11-20
4.125000
5217.00
674.53
Agency Mortgage-Backed Securities
GNII SF MA3309 M
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
1000.00
536.77
Agency Mortgage-Backed Securities
GNAR AF MA5541 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
1032.00
648.25
Agency Mortgage-Backed Securities
GNII SF MA6089 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
4869.00
4943.10
Agency Mortgage-Backed Securities
GNAR AF AM1886 C
549300M8ZYFG0OCMTT87
2045-03-20
3.000000
2218.00
528.47
Agency Mortgage-Backed Securities
GNII SF 004316 M
549300M8ZYFG0OCMTT87
2038-12-20
6.000000
1197.00
45.51
Agency Mortgage-Backed Securities
GNAR AF 082980 M
549300M8ZYFG0OCMTT87
2041-11-20
4.125000
1959.00
175.51
Agency Mortgage-Backed Securities
GNII SF 667351 C
549300M8ZYFG0OCMTT87
2037-04-20
6.000000
2713.00
62.83
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-07-31
1.875000
6624800.00
6705291.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
2.500000
431100.00
453434.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-28
0.00
2500.00
2463.30
U.S. Treasuries (including strips)
Y
2020-02-07
2020-02-07
2020-05-01
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0160
7000000.00
7000000.00
0.0032
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0M61W5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM3450
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
8523089.00
7212173.84
Agency Mortgage-Backed Securities
Y
2020-02-05
2020-02-05
2020-02-05
N
N
N
0.0155
7000000.00
7000000.00
0.0032
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.570000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M6261
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
2.317750
9568224.00
9302848.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-11-15
2.176250
1000.00
58.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-09-15
2.176250
14593746.00
2052890.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-09-25
2.126250
109001.00
102403.84
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLBN6945
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
86211.00
91740.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4181
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1109.00
1152.66
Agency Mortgage-Backed Securities
GNAR AF MA4601 M
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
1503.00
659.17
Agency Mortgage-Backed Securities
Y
2020-02-05
2020-02-05
2020-02-05
N
N
N
0.0157
11000000.00
11000000.00
0.0050
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.580000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0M6J55
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM3450
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4870365.00
4121266.25
Agency Mortgage-Backed Securities
Y
2020-02-06
2020-02-06
2020-02-06
N
N
N
0.0158
4000000.00
4000000.00
0.0018
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.580000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0M6JE6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 06.500 CL644974
B1V7KEBTPIMZEU4LTD58
2032-05-01
6.500000
6876147.00
40346.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2252
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
662640.00
716206.49
Agency Mortgage-Backed Securities
FNMS 04.500 CI961687
B1V7KEBTPIMZEU4LTD58
2023-02-01
4.500000
14453504.00
346889.09
Agency Mortgage-Backed Securities
GNII JM 004797 M
549300M8ZYFG0OCMTT87
2040-09-20
5.000000
1884130.00
48693.41
Agency Mortgage-Backed Securities
FNMS 05.000 K2255851
B1V7KEBTPIMZEU4LTD58
2035-06-01
5.000000
2320264.00
32146.17
Agency Mortgage-Backed Securities
GNMI SF 706850 X
549300M8ZYFG0OCMTT87
2040-05-15
4.500000
900000.00
575019.12
Agency Mortgage-Backed Securities
GNMI SF 793057 X
549300M8ZYFG0OCMTT87
2042-02-15
3.100000
1259992.00
841870.63
Agency Mortgage-Backed Securities
GNII SF AF5098 C
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
750000.00
318909.47
Agency Mortgage-Backed Securities
GNMI SF AJ4159 X
549300M8ZYFG0OCMTT87
2044-09-15
3.500000
2608132.00
1334523.29
Agency Mortgage-Backed Securities
GNII SF 742269 C
549300M8ZYFG0OCMTT87
2040-01-20
4.500000
626277.00
45861.14
Agency Mortgage-Backed Securities
FNMS 04.500 CJMA0399
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.500000
5565208.00
138632.86
Agency Mortgage-Backed Securities
FNMS 06.000 CL735502
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
1150008.00
29346.12
Agency Mortgage-Backed Securities
GNMI SF AZ5517 X
549300M8ZYFG0OCMTT87
2047-04-15
3.000000
383800.00
359639.00
Agency Mortgage-Backed Securities
GNMI SF 719773 X
549300M8ZYFG0OCMTT87
2040-03-15
5.500000
108291.00
19617.78
Agency Mortgage-Backed Securities
GNMI SF 733670 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
14857000.00
2024981.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW1600
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
482526.00
199763.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0440
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
381909.00
22242.60
Agency Mortgage-Backed Securities
GNII SF MA2304 M
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
178900.00
45312.10
Agency Mortgage-Backed Securities
Y
2020-02-06
2020-02-06
2020-02-06
N
N
N
0.0158
7000000.00
7000000.00
0.0032
N
N
Y
N
FICC BNY
FICC BNY 1.580000%
549300H47WTHXPU08X20
ARP0M6Q73
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
164220100.00
171360002.28
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0161
168000000.00
168000000.00
0.0767
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.590000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0M6XW0
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
2025-05-31
2.875000
6610900.00
7141036.13
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
7000000.00
7000000.00
0.0032
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 1.590000%
549300HN4UKV1E2R3U73
0001675365
ARP0M6XX8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLRA2022
2050-01-01
3.000000
21679443.00
22198452.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5807
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
1653561.00
1491547.36
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
23000000.00
23000000.00
0.0105
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.580000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0M6XY6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-06-15
1.750000
13456200.00
13603629.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-15
1.500000
178606100.00
180221916.02
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0161
190000000.00
190000000.00
0.0867
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.580000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0M6XZ3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM3450
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4870365.00
4121266.25
Agency Mortgage-Backed Securities
Y
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0161
4000000.00
4000000.00
0.0018
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 1.590000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0M6Y25
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII JM MA6398 M
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
3089975.00
3090410.34
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
3000000.00
3000000.00
0.0014
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.580000%
AC28XWWI3WIBK2824319
0001484219
ARP0M6Y74
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
2.250000
83316900.00
84660091.35
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0161
83000000.00
83000000.00
0.0379
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.590000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0M6YB5
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
2020-04-23
0.00
7165500.00
7140083.97
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
7000000.00
7000000.00
0.0032
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.590000%
ZBUT11V806EZRVTWT807
0000782124
ARP0M6YC3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBK5198
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2378388.00
2378482.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5172
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
14684120.00
13960461.79
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1047
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
4492984.00
3946812.88
Agency Mortgage-Backed Securities
FNMS 04.000 CQAK0765
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
934575.00
314243.01
Agency Mortgage-Backed Securities
Y
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0162
20000000.00
20000000.00
0.0091
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.590000%
549300QJJX6CVVUXLE15
0001317808
ARP0M6YD1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-09-15
5.000000
1000.00
466.28
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLBK5871
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
1001.00
1088.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE3703
B1V7KEBTPIMZEU4LTD58
2047-06-01
5.000000
5216533.00
3586412.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
1000.00
989.35
Agency Mortgage-Backed Securities
FNMS 06.000 CLAA1019
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.000000
5004985.00
605831.27
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
9813494.00
6950178.29
Agency Mortgage-Backed Securities
GNMI SF 681568 X
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
1217334.00
887055.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
2049-09-01
3.000000
8606795.00
8584342.01
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.500000
1900.00
1939.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-15
2.250000
300.00
313.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
1.750000
916000.00
925380.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-02
0.00
78200.00
77992.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.375000
1000.00
999.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-03
0.00
100.00
99.86
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
21000000.00
21000000.00
0.0096
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.570000%
549300QJJX6CVVUXLE15
0001317808
ARP0M6YH2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
48300.00
52872.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-30
2.250000
1596400.00
1620197.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
38358900.00
42173638.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
0.125000
1412400.00
1495675.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.500000
7000.00
7145.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
2.250000
927500.00
950818.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-15
2.750000
97900.00
104432.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
2.000000
57900.00
60148.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-15
1.250000
200.00
237.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
23000.00
23454.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
8454000.00
10250671.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-08-15
2.250000
49900.00
52474.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
2.750000
7862200.00
8476387.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.875000
16805000.00
17333210.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
3.125000
17900.00
20358.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.375000
9000.00
8997.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-03
0.00
100.00
99.86
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0160
81000000.00
81000000.00
0.0370
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.570000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0M6YQ2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
5.500000
600.00
807.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
0.125000
2262000.00
2576187.41
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0160
2526025.00
2526025.00
0.0012
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.590000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M6YR0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIMA3932
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
6577644.00
6876002.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1115
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1382838.00
1445100.46
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
8000000.00
8000000.00
0.0037
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.590000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0M6YU3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q17849 G
2043-05-01
3.500000
40532.00
14663.39
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2810
2049-01-01
4.000000
5598701.00
5966125.39
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
2386350.00
1000365.57
Agency Mortgage-Backed Securities
03.500 FGPC Q44501 G
2046-11-01
3.500000
240604.00
191470.37
Agency Mortgage-Backed Securities
04.000 FGPC Q47594 G
2047-04-01
4.000000
4205184.00
3462804.63
Agency Mortgage-Backed Securities
04.000 FGPC Q58117 G
2048-08-01
4.000000
34679468.00
26430835.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4736
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
21931617.00
19587146.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6681
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.000000
6267.00
3906.32
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1652
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
6840.00
2769.28
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
804400.00
1017580.02
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0162
56000000.00
56000000.00
0.0256
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.570000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M6YZ2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-04-15
0.500000
6719200.00
7032630.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
2.750000
27386300.00
28672086.79
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0160
35000000.00
35000000.00
0.0160
N
Y
Y
N
The Charles Schwab Family of Funds
2020-02-07
Mark Fischer
Mark Fischer
Chief Financial Officer