0001145549-21-014835.txt : 20210305
0001145549-21-014835.hdr.sgml : 20210305
20210305155953
ACCESSION NUMBER: 0001145549-21-014835
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210305
DATE AS OF CHANGE: 20210305
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: 21718409
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
2021-02-28
0000857156
549300I77JNLD629OV19
S000053802
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Exempt Government
Government/Agency
N
49
98
761997782.02
885553317.71
700807713.67
725128284.40
1337352020.49
1365505434.01
1386315197.57
1389278265.89
0.00
0.4218
0.4955
0.3924
0.4077
0.7402
0.7640
0.7762
0.7810
0.0000
0.85
1777333406.65
1776967167.05
1419671.34
265324.22
1778121515.02
1778120551.5150
1.0000
0.0009
1.0002
1.0002
1.0002
1.0002
0.0000
C000169257
1000000.00
1778121515.02
1778120551.5150
1.0002
1.0002
1.0002
1.0002
0.0000
3406569.57
10029101.31
11605730.17
15075592.81
5655643.98
6940801.69
3341145.12
10674554.83
0.00
0.00
24009088.84
42720050.64
0.0001
Y
Investment Advisor and its affiliates Contractual 27,977 Investment Advisor and its affiliates Voluntary 130,833
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.070000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
3200000.00
3200000.00
0.0018
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.130000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
800000.00
800000.00
0.0004
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.100000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
1000000.00
1000000.00
0.0006
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (DUBLIN RANCH SR APTS) SERIES 2003OO 0.070000%
13077V4K5
549300KTNI2GCJNX2U48
US13077V4K51
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
2400000.00
2400000.00
0.0013
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.070000%
13077V4M1
549300KTNI2GCJNX2U48
US13077V4M18
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
2100000.00
2100000.00
0.0012
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (OAKMONT SR LIVING OF ESCONDIDO) SERIES 2001Y 0.070000%
13077VF98
549300KTNI2GCJNX2U48
US13077VF982
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2031-08-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
1100000.00
1100000.00
0.0006
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (OAKMONT OF CONCORD) SERIES 2002Q 0.070000%
13077VQ88
549300KTNI2GCJNX2U48
US13077VQ880
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2035-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
2000000.00
2000000.00
0.0011
N
N
Y
N
Capital Area Housing Finance Corporation
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.100000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
1080000.00
1080000.00
0.0006
N
N
Y
N
DeKalb Cnty Housing Auth
M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.050000%
240471NE8
US240471NE84
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
1100000.00
1100000.00
0.0006
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.080000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
1200000.00
1200000.00
0.0007
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.140000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0014
4315000.00
4315000.00
0.0024
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.500000%
3130AFV61
2549001DPIFGXC1TOL40
US3130AFV614
U.S. Government Agency Debt
Y
2021-03-12
2021-03-12
2021-03-12
N
N
N
0.0002
2001515.08
2001515.08
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2021-03-01
2021-03-12
2021-03-12
N
N
N
0.0003
9000299.97
9000299.97
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.105000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2021-03-01
2021-06-11
2021-06-11
N
N
N
0.0001
7001711.78
7001711.78
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.105000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2021-03-01
2021-07-08
2021-07-08
N
N
N
0.0001
10753290.15
10753290.15
0.0060
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.085000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2021-03-01
2021-05-14
2021-05-14
N
N
N
0.0004
5000466.75
5000466.75
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.115000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2021-03-01
2021-09-10
2021-09-10
N
N
N
0.0003
11405034.24
11405034.24
0.0064
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.200000%
3130AHBW2
2549001DPIFGXC1TOL40
US3130AHBW23
U.S. Government Agency Debt
Y
2021-03-01
2021-04-09
2021-04-09
N
N
N
0.0003
2800512.34
2800512.34
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.180000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2021-03-04
2021-05-04
2021-05-04
N
N
N
0.0013
9700925.19
9700925.19
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.103000%
3130AJ2X6
2549001DPIFGXC1TOL40
US3130AJ2X65
U.S. Government Agency Debt
Y
2021-03-05
2021-04-05
2021-04-05
N
N
N
0.0006
15800709.58
15800709.58
0.0089
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.081000%
3130AJ6Q7
2549001DPIFGXC1TOL40
US3130AJ6Q78
U.S. Government Agency Debt
Y
2021-03-19
2021-03-19
2021-03-19
N
N
N
0.0012
15599730.74
15599730.74
0.0088
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.250000%
3130AJB32
2549001DPIFGXC1TOL40
US3130AJB329
U.S. Government Agency Debt
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0002
1000034.17
1000034.17
0.0006
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.140000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2021-03-01
2022-02-28
2022-02-28
N
N
N
0.0006
10308954.10
10308954.10
0.0058
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.110000%
3130AJCE7
2549001DPIFGXC1TOL40
US3130AJCE71
U.S. Government Agency Debt
Y
2021-03-01
2021-03-04
2021-03-04
N
N
N
0.0003
15100108.27
15100108.27
0.0085
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.625000%
3130AJDF3
2549001DPIFGXC1TOL40
US3130AJDF38
U.S. Government Agency Debt
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0002
1200161.24
1200161.24
0.0007
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.165000%
3130AJDV8
2549001DPIFGXC1TOL40
US3130AJDV87
U.S. Government Agency Debt
Y
2021-03-01
2021-03-10
2021-03-10
N
N
N
0.0003
1300042.25
1300042.25
0.0007
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.500000%
3130AJEF2
2549001DPIFGXC1TOL40
US3130AJEF29
U.S. Government Agency Debt
Y
2021-03-16
2021-03-16
2021-03-16
N
N
N
0.0002
3100618.82
3100618.82
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AJT33
2549001DPIFGXC1TOL40
US3130AJT339
U.S. Government Agency Debt
Y
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0002
13604638.96
13604638.96
0.0077
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.093000%
3130AJXF1
2549001DPIFGXC1TOL40
US3130AJXF18
U.S. Government Agency Debt
Y
2021-03-03
2021-05-03
2021-05-03
N
N
N
0.0011
9999827.80
9999827.80
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AJZ44
2549001DPIFGXC1TOL40
US3130AJZ443
U.S. Government Agency Debt
Y
2021-08-20
2021-08-20
2021-08-20
N
N
N
0.0003
12605553.45
12605553.45
0.0071
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AK5A0
2549001DPIFGXC1TOL40
US3130AK5A00
U.S. Government Agency Debt
Y
2021-09-10
2021-09-10
2021-09-10
N
N
N
0.0003
2701306.58
2701306.58
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.080000%
3130AK6S0
2549001DPIFGXC1TOL40
US3130AK6S09
U.S. Government Agency Debt
Y
2021-03-01
2021-07-16
2021-07-16
N
N
N
0.0003
9001245.24
9001245.24
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.120000%
3130AKAH9
2549001DPIFGXC1TOL40
US3130AKAH93
U.S. Government Agency Debt
Y
2021-06-23
2021-06-23
2021-06-23
N
N
N
0.0002
6702029.03
6702029.03
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.085000%
3130AKTS5
2549001DPIFGXC1TOL40
US3130AKTS57
U.S. Government Agency Debt
Y
2021-05-11
2021-05-11
2021-05-11
N
N
N
0.0002
5000640.20
5000640.20
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313KN7
US313313KN75
U.S. Government Agency Debt
Y
2021-08-17
2021-08-17
2021-08-17
N
N
N
0.0005
1199718.34
1199718.34
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313MW5
US313313MW56
U.S. Government Agency Debt
Y
2021-10-12
2021-10-12
2021-10-12
N
N
N
0.0006
1299512.50
1299512.50
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313NG9
US313313NG97
U.S. Government Agency Debt
Y
2021-10-22
2021-10-22
2021-10-22
N
N
N
0.0006
6297532.48
6297532.48
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.375000%
313378JP7
2549001DPIFGXC1TOL40
US313378JP78
U.S. Government Agency Debt
Y
2021-09-10
2021-09-10
2021-09-10
N
N
N
0.0008
1012477.63
1012477.63
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CU8
2549001DPIFGXC1TOL40
US313385CU87
U.S. Government Agency Debt
Y
2021-03-08
2021-03-08
2021-03-08
N
N
N
0.0002
6999972.77
6999972.77
0.0039
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CV6
2549001DPIFGXC1TOL40
US313385CV60
U.S. Government Agency Debt
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0002
6999968.92
6999968.92
0.0039
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385DJ2
2549001DPIFGXC1TOL40
US313385DJ24
U.S. Government Agency Debt
Y
2021-03-22
2021-03-22
2021-03-22
N
N
N
0.0002
6999918.31
6999918.31
0.0039
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385DK9
2549001DPIFGXC1TOL40
US313385DK96
U.S. Government Agency Debt
Y
2021-03-23
2021-03-23
2021-03-23
N
N
N
0.0002
25399689.62
25399689.62
0.0143
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385EG7
2549001DPIFGXC1TOL40
US313385EG75
U.S. Government Agency Debt
Y
2021-04-13
2021-04-13
2021-04-13
N
N
N
0.0003
4999820.85
4999820.85
0.0028
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385FD3
2549001DPIFGXC1TOL40
US313385FD36
U.S. Government Agency Debt
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0003
5399712.02
5399712.02
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385FL5
2549001DPIFGXC1TOL40
US313385FL51
U.S. Government Agency Debt
Y
2021-05-11
2021-05-11
2021-05-11
N
N
N
0.0003
19998816.60
19998816.60
0.0112
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.240000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2021-03-01
2021-10-28
2021-10-28
N
N
N
0.0006
2703151.04
2703151.04
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.130000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2021-03-01
2021-05-07
2021-05-07
N
N
N
0.0005
2250318.20
2250318.20
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.125000%
3133EL3S1
US3133EL3S14
U.S. Government Agency Debt
Y
2021-08-12
2021-08-12
2021-08-12
N
N
N
0.0004
17306558.95
17306558.95
0.0097
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.115000%
3133EL4V3
US3133EL4V34
U.S. Government Agency Debt
Y
2021-03-01
2022-07-25
2022-07-25
N
N
N
0.0008
4503058.79
4503058.79
0.0025
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133EL6Q2
US3133EL6Q21
U.S. Government Agency Debt
Y
2021-03-01
2022-03-10
2022-03-10
N
N
N
0.0007
5202638.90
5202638.90
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.088000%
3133ELQC1
US3133ELQC19
U.S. Government Agency Debt
Y
2021-03-03
2021-03-03
2021-03-03
N
N
N
0.0010
11499998.62
11499998.62
0.0065
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.700000%
3133ELSM7
US3133ELSM72
U.S. Government Agency Debt
Y
2021-04-12
2021-04-12
2021-04-12
N
N
N
0.0004
3302493.71
3302493.71
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.330000%
3133ELVN1
US3133ELVN19
U.S. Government Agency Debt
Y
2021-03-01
2021-04-27
2021-04-27
N
N
N
0.0005
5002184.70
5002184.70
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-03-01
2022-10-21
2022-10-21
N
N
N
0.0010
6400708.16
6400708.16
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMMM1
US3133EMMM10
U.S. Government Agency Debt
Y
2021-03-01
2022-07-08
2022-07-08
N
N
N
0.0008
5000317.95
5000317.95
0.0028
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.180000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2021-03-01
2022-03-04
2022-03-04
N
N
N
0.0008
11812831.20
11812831.20
0.0066
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.230000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2021-03-01
2022-03-11
2022-03-11
N
N
N
0.0008
3004919.73
3004919.73
0.0017
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.350000%
3134GVHN1
S6XOOCT0IEG5ABCC6L87
US3134GVHN12
U.S. Government Agency Debt
Y
2021-03-01
2021-09-23
2021-09-23
N
N
N
0.0006
1502450.94
1502450.94
0.0008
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.220000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2021-03-01
2022-06-02
2022-06-02
N
N
N
0.0009
12523273.50
12523273.50
0.0070
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.125000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2021-03-01
2022-08-19
2022-08-19
N
N
N
0.0006
17818912.68
17818912.68
0.0100
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.125000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2021-03-01
2022-09-09
2022-09-09
N
N
N
0.0009
17512955.60
17512955.60
0.0098
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.330000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2021-03-01
2021-09-24
2021-09-24
N
N
N
0.0004
5008208.00
5008208.00
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.380000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-03-01
2022-04-07
2022-04-07
N
N
N
0.0005
7528117.80
7528117.80
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.420000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-03-01
2022-04-15
2022-04-15
N
N
N
0.0006
5020817.55
5020817.55
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2021-03-01
2021-10-20
2021-10-20
N
N
N
0.0004
5010398.70
5010398.70
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.220000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-03-01
2022-05-19
2022-05-19
N
N
N
0.0006
12826082.94
12826082.94
0.0072
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.250000%
3135G0K69
B1V7KEBTPIMZEU4LTD58
US3135G0K699
U.S. Government Agency Debt
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
4810726.56
4810726.56
0.0027
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.270000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-03-01
2022-04-29
2022-04-29
N
N
N
0.0006
6516494.08
6516494.08
0.0037
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.230000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-03-01
2022-05-09
2022-05-09
N
N
N
0.0006
10221561.07
10221561.07
0.0057
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.375000%
3137EADB2
S6XOOCT0IEG5ABCC6L87
US3137EADB22
U.S. Government Agency Debt
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0009
9484001.71
9484001.71
0.0053
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.100000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
950000.00
950000.00
0.0005
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.100000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
1470000.00
1470000.00
0.0008
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.100000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
2100000.00
2100000.00
0.0012
N
N
Y
N
Louisiana Local Government Environmental Facilities & Community Development Auth
RB (LOUISE S. MCGEHEE SCHOOL) SERIES 2010 0.070000%
546282CH5
5493004WIZ1HV87IVF85
US546282CH59
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2040-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0007
3705000.00
3705000.00
0.0021
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.120000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
1100000.00
1100000.00
0.0006
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.050000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
745000.00
745000.00
0.0004
N
N
Y
N
Metro Government of Nashville & Davidson Cnty Health & Educational Facilities Board
M/F HOUSING REFUNDING RB (BRENTWOOD OAKS APTS) SERIES 1991 0.100000%
592040C64
US592040C649
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2031-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
800000.00
800000.00
0.0004
N
N
Y
N
Nevada Housing Division
RB (SONOMA PALMS APTS) SERIES 2005 0.040000%
641272FT1
549300RE377OK3CTT852
US641272FT12
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2039-04-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0004
1300000.00
1300000.00
0.0007
N
N
Y
N
Nevada Housing Division
HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.060000%
641272GB9
549300RE377OK3CTT852
US641272GB94
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-04-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0006
1300000.00
1300000.00
0.0007
N
N
Y
N
New York City Housing Development Corp
M/F RENTAL HOUSING RB (RIVEREAST APTS) SERIES A 0.060000%
64970HCM4
549300SQWVHKBRF8D702
US64970HCM43
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2036-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
1200000.00
1200000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.040000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0004
1900000.00
1900000.00
0.0011
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN) SERIES 2006A 0.050000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
3500000.00
3500000.00
0.0020
N
N
Y
N
New York State HFA
HOUSING RB (39TH ST) SERIES 2000A 0.050000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
1800000.00
1800000.00
0.0010
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.050000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
4000000.00
4000000.00
0.0022
N
N
Y
N
New York State HFA
HOUSING RB (360 W 43RD ST) SERIES 2002A 0.050000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
2700000.00
2700000.00
0.0015
N
N
Y
N
New York State HFA
HOUSING RB (CAROLINE APTS) SERIES 2008A 0.060000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
1000000.00
1000000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.040000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0004
7200000.00
7200000.00
0.0040
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.080000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
865000.00
865000.00
0.0005
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.080000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
860000.00
860000.00
0.0005
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.100000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
580000.00
580000.00
0.0003
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.100000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
990000.00
990000.00
0.0006
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.070000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
800000.00
800000.00
0.0004
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.080000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
3490000.00
3490000.00
0.0020
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.110000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
900000.00
900000.00
0.0005
N
N
Y
N
St. Tammany Parish Development District
RB (BCS DEVELOPMENT) SERIES 2008 0.070000%
793509AM2
US793509AM26
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2040-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0007
2635000.00
2635000.00
0.0015
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.100000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
1000000.00
1000000.00
0.0006
N
N
Y
N
San Jose
M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.070000%
798165KP0
549300QHIHSH68W22O38
US798165KP09
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0007
1200000.00
1200000.00
0.0007
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.100000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
880000.00
880000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.100000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
780000.00
780000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.100000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
985000.00
985000.00
0.0006
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.130000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-03-05
2021-03-05
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0013
1100000.00
1100000.00
0.0006
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962F5
254900HROIFWPRGM1V77
US9127962F58
U.S. Treasury Debt
Y
2021-03-25
2021-03-25
2021-03-25
N
N
N
0.0002
7699890.89
7699890.89
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962Q1
254900HROIFWPRGM1V77
US9127962Q14
U.S. Treasury Debt
Y
2021-04-22
2021-04-22
2021-04-22
N
N
N
0.0002
17399434.50
17399434.50
0.0098
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964Y2
254900HROIFWPRGM1V77
US9127964Y20
U.S. Treasury Debt
Y
2021-04-15
2021-04-15
2021-04-15
N
N
N
0.0003
19999250.00
19999250.00
0.0112
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964Z9
254900HROIFWPRGM1V77
US9127964Z94
U.S. Treasury Debt
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0003
7499631.23
7499631.23
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127965A3
254900HROIFWPRGM1V77
US9127965A35
U.S. Treasury Debt
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0003
7999608.88
7999608.88
0.0045
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A25
254900HROIFWPRGM1V77
US912796A254
U.S. Treasury Debt
Y
2021-05-13
2021-05-13
2021-05-13
N
N
N
0.0003
9499406.06
9499406.06
0.0053
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C23
254900HROIFWPRGM1V77
US912796C235
U.S. Treasury Debt
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0001
13999995.66
13999995.66
0.0079
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C80
254900HROIFWPRGM1V77
US912796C805
U.S. Treasury Debt
Y
2021-03-16
2021-03-16
2021-03-16
N
N
N
0.0002
12999899.77
12999899.77
0.0073
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C98
254900HROIFWPRGM1V77
US912796C987
U.S. Treasury Debt
Y
2021-03-23
2021-03-23
2021-03-23
N
N
N
0.0002
17999752.50
17999752.50
0.0101
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796D22
254900HROIFWPRGM1V77
US912796D225
U.S. Treasury Debt
Y
2021-03-30
2021-03-30
2021-03-30
N
N
N
0.0003
13399730.12
13399730.12
0.0075
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796D48
254900HROIFWPRGM1V77
US912796D480
U.S. Treasury Debt
Y
2021-08-19
2021-08-19
2021-08-19
N
N
N
0.0005
7498396.88
7498396.88
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.125000%
9128282F6
254900HROIFWPRGM1V77
US9128282F67
U.S. Treasury Debt
Y
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0005
18497950.93
18497950.93
0.0104
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.375000%
9128284B3
254900HROIFWPRGM1V77
US9128284B36
U.S. Treasury Debt
Y
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0006
27524613.33
27524613.33
0.0155
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.750000%
9128284W7
254900HROIFWPRGM1V77
US9128284W72
U.S. Treasury Debt
Y
2021-08-15
2021-08-15
2021-08-15
N
N
N
0.0005
12149623.44
12149623.44
0.0068
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.500000%
9128286C9
254900HROIFWPRGM1V77
US9128286C90
U.S. Treasury Debt
Y
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0008
8390747.25
8390747.25
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.169000%
9128286Q8
254900HROIFWPRGM1V77
US9128286Q86
U.S. Treasury Debt
Y
2021-03-01
2021-04-30
2021-04-30
N
N
N
0.0007
11801880.92
11801880.92
0.0066
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
9128287A2
254900HROIFWPRGM1V77
US9128287A26
U.S. Treasury Debt
Y
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0004
12063685.56
12063685.56
0.0068
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
9128287F1
254900HROIFWPRGM1V77
US9128287F13
U.S. Treasury Debt
Y
2021-07-31
2021-07-31
2021-07-31
N
N
N
0.0006
6042675.90
6042675.90
0.0034
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828D72
254900HROIFWPRGM1V77
US912828D721
U.S. Treasury Debt
Y
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0004
5755504.89
5755504.89
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828F21
254900HROIFWPRGM1V77
US912828F213
U.S. Treasury Debt
Y
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0004
6073009.80
6073009.80
0.0034
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828G53
254900HROIFWPRGM1V77
US912828G534
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0006
12670382.13
12670382.13
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828H86
254900HROIFWPRGM1V77
US912828H862
U.S. Treasury Debt
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0008
20261232.80
20261232.80
0.0114
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828RC6
254900HROIFWPRGM1V77
US912828RC60
U.S. Treasury Debt
Y
2021-08-15
2021-08-15
2021-08-15
N
N
N
0.0005
5047889.25
5047889.25
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.250000%
912828T67
254900HROIFWPRGM1V77
US912828T677
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0005
32456237.30
32456237.30
0.0183
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828U65
254900HROIFWPRGM1V77
US912828U659
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0006
2430463.22
2430463.22
0.0014
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828U81
254900HROIFWPRGM1V77
US912828U816
U.S. Treasury Debt
Y
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0007
3251520.45
3251520.45
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828W55
254900HROIFWPRGM1V77
US912828W556
U.S. Treasury Debt
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0009
5394527.51
5394527.51
0.0030
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828WR7
254900HROIFWPRGM1V77
US912828WR74
U.S. Treasury Debt
Y
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0003
8055895.20
8055895.20
0.0045
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.625000%
912828Y20
254900HROIFWPRGM1V77
US912828Y206
U.S. Treasury Debt
Y
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0004
37258872.80
37258872.80
0.0210
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YJ3
254900HROIFWPRGM1V77
US912828YJ31
U.S. Treasury Debt
Y
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0004
4538232.95
4538232.95
0.0026
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.330000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2021-03-01
2021-10-31
2021-10-31
N
N
N
0.0003
9619527.84
9619527.84
0.0054
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YP9
254900HROIFWPRGM1V77
US912828YP90
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0005
20395466.11
20395466.11
0.0115
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YT1
254900HROIFWPRGM1V77
US912828YT13
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0006
8086543.04
8086543.04
0.0045
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.184000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-03-01
2022-01-31
2022-01-31
N
N
N
0.0010
11609134.89
11609134.89
0.0065
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.375000%
912828Z60
254900HROIFWPRGM1V77
US912828Z609
U.S. Treasury Debt
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0006
16901167.37
16901167.37
0.0095
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.144000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-03-01
2022-04-30
2022-04-30
N
N
N
0.0005
14716933.23
14716933.23
0.0083
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.250000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0P0X67
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-11-15
3.500000
7083313.00
7210000.92
Agency Collateralized Mortgage Obligation
Y
2021-04-05
2021-04-05
2021-04-06
Y
GOLDMAN SACHS & CO LLC
1.0000
38
N
N
N
0.0025
7000000.00
7000000.00
0.0039
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.080000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0PA2G7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLRA4534
2051-02-01
3.000000
167674.00
182729.31
Agency Mortgage-Backed Securities
FEPC 01.500 CIRC1864
2036-03-01
1.500000
13059600.00
13197779.27
Agency Mortgage-Backed Securities
GNMI SF 719530 X
549300M8ZYFG0OCMTT87
2024-07-15
4.500000
100000.00
3314.97
Agency Mortgage-Backed Securities
GNII SF MA0513 M
549300M8ZYFG0OCMTT87
2027-11-20
2.500000
2283.00
450.94
Agency Mortgage-Backed Securities
GNII SF MA6602 M
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1500.00
1200.16
Agency Mortgage-Backed Securities
GNII JM 004513 M
549300M8ZYFG0OCMTT87
2039-08-20
5.000000
31241.00
658.61
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.085002
300.00
300.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
200.00
300.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
500.00
591.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
200.00
211.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
103.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
100.00
111.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
100.00
107.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
200.00
214.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
100.00
104.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
1300.00
1550.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
100.00
107.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
200.00
204.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
200.00
211.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
100.00
100.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
400.00
440.49
U.S. Treasuries (including strips)
Y
2021-03-02
2021-03-02
2021-03-02
Y
BANK OF MONTREAL
1.0000
4
N
N
N
0.0008
13000000.00
13000000.00
0.0073
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.060000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0PC3N7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
14258700.00
16320958.23
U.S. Treasuries (including strips)
Y
2021-03-05
2021-03-05
2021-03-09
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0006
16000000.00
16000000.00
0.0090
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PFY97
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-016 CB
549300M8ZYFG0OCMTT87
2051-01-20
1.500000
1992391.00
2013179.48
Agency Collateralized Mortgage Obligation
GNRM 2016-116 HK
549300M8ZYFG0OCMTT87
2046-02-20
2.750000
28416020.00
6901380.23
Agency Collateralized Mortgage Obligation
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.557100
1807068.00
887909.37
Agency Collateralized Mortgage Obligation
FNAR XX.XXX WSAL1638
B1V7KEBTPIMZEU4LTD58
2037-09-01
2.509000
3055300.00
182298.97
Agency Mortgage-Backed Securities
GNII SF BB5189 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2745349.00
3051449.77
Agency Mortgage-Backed Securities
GNII SF BG7409 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
52753.00
57931.15
Agency Mortgage-Backed Securities
GNII SF BR8621 C
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
36877.00
40019.52
Agency Mortgage-Backed Securities
GNII SF CA2293 C
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
1343990.00
1425231.96
Agency Mortgage-Backed Securities
GNII SF CA2934 C
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
6263272.00
6706896.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7605
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
14032039.00
15096760.28
Agency Mortgage-Backed Securities
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
200491.00
124149.00
Agency Mortgage-Backed Securities
GNII SF MA7055 M
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
69043.00
74288.38
Agency Mortgage-Backed Securities
GNII SF BU6923 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
25589.00
27510.25
Agency Mortgage-Backed Securities
GNII SF BY5040 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
4138622.00
4555957.38
Agency Mortgage-Backed Securities
GNII SF BZ0879 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
2625149.00
2900913.78
Agency Mortgage-Backed Securities
GNII SF BZ3518 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
3816237.00
4139974.38
Agency Mortgage-Backed Securities
GNII SF BZ3578 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
3053250.00
3317153.56
Agency Mortgage-Backed Securities
Y
2021-03-05
2021-03-05
2021-03-19
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
50000000.00
50000000.00
0.0281
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.040000%
549300HN4UKV1E2R3U73
0001675365
ARP0PGCD0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
14189800.00
15300031.90
U.S. Treasuries (including strips)
Y
2021-03-04
2021-03-04
2021-03-04
Y
BOFA SECURITIES INC
1.0000
6
N
N
N
0.0004
15000000.00
15000000.00
0.0084
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.040000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0PHO37
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
34608295.00
17510136.68
Agency Mortgage-Backed Securities
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0004
17000000.00
17000000.00
0.0096
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.040000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PHOC7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.000 CLZA0877
2033-02-01
6.000000
922000.00
13948.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ0775
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
25000.00
5469.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3679
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1430000.00
1081871.96
Agency Mortgage-Backed Securities
03.000 FGPC G08701 G
2046-04-01
3.000000
7000000.00
2620414.44
Agency Mortgage-Backed Securities
03.500 FGPC G18653 G
2032-07-01
3.500000
22943.00
9561.02
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ3074
2028-10-01
6.500000
3542016.00
8301.30
Agency Mortgage-Backed Securities
FEPC 05.000 3UZM9880
2026-04-01
5.000000
1226944.00
27417.71
Agency Mortgage-Backed Securities
FEPC 04.500 3VZT1132
2043-12-01
4.500000
50004.00
23597.23
Agency Mortgage-Backed Securities
03.500 FGPC G61696 G
2044-12-01
3.500000
13910300.00
8586437.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA9286
2050-05-01
3.000000
5191968.00
5489633.20
Agency Mortgage-Backed Securities
FNMS 05.500 CT256198
B1V7KEBTPIMZEU4LTD58
2026-04-01
5.500000
3674032.00
62182.33
Agency Mortgage-Backed Securities
FNMS 05.500 CL759153
B1V7KEBTPIMZEU4LTD58
2034-01-01
5.500000
25000000.00
1963324.07
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1587
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
500000.00
200875.10
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2201
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
69912.00
46694.16
Agency Mortgage-Backed Securities
03.500 FGPC G16141 G
2027-04-01
3.500000
824517.00
260271.67
Agency Mortgage-Backed Securities
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0004
20000000.00
20000000.00
0.0112
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PHOM5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
4888800.00
5085324.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
1600.00
1770.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
1600.00
2040.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
100.00
114.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
100.00
77.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
7400.00
7675.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
100.00
109.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
1600.00
1764.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
1000.00
1027.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
100.00
99.76
U.S. Treasuries (including strips)
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0002
5000000.00
5000000.00
0.0028
N
N
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.040000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0PHOV5
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
2046-05-15
2.500000
9102500.00
9636709.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
55850400.00
72983308.57
U.S. Treasuries (including strips)
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0004
81000000.00
81000000.00
0.0456
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.040000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0PI7R1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.000 CLSD0291
2050-03-01
5.000000
26971163.00
17026917.37
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
2047-04-01
4.000000
25329232.00
7214815.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
17275789.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3241
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3984040.00
3309640.77
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3594
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
44812595.00
16973318.32
Agency Mortgage-Backed Securities
Y
2021-03-03
2021-03-03
2021-03-03
N
N
N
0.0004
60000000.00
60000000.00
0.0337
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.040000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PI8K5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
15362.00
248.89
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
2.740790
15013059.00
504527.58
Agency Collateralized Mortgage Obligation
GNII SF BR8621 C
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
32274.00
35024.27
Agency Mortgage-Backed Securities
GNII SF 737769 C
549300M8ZYFG0OCMTT87
2033-05-20
6.500000
16837.00
1556.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL1638
B1V7KEBTPIMZEU4LTD58
2037-09-01
2.509000
1646108.00
98217.46
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9264
2033-01-01
3.000000
1311.00
773.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4545
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
84219.00
74711.92
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
61704.00
20080.93
Agency Mortgage-Backed Securities
GNII SF MA7055 M
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
5669695.00
6100436.73
Agency Mortgage-Backed Securities
GNII SF BD6203 C
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
33277.00
4560.10
Agency Mortgage-Backed Securities
GNII SF BU6923 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
11844.00
12733.26
Agency Mortgage-Backed Securities
GNII SF BW9125 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
12462.00
13551.14
Agency Mortgage-Backed Securities
GNII SF BY2134 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
218158.00
242659.89
Agency Mortgage-Backed Securities
GNII SF BZ3578 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1276747.00
1387100.91
Agency Mortgage-Backed Securities
GNII SF BZ7305 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
6213128.00
6299052.91
Agency Mortgage-Backed Securities
GNII SF CA2324 C
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
1696348.00
1723194.69
Agency Mortgage-Backed Securities
GNII SF CA6959 C
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
3840348.00
3994301.24
Agency Mortgage-Backed Securities
GNII SF 742079 C
549300M8ZYFG0OCMTT87
2040-07-20
4.500000
262650.00
75079.55
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
13753.00
12348.60
Agency Mortgage-Backed Securities
Y
2021-03-03
2021-03-03
2021-03-03
N
N
N
0.0004
20000000.00
20000000.00
0.0112
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.030000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0PINM4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-26
0.00
529200.00
529041.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
221900.00
217504.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
7260300.00
9373825.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
200.00
202.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
20001800.00
20479636.37
U.S. Treasuries (including strips)
Y
2021-03-04
2021-03-04
2021-03-04
N
N
N
0.0003
30000000.00
30000000.00
0.0169
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.030000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PINT9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
200.00
221.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
8119400.00
10199827.40
U.S. Treasuries (including strips)
Y
2021-03-04
2021-03-04
2021-03-04
N
N
N
0.0003
10000000.00
10000000.00
0.0056
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.050000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PINX0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-12-25
5.154020
1000000.00
44885.86
Agency Collateralized Mortgage Obligation
FNMS 01.500 CLMA4236
B1V7KEBTPIMZEU4LTD58
2051-01-01
1.500000
20921728.00
20212389.62
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0886
2033-02-01
6.500000
2000000.00
16061.58
Agency Mortgage-Backed Securities
FNMS 03.000 CVAL3799
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
1450000.00
291149.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ9362
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
190692.00
44948.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9264
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
119000.00
94443.31
Agency Mortgage-Backed Securities
FNMS 04.500 CIBM1693
B1V7KEBTPIMZEU4LTD58
2023-12-01
4.500000
22607168.00
73743.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1658
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
642809.00
371563.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5460
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1188470.00
773651.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB8198
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.500000
424853.00
109388.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
43088.00
24502.62
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
14514528.00
15210695.66
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN1256
2048-11-01
4.500000
29000.00
5693.98
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2122
2029-05-01
4.500000
725620.00
22164.56
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2251
2038-02-01
5.500000
2801564.00
50034.30
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1800
2034-03-01
4.000000
273577.00
109486.07
Agency Mortgage-Backed Securities
FNMS 06.000 CT255133
B1V7KEBTPIMZEU4LTD58
2024-02-01
6.000000
542323.00
5736.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0520
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
3204292.00
123326.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6730
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
322052.00
91383.63
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2473
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.500000
199000.00
65186.93
Agency Mortgage-Backed Securities
Y
2021-03-04
2021-03-04
2021-03-04
N
N
N
0.0005
37000000.00
37000000.00
0.0208
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.010000%
549300H47WTHXPU08X20
ARP0PIYF7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
30967800.00
33660004.17
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0001
33000000.00
33000000.00
0.0186
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.030000%
549300HN4UKV1E2R3U73
0001675365
ARP0PJ278
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLCA6336
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
9793934.00
9202102.61
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4280
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
26554529.00
25817897.51
Agency Mortgage-Backed Securities
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0003
34000000.00
34000000.00
0.0191
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.030000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0PJ2D5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZN4632
2048-12-01
4.000000
50180730.00
18433094.29
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
2047-04-01
4.000000
37233340.00
10605598.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
35327400.00
19027348.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
2716162.00
1374247.64
Agency Mortgage-Backed Securities
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0003
48000000.00
48000000.00
0.0270
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.020000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0PJ2J2
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
2051-02-15
0.125000
929800.00
908935.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
2083900.00
2151072.13
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0002
3000000.00
3000000.00
0.0017
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.020000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0PJ2M5
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
2046-08-15
2.250000
3080900.00
3060093.76
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0002
3000000.00
3000000.00
0.0017
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.030000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0PJ2N3
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
2021-04-22
0.00
8160400.00
8159934.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
100.00
100.53
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0003
8000000.00
8000000.00
0.0045
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PJ2S2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC Q27761 G
2044-08-01
4.500000
1113780.00
310243.93
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC1869
2036-02-01
2.500000
6554170.00
6948174.66
Agency Mortgage-Backed Securities
FNMS 05.640 MY471512
B1V7KEBTPIMZEU4LTD58
2030-05-01
5.640000
1012000.00
1017088.14
Agency Mortgage-Backed Securities
FNMS 06.500 CL615088
B1V7KEBTPIMZEU4LTD58
2032-01-01
6.500000
2047072.00
7063.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH8680
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
1250000.00
49099.32
Agency Mortgage-Backed Securities
FNMS 03.000 CRAQ9670
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
200000.00
161833.44
Agency Mortgage-Backed Securities
FNMS 03.000 CICA5919
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
200000.00
190131.80
Agency Mortgage-Backed Securities
FNMS 01.500 CICA9136
B1V7KEBTPIMZEU4LTD58
2036-02-01
1.500000
4087752.00
4129731.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA1100
B1V7KEBTPIMZEU4LTD58
2042-05-01
5.000000
998195.00
157327.11
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA4223
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
569803.00
552731.61
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4229
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
241584.00
245701.50
Agency Mortgage-Backed Securities
GNMI SF 755763 X
549300M8ZYFG0OCMTT87
2041-01-15
4.250000
3496768.00
566875.41
Agency Mortgage-Backed Securities
03.000 FGPC G16284 G
2032-07-01
3.000000
7000000.00
3725745.27
Agency Mortgage-Backed Securities
02.000 FGPC G18466 G
2028-05-01
2.000000
10500000.00
2927997.82
Agency Mortgage-Backed Securities
02.500 FGPC V61297 G
2031-08-01
2.500000
1517000.00
723491.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4428
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
10646940.00
3761104.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4355
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
14922976.00
3767376.55
Agency Mortgage-Backed Securities
GNMI SF 439049 X
549300M8ZYFG0OCMTT87
2027-02-15
8.000000
691624.00
12454.03
Agency Mortgage-Backed Securities
GNMI SF 737010 X
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
357066.00
64930.32
Agency Mortgage-Backed Securities
GNII SP 781764 M
549300M8ZYFG0OCMTT87
2034-07-20
5.500000
576490.00
21960.15
Agency Mortgage-Backed Securities
GNII SP 784407 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
550027.00
244882.07
Agency Mortgage-Backed Securities
GNMI SP 782155 X
549300M8ZYFG0OCMTT87
2035-12-15
4.500000
499067.00
33375.85
Agency Mortgage-Backed Securities
GNMI SF 697853 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
4517810.00
21837.91
Agency Mortgage-Backed Securities
FNMS 06.500 CZ941355
B1V7KEBTPIMZEU4LTD58
2047-08-01
6.500000
14356272.00
228841.47
Agency Mortgage-Backed Securities
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0002
29000000.00
29000000.00
0.0163
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.020000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PJ2T0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CRCA0502
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.000000
1835742.00
1495224.27
Agency Mortgage-Backed Securities
FNMS 03.000 CTCA8654
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.000000
4813784.00
5053334.37
Agency Mortgage-Backed Securities
FNMS 07.000 CL888139
B1V7KEBTPIMZEU4LTD58
2030-01-01
7.000000
4444020.00
298437.33
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4236
B1V7KEBTPIMZEU4LTD58
2051-01-01
1.500000
44681856.00
43166945.02
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI8974
2039-07-01
4.500000
900000.00
116289.22
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ4822
2030-07-01
6.000000
3990012.00
17425.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM5332
2048-01-01
3.000000
699959.00
386493.24
Agency Mortgage-Backed Securities
FEPC 07.000 CLZA0584
2029-03-01
7.000000
2336636.00
5094.76
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0980
2036-11-01
6.500000
200000.00
6249.04
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6414
2025-07-01
5.000000
587000.00
5734.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7238
2050-02-01
3.500000
400000.00
323298.37
Agency Mortgage-Backed Securities
FEPC 02.500 CTQK0399
2040-09-01
2.500000
1761954.00
1805922.23
Agency Mortgage-Backed Securities
FNMS 06.500 CL601814
B1V7KEBTPIMZEU4LTD58
2031-07-01
6.500000
988896.00
45269.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7370
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
75000.00
47248.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7531
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
286000.00
179640.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ1803
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.500000
196000.00
51485.21
Agency Mortgage-Backed Securities
FNMS 06.500 CL689105
B1V7KEBTPIMZEU4LTD58
2033-02-01
6.500000
324993.00
5773.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4919
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
1150000.00
450711.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ9236
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
46595.00
25174.48
Agency Mortgage-Backed Securities
FNMS 02.500 CVCA1044
B1V7KEBTPIMZEU4LTD58
2032-08-01
2.500000
1597406.00
1342968.46
Agency Mortgage-Backed Securities
FNMS 06.000 CL888268
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.000000
345022.00
5419.70
Agency Mortgage-Backed Securities
FNMS 06.000 CL946624
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
913000.00
16856.99
Agency Mortgage-Backed Securities
FNMS 06.500 CT995700
B1V7KEBTPIMZEU4LTD58
2027-03-01
6.500000
2736772.00
118358.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLMC0279
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
373731.00
74458.19
Agency Mortgage-Backed Securities
07.500 FGPC C68825 G
2032-07-01
7.500000
1322732.00
6748.77
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ7004
2033-04-01
5.500000
520408.00
5924.40
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN5311
2034-04-01
5.000000
564151.00
43299.88
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1821
2037-11-01
5.500000
3062868.00
52224.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4744
2047-11-01
4.000000
300000.00
122459.78
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8823
2025-07-01
6.000000
289128.00
7145.05
Agency Mortgage-Backed Securities
03.500 FGPC U90690 G
2042-06-01
3.500000
1000000.00
365161.10
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5033
2040-02-01
3.000000
71365.00
48217.87
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP9766
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
700000.00
219830.85
Agency Mortgage-Backed Securities
FNMS 05.000 CL702340
B1V7KEBTPIMZEU4LTD58
2033-05-01
5.000000
8047056.00
146160.16
Agency Mortgage-Backed Securities
FNMS 06.500 CL766315
B1V7KEBTPIMZEU4LTD58
2034-02-01
6.500000
499999.00
5504.50
Agency Mortgage-Backed Securities
FNMS 05.000 CL832483
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
648642.00
17538.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3547
2035-08-01
5.500000
422233.00
15973.84
Agency Mortgage-Backed Securities
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0002
55000000.00
55000000.00
0.0309
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.030000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PJ2X1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBP3649
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1006230.00
891344.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7385
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
39738560.00
26116293.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV3990
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
1847300.00
515773.86
Agency Mortgage-Backed Securities
FNMS 04.000 CQBC5756
B1V7KEBTPIMZEU4LTD58
2036-04-01
4.000000
1282062.00
601822.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3155
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1486810.00
1454765.76
Agency Mortgage-Backed Securities
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0003
29000000.00
29000000.00
0.0163
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.010000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0PJ2Z6
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
2022-09-15
1.500000
4963900.00
5100037.84
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0001
5000000.00
5000000.00
0.0028
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.020000%
549300QJJX6CVVUXLE15
0001317808
ARP0PJ328
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
1400.00
1399.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-04
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
9880000.00
10198470.51
U.S. Treasuries (including strips)
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0002
10000000.00
10000000.00
0.0056
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.010000%
549300QJJX6CVVUXLE15
0001317808
ARP0PJ344
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
1400.00
1399.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
4919000.00
4077683.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
900.00
928.94
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0001
4000000.00
4000000.00
0.0022
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.030000%
549300QJJX6CVVUXLE15
0001317808
ARP0PJ369
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLCA4938
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1000.00
856.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4121
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
3486647.00
3351177.65
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1102.00
465.74
Agency Mortgage-Backed Securities
GNII SF MA4587 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1750658.00
641832.71
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
34114148.00
14897202.20
Agency Mortgage-Backed Securities
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
1941954.00
1919320.11
Agency Mortgage-Backed Securities
GNII SF MA6994 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
1000.00
998.84
Agency Mortgage-Backed Securities
GNMI SP 783518 X
549300M8ZYFG0OCMTT87
2041-12-15
4.000000
187630867.00
27567517.76
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
2842435.00
2865853.51
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
1800.00
1799.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-04
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
42800.00
49160.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
243000.00
201438.70
U.S. Treasuries (including strips)
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0003
50000000.00
50000000.00
0.0281
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.020000%
549300QJJX6CVVUXLE15
0001317808
ARP0PJ393
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4125 M
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
1064.00
520.83
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
960930.00
965790.63
Agency Mortgage-Backed Securities
GNII SF MA7136 M
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
7110000.00
7336689.39
Agency Mortgage-Backed Securities
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1013.00
661.57
Agency Mortgage-Backed Securities
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
1000.00
988.34
Agency Mortgage-Backed Securities
GNII SF MA7051 M
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
10854252.00
10874004.49
Agency Mortgage-Backed Securities
GNII SF MA7052 M
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
4063.00
4180.88
Agency Mortgage-Backed Securities
GNMI SP 782736 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1000.00
74.62
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
500.00
499.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
600.00
813.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
3960000.00
5039283.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
534000.00
442667.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
100.00
107.31
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0002
24000000.00
24000000.00
0.0135
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.010000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PJ3B8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLQA6360
2050-01-01
3.500000
3233706.00
3258664.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0327
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1479795.00
720567.87
Agency Mortgage-Backed Securities
05.500 FGPC A92096 G
2040-05-01
5.500000
3700732.00
523462.62
Agency Mortgage-Backed Securities
FMAR 2B7923 G
2050-08-01
2.013000
26497829.00
24429369.46
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1906
2049-03-01
4.500000
1476664.00
957210.95
Agency Mortgage-Backed Securities
03.500 FGPC Q30418 G
2044-12-01
3.500000
1275766.00
519068.02
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0120
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
712306.00
491683.01
Agency Mortgage-Backed Securities
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0001
30000000.00
30000000.00
0.0169
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0PJ3F9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 01.500 CLMA4280
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
35299301.00
34320086.62
Agency Mortgage-Backed Securities
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0003
33000000.00
33000000.00
0.0186
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.010000%
549300D0YARF5HYP1809
0001053092
ARP0PJ3P7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
4118200.00
4552116.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
1200.00
1279.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
1649800.00
1714538.77
U.S. Treasuries (including strips)
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0001
6145015.00
6145015.00
0.0035
N
Y
Y
N
The Charles Schwab Family of Funds
2021-03-05
Mark Fischer
Mark Fischer
Chief Financial Officer