0001145549-21-025929.txt : 20210507
0001145549-21-025929.hdr.sgml : 20210507
20210507154210
ACCESSION NUMBER: 0001145549-21-025929
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210507
DATE AS OF CHANGE: 20210507
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: 21902351
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
2021-04-30
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.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
45
90
819215659.56
739671995.58
743919927.38
796831283.90
841403775.87
1434546353.65
1411197613.87
1413655010.09
1416572579.82
1419825115.89
0.4651
0.4203
0.4181
0.4484
0.4810
0.8144
0.8019
0.7945
0.7971
0.8117
0.01
1747920853.74
1747574225.62
1318725.95
190611.06
1748702340.52
1748701377.0340
1.0000
0.0006
1.0002
1.0002
1.0002
1.0002
1.0002
C000169257
1000000.00
1748702340.52
1748701377.0340
1.0002
1.0002
1.0002
1.0002
1.0002
3722655.83
20258999.74
12012933.41
13536762.63
4870725.79
11046077.32
10143933.36
5455331.32
2647763.04
11689607.74
30635629.45
57312765.99
0.0001
Y
Investment Advisor and its affiliates Contractual 29,287 Investment Advisor and its affiliates Voluntary 210,910
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.050000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
3195000.00
3195000.00
0.0018
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.160000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0016
800000.00
800000.00
0.0005
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.130000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0013
920000.00
920000.00
0.0005
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (DUBLIN RANCH SR APTS) SERIES 2003OO 0.050000%
13077V4K5
549300KTNI2GCJNX2U48
US13077V4K51
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
2400000.00
2400000.00
0.0014
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.050000%
13077V4M1
549300KTNI2GCJNX2U48
US13077V4M18
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
2100000.00
2100000.00
0.0012
N
N
Y
N
Capital Area Housing Finance Corporation
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.130000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
1080000.00
1080000.00
0.0006
N
N
Y
N
DeKalb Cnty Housing Auth
M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.080000%
240471NE8
US240471NE84
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
1100000.00
1100000.00
0.0006
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.110000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
1200000.00
1200000.00
0.0007
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.120000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0012
4315000.00
4315000.00
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.125000%
3130A8QS5
2549001DPIFGXC1TOL40
US3130A8QS58
U.S. Government Agency Debt
Y
2021-07-14
2021-07-14
2021-07-14
N
N
N
0.0004
1503384.33
1503384.33
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.875000%
3130AGLD5
2549001DPIFGXC1TOL40
US3130AGLD58
U.S. Government Agency Debt
Y
2021-07-07
2021-07-07
2021-07-07
N
N
N
0.0005
5016189.80
5016189.80
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.085000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2021-05-03
2021-06-11
2021-06-11
N
N
N
0.0003
7000436.03
7000436.03
0.0040
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.085000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2021-05-03
2021-07-08
2021-07-08
N
N
N
0.0003
10751154.34
10751154.34
0.0061
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.085000%
3130AGTF2
2549001DPIFGXC1TOL40
US3130AGTF25
U.S. Government Agency Debt
Y
2021-05-03
2021-07-23
2021-07-23
N
N
N
0.0003
3465436.07
3465436.07
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.065000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2021-05-03
2021-05-14
2021-05-14
N
N
N
0.0002
5000095.05
5000095.05
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.095000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2021-05-03
2021-09-10
2021-09-10
N
N
N
0.0001
11403389.45
11403389.45
0.0065
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.176000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0002
9700039.96
9700039.96
0.0055
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.130000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2021-05-03
2022-02-28
2022-02-28
N
N
N
0.0003
10308925.57
10308925.57
0.0059
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
0.0022
13597970.61
13597970.61
0.0078
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.091000%
3130AJXF1
2549001DPIFGXC1TOL40
US3130AJXF18
U.S. Government Agency Debt
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0009
10000000.00
10000000.00
0.0057
N
Y
Y
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
0.0011
12600717.95
12600717.95
0.0072
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
0.0009
2700326.35
2700326.35
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.060000%
3130AK6S0
2549001DPIFGXC1TOL40
US3130AK6S09
U.S. Government Agency Debt
Y
2021-05-03
2021-07-16
2021-07-16
N
N
N
0.0001
9000925.02
9000925.02
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
0.0010
6700200.40
6700200.40
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
0.0009
4999988.95
4999988.95
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.025000%
3130AM5B4
2549001DPIFGXC1TOL40
US3130AM5B47
U.S. Government Agency Debt
Y
2021-08-20
2021-08-20
2021-08-20
N
N
N
0.0004
5399726.60
5399726.60
0.0031
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
0.0001
1199964.67
1199964.67
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
0.0002
1299883.00
1299883.00
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
0.0002
6299397.97
6299397.97
0.0036
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
1008099.22
1008099.22
0.0006
N
N
N
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
0.0001
5400001.51
5400001.51
0.0031
N
N
Y
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
0.0000
20000044.40
20000044.40
0.0114
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385GR1
2549001DPIFGXC1TOL40
US313385GR13
U.S. Government Agency Debt
Y
2021-06-09
2021-06-09
2021-06-09
N
N
N
0.0000
10300105.88
10300105.88
0.0059
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385HF6
2549001DPIFGXC1TOL40
US313385HF65
U.S. Government Agency Debt
Y
2021-06-23
2021-06-23
2021-06-23
N
N
N
0.0000
5900083.60
5900083.60
0.0034
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385HP4
2549001DPIFGXC1TOL40
US313385HP48
U.S. Government Agency Debt
Y
2021-07-01
2021-07-01
2021-07-01
N
N
N
0.0001
6400000.00
6400000.00
0.0037
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385HQ2
2549001DPIFGXC1TOL40
US313385HQ21
U.S. Government Agency Debt
Y
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0001
7700000.00
7700000.00
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385JD9
2549001DPIFGXC1TOL40
US313385JD99
U.S. Government Agency Debt
Y
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0001
7700000.00
7700000.00
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385JL1
2549001DPIFGXC1TOL40
US313385JL16
U.S. Government Agency Debt
Y
2021-07-22
2021-07-22
2021-07-22
N
N
N
0.0001
10300000.00
10300000.00
0.0059
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.220000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2021-05-03
2021-10-28
2021-10-28
N
N
N
0.0004
2702069.04
2702069.04
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.110000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2021-05-03
2021-05-07
2021-05-07
N
N
N
0.0003
2250018.99
2250018.99
0.0013
N
N
Y
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
0.0006
17303170.74
17303170.74
0.0099
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.095000%
3133EL4V3
US3133EL4V34
U.S. Government Agency Debt
Y
2021-05-03
2022-07-25
2022-07-25
N
N
N
0.0006
4502939.36
4502939.36
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000%
3133EL6Q2
US3133EL6Q21
U.S. Government Agency Debt
Y
2021-05-03
2022-03-10
2022-03-10
N
N
N
0.0005
5202171.10
5202171.10
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.140000%
3133EMFE7
US3133EMFE76
U.S. Government Agency Debt
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0011
200000.67
200000.67
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-05-03
2022-10-21
2022-10-21
N
N
N
0.0004
6405176.96
6405176.96
0.0037
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.050000%
3133EMMM1
US3133EMMM10
U.S. Government Agency Debt
Y
2021-05-03
2022-07-08
2022-07-08
N
N
N
0.0006
5000566.85
5000566.85
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
3133EMQA3
US3133EMQA36
U.S. Government Agency Debt
Y
2022-05-09
2022-05-09
2022-05-09
N
N
N
0.0009
1299878.70
1299878.70
0.0007
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.160000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2021-05-03
2022-03-04
2022-03-04
N
N
N
0.0003
11813459.20
11813459.20
0.0068
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.210000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2021-05-03
2022-03-11
2022-03-11
N
N
N
0.0001
3005278.44
3005278.44
0.0017
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330000%
3134GVHN1
S6XOOCT0IEG5ABCC6L87
US3134GVHN12
U.S. Government Agency Debt
Y
2021-05-03
2021-09-23
2021-09-23
N
N
N
0.0004
1501599.42
1501599.42
0.0009
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.200000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2021-05-03
2022-06-02
2022-06-02
N
N
N
0.0004
12525112.13
12525112.13
0.0072
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.105000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2021-05-03
2022-08-19
2022-08-19
N
N
N
0.0004
17821225.61
17821225.61
0.0102
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.105000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2021-05-03
2022-09-09
2022-09-09
N
N
N
0.0004
17521713.65
17521713.65
0.0100
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2021-05-03
2021-09-24
2021-09-24
N
N
N
0.0002
5005365.65
5005365.65
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.360000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-05-03
2022-04-07
2022-04-07
N
N
N
0.0001
7524934.35
7524934.35
0.0043
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-05-03
2022-04-15
2022-04-15
N
N
N
0.0004
5017739.95
5017739.95
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.350000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2021-05-03
2021-10-20
2021-10-20
N
N
N
0.0002
5007140.10
5007140.10
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.200000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-05-03
2022-05-19
2022-05-19
N
N
N
0.0004
12824269.70
12824269.70
0.0073
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
0.0010
4800459.02
4800459.02
0.0027
N
N
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.110000%
3135G0Z30
B1V7KEBTPIMZEU4LTD58
US3135G0Z309
U.S. Government Agency Debt
Y
2021-05-03
2021-09-07
2021-09-07
N
N
N
0.0001
9502901.78
9502901.78
0.0054
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-05-03
2022-04-29
2022-04-29
N
N
N
0.0004
6514017.84
6514017.84
0.0037
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.210000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-05-03
2022-05-09
2022-05-09
N
N
N
0.0004
10219938.14
10219938.14
0.0058
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
0.0003
9451333.23
9451333.23
0.0054
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.130000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
940000.00
940000.00
0.0005
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.130000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0013
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
2021-05-07
2021-05-07
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 0.100000%
546282CH5
5493004WIZ1HV87IVF85
US546282CH59
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2040-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0010
3640000.00
3640000.00
0.0021
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.150000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
1100000.00
1100000.00
0.0006
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.080000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
730000.00
730000.00
0.0004
N
N
Y
N
Nevada Housing Division
RB (SONOMA PALMS APTS) SERIES 2005 0.080000%
641272FT1
549300RE377OK3CTT852
US641272FT12
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2039-04-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
1300000.00
1300000.00
0.0007
N
N
Y
N
Nevada Housing Division
HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.110000%
641272GB9
549300RE377OK3CTT852
US641272GB94
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-04-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0011
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 0.090000%
64970HCM4
549300SQWVHKBRF8D702
US64970HCM43
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2036-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
1200000.00
1200000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.060000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
1900000.00
1900000.00
0.0011
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN) SERIES 2006A 0.060000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
3500000.00
3500000.00
0.0020
N
N
Y
N
New York State HFA
HOUSING RB (39TH ST) SERIES 2000A 0.060000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
1800000.00
1800000.00
0.0010
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.060000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
4000000.00
4000000.00
0.0023
N
N
Y
N
New York State HFA
HOUSING RB (360 W 43RD ST) SERIES 2002A 0.060000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
2700000.00
2700000.00
0.0015
N
N
Y
N
New York State HFA
HOUSING RB (CAROLINE APTS) SERIES 2008A 0.080000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
1000000.00
1000000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.060000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
7200000.00
7200000.00
0.0041
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.110000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
865000.00
865000.00
0.0005
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.110000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
850000.00
850000.00
0.0005
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.100000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
575000.00
575000.00
0.0003
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.130000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
985000.00
985000.00
0.0006
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.050000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
800000.00
800000.00
0.0005
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.110000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
3490000.00
3490000.00
0.0020
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.140000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
900000.00
900000.00
0.0005
N
N
Y
N
St. Tammany Parish Development District
RB (BCS DEVELOPMENT) SERIES 2008 0.100000%
793509AM2
US793509AM26
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2040-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0010
2635000.00
2635000.00
0.0015
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.130000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
1000000.00
1000000.00
0.0006
N
N
Y
N
San Jose
M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.050000%
798165KP0
549300QHIHSH68W22O38
US798165KP09
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
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 0.130000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
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 0.130000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
780000.00
780000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.130000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
980000.00
980000.00
0.0006
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.160000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-05-07
2021-05-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0016
1100000.00
1100000.00
0.0006
N
N
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
0.0001
8000000.00
8000000.00
0.0046
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
0.0001
9500003.33
9500003.33
0.0054
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A33
254900HROIFWPRGM1V77
US912796A338
U.S. Treasury Debt
Y
2021-05-27
2021-05-27
2021-05-27
N
N
N
0.0001
18000000.00
18000000.00
0.0103
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A41
254900HROIFWPRGM1V77
US912796A411
U.S. Treasury Debt
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0001
4000000.00
4000000.00
0.0023
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C56
254900HROIFWPRGM1V77
US912796C565
U.S. Treasury Debt
Y
2021-07-29
2021-07-29
2021-07-29
N
N
N
0.0001
20899494.85
20899494.85
0.0120
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
0.0001
7499831.25
7499831.25
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796F95
254900HROIFWPRGM1V77
US912796F956
U.S. Treasury Debt
Y
2021-05-18
2021-05-18
2021-05-18
N
N
N
0.0001
40300020.96
40300020.96
0.0230
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796K32
254900HROIFWPRGM1V77
US912796K329
U.S. Treasury Debt
Y
2021-08-24
2021-08-24
2021-08-24
N
N
N
0.0002
7999497.76
7999497.76
0.0046
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
0.0004
18465086.87
18465086.87
0.0106
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
0.0004
12093408.84
12093408.84
0.0069
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
0.0005
8358249.91
8358249.91
0.0048
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.375000%
9128286H8
254900HROIFWPRGM1V77
US9128286H87
U.S. Treasury Debt
Y
2022-03-15
2022-03-15
2022-03-15
N
N
N
0.0005
3264531.90
3264531.90
0.0019
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.250000%
9128286M7
254900HROIFWPRGM1V77
US9128286M72
U.S. Treasury Debt
Y
2022-04-15
2022-04-15
2022-04-15
N
N
N
0.0004
8168272.88
8168272.88
0.0047
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
12030467.88
12030467.88
0.0069
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
0.0004
6025219.74
6025219.74
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
5736423.11
5736423.11
0.0033
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
0.0002
8472535.34
8472535.34
0.0048
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
0.0002
12633541.13
12633541.13
0.0072
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
0.0004
20217130.80
20217130.80
0.0116
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828J76
254900HROIFWPRGM1V77
US912828J769
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0006
17058796.78
17058796.78
0.0098
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
0.0004
5029944.25
5029944.25
0.0029
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
0.0003
36517327.38
36517327.38
0.0209
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
0.0003
2423764.78
2423764.78
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
0.0004
3241463.81
3241463.81
0.0019
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
0.0005
15327762.97
15327762.97
0.0088
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
0.0004
8026719.44
8026719.44
0.0046
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
37092315.05
37092315.05
0.0212
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
0.0002
4527256.10
4527256.10
0.0026
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.320000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2021-05-03
2021-10-31
2021-10-31
N
N
N
0.0001
9614768.83
9614768.83
0.0055
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
0.0001
20347766.44
20347766.44
0.0116
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
0.0003
8067965.36
8067965.36
0.0046
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828YZ7
254900HROIFWPRGM1V77
US912828YZ72
U.S. Treasury Debt
Y
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0004
2020914.56
2020914.56
0.0012
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.174000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-05-03
2022-01-31
2022-01-31
N
N
N
0.0002
11613545.56
11613545.56
0.0066
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
0.0004
16865646.97
16865646.97
0.0096
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.134000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-05-03
2022-04-30
2022-04-30
N
N
N
0.0002
14716257.47
14716257.47
0.0084
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.069000%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2021-05-03
2023-01-31
2023-01-31
N
N
N
0.0004
10706033.09
10706033.09
0.0061
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PQDC9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.553320
582786.00
271237.78
Agency Collateralized Mortgage Obligation
GNII RG CC2187 C
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5464.00
5890.24
Agency Mortgage-Backed Securities
GNII RG CC7999 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
33121.00
35705.81
Agency Mortgage-Backed Securities
GNII RG CC8834 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
53687.00
56833.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6302
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
13401633.00
13019596.59
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
3121228.00
826665.78
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
66304.00
61850.11
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
1000.00
837.50
Agency Mortgage-Backed Securities
GNII SP 785197 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
14902734.00
12515442.17
Agency Mortgage-Backed Securities
Y
2021-05-07
2021-05-07
2021-12-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
26000000.00
26000000.00
0.0149
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.030000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0PRRY4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
6000.00
13254.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
55000.00
124599.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
250000.00
546009.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
2181400.00
3598763.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
98000.00
158820.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
53000.00
84418.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
9000.00
15991.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
6500.00
11489.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
8000.00
10968.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
28400.00
37486.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
8000.00
11105.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
9400.00
12600.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
59400.00
80534.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
308600.00
412586.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
4624000.00
5059513.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
19500.00
22208.30
U.S. Treasuries (including strips)
Y
2021-05-04
2021-05-04
2021-05-04
Y
BANK OF MONTREAL
1.0000
4
N
N
N
0.0003
10000000.00
10000000.00
0.0057
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PU8G7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.553320
254283.00
118347.31
Agency Collateralized Mortgage Obligation
GNII RG CB8038 C
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
3197354.00
3422620.79
Agency Mortgage-Backed Securities
GNII RG CC2180 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
2317899.00
2582772.27
Agency Mortgage-Backed Securities
GNII RG CC2175 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
4126042.00
4424766.07
Agency Mortgage-Backed Securities
GNII RG CC3584 C
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
3596033.00
3911780.25
Agency Mortgage-Backed Securities
GNII RG CC7999 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
30164.00
32518.04
Agency Mortgage-Backed Securities
GNII RG CC8830 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
2556809.00
2749765.85
Agency Mortgage-Backed Securities
GNII RG CC8826 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2808295.00
3078391.56
Agency Mortgage-Backed Securities
GNII RG CD4740 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
330359.00
356138.71
Agency Mortgage-Backed Securities
GNII SF BZ3577 C
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
2795134.00
2925454.70
Agency Mortgage-Backed Securities
GNII SF CC0942 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2947611.00
3095638.65
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
104667.00
97636.12
Agency Mortgage-Backed Securities
Y
2021-05-07
2021-05-07
2022-02-03
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
26000000.00
26000000.00
0.0149
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.040000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0PVNV5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 01.500 CIMA4328
B1V7KEBTPIMZEU4LTD58
2036-04-01
1.500000
9873.00
9996.10
Agency Mortgage-Backed Securities
GNII SF MA7313 M
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
12639007.00
13380495.41
Agency Mortgage-Backed Securities
Y
2021-05-07
2021-05-07
2021-05-11
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0004
13000000.00
13000000.00
0.0074
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.010000%
549300HN4UKV1E2R3U73
0001675365
ARP0Q0VG6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 841154 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.696000
23368558.00
18704785.31
Agency Mortgage-Backed Securities
FMAR 2B7961 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.111000
25838036.00
21465215.31
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
39000000.00
39000000.00
0.0223
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.010000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0Q0WV2
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
2050-02-15
2.000000
10300000.00
9686556.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
73949800.00
70893514.25
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
79000000.00
79000000.00
0.0452
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Q1A51
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA0452
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
25928756.00
10300020.15
Agency Mortgage-Backed Securities
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0001
10000000.00
10000000.00
0.0057
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.010000%
ZBUT11V806EZRVTWT807
0000782124
ARP0Q1AJ1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
200.00
196.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
100.00
102.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
5900.00
6009.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
7347000.00
8153495.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
200.00
200.20
U.S. Treasuries (including strips)
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0001
8000000.00
8000000.00
0.0046
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Q1PF3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
10401600.00
10200041.98
U.S. Treasuries (including strips)
Y
2021-05-05
2021-05-05
2021-05-05
N
N
N
0.0001
10000000.00
10000000.00
0.0057
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Q1PG1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA0452
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
25928756.00
10300020.15
Agency Mortgage-Backed Securities
Y
2021-05-05
2021-05-05
2021-05-05
N
N
N
0.0001
10000000.00
10000000.00
0.0057
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.010000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Q1PP1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
8411136.00
8494667.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1439
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1290030.00
913163.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3916
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
1924518.00
2017190.06
Agency Mortgage-Backed Securities
GNII SF AT9261 C
549300M8ZYFG0OCMTT87
2046-07-20
4.500000
1073346.00
475652.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1233
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
5190296.00
4632164.21
Agency Mortgage-Backed Securities
GNII SF MA0319 M
549300M8ZYFG0OCMTT87
2042-08-20
4.000000
4549328.00
671622.92
Agency Mortgage-Backed Securities
GNII SF MA1499 M
549300M8ZYFG0OCMTT87
2024-02-20
4.500000
530432.00
34182.15
Agency Mortgage-Backed Securities
GNII JM MA4892 M
549300M8ZYFG0OCMTT87
2047-12-20
4.500000
590150.00
79411.48
Agency Mortgage-Backed Securities
GNMI SF BH7575 X
549300M8ZYFG0OCMTT87
2048-09-15
5.500000
1599232.00
137027.65
Agency Mortgage-Backed Securities
GNMI SF BJ2882 X
549300M8ZYFG0OCMTT87
2048-12-15
5.500000
1679250.00
506923.17
Agency Mortgage-Backed Securities
GNMI SF AD9306 X
549300M8ZYFG0OCMTT87
2043-06-15
3.000000
1705344.00
386793.44
Agency Mortgage-Backed Securities
GNMI SF 602794 X
549300M8ZYFG0OCMTT87
2033-03-15
5.500000
1053578.00
11201.18
Agency Mortgage-Backed Securities
Y
2021-05-05
2021-05-05
2021-05-05
N
N
N
0.0001
18000000.00
18000000.00
0.0103
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.005000%
ZBUT11V806EZRVTWT807
0000782124
ARP0Q1PX4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
700.00
718.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
100.00
106.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
600.00
652.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
2664100.00
2698860.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
17000000.00
18866125.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
3836000.00
3933233.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
200.00
204.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
100.00
98.36
U.S. Treasuries (including strips)
Y
2021-05-05
2021-05-05
2021-05-05
N
N
N
0.0001
25000000.00
25000000.00
0.0143
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Q2340
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLCA2184
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
71902631.00
41089073.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0452
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
28801073.00
11441028.34
Agency Mortgage-Backed Securities
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
51000000.00
51000000.00
0.0292
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.010000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0Q23H1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
9671200.00
12964180.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.500000
6226600.00
6272306.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.069001
55400.00
55425.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-17
0.00
11308600.00
11308147.66
U.S. Treasuries (including strips)
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
30000000.00
30000000.00
0.0172
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.005000%
ZBUT11V806EZRVTWT807
0000782124
ARP0Q23W8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
6459900.00
6722225.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
200.00
230.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
856100.00
1097582.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
2948300.00
2977293.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
27954000.00
31022569.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
100.00
100.10
U.S. Treasuries (including strips)
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
41000000.00
41000000.00
0.0234
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.010000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Q23X6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FKAR 02.150 WNWN2099
S6XOOCT0IEG5ABCC6L87
2031-02-01
2.150000
10799900.00
11038955.19
Agency Mortgage-Backed Securities
FNMS 05.500 CTAB0218
B1V7KEBTPIMZEU4LTD58
2029-02-01
5.500000
792367.00
14770.63
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA1729
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.000000
87827.00
18998.34
Agency Mortgage-Backed Securities
GNII JM 004768 M
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
5792024.00
186612.15
Agency Mortgage-Backed Securities
GNMI SF 719773 X
549300M8ZYFG0OCMTT87
2040-03-15
5.500000
108291.00
14641.62
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
96627200.00
90726022.08
U.S. Treasuries (including strips)
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
100000000.00
100000000.00
0.0572
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.010000%
549300QJJX6CVVUXLE15
0001317808
ARP0Q24H0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.715880
599269.00
278613.61
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.835880
1000.00
650.03
Agency Collateralized Mortgage Obligation
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
1000.00
977.96
Agency Mortgage-Backed Securities
GNII SP 783656 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
1001.00
135.21
Agency Mortgage-Backed Securities
GNMI SP 783518 X
549300M8ZYFG0OCMTT87
2041-12-15
4.000000
187446417.00
25656001.34
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-27
0.00
1100.00
1099.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
1000.00
1150.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
2932100.00
3682935.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
100.00
115.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
1900.00
2317.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
116.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
300.00
313.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
3978500.00
5251418.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
442700.00
508616.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
99.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
2465200.00
2697385.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
2320400.00
1995413.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
400.00
428.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
2547600.00
2696088.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
1300.00
1397.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
200.00
216.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
200.00
212.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
42900.00
43895.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
100.00
121.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
200.00
204.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
100.00
124.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
105900.00
128230.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
67700.00
81505.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
7388000.00
8198996.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
100.00
100.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
20600.00
20232.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
400.00
392.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
2400.00
2402.81
U.S. Treasuries (including strips)
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
50000000.00
50000000.00
0.0286
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.005000%
549300QJJX6CVVUXLE15
0001317808
ARP0Q24J6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
100.00
107.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
4700.00
5138.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
6202000.00
7106092.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
75700.00
71774.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-27
0.00
2200.00
2199.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
200.00
441.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
148200.00
195616.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
11896700.00
13017195.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
200.00
171.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
7500.00
8025.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
600.00
634.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
1891400.00
2032630.23
U.S. Treasuries (including strips)
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0001
22000000.00
22000000.00
0.0126
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.005000%
549300H47WTHXPU08X20
ARP0Q2F39
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
66639400.00
71400081.92
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
70000000.00
70000000.00
0.0400
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.010000%
549300HN4UKV1E2R3U73
0001675365
ARP0Q2JQ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 2B7961 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.111000
29161964.00
24226602.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
2301539.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
483000.00
538466.49
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
2397533.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
1138137.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0584
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.670000
1640000.00
1735939.02
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
987578.05
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
645798.69
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1687888.70
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
991000.00
1121693.08
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
1536093.00
1735884.51
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL6692
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.450000
597500.00
622938.26
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
38000000.00
38000000.00
0.0217
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.010000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0Q2JY7
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
2023-05-15
1.750000
1229300.00
1278208.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
5270900.00
5861752.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
100.00
100.10
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
7000000.00
7000000.00
0.0040
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.010000%
ZBUT11V806EZRVTWT807
0000782124
ARP0Q2KE9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 785438 C
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
16545792.00
17236626.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7276
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
129200.00
141450.28
Agency Mortgage-Backed Securities
GNII RG CC3544 C
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
10711936.00
11365067.64
Agency Mortgage-Backed Securities
GNMI SP 784428 X
549300M8ZYFG0OCMTT87
2047-12-15
3.500000
242368.00
96861.85
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
28000000.00
28000000.00
0.0160
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.010000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Q2KG4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
10248192.00
10349967.93
Agency Mortgage-Backed Securities
GNMI SF 631574 X
549300M8ZYFG0OCMTT87
2034-07-15
6.000000
1000000.00
80985.49
Agency Mortgage-Backed Securities
GNII SF BE6454 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
130402.00
84662.07
Agency Mortgage-Backed Securities
GNII SF CB5442 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
3399600.00
3524175.76
Agency Mortgage-Backed Securities
GNII SF 003294 M
549300M8ZYFG0OCMTT87
2032-10-20
5.000000
287298.00
6159.15
Agency Mortgage-Backed Securities
GNII SF 003359 M
549300M8ZYFG0OCMTT87
2033-03-20
5.000000
340569.00
8053.24
Agency Mortgage-Backed Securities
GNII SF 004396 M
549300M8ZYFG0OCMTT87
2039-03-20
4.000000
360000.00
41772.50
Agency Mortgage-Backed Securities
GNII SF 003929 M
549300M8ZYFG0OCMTT87
2036-12-20
5.000000
609790.00
20593.40
Agency Mortgage-Backed Securities
GNMI SP 782727 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
264038.00
15397.34
Agency Mortgage-Backed Securities
GNMI SF 648154 X
549300M8ZYFG0OCMTT87
2036-11-15
5.500000
1180912.00
26202.23
Agency Mortgage-Backed Securities
GNMI SF 677190 X
549300M8ZYFG0OCMTT87
2038-06-15
5.000000
307000.00
10862.13
Agency Mortgage-Backed Securities
GNMI SF 711232 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
850000.00
111168.77
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
14000000.00
14000000.00
0.0080
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.010000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0Q2KJ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7194 M
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
9004851.00
9270008.23
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
9000000.00
9000000.00
0.0051
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.010000%
549300QJJX6CVVUXLE15
0001317808
ARP0Q2KL3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.715880
283400.00
131759.02
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.835880
1000.00
650.03
Agency Collateralized Mortgage Obligation
GNII SF MA5263 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
1000.00
379.36
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-27
0.00
400.00
400.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
204200.00
269533.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
13985800.00
14614294.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
200.00
211.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
228600.00
284074.18
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
15000000.00
15000000.00
0.0086
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.010000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0Q2KN9
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
2021-10-15
2.875000
5028600.00
5100077.92
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
5000000.00
5000000.00
0.0029
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.010000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0Q2LC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLCA5513
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
3618551.00
3120002.79
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
3000000.00
3000000.00
0.0017
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Q2LJ7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
1508200.00
1478974.71
U.S. Treasuries (including strips)
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
1449921.00
1449921.00
0.0008
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.010000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0Q2LO6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.553320
19337.00
8999.74
Agency Collateralized Mortgage Obligation
GNII SF CA5290 C
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
2177477.00
2275522.01
Agency Mortgage-Backed Securities
GNII SF CB8479 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1650570.00
1741636.04
Agency Mortgage-Backed Securities
GNII SF CB8529 C
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
2331234.00
2527740.76
Agency Mortgage-Backed Securities
GNII RG CC2179 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
380756.00
418069.41
Agency Mortgage-Backed Securities
GNII RG CC7999 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
88463.00
95366.78
Agency Mortgage-Backed Securities
FMAR 2B8012 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.056000
8874862.00
8621914.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9446
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
10198969.00
4793231.43
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8114
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
2794537.00
2789919.46
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
24765860.00
13882494.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4072
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
2210422.00
1002958.46
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7277
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
16109539.00
15797053.42
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
14930828.00
15041283.28
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
16559.00
13868.19
Agency Mortgage-Backed Securities
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0001
67000000.00
67000000.00
0.0383
N
Y
Y
N
The Charles Schwab Family of Funds
2021-05-07
Mark Fischer
Mark Fischer
Chief Financial Officer