0001145549-21-059863.txt : 20211007
0001145549-21-059863.hdr.sgml : 20211007
20211007160329
ACCESSION NUMBER: 0001145549-21-059863
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211007
DATE AS OF CHANGE: 20211007
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: 211312426
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
2021-09-30
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
39
74
850283234.00
858259903.61
851769566.18
867498613.57
1497766361.36
1486626693.90
1483613910.76
1483239457.83
0.00
0.4818
0.4894
0.4866
0.4957
0.8487
0.8478
0.8475
0.8475
0.0000
0.49
1756102014.25
1755948679.77
600274.98
9090222.40
1747458732.84
1747446852.4540
1.0000
0.0008
1.0001
1.0001
1.0001
1.0001
0.0000
C000169257
1000000.00
1747458732.84
1747446852.4540
1.0001
1.0001
1.0001
1.0001
0.0000
2572077.18
7204838.52
12083400.60
12876676.07
4433858.11
7453806.56
4951135.97
8541061.86
0.00
0.00
28217887.66
38274064.62
0.0001
Y
Investment Advisor and its affiliates Contractual 11,681 Investment Advisor and its affiliates Voluntary 177,030
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.060000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
3200000.00
3200000.00
0.0018
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.150000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
800000.00
800000.00
0.0005
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (BAY VISTA AT MEADOW PARK APTS) SERIES 2003NN-1 0.060000%
13077V4F6
549300KTNI2GCJNX2U48
US13077V4F66
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
1500000.00
1500000.00
0.0009
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.080000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
600000.00
600000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.080000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
600000.00
600000.00
0.0003
N
N
Y
N
CAPITAL AREA HOUSING FINANCE CORP
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.110000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
1070000.00
1070000.00
0.0006
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.090000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
1200000.00
1200000.00
0.0007
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.090000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
4315000.00
4315000.00
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2021-10-01
2022-02-28
2022-02-28
N
N
N
0.0004
10305552.42
10305552.42
0.0059
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AJY52
2549001DPIFGXC1TOL40
US3130AJY529
U.S. Government Agency Debt
Y
2022-08-12
2022-08-12
2022-08-12
N
N
N
0.0009
2220699.99
2220699.99
0.0013
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
0.0001
1299996.02
1299996.02
0.0007
N
N
Y
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
0.0001
6299963.27
6299963.27
0.0036
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313YZ5
US313313YZ59
U.S. Government Agency Debt
Y
2022-07-06
2022-07-06
2022-07-06
N
N
N
0.0007
1299300.24
1299300.24
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313ZN1
US313313ZN11
U.S. Government Agency Debt
Y
2022-07-19
2022-07-19
2022-07-19
N
N
N
0.0007
3098253.06
3098253.06
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 3.125000%
313383WD9
2549001DPIFGXC1TOL40
US313383WD94
U.S. Government Agency Debt
Y
2022-09-09
2022-09-09
2022-09-09
N
N
N
0.0008
1234298.58
1234298.58
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.260000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2021-10-01
2021-10-28
2021-10-28
N
N
N
0.0004
2700447.31
2700447.31
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.200000%
3133EKNR3
US3133EKNR32
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0006
811504.86
811504.86
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.135000%
3133EL4V3
US3133EL4V34
U.S. Government Agency Debt
Y
2021-10-01
2022-07-25
2022-07-25
N
N
N
0.0005
4503064.01
4503064.01
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.130000%
3133EL6Q2
US3133EL6Q21
U.S. Government Agency Debt
Y
2021-10-01
2022-03-10
2022-03-10
N
N
N
0.0005
5201980.68
5201980.68
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000%
3133ELE75
US3133ELE754
U.S. Government Agency Debt
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0005
2703598.88
2703598.88
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.200000%
3133ELT95
US3133ELT950
U.S. Government Agency Debt
Y
2022-07-13
2022-07-13
2022-07-13
N
N
N
0.0004
8810719.19
8810719.19
0.0050
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000%
3133ELYR9
US3133ELYR95
U.S. Government Agency Debt
Y
2022-05-06
2022-05-06
2022-05-06
N
N
N
0.0006
941075.81
941075.81
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.057500%
3133EM4G4
US3133EM4G49
U.S. Government Agency Debt
Y
2021-10-05
2023-05-01
2023-05-01
N
N
N
0.0005
6500905.52
6500905.52
0.0037
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000%
3133EM4W9
US3133EM4W98
U.S. Government Agency Debt
Y
2021-10-01
2022-09-08
2022-09-08
N
N
N
0.0002
10401003.91
10401003.91
0.0060
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-10-01
2022-10-21
2022-10-21
N
N
N
0.0005
6403944.64
6403944.64
0.0037
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMLZ3
US3133EMLZ32
U.S. Government Agency Debt
Y
2021-10-01
2021-12-30
2021-12-30
N
N
N
0.0007
1600011.39
1600011.39
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000%
3133EMMM1
US3133EMMM10
U.S. Government Agency Debt
Y
2021-10-01
2022-07-08
2022-07-08
N
N
N
0.0005
5001564.00
5001564.00
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.100000%
3133EMPR7
US3133EMPR79
U.S. Government Agency Debt
Y
2022-08-02
2022-08-02
2022-08-02
N
N
N
0.0004
3601676.30
3601676.30
0.0021
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000%
3133EMQ96
US3133EMQ962
U.S. Government Agency Debt
Y
2021-10-05
2023-07-13
2023-07-13
N
N
N
0.0006
2600272.45
2600272.45
0.0015
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
0.0008
1299999.61
1299999.61
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMU75
US3133EMU758
U.S. Government Agency Debt
Y
2021-10-01
2023-07-21
2023-07-21
N
N
N
0.0003
8801610.75
8801610.75
0.0050
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000%
3133EMZJ4
US3133EMZJ44
U.S. Government Agency Debt
Y
2022-05-17
2022-05-17
2022-05-17
N
N
N
0.0006
6500076.77
6500076.77
0.0037
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.200000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2021-10-01
2022-03-04
2022-03-04
N
N
N
0.0004
11808144.60
11808144.60
0.0068
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2021-10-01
2022-03-11
2022-03-11
N
N
N
0.0005
3002686.86
3002686.86
0.0017
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2021-10-01
2022-06-02
2022-06-02
N
N
N
0.0005
12516231.50
12516231.50
0.0072
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2021-10-01
2022-08-19
2022-08-19
N
N
N
0.0011
17806134.24
17806134.24
0.0102
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2021-10-01
2022-09-09
2022-09-09
N
N
N
0.0007
17512435.33
17512435.33
0.0100
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-10-01
2022-04-07
2022-04-07
N
N
N
0.0006
7513298.02
7513298.02
0.0043
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-10-01
2022-04-15
2022-04-15
N
N
N
0.0006
5010409.20
5010409.20
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2021-10-01
2021-10-20
2021-10-20
N
N
N
0.0006
5000881.00
5000881.00
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-10-01
2022-05-19
2022-05-19
N
N
N
0.0007
12813806.46
12813806.46
0.0073
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.250000%
3135G0V59
B1V7KEBTPIMZEU4LTD58
US3135G0V597
U.S. Government Agency Debt
Y
2022-04-12
2022-04-12
2022-04-12
N
N
N
0.0009
1314905.03
1314905.03
0.0008
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000%
3135G0W33
B1V7KEBTPIMZEU4LTD58
US3135G0W330
U.S. Government Agency Debt
Y
2022-09-06
2022-09-06
2022-09-06
N
N
N
0.0007
607286.33
607286.33
0.0003
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.000000%
3136G05L1
B1V7KEBTPIMZEU4LTD58
US3136G05L13
U.S. Government Agency Debt
Y
2022-08-26
2022-08-26
2022-08-26
N
N
N
0.0006
966623.93
966623.93
0.0006
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-10-01
2022-04-29
2022-04-29
N
N
N
0.0007
6508329.75
6508329.75
0.0037
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-10-01
2022-05-09
2022-05-09
N
N
N
0.0007
10211172.06
10211172.06
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
0.0005
9361093.75
9361093.75
0.0054
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.110000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
925000.00
925000.00
0.0005
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.110000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
1450000.00
1450000.00
0.0008
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.080000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
200000.00
200000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.080000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
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 0.080000%
546282CH5
5493004WIZ1HV87IVF85
US546282CH59
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2040-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
3575000.00
3575000.00
0.0020
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.140000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
1100000.00
1100000.00
0.0006
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.060000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
845000.00
845000.00
0.0005
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.060000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
830000.00
830000.00
0.0005
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.090000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
575000.00
575000.00
0.0003
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.110000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
980000.00
980000.00
0.0006
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.110000%
769141AA0
549300O0KPP43OWB4Y15
US769141AA08
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0011
4200000.00
4200000.00
0.0024
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.060000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
800000.00
800000.00
0.0005
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.090000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
3490000.00
3490000.00
0.0020
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.130000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
900000.00
900000.00
0.0005
N
N
Y
N
St. Tammany Parish Development District
RB (BCS DEVELOPMENT) SERIES 2008 0.080000%
793509AM2
US793509AM26
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2040-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
2635000.00
2635000.00
0.0015
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.110000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
1000000.00
1000000.00
0.0006
N
N
Y
N
San Jose
M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.060000%
798165JQ0
549300QHIHSH68W22O38
US798165JQ01
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
1000000.00
1000000.00
0.0006
N
N
Y
N
San Jose
M/F HOUSING RB (ALMADEN FAMILY APTS) SERIES 2003D 0.060000%
798165JR8
549300QHIHSH68W22O38
US798165JR83
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2037-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
1300000.00
1300000.00
0.0007
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.110000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
870000.00
870000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.110000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
770000.00
770000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.110000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
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 0.150000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-10-07
2021-10-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0015
1100000.00
1100000.00
0.0006
N
N
Y
N
United States Treasury
UNITED STATES TREASURY 1.875000%
9128282P4
254900HROIFWPRGM1V77
US9128282P40
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0007
6394272.89
6394272.89
0.0037
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.625000%
9128282S8
254900HROIFWPRGM1V77
US9128282S88
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0008
5476187.03
5476187.03
0.0031
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
0.0004
8275107.65
8275107.65
0.0047
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
0.0004
14957591.14
14957591.14
0.0086
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
0.0005
8094592.80
8094592.80
0.0046
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
20096584.40
20096584.40
0.0115
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
0.0005
16942171.18
16942171.18
0.0097
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.875000%
912828L24
254900HROIFWPRGM1V77
US912828L245
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0007
6098715.24
6098715.24
0.0035
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
912828L57
254900HROIFWPRGM1V77
US912828L575
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0008
8235197.75
8235197.75
0.0047
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
3215482.46
3215482.46
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
0.0006
23273732.79
23273732.79
0.0133
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.875000%
912828W89
254900HROIFWPRGM1V77
US912828W895
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0006
7567570.95
7567570.95
0.0043
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.000000%
912828XQ8
254900HROIFWPRGM1V77
US912828XQ82
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0008
4571908.25
4571908.25
0.0026
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
912828XW5
254900HROIFWPRGM1V77
US912828XW50
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0008
2126165.24
2126165.24
0.0012
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828YA2
254900HROIFWPRGM1V77
US912828YA22
U.S. Treasury Debt
Y
2022-08-15
2022-08-15
2022-08-15
N
N
N
0.0007
25311647.75
25311647.75
0.0145
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828YF1
254900HROIFWPRGM1V77
US912828YF19
U.S. Treasury Debt
Y
2022-09-15
2022-09-15
2022-09-15
N
N
N
0.0010
21585582.52
21585582.52
0.0124
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
2007822.32
2007822.32
0.0011
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.189000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-10-01
2022-01-31
2022-01-31
N
N
N
0.0003
9104872.14
9104872.14
0.0052
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
16773729.00
16773729.00
0.0096
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.149000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-10-01
2022-04-30
2022-04-30
N
N
N
0.0003
14710165.48
14710165.48
0.0084
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CAC5
254900HROIFWPRGM1V77
US91282CAC55
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0009
4301186.54
4301186.54
0.0025
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CAG6
254900HROIFWPRGM1V77
US91282CAG69
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0009
13103668.92
13103668.92
0.0075
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CAN1
254900HROIFWPRGM1V77
US91282CAN11
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0009
7002536.38
7002536.38
0.0040
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.084000%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2021-10-01
2023-01-31
2023-01-31
N
N
N
0.0005
10705354.71
10705354.71
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.100510
90422.00
1688.31
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
2654.00
939.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
40593.00
1590.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
1177.00
16.15
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
1138.00
311.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.368920
18063.00
8017.97
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
18266.00
5887.99
Agency Collateralized Mortgage Obligation
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1281395.00
647461.47
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
100679.00
29721.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8358
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
324919.00
259175.35
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
647399.00
655857.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
107607.00
65768.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
82339.00
50324.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8233
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
260361.00
260556.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9291
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
378692.00
386673.02
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
2853.00
2605.82
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4306
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
20894910.00
20711442.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3931
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
253012.00
61464.61
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1924
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.340000
8436.00
8671.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
4406102.00
2590402.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6707
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
46413.00
44253.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7044
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
13184.00
12627.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
88220.00
51673.91
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
96727.00
33273.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1359.00
1359.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB1692
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
10292.00
11086.84
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8955
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
16742.00
17286.57
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2302
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
78034.00
22948.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5801
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
579918.00
600232.21
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6083
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
41715.00
41830.76
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC7054
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
60443.00
65608.50
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC8249
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
75095.00
75563.68
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
18600.00
17838.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1336
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
18864.00
1700.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5146
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
63486.00
48198.41
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
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
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
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
125946.00
25216.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.368920
15703.00
6970.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
13485.00
4346.85
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
45779.00
12526.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
157008.00
6152.54
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLAS1336
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
42693.00
3847.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8233
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
480660.00
481019.99
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9291
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
444375.00
453740.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
38076.00
34777.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4306
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
16696040.00
16549440.50
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0195
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
13895580.00
7957701.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
109480.00
66913.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
182290.00
111413.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3931
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
198028.00
48107.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5146
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
24050.00
18258.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6707
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
30033.00
28635.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
96959.00
48991.31
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
61716.00
18219.03
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
81232.00
47580.77
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
114542.00
39401.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA5279
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.000000
24297.00
22959.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
13492.00
13500.13
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2302
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
81932.00
24094.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC7054
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
62789.00
68154.99
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC8249
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
54826.00
55168.18
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
9090.00
8717.99
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5801
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
561956.00
581641.02
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6083
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
30069.00
30152.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB1692
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
12145.00
13082.94
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8955
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
14620.00
15095.55
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
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
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QO5V0
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
6.532510
4343822.00
1850742.56
Agency Collateralized Mortgage Obligation
GNRM 2018-014 MA
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
25000000.00
3771196.27
Agency Collateralized Mortgage Obligation
GNRM 2018-97 DL
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
7931357.00
2986444.15
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBAL9529
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.120000
71576832.00
10583549.13
Agency Mortgage-Backed Securities
FNAR XX.XXX JUAL8366
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.622000
1189609.00
481322.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8109959.00
4042700.67
Agency Mortgage-Backed Securities
GNII SF BH7966 C
549300M8ZYFG0OCMTT87
2048-06-20
5.500000
2681105.00
703985.55
Agency Mortgage-Backed Securities
GNII SF BT3779 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1019510.00
794227.73
Agency Mortgage-Backed Securities
GNII RG CG5453 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
1347688.00
1404008.15
Agency Mortgage-Backed Securities
GNMI SF AX6093 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
1406934.00
331334.70
Agency Mortgage-Backed Securities
GNII SF AY2382 C
549300M8ZYFG0OCMTT87
2047-06-20
3.250000
140009.00
91932.96
Agency Mortgage-Backed Securities
GNMI SF 726327 X
549300M8ZYFG0OCMTT87
2039-09-15
4.500000
7010230.00
371527.79
Agency Mortgage-Backed Securities
GNMI SF 734096 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
1930000.00
385492.52
Agency Mortgage-Backed Securities
GNMI SF 738733 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
2177391.00
432831.37
Agency Mortgage-Backed Securities
GNII SF 752757 C
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
2300000.00
433813.47
Agency Mortgage-Backed Securities
GNMI SF 681568 X
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
615646.00
362076.96
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0647
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
15108782.00
4492228.43
Agency Mortgage-Backed Securities
GNII RG CD7395 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
4044311.00
3885376.44
Agency Mortgage-Backed Securities
GNII SF CF4403 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1290836.00
1397129.64
Agency Mortgage-Backed Securities
GNII SF CH1246 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1137.00
1238.73
Agency Mortgage-Backed Securities
GNII SF CH2760 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
12552359.00
13605394.53
Agency Mortgage-Backed Securities
GNII RG CH5214 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1766019.00
1878774.80
Agency Mortgage-Backed Securities
GNMI SP 784830 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
649385.00
321777.62
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
53000000.00
53000000.00
0.0303
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QUWG9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.914850
1000.00
312.50
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLCA7024
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
465890.00
449971.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6774
B1V7KEBTPIMZEU4LTD58
2040-07-01
1.861000
1586291.00
243137.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
B1V7KEBTPIMZEU4LTD58
2045-11-01
1.890000
1000.00
46.98
Agency Mortgage-Backed Securities
GNII SF AY2382 C
549300M8ZYFG0OCMTT87
2047-06-20
3.250000
14341.00
9416.61
Agency Mortgage-Backed Securities
FMAR 840799 G
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.035000
4663000.00
1758704.89
Agency Mortgage-Backed Securities
GNII SF BV2997 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1131093.00
1185433.13
Agency Mortgage-Backed Securities
GNII SF BV2998 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1365211.00
1162167.98
Agency Mortgage-Backed Securities
GNII SF BW7260 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1110130.00
1168794.83
Agency Mortgage-Backed Securities
GNII SF BW9170 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1055023.00
1125947.91
Agency Mortgage-Backed Securities
GNII SF BY3445 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
6051.00
6364.27
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
6239.00
5698.46
Agency Mortgage-Backed Securities
GNII JM MA6645 M
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
177386.00
73558.17
Agency Mortgage-Backed Securities
GNII SF MA6714 M
549300M8ZYFG0OCMTT87
2050-06-20
5.000000
2212820.00
1077362.49
Agency Mortgage-Backed Securities
GNMI SF BB4046 X
549300M8ZYFG0OCMTT87
2047-12-15
4.000000
1731032.00
1206154.69
Agency Mortgage-Backed Securities
GNII SF BC8975 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
3145485.00
1149451.05
Agency Mortgage-Backed Securities
GNII SF BL6002 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
555996.00
308133.47
Agency Mortgage-Backed Securities
FMAR 1A1810 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.020000
1015217.00
288980.86
Agency Mortgage-Backed Securities
GNII SF CF7063 C
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
87129.00
96183.76
Agency Mortgage-Backed Securities
GNII SF CH1248 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
3497.00
3845.64
Agency Mortgage-Backed Securities
GNMI SF CD3282 X
549300M8ZYFG0OCMTT87
2051-09-15
3.500000
10669.00
12033.31
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
2021-11-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
11000000.00
11000000.00
0.0063
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0R04X8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
273929.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424936.00
69738.34
Agency Collateralized Mortgage Obligation
GNRM 2013-125 AB
549300M8ZYFG0OCMTT87
2041-11-16
1.367480
204946.00
4118.05
Agency Collateralized Mortgage Obligation
GNRM 2019-034 VA
549300M8ZYFG0OCMTT87
2036-04-16
2.500000
827470.00
758250.99
Agency Collateralized Mortgage Obligation
GNRM 2021-027 MT
549300M8ZYFG0OCMTT87
2051-02-20
5.000000
4101160.00
4284191.26
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.710070
6600000.00
6722801.24
Agency Collateralized Mortgage Obligation
GNRA 2013-146 DA
549300M8ZYFG0OCMTT87
2048-11-16
3.250000
10000000.00
9275842.34
Agency Collateralized Mortgage Obligation
GNRM 2018-010 AB
549300M8ZYFG0OCMTT87
2060-04-16
2.600000
1538000.00
933462.21
Agency Collateralized Mortgage Obligation
GNRM 2021-160 LB
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
2672930.00
2642584.52
Agency Collateralized Mortgage Obligation
GNRM 2021-160 LM
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1780452.00
1815081.59
Agency Collateralized Mortgage Obligation
Y
2021-10-01
2022-01-03
2022-02-15
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
26000000.00
26000000.00
0.0149
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0R2BC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-11-15
3.000000
7999880.00
414990.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-02-15
3.000000
6563072.00
3432757.31
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1697400.00
1750226.29
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
3.336000
20982400.00
21182026.55
Agency Collateralized Mortgage Obligation
Y
2021-10-01
2022-01-03
2022-02-22
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
26000000.00
26000000.00
0.0149
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0R4JP1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD8151
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
2000.00
2013.73
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5118
S6XOOCT0IEG5ABCC6L87
2041-07-01
2.000000
1000.00
1000.89
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8161
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
1000.00
1020.65
Agency Mortgage-Backed Securities
03.000 FGPC J38060 G
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
5999.00
2550.49
Agency Mortgage-Backed Securities
03.000 FGPC J37706 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
3000.00
1604.24
Agency Mortgage-Backed Securities
03.000 FGPC J37835 G
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
7000.00
2779.34
Agency Mortgage-Backed Securities
FNMS 02.000 REBT7348
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
10842147.00
10872105.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU0805
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
50915.00
52541.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM7970
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1000.00
876.50
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM8839
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
10836.00
10911.17
Agency Mortgage-Backed Securities
FNMS 02.500 CNAB6997
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.500000
376837.00
8884.35
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4437
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
3451065.00
3461629.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3444
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
13000.00
2828.60
Agency Mortgage-Backed Securities
Y
2021-10-04
2021-10-04
2021-10-04
Y
BANK OF MONTREAL
1.0000
4
N
N
N
0.0006
14000000.00
14000000.00
0.0080
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0R6W63
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLBU0805
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
36612.00
37781.27
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4437
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
21870.00
21936.95
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4438
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
12898997.00
13310912.14
Agency Mortgage-Backed Securities
FNMS 02.500 CNAL5170
B1V7KEBTPIMZEU4LTD58
2024-04-01
2.500000
446772.00
20039.16
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
2021-10-13
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
13000000.00
13000000.00
0.0074
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RARP8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD0612
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
32771755.00
33008309.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0183
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
13363014.00
13342141.87
Agency Mortgage-Backed Securities
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
45000000.00
45000000.00
0.0258
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RASU6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-02-10
0.00
26480000.00
26475657.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
5.250000
100.00
128.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
2.250000
15422700.00
16364018.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
100.00
98.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
100.00
97.72
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
42000000.00
42000000.00
0.0240
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.050000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0RATR2
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
2045-02-15
2.500000
8999600.00
9731078.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-15
1.625000
7977800.00
8100476.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
5000000.00
5217550.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-30
1.500000
1904900.00
1969929.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-15
0.250000
14721000.00
14735969.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-15
0.250000
28900.00
28800.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-04-15
0.375000
100.00
100.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
22085800.00
24078756.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
1.875000
8902400.00
8504505.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-31
2.750000
100000.00
107836.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-01-31
1.750000
14887000.00
15245089.15
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
86000000.00
86000000.00
0.0492
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RBRN1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7315 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
10441344.00
10287136.75
Agency Mortgage-Backed Securities
GNII SF CI3654 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1421060.00
1543466.79
Agency Mortgage-Backed Securities
GNII SF MA6341 M
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
18586998.00
6529396.50
Agency Mortgage-Backed Securities
Y
2021-10-06
2021-10-06
2021-10-06
N
N
N
0.0006
18000000.00
18000000.00
0.0103
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RBSE0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD0612
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
99194959.00
99910971.79
Agency Mortgage-Backed Securities
Y
2021-10-06
2021-10-06
2021-10-06
N
N
N
0.0005
97000000.00
97000000.00
0.0555
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0RC1M9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-11-01
0.00
32641500.00
32640063.77
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0006
32000000.00
32000000.00
0.0183
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0RC3O3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
74159195.00
72093487.45
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1276
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
80766476.00
82406513.12
Agency Mortgage-Backed Securities
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
150000000.00
150000000.00
0.0858
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.050000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RC3T2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-10-07
0.00
200.00
200.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-16
0.00
800.00
799.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
19133300.00
30751212.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
1789600.00
2068094.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-08-15
3.625000
2023700.00
2600803.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
1.375000
18441300.00
29594588.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
1.000000
8450000.00
12238703.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-08-15
2.250000
100.00
103.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
102.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
0.125000
700.00
850.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-05-15
2.375000
2798700.00
3014609.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-30
0.500000
7159000.00
6932552.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
0.125000
200.00
200.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
1.125000
19337100.00
19204105.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
0.069003
200.00
200.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
700500.00
692623.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
100.00
98.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-15
0.375000
100.00
99.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-15
0.625000
200.00
230.50
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
105000000.00
105000000.00
0.0601
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RC3U9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
160278236.00
154500214.59
Agency Mortgage-Backed Securities
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
150000000.00
150000000.00
0.0858
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RC438
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FKRM 0M039A 04/15/45
S6XOOCT0IEG5ABCC6L87
2045-04-15
3.250000
24691954.00
26000036.33
Agency Mortgage-Backed Securities
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
25000000.00
25000000.00
0.0143
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RC453
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLMA4079
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1552924.00
928714.93
Agency Mortgage-Backed Securities
GNII JM MA5390 M
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
300000.00
34464.81
Agency Mortgage-Backed Securities
GNII SF MA7420 M
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
67398400.00
70369959.92
Agency Mortgage-Backed Securities
GNMI SF BI6163 X
549300M8ZYFG0OCMTT87
2048-09-15
5.500000
1035562.00
198681.05
Agency Mortgage-Backed Securities
GNPL PN CD9005
549300M8ZYFG0OCMTT87
2056-07-15
2.380000
200000.00
206861.15
Agency Mortgage-Backed Securities
GNII SF AF3785 C
549300M8ZYFG0OCMTT87
2043-09-20
3.500000
2157820.00
748807.67
Agency Mortgage-Backed Securities
GNII BD 720540 C
549300M8ZYFG0OCMTT87
2039-07-20
4.000000
8131040.00
622046.96
Agency Mortgage-Backed Securities
GNMI MH 728158 X
549300M8ZYFG0OCMTT87
2030-01-15
4.500000
401773.00
86763.81
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC2124
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
7192512.00
7393756.85
Agency Mortgage-Backed Securities
FNMS 03.000 CTAQ3338
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
5249208.00
1208706.94
Agency Mortgage-Backed Securities
GNPL PN BV7079
549300M8ZYFG0OCMTT87
2056-08-15
2.350000
300000.00
309966.95
Agency Mortgage-Backed Securities
GNPL PN CB6048
549300M8ZYFG0OCMTT87
2056-08-15
2.100000
300000.00
303671.32
Agency Mortgage-Backed Securities
GNPL PN CC9205
549300M8ZYFG0OCMTT87
2056-08-15
2.180000
500000.00
509433.35
Agency Mortgage-Backed Securities
GNPL PN CD8986
549300M8ZYFG0OCMTT87
2056-08-15
2.330000
500000.00
515670.87
Agency Mortgage-Backed Securities
GNPL LM CF2741
549300M8ZYFG0OCMTT87
2049-04-15
2.210000
300000.00
306297.44
Agency Mortgage-Backed Securities
GNII RG CF4608 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1534124.00
1624940.55
Agency Mortgage-Backed Securities
GNII RG CF4617 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
4067048.00
4261487.18
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-12-15
1.625000
10771200.00
11014776.50
U.S. Treasuries (including strips)
GNMI SF AY0512 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
3155544.00
682722.78
Agency Mortgage-Backed Securities
GNII SF BE6414 C
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
25000.00
11261.08
Agency Mortgage-Backed Securities
GNII SF BA9009 C
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
2125964.00
661007.92
Agency Mortgage-Backed Securities
Y
2021-10-07
2021-10-07
2021-10-07
N
N
N
0.0006
100000000.00
100000000.00
0.0572
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0RC4A2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
0.787380
19463612.00
7710342.35
Agency Collateralized Mortgage Obligation
GNRA 2020-021 F
549300M8ZYFG0OCMTT87
2050-02-20
0.787380
21053967.00
15547014.28
Agency Collateralized Mortgage Obligation
GNRM 2020-020 AK
549300M8ZYFG0OCMTT87
2061-05-16
2.450000
457856.00
360147.80
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1767.00
375.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0500
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
1003.00
37.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0051
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.500000
20851205.00
1095302.65
Agency Mortgage-Backed Securities
FNMS 02.000 CICA9183
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
27854792.00
26740162.40
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
6.000000
1300.00
1594.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
15000.00
18790.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-08-15
3.125000
23742000.00
28447717.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
3.000000
134000.00
160412.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
5616200.00
7117767.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-15
0.125000
100.00
113.73
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
85000000.00
85000000.00
0.0486
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RC4B0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-10-19
0.00
16593600.00
16592952.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-15
7.250000
1000.00
1071.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-11-15
2.750000
200.00
228.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-31
1.625000
200.00
203.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.000000
24978700.00
25225239.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
1.750000
100.00
103.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.125000
200.00
201.07
U.S. Treasuries (including strips)
Y
2021-10-07
2021-10-07
2021-10-07
N
N
N
0.0005
41000000.00
41000000.00
0.0235
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RC4D6
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
2023-09-30
0.250000
2042100.00
2040098.74
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
2000000.00
2000000.00
0.0011
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RC4J3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BZ3548 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
3752912.00
4021729.11
Agency Mortgage-Backed Securities
GNII SF BZ3561 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
267609.00
291481.22
Agency Mortgage-Backed Securities
GNII SF BT3779 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
951321.00
741106.53
Agency Mortgage-Backed Securities
GNII SF BU3238 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
4262570.00
4089418.31
Agency Mortgage-Backed Securities
GNII SF BU3282 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
4087647.00
3812432.22
Agency Mortgage-Backed Securities
GNII SF BV9027 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
2962882.00
2624231.29
Agency Mortgage-Backed Securities
GNMI SF AA6089 X
549300M8ZYFG0OCMTT87
2043-02-15
3.000000
2891790.00
1028396.84
Agency Mortgage-Backed Securities
GNII SF MA5986 M
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
10254338.00
2385126.06
Agency Mortgage-Backed Securities
GNII JM MA6645 M
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
1713822.00
710685.25
Agency Mortgage-Backed Securities
GNMI SF CD3282 X
549300M8ZYFG0OCMTT87
2051-09-15
3.500000
44736.00
50456.68
Agency Mortgage-Backed Securities
GNII SF CF1142 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
3666711.00
4031201.46
Agency Mortgage-Backed Securities
GNII SF CH1246 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1281439.00
1396089.92
Agency Mortgage-Backed Securities
GNII SF CH1248 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
10795.00
11871.23
Agency Mortgage-Backed Securities
GNII SF CH1252 C
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
204632.00
218239.35
Agency Mortgage-Backed Securities
GNII SF BW9181 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
2894362.00
2789045.78
Agency Mortgage-Backed Securities
GNII SF BY2847 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2659093.00
2788128.37
Agency Mortgage-Backed Securities
GNII SF BZ6498 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
4360064.00
4172435.80
Agency Mortgage-Backed Securities
GNII SF BZ6503 C
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
342333.00
319351.16
Agency Mortgage-Backed Securities
GNII SF BU3234 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
3929514.00
4115792.65
Agency Mortgage-Backed Securities
GNII SF BW9121 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
3537137.00
3800352.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1199
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
39709.00
26723.05
Agency Mortgage-Backed Securities
GNII SF MA7056 M
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
1804233.00
1325958.10
Agency Mortgage-Backed Securities
GNII SF CB9244 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2507171.00
2629131.36
Agency Mortgage-Backed Securities
GNII SF CC5243 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1282928.00
1385782.19
Agency Mortgage-Backed Securities
GNII SF BG6361 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
5666141.00
3764906.18
Agency Mortgage-Backed Securities
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
51000000.00
51000000.00
0.0292
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RC4O2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
1216300.00
1188531.14
U.S. Treasuries (including strips)
Y
2021-10-01
2021-10-01
2021-10-01
N
N
N
0.0005
1165211.00
1165211.00
0.0007
N
Y
Y
N
The Charles Schwab Family of Funds
2021-10-07
Mark Fischer
Mark Fischer
Chief Financial Officer