0001145549-22-006018.txt : 20220207
0001145549-22-006018.hdr.sgml : 20220207
20220207164803
ACCESSION NUMBER: 0001145549-22-006018
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220207
DATE AS OF CHANGE: 20220207
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: 22598197
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
2022-01-31
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
32
65
900411077.93
959922802.83
954927770.73
947088060.80
1336221798.84
1329324410.73
1328300622.69
1326462325.49
0.00
0.5584
0.5979
0.5941
0.5859
0.8287
0.8279
0.8264
0.8206
0.0000
0.41
1611914695.48
1612282310.03
1410092.72
11014332.70
1602678070.46
1602676870.0140
1.0000
0.0009
0.9999
0.9999
0.9998
0.9998
0.0000
C000169257
1000000.00
1602678070.46
1602676870.0140
0.9999
0.9999
0.9998
0.9998
0.0000
10444200.63
41167812.97
1355550.57
8242266.82
2644853.70
4546893.68
6203261.16
4396915.61
0.00
0.00
20922239.00
61303856.55
0.0001
Y
Investment Advisor and its affiliates Contractual 22,458 Investment Advisor and its affiliates Voluntary 142,395
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.060000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
3175000.00
3175000.00
0.0020
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
2022-02-07
2022-02-07
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
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 0.120000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0012
3100000.00
3100000.00
0.0019
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
2022-02-07
2022-02-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
1485000.00
1485000.00
0.0009
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.090000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0009
600000.00
600000.00
0.0004
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.090000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
600000.00
600000.00
0.0004
N
N
Y
N
CAPITAL AREA HOUSING FINANCE CORP
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.120000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
1060000.00
1060000.00
0.0007
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.100000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
1200000.00
1200000.00
0.0007
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.100000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
4315000.00
4315000.00
0.0027
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2022-02-01
2022-02-28
2022-02-28
N
N
N
0.0004
10300996.32
10300996.32
0.0064
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
0.0061
2214333.73
2214333.73
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.210000%
3130APSD8
2549001DPIFGXC1TOL40
US3130APSD84
U.S. Government Agency Debt
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0058
6180742.68
6180742.68
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313C48
US313313C481
U.S. Government Agency Debt
Y
2022-08-18
2022-08-18
2022-08-18
N
N
N
0.0050
1994548.86
1994548.86
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313D96
US313313D968
U.S. Government Agency Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0050
1794772.31
1794772.31
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313XQ6
US313313XQ69
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0036
499390.75
499390.75
0.0003
N
N
N
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
0.0045
1297486.13
1297486.13
0.0008
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
0.0045
3093503.64
3093503.64
0.0019
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
0.0057
1218509.72
1218509.72
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385VS2
2549001DPIFGXC1TOL40
US313385VS21
U.S. Government Agency Debt
Y
2022-04-18
2022-04-18
2022-04-18
N
N
N
0.0018
10795897.51
10795897.51
0.0067
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
0.0029
805173.26
805173.26
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
2022-02-01
2022-07-25
2022-07-25
N
N
N
0.0003
4502182.50
4502182.50
0.0028
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
2022-02-01
2022-03-10
2022-03-10
N
N
N
0.0005
5200440.44
5200440.44
0.0032
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
0.0032
2699401.52
2699401.52
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.700000%
3133ELEW0
US3133ELEW01
U.S. Government Agency Debt
Y
2022-09-19
2022-09-19
2022-09-19
N
N
N
0.0052
402969.34
402969.34
0.0003
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
0.0055
8786311.86
8786311.86
0.0055
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
0.0022
940078.57
940078.57
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.212600%
3133EM4G4
US3133EM4G49
U.S. Government Agency Debt
Y
2022-02-01
2023-05-01
2023-05-01
N
N
N
0.0021
6500342.03
6500342.03
0.0041
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
2022-02-01
2022-09-08
2022-09-08
N
N
N
0.0002
10400638.98
10400638.98
0.0065
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.190000%
3133EMCU4
US3133EMCU46
U.S. Government Agency Debt
Y
2022-10-13
2022-10-13
2022-10-13
N
N
N
0.0044
898421.02
898421.02
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000%
3133EMJV5
US3133EMJV55
U.S. Government Agency Debt
Y
2022-02-01
2023-12-08
2023-12-08
N
N
N
0.0008
2404046.88
2404046.88
0.0015
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
2022-02-01
2022-10-21
2022-10-21
N
N
N
0.0006
6402219.14
6402219.14
0.0040
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
2022-02-01
2022-07-08
2022-07-08
N
N
N
0.0006
5000764.55
5000764.55
0.0031
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
0.0056
3591674.86
3591674.86
0.0022
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.215100%
3133EMQ96
US3133EMQ962
U.S. Government Agency Debt
Y
2022-02-01
2023-07-13
2023-07-13
N
N
N
0.0022
2599725.21
2599725.21
0.0016
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
0.0028
1299287.60
1299287.60
0.0008
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
2022-02-01
2023-07-21
2023-07-21
N
N
N
0.0009
8793459.31
8793459.31
0.0055
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
0.0023
6496762.68
6496762.68
0.0041
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000%
3133ENDS6
US3133ENDS63
U.S. Government Agency Debt
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0057
4883818.00
4883818.00
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.105000%
3133ENGH7
US3133ENGH71
U.S. Government Agency Debt
Y
2022-02-01
2023-11-07
2023-11-07
N
N
N
0.0009
2200416.68
2200416.68
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133ENGM6
US3133ENGM66
U.S. Government Agency Debt
Y
2022-02-01
2023-12-08
2023-12-08
N
N
N
0.0008
1299938.86
1299938.86
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133ENGX2
US3133ENGX22
U.S. Government Agency Debt
Y
2022-02-01
2023-12-13
2023-12-13
N
N
N
0.0010
1700320.86
1700320.86
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
3133ENMB3
US3133ENMB38
U.S. Government Agency Debt
Y
2022-02-01
2023-08-28
2023-08-28
N
N
N
0.0007
2700450.25
2700450.25
0.0017
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
2022-02-01
2022-03-04
2022-03-04
N
N
N
0.0005
11801487.27
11801487.27
0.0074
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
2022-02-01
2022-03-11
2022-03-11
N
N
N
0.0005
3000629.19
3000629.19
0.0019
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
2022-02-01
2022-06-02
2022-06-02
N
N
N
0.0005
12507987.38
12507987.38
0.0078
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
2022-02-01
2022-08-19
2022-08-19
N
N
N
0.0005
17809892.17
17809892.17
0.0111
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
2022-02-01
2022-09-09
2022-09-09
N
N
N
0.0007
17507928.73
17507928.73
0.0109
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2022-02-01
2022-04-07
2022-04-07
N
N
N
0.0004
7504845.52
7504845.52
0.0047
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2022-02-01
2022-04-15
2022-04-15
N
N
N
0.0005
5003953.75
5003953.75
0.0031
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2022-02-01
2022-05-19
2022-05-19
N
N
N
0.0007
12806516.60
12806516.60
0.0080
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
0.0013
1305433.74
1305433.74
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
0.0056
602914.90
602914.90
0.0004
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
0.0051
958022.28
958022.28
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
2022-02-01
2022-04-29
2022-04-29
N
N
N
0.0007
6503440.97
6503440.97
0.0041
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2022-02-01
2022-05-09
2022-05-09
N
N
N
0.0007
10205006.77
10205006.77
0.0064
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.120000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
910000.00
910000.00
0.0006
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.120000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0012
1440000.00
1440000.00
0.0009
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.090000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0009
200000.00
200000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.090000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
2100000.00
2100000.00
0.0013
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
2022-02-07
2022-02-07
2040-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0010
3445000.00
3445000.00
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
2022-02-07
2022-02-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
1100000.00
1100000.00
0.0007
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.080000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
835000.00
835000.00
0.0005
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.080000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
810000.00
810000.00
0.0005
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.100000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
560000.00
560000.00
0.0003
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.120000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
980000.00
980000.00
0.0006
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.120000%
769141AA0
549300O0KPP43OWB4Y15
US769141AA08
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0012
4200000.00
4200000.00
0.0026
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
2022-02-07
2022-02-07
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 0.100000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
3490000.00
3490000.00
0.0022
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
2022-02-07
2022-02-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
900000.00
900000.00
0.0006
N
N
Y
N
St. Tammany Parish Development District
RB (BCS DEVELOPMENT) SERIES 2008 0.100000%
793509AM2
US793509AM26
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2040-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0010
2545000.00
2545000.00
0.0016
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.120000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
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
2022-02-07
2022-02-07
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
990000.00
990000.00
0.0006
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.120000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
860000.00
860000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.120000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
760000.00
760000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.120000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
970000.00
970000.00
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
2022-02-07
2022-02-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0016
1100000.00
1100000.00
0.0007
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796K57
254900HROIFWPRGM1V77
US912796K576
U.S. Treasury Debt
Y
2022-07-14
2022-07-14
2022-07-14
N
N
N
0.0043
8882974.39
8882974.39
0.0055
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796L64
254900HROIFWPRGM1V77
US912796L640
U.S. Treasury Debt
Y
2022-08-11
2022-08-11
2022-08-11
N
N
N
0.0046
5586481.43
5586481.43
0.0035
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796N47
254900HROIFWPRGM1V77
US912796N471
U.S. Treasury Debt
Y
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0014
3599130.64
3599130.64
0.0022
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796R35
254900HROIFWPRGM1V77
US912796R357
U.S. Treasury Debt
Y
2022-06-09
2022-06-09
2022-06-09
N
N
N
0.0031
1798046.41
1798046.41
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796U23
254900HROIFWPRGM1V77
US912796U237
U.S. Treasury Debt
Y
2022-04-26
2022-04-26
2022-04-26
N
N
N
0.0018
12994722.00
12994722.00
0.0081
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796U72
254900HROIFWPRGM1V77
US912796U724
U.S. Treasury Debt
Y
2022-05-03
2022-05-03
2022-05-03
N
N
N
0.0021
22388109.40
22388109.40
0.0140
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796V22
254900HROIFWPRGM1V77
US912796V227
U.S. Treasury Debt
Y
2022-05-24
2022-05-24
2022-05-24
N
N
N
0.0027
899263.60
899263.60
0.0006
N
Y
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
0.0048
6343469.81
6343469.81
0.0040
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
0.0054
11269447.84
11269447.84
0.0070
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
9128282W9
254900HROIFWPRGM1V77
US9128282W90
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0056
5547662.73
5547662.73
0.0035
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
0.0007
8207568.35
8207568.35
0.0051
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
0.0007
14839548.27
14839548.27
0.0093
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
0.0017
8033341.68
8033341.68
0.0050
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
0.0015
16842769.61
16842769.61
0.0105
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
0.0053
6046345.08
6046345.08
0.0038
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
0.0057
8162916.59
8162916.59
0.0051
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
23131209.26
23131209.26
0.0144
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
0.0015
7520586.30
7520586.30
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828X47
254900HROIFWPRGM1V77
US912828X471
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0020
9438119.35
9438119.35
0.0059
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828XD7
254900HROIFWPRGM1V77
US912828XD79
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0032
11759184.33
11759184.33
0.0073
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
0.0047
4534214.04
4534214.04
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828XR6
254900HROIFWPRGM1V77
US912828XR65
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0032
4520927.21
4520927.21
0.0028
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
0.0040
2111609.85
2111609.85
0.0013
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
0.0047
25138370.00
25138370.00
0.0157
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
0.0053
21427126.71
21427126.71
0.0134
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.304100%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2022-02-01
2022-04-30
2022-04-30
N
N
N
0.0014
14705749.47
14705749.47
0.0092
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
912828ZR4
254900HROIFWPRGM1V77
US912828ZR48
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0032
5996079.72
5996079.72
0.0037
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
912828ZX1
254900HROIFWPRGM1V77
US912828ZX16
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0040
1498331.57
1498331.57
0.0009
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
0.0047
4292715.84
4292715.84
0.0027
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
0.0053
13069671.40
13069671.40
0.0082
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
0.0056
11068277.87
11068277.87
0.0069
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.239100%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2022-02-01
2023-01-31
2023-01-31
N
N
N
0.0014
10710278.42
10710278.42
0.0067
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.224100%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2022-02-01
2023-04-30
2023-04-30
N
N
N
0.0014
6106329.60
6106329.60
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.219100%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2022-02-01
2023-07-31
2023-07-31
N
N
N
0.0014
4505094.05
4505094.05
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.225100%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2022-02-01
2023-10-31
2023-10-31
N
N
N
0.0015
4105701.34
4105701.34
0.0026
N
Y
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 RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
161498.00
31625.16
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
94748.00
16669.52
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
159824.00
39734.90
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
18662940.00
4279394.07
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
2934311.00
883395.48
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
2.137050
9397188.00
252503.18
Agency Collateralized Mortgage Obligation
04.000 FGPC V83232 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
51505.00
19631.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4927
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
19953138.00
4592358.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
107407.00
34471.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
96959.00
43497.22
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
81232.00
42387.83
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8098
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
79721.00
64113.84
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
26458.00
6395.48
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
1.929820
31629755.00
516920.30
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HXBL2195
B1V7KEBTPIMZEU4LTD58
2024-04-01
3.010000
13182.00
13348.84
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3913
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
2685755.00
2353785.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4325
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
3594.00
3306.95
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
114542.00
35399.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
13492.00
11952.07
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
156978.00
4105.09
Agency Collateralized Mortgage Obligation
FEPC 04.000 CLRA5279
S6XOOCT0IEG5ABCC6L87
2051-05-01
4.000000
24297.00
17460.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
412913.00
384127.39
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
9090.00
8212.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6709
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
44380.00
38934.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
95846.00
91787.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7376
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
3732927.00
3319356.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL8646
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.635000
831207.00
758478.47
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9740
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.870000
23461.00
21835.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3816
B1V7KEBTPIMZEU4LTD58
2033-11-01
2.110000
3382.00
3383.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7646
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
271386.00
242754.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2013
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
5256791.00
3781661.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4580
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
127772.00
111587.24
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0767
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1969113.00
2012559.16
Agency Mortgage-Backed Securities
MNRA CL03GA2 R21M03G
B1V7KEBTPIMZEU4LTD58
2031-01-25
1.250390
13167.00
12256.58
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLBT9828
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
44091.00
43650.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1256
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
3363552.00
1690340.86
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5937
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
127348.00
126653.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2927
B1V7KEBTPIMZEU4LTD58
2033-09-01
1.820000
409100.00
391721.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4548
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
386251.00
386498.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU1112
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
108775.00
107574.35
Agency Mortgage-Backed Securities
Y
2022-02-03
2022-02-03
2022-02-03
Y
Royal Bank of Canada
1.0000
3
N
N
N
0.0007
26000000.00
26000000.00
0.0162
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
GNII SF MA3520 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
1353845.00
269985.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
56063.00
16505.96
Agency Mortgage-Backed Securities
GNII SF BH7966 C
549300M8ZYFG0OCMTT87
2048-06-20
5.500000
2681105.00
103023.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7059
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
66542838.00
16657803.78
Agency Mortgage-Backed Securities
GNMI SF AX6093 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
1406934.00
324895.09
Agency Mortgage-Backed Securities
GNII SF MA2960 M
549300M8ZYFG0OCMTT87
2045-07-20
3.000000
3194712.00
645631.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3307
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
363406.00
139518.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2152
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
27416010.00
7710343.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0224
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
78561.00
32380.77
Agency Mortgage-Backed Securities
GNMI SF 681568 X
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
615646.00
351097.19
Agency Mortgage-Backed Securities
GNII SF 752757 C
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
2300000.00
388696.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8109959.00
3612694.67
Agency Mortgage-Backed Securities
GNII SF AY2382 C
549300M8ZYFG0OCMTT87
2047-06-20
3.250000
140009.00
88825.07
Agency Mortgage-Backed Securities
GNII SP 784948 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
2626437.00
1827946.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0376
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7159993.00
3697619.74
Agency Mortgage-Backed Securities
GNMI SF 738733 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
2177391.00
421310.61
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
881858.00
546827.12
Agency Mortgage-Backed Securities
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.515580
4343152.00
1723071.07
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLCA6360
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
587482.00
495792.68
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
118987.00
105316.64
Agency Mortgage-Backed Securities
GNMI SF 734096 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
1930000.00
341106.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7528
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
2403.00
1978.64
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
81830.00
65208.08
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0647
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
15109611.00
3797906.13
Agency Mortgage-Backed Securities
GNII RG CD7395 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
4044311.00
3278333.18
Agency Mortgage-Backed Securities
GNII RG CH5214 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1766019.00
1450237.42
Agency Mortgage-Backed Securities
GNII SF MA7653 M
549300M8ZYFG0OCMTT87
2051-10-20
4.500000
768396.00
787397.76
Agency Mortgage-Backed Securities
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
52553.00
18088.68
Agency Mortgage-Backed Securities
FMAR 841286 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.070000
3898.00
3536.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT6812
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
2802380.00
2880661.54
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9374
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
17401.00
16854.57
Agency Mortgage-Backed Securities
GNII SF BQ2470 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
1091656.00
631898.24
Agency Mortgage-Backed Securities
GNII SF BZ3216 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
570157.00
596824.74
Agency Mortgage-Backed Securities
GNII RG CH5766 C
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1503755.00
1433706.23
Agency Mortgage-Backed Securities
GNII RG CJ9401 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
139558.00
146084.36
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
53000000.00
53000000.00
0.0331
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RLJL2
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
6.905980
126621.00
34708.48
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
27792.00
8182.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0224
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
47443.00
19554.75
Agency Mortgage-Backed Securities
GNII SF AY2382 C
549300M8ZYFG0OCMTT87
2047-06-20
3.250000
1836.00
1164.80
Agency Mortgage-Backed Securities
GNII SF BL6002 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
555996.00
304057.27
Agency Mortgage-Backed Securities
GNII SP 784948 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1263525.00
879387.65
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
8507.00
5047.97
Agency Mortgage-Backed Securities
GNII SF BU8440 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
2846148.00
2439728.65
Agency Mortgage-Backed Securities
GNII SF MA6714 M
549300M8ZYFG0OCMTT87
2050-06-20
5.000000
2212820.00
838623.90
Agency Mortgage-Backed Securities
GNII SF BW7260 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1110130.00
855993.57
Agency Mortgage-Backed Securities
GNII SF BY3445 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
6051.00
5961.37
Agency Mortgage-Backed Securities
GNII SP 784920 C
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
38761.00
20113.61
Agency Mortgage-Backed Securities
GNII SF BZ3548 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1139374.00
1056001.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6651
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4242.00
2044.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6360
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
1303333.00
1099919.59
Agency Mortgage-Backed Securities
GNII SF BW9170 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1055023.00
754133.93
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
52579.00
46538.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
6239.00
4841.83
Agency Mortgage-Backed Securities
GNII SF BV2997 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1131093.00
1154847.74
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
27659.00
22040.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7024
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
465890.00
412703.03
Agency Mortgage-Backed Securities
GNII SF BY2847 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2251901.00
2261047.17
Agency Mortgage-Backed Securities
GNII SF BZ6498 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
936474.00
531510.70
Agency Mortgage-Backed Securities
GNII SF CF7063 C
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
87129.00
94374.33
Agency Mortgage-Backed Securities
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
33339.00
11475.24
Agency Mortgage-Backed Securities
FMAR 841286 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.070000
8624.00
7823.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA5548
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
11111.00
10810.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9374
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
13041.00
12631.49
Agency Mortgage-Backed Securities
GNII SF BQ9566 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
61604.00
37926.81
Agency Mortgage-Backed Securities
GNII SF BZ3218 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
504910.00
535774.37
Agency Mortgage-Backed Securities
GNII RG CH7270 C
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
271191.00
239805.64
Agency Mortgage-Backed Securities
GNII RG CH5785 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
901130.00
834142.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA9297
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
2086633.00
1939609.54
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
Y
Royal Bank of Canada
1.0000
1
N
N
N
0.0006
16000000.00
16000000.00
0.0100
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RPHJ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC K-J21 A-1 20250625 3.1
S6XOOCT0IEG5ABCC6L87
2025-06-25
3.111000
27590000.00
1707864.79
Agency Collateralized Mortgage Obligation
GNRM 2020-131 AF
549300M8ZYFG0OCMTT87
2062-10-16
1.650000
55000.00
49794.23
Agency Collateralized Mortgage Obligation
GNRA 2013-193 C
549300M8ZYFG0OCMTT87
2055-02-16
2.824680
9644400.00
5662794.96
Agency Collateralized Mortgage Obligation
GNRA 2014-064 C
549300M8ZYFG0OCMTT87
2055-12-16
3.537150
16500000.00
8679470.02
Agency Collateralized Mortgage Obligation
GNRA 2016-33 UF
549300M8ZYFG0OCMTT87
2046-03-20
0.553710
35000000.00
9046101.91
Agency Collateralized Mortgage Obligation
GNRM 2016-161 ML
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
1578518.00
1633974.49
Agency Collateralized Mortgage Obligation
Y
2022-02-01
2022-05-06
2022-05-13
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
26000000.00
26000000.00
0.0162
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RS5W8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
6.299670
21710500.00
21652618.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-07-15
3.000000
27364896.00
5127381.73
Agency Collateralized Mortgage Obligation
Y
2022-02-01
2022-05-06
2022-05-27
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
26000000.00
26000000.00
0.0162
N
N
N
Y
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.070000%
549300QJJX6CVVUXLE15
0001317808
ARP0RSYL0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
107.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
10800.00
11102.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
100.00
100.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
40000.00
40877.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
5500.00
6811.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
1000.00
1013.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
1900.00
2354.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
800.00
958.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
1600.00
1557.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
200.00
188.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
100.00
95.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
93.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
300.00
286.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
4208000.00
4014625.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
200.00
198.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-08-15
1.250000
300.00
287.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
100.00
98.51
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-03-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0007
4000000.00
4000000.00
0.0025
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RZRP3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
9568.00
2378.76
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
294961.00
67634.27
Agency Collateralized Mortgage Obligation
04.000 FGPC V83232 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
69336.00
26428.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
127393.00
40885.40
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1281395.00
574852.44
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
394633.00
385604.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
88220.00
46034.25
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8098
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
77905.00
62653.36
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
108661.00
26265.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.061660
90422.00
1579.78
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLRA3913
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
26908504.00
23582514.88
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
96727.00
29893.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1359.00
1203.89
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
40593.00
1061.54
Agency Collateralized Mortgage Obligation
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
183021.00
170261.96
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
18600.00
16804.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6709
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
66793.00
58598.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
134832.00
129123.33
Agency Mortgage-Backed Securities
FMAR 841075 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.283000
308347.00
100702.75
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0767
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
358533.00
366443.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT9828
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
53707.00
53170.63
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5937
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
195571.00
194504.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6613
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
12916.00
13360.96
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3863
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
986741.00
495517.25
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2927
B1V7KEBTPIMZEU4LTD58
2033-09-01
1.820000
202176.00
193587.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU1112
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
143600.00
142014.96
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-02-24
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
26000000.00
26000000.00
0.0162
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S42Z6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
18800.00
22110.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
600.00
605.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
500.00
499.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
100.00
96.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-21
0.00
7123000.00
7120364.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
100.00
106.97
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
7000000.00
7000000.00
0.0044
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S58W4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
2161800.00
2763551.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
2744600.00
4363653.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
107.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
3500.00
4412.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
100.00
123.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
13700.00
11630.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
100.00
88.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-17
0.00
100.00
100.00
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
7000000.00
7000000.00
0.0044
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0S6SW0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7535 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
8516.00
8343.04
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4536
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
10203928.00
10269199.13
Agency Mortgage-Backed Securities
GNII SF CJ3850 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
2970779.00
3113239.74
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-02-18
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
13000000.00
13000000.00
0.0081
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0S8T21
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q10436 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
64667772.00
14360869.53
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6360
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
65826.00
55552.42
Agency Mortgage-Backed Securities
FMAR 841286 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.070000
5402.00
4900.52
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-03-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
14000000.00
14000000.00
0.0087
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.055000%
549300QJJX6CVVUXLE15
0001317808
ARP0S97K3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
600.00
846.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
100.00
111.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
16400.00
26193.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
200.00
244.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
100.00
141.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
1635500.00
1657944.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
436400.00
538541.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
2984600.00
3063142.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
48700.00
56725.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
100.00
123.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
31700.00
39127.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
100.00
104.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
100.00
94.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
93.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
1842000.00
1714749.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
1100.00
1248.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
43200.00
40431.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
100.00
93.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
100.00
115.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
100.00
95.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
200.00
203.99
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-02-25
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0006
7000000.00
7000000.00
0.0044
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0SA1R1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
314032640.00
58143081.52
Agency Mortgage-Backed Securities
GNII SF BP3984 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1913467.00
1022691.75
Agency Mortgage-Backed Securities
GNII SF BT4119 C
549300M8ZYFG0OCMTT87
2050-06-20
4.000000
9312288.00
4009141.75
Agency Mortgage-Backed Securities
GNPL PN CH6587
549300M8ZYFG0OCMTT87
2055-07-15
2.100000
1074200.00
1073117.17
Agency Mortgage-Backed Securities
GNII SF CJ7899 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
1004984.00
1031967.82
Agency Mortgage-Backed Securities
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0006
64000000.00
64000000.00
0.0399
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SA258
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
40354800.00
40800175.42
U.S. Treasuries (including strips)
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0005
40000000.00
40000000.00
0.0250
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0SACK4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7535 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
11689.00
11451.60
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
5524.00
5390.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5950
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2986146.00
2953916.75
Agency Mortgage-Backed Securities
GNII RG CI6390 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
10758385.00
11443955.91
Agency Mortgage-Backed Securities
GNII RG CI8465 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
6242.00
6463.05
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-03-17
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
14000000.00
14000000.00
0.0087
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SADV9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
200.00
202.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
1700.00
1693.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
100.00
82.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-14
0.00
1600.00
1596.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-07
0.00
42908800.00
42836327.04
U.S. Treasuries (including strips)
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0005
42000000.00
42000000.00
0.0262
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0SAZM5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
8396200.00
10179814.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.125000
22916500.00
22460212.23
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
32000000.00
32000000.00
0.0200
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0SB165
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLCA7743
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
8682956.00
8067916.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2548
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
135957093.00
136132083.91
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
140000000.00
140000000.00
0.0874
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.050000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0SB1D0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
604800.00
672754.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
100.00
128.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
200.00
214.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
10639200.00
11412340.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
7908600.00
7949467.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
3047900.00
2976591.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
10750100.00
10648552.22
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
33000000.00
33000000.00
0.0206
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0SB1H1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
92718786.00
13526229.35
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
48430700.00
41191208.16
U.S. Treasuries (including strips)
FNMS 02.500 CLFS0273
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
93218632.00
94228966.61
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
145000000.00
145000000.00
0.0905
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0SB1M0
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
2029-08-15
6.125000
1271000.00
1701605.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
12100.00
14184.71
U.S. Treasuries (including strips)
GNII SF MA6338 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
62681.00
20699.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6359
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
8821368.00
7385264.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5544
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
77014.00
62640.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM9431
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
245648.00
218620.92
Agency Mortgage-Backed Securities
GNII SF MA7828 M
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
67646884.00
69463135.19
Agency Mortgage-Backed Securities
GNII SF MA7829 M
549300M8ZYFG0OCMTT87
2052-01-20
3.500000
1575257.00
1645917.78
Agency Mortgage-Backed Securities
GNII SF MA7831 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
186872.00
198515.43
Agency Mortgage-Backed Securities
GNII SF MA7826 M
549300M8ZYFG0OCMTT87
2052-01-20
2.000000
2066212.00
2043104.86
Agency Mortgage-Backed Securities
GNII SF MA7830 M
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
392702.00
412668.28
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
80000000.00
80000000.00
0.0499
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0SB1N8
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
79681895.00
83200116.27
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
80000000.00
80000000.00
0.0499
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SB1U2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
9580752.00
2186517.08
Agency Mortgage-Backed Securities
GNII SF 627021 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
42999.00
22933.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC4799
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.368000
17653.00
3604.45
Agency Mortgage-Backed Securities
GNII SF BM9743 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
500000.00
286624.43
Agency Mortgage-Backed Securities
GNII SF BN9743 C
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1090986.00
827463.68
Agency Mortgage-Backed Securities
FNAR XX.XXX GW458126
B1V7KEBTPIMZEU4LTD58
2028-10-15
6.354000
25845400.00
415997.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LB773246
B1V7KEBTPIMZEU4LTD58
2035-02-01
1.966000
779998.00
18023.09
Agency Mortgage-Backed Securities
FNMS 03.500 CIBD1542
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.500000
2617956.00
906587.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6634
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1201874.00
703380.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE6657
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2251820.00
1101954.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU5968
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
1422776.00
1503618.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0424
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
5709696.00
5753177.24
Agency Mortgage-Backed Securities
FNMS 07.000 CLAE0755
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
1496840.00
84954.12
Agency Mortgage-Backed Securities
GNII SF CE4250 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
1695826.00
1824498.99
Agency Mortgage-Backed Securities
GNII SF CK1543 C
549300M8ZYFG0OCMTT87
2051-12-20
4.000000
2092092.00
2286640.52
Agency Mortgage-Backed Securities
GNII SF 738680 C
549300M8ZYFG0OCMTT87
2035-07-20
5.000000
2494312.00
213872.27
Agency Mortgage-Backed Securities
GNII SF 711773 C
549300M8ZYFG0OCMTT87
2033-06-20
3.500000
2803076.00
1430152.45
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
19000000.00
19000000.00
0.0119
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0SB1V0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-12-31
1.375000
4176300.00
4080067.55
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
4000000.00
4000000.00
0.0025
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0SB249
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
2038-02-15
4.375000
100.00
135.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
800.00
902.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
1000.00
1028.04
U.S. Treasuries (including strips)
FNMS 04.000 CLAH1130
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1836.00
157.80
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
166000.00
161548.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
900.00
863.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
100.00
96.51
U.S. Treasuries (including strips)
GNRM 2020-115 YA
549300M8ZYFG0OCMTT87
2050-08-20
1.000000
74707380.00
61633809.75
Agency Collateralized Mortgage Obligation
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
60000000.00
60000000.00
0.0374
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SB2B3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
768500.00
1108103.88
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
1086236.00
1086236.00
0.0007
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0SB2C1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
186420.00
88452.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6343
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
16297853.00
7834380.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
3758200.00
2017840.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6051
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
15453863.00
12719358.03
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
22000000.00
22000000.00
0.0137
N
Y
Y
N
The Charles Schwab Family of Funds
2022-02-07
Mark Fischer
Mark Fischer
Chief Financial Officer