0001145549-22-036241.txt : 20220607
0001145549-22-036241.hdr.sgml : 20220607
20220607154524
ACCESSION NUMBER: 0001145549-22-036241
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220607
DATE AS OF CHANGE: 20220607
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: 221001173
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
2022-05-31
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
24
46
1006704341.98
1016720427.28
1087304343.92
1130674118.14
1322122101.16
1342772147.24
1353164951.41
1368600382.62
0.00
0.6267
0.6329
0.6720
0.6956
0.8230
0.8359
0.8363
0.8419
0.0000
0.39
1624512674.93
1625001519.58
932129.04
4131116.40
1621802532.61
1621799255.8600
1.0000
0.0078
0.9996
0.9997
0.9997
0.9997
0.0000
C000169257
1000000.00
1621802532.61
1621799255.8600
0.9996
0.9997
0.9997
0.9997
0.0000
2659277.33
4847181.84
11489560.15
11645965.33
10494006.16
3063386.90
11656555.26
3495350.34
0.00
0.00
36878707.56
23250753.73
0.0059
Y
Investment Advisor and its affiliates Contractual 21,506
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.810000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0081
3150000.00
3150000.00
0.0019
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.930000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0093
800000.00
800000.00
0.0005
N
N
Y
N
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 0.950000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0095
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 0.810000%
13077V4F6
549300KTNI2GCJNX2U48
US13077V4F66
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0081
1470000.00
1470000.00
0.0009
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.820000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0082
600000.00
600000.00
0.0004
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.820000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0082
600000.00
600000.00
0.0004
N
N
Y
N
CAPITAL AREA HOUSING FINANCE CORP
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.850000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
1050000.00
1050000.00
0.0006
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.830000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0083
1200000.00
1200000.00
0.0007
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.950000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0095
4315000.00
4315000.00
0.0027
N
N
Y
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
0.0108
2215769.96
2215769.96
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
0.0147
6160253.78
6160253.78
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.785000%
3130AR3H2
2549001DPIFGXC1TOL40
US3130AR3H26
U.S. Government Agency Debt
Y
2022-06-01
2022-07-18
2022-07-18
N
N
N
0.0078
4300055.00
4300055.00
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.785000%
3130AR5M9
2549001DPIFGXC1TOL40
US3130AR5M92
U.S. Government Agency Debt
Y
2022-06-01
2022-08-30
2022-08-30
N
N
N
0.0078
4300075.59
4300075.59
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.790000%
3130ARA43
2549001DPIFGXC1TOL40
US3130ARA431
U.S. Government Agency Debt
Y
2022-06-01
2022-08-05
2022-08-05
N
N
N
0.0078
10500194.57
10500194.57
0.0065
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.250000%
3130ARAS0
2549001DPIFGXC1TOL40
US3130ARAS02
U.S. Government Agency Debt
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0167
2990001.87
2990001.87
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.020000%
3130ARG70
2549001DPIFGXC1TOL40
US3130ARG701
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0167
4191036.49
4191036.49
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.125000%
3130ARHK0
2549001DPIFGXC1TOL40
US3130ARHK03
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0152
3095919.16
3095919.16
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.280000%
3130ARLB5
2549001DPIFGXC1TOL40
US3130ARLB57
U.S. Government Agency Debt
Y
2023-04-05
2023-04-05
2023-04-05
N
N
N
0.0150
4296782.87
4296782.87
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.600000%
3130ARV73
2549001DPIFGXC1TOL40
US3130ARV734
U.S. Government Agency Debt
Y
2023-05-02
2023-05-02
2023-05-02
N
N
N
0.0152
4401433.92
4401433.92
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.000000%
3130AS6B0
2549001DPIFGXC1TOL40
US3130AS6B01
U.S. Government Agency Debt
Y
2023-05-23
2023-05-23
2023-05-23
N
N
N
0.0155
4309102.37
4309102.37
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.900000%
3130ASBE8
2549001DPIFGXC1TOL40
US3130ASBE89
U.S. Government Agency Debt
Y
2023-06-02
2023-06-02
2023-06-02
N
N
N
0.0189
3400018.09
3400018.09
0.0021
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313C48
254900C5LP6DN9OP9V83
US313313C481
U.S. Government Agency Debt
Y
2022-08-18
2022-08-18
2022-08-18
N
N
N
0.0118
1994899.70
1994899.70
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313D96
254900C5LP6DN9OP9V83
US313313D968
U.S. Government Agency Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0118
1794646.96
1794646.96
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313K23
254900C5LP6DN9OP9V83
US313313K237
U.S. Government Agency Debt
Y
2022-10-11
2022-10-11
2022-10-11
N
N
N
0.0137
1094501.95
1094501.95
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313K31
254900C5LP6DN9OP9V83
US313313K310
U.S. Government Agency Debt
Y
2022-10-12
2022-10-12
2022-10-12
N
N
N
0.0137
1691438.97
1691438.97
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313K80
254900C5LP6DN9OP9V83
US313313K807
U.S. Government Agency Debt
Y
2022-10-17
2022-10-17
2022-10-17
N
N
N
0.0137
2089029.12
2089029.12
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313XQ6
254900C5LP6DN9OP9V83
US313313XQ69
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0081
499977.50
499977.50
0.0003
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313YZ5
254900C5LP6DN9OP9V83
US313313YZ59
U.S. Government Agency Debt
Y
2022-07-06
2022-07-06
2022-07-06
N
N
N
0.0095
1298800.41
1298800.41
0.0008
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313ZN1
254900C5LP6DN9OP9V83
US313313ZN11
U.S. Government Agency Debt
Y
2022-07-19
2022-07-19
2022-07-19
N
N
N
0.0095
3096078.31
3096078.31
0.0019
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.170000%
3133827J6
2549001DPIFGXC1TOL40
US3133827J61
U.S. Government Agency Debt
Y
2023-02-06
2023-02-06
2023-02-06
N
N
N
0.0194
1702621.77
1702621.77
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.150000%
313382AD5
2549001DPIFGXC1TOL40
US313382AD59
U.S. Government Agency Debt
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0191
2003271.28
2003271.28
0.0012
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
0.0111
1206464.04
1206464.04
0.0007
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385XV3
2549001DPIFGXC1TOL40
US313385XV32
U.S. Government Agency Debt
Y
2022-06-08
2022-06-08
2022-06-08
N
N
N
0.0081
8798619.72
8798619.72
0.0054
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YD2
2549001DPIFGXC1TOL40
US313385YD25
U.S. Government Agency Debt
Y
2022-06-16
2022-06-16
2022-06-16
N
N
N
0.0081
1999327.84
1999327.84
0.0012
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YT7
2549001DPIFGXC1TOL40
US313385YT76
U.S. Government Agency Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0081
3997391.72
3997391.72
0.0025
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.200000%
3133EKNR3
254900C5LP6DN9OP9V83
US3133EKNR32
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0084
800060.02
800060.02
0.0005
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.865000%
3133EL4V3
254900C5LP6DN9OP9V83
US3133EL4V34
U.S. Government Agency Debt
Y
2022-06-01
2022-07-25
2022-07-25
N
N
N
0.0077
4500656.91
4500656.91
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000%
3133ELE75
254900C5LP6DN9OP9V83
US3133ELE754
U.S. Government Agency Debt
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0079
2699959.04
2699959.04
0.0017
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.700000%
3133ELEW0
254900C5LP6DN9OP9V83
US3133ELEW01
U.S. Government Agency Debt
Y
2022-09-19
2022-09-19
2022-09-19
N
N
N
0.0121
400552.30
400552.30
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.200000%
3133ELT95
254900C5LP6DN9OP9V83
US3133ELT950
U.S. Government Agency Debt
Y
2022-07-13
2022-07-13
2022-07-13
N
N
N
0.0103
8791493.74
8791493.74
0.0054
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.085300%
3133EM4G4
254900C5LP6DN9OP9V83
US3133EM4G49
U.S. Government Agency Debt
Y
2022-06-01
2023-05-01
2023-05-01
N
N
N
0.0097
6507145.97
6507145.97
0.0040
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.810000%
3133EM4W9
254900C5LP6DN9OP9V83
US3133EM4W98
U.S. Government Agency Debt
Y
2022-06-01
2022-09-08
2022-09-08
N
N
N
0.0080
10400284.96
10400284.96
0.0064
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.190000%
3133EMCU4
254900C5LP6DN9OP9V83
US3133EMCU46
U.S. Government Agency Debt
Y
2022-10-13
2022-10-13
2022-10-13
N
N
N
0.0146
895745.58
895745.58
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.900000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2022-06-01
2023-12-08
2023-12-08
N
N
N
0.0081
2403361.27
2403361.27
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.840000%
3133EMLK6
254900C5LP6DN9OP9V83
US3133EMLK62
U.S. Government Agency Debt
Y
2022-06-01
2022-10-21
2022-10-21
N
N
N
0.0078
6401499.97
6401499.97
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.840000%
3133EMLS9
254900C5LP6DN9OP9V83
US3133EMLS98
U.S. Government Agency Debt
Y
2022-06-01
2022-12-28
2022-12-28
N
N
N
0.0079
16004924.32
16004924.32
0.0099
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.820000%
3133EMMM1
254900C5LP6DN9OP9V83
US3133EMMM10
U.S. Government Agency Debt
Y
2022-06-01
2022-07-08
2022-07-08
N
N
N
0.0078
5000206.60
5000206.60
0.0031
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.100000%
3133EMPR7
254900C5LP6DN9OP9V83
US3133EMPR79
U.S. Government Agency Debt
Y
2022-08-02
2022-08-02
2022-08-02
N
N
N
0.0103
3594246.62
3594246.62
0.0022
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.087800%
3133EMQ96
254900C5LP6DN9OP9V83
US3133EMQ962
U.S. Government Agency Debt
Y
2022-06-07
2023-07-13
2023-07-13
N
N
N
0.0098
2603378.57
2603378.57
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.820000%
3133EMU75
254900C5LP6DN9OP9V83
US3133EMU758
U.S. Government Agency Debt
Y
2022-06-01
2023-07-21
2023-07-21
N
N
N
0.0083
8799221.20
8799221.20
0.0054
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000%
3133ENDS6
254900C5LP6DN9OP9V83
US3133ENDS63
U.S. Government Agency Debt
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0144
4870674.92
4870674.92
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.835000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2022-06-01
2023-11-07
2023-11-07
N
N
N
0.0077
2202101.13
2202101.13
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.860000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2022-06-01
2023-12-08
2023-12-08
N
N
N
0.0086
1299949.60
1299949.60
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.840000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2022-06-01
2023-12-13
2023-12-13
N
N
N
0.0081
1700786.83
1700786.83
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.810000%
3133ENMB3
254900C5LP6DN9OP9V83
US3133ENMB38
U.S. Government Agency Debt
Y
2022-06-01
2023-08-28
2023-08-28
N
N
N
0.0080
2700348.33
2700348.33
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.820000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2022-06-01
2023-11-28
2023-11-28
N
N
N
0.0077
1501152.95
1501152.95
0.0009
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.970000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0072
12500085.63
12500085.63
0.0077
N
N
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.875000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2022-06-01
2022-08-19
2022-08-19
N
N
N
0.0077
17803950.00
17803950.00
0.0110
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.875000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2022-06-01
2022-09-09
2022-09-09
N
N
N
0.0080
17503637.20
17503637.20
0.0108
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.400000%
3134GXRD8
S6XOOCT0IEG5ABCC6L87
US3134GXRD85
U.S. Government Agency Debt
Y
2023-04-21
2023-04-21
2023-04-21
N
N
N
0.0147
4298793.55
4298793.55
0.0027
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3135G04Q3
B1V7KEBTPIMZEU4LTD58
US3135G04Q36
U.S. Government Agency Debt
Y
2023-05-22
2023-05-22
2023-05-22
N
N
N
0.0215
4712591.95
4712591.95
0.0029
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
0.0125
600152.62
600152.62
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
0.0094
952333.68
952333.68
0.0006
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.850000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
895000.00
895000.00
0.0006
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.850000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0085
1430000.00
1430000.00
0.0009
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.820000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0082
175000.00
175000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.910000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0091
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 0.890000%
546282CH5
5493004WIZ1HV87IVF85
US546282CH59
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2040-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0089
3380000.00
3380000.00
0.0021
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.920000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0092
1100000.00
1100000.00
0.0007
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.860000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0086
815000.00
815000.00
0.0005
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.860000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0086
800000.00
800000.00
0.0005
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.920000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0092
555000.00
555000.00
0.0003
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.850000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
975000.00
975000.00
0.0006
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.950000%
769141AA0
549300O0KPP43OWB4Y15
US769141AA08
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0095
4200000.00
4200000.00
0.0026
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.810000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0081
800000.00
800000.00
0.0005
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.830000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0083
3490000.00
3490000.00
0.0022
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.870000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0087
900000.00
900000.00
0.0006
N
N
Y
N
St. Tammany Parish Development District
RB (BCS DEVELOPMENT) SERIES 2008 0.890000%
793509AM2
US793509AM26
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2040-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0089
2545000.00
2545000.00
0.0016
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.850000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
1000000.00
1000000.00
0.0006
N
N
Y
N
San Jose
M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.810000%
798165JQ0
549300QHIHSH68W22O38
US798165JQ01
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0081
980000.00
980000.00
0.0006
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.850000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
850000.00
850000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.850000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
750000.00
750000.00
0.0005
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.850000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0085
960000.00
960000.00
0.0006
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.930000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2022-06-07
2022-06-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0093
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
0.0084
8891201.46
8891201.46
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
0.0105
5588624.22
5588624.22
0.0034
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
0.0054
1799788.00
1799788.00
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796V97
254900HROIFWPRGM1V77
US912796V979
U.S. Treasury Debt
Y
2022-06-14
2022-06-14
2022-06-14
N
N
N
0.0054
9798102.23
9798102.23
0.0060
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
0.0102
6308846.21
6308846.21
0.0039
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
0.0114
11213320.83
11213320.83
0.0069
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
0.0141
5508255.01
5508255.01
0.0034
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.625000%
9128284A5
254900HROIFWPRGM1V77
US9128284A52
U.S. Treasury Debt
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0192
5930410.43
5930410.43
0.0037
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.500000%
9128284D9
254900HROIFWPRGM1V77
US9128284D91
U.S. Treasury Debt
Y
2023-03-31
2023-03-31
2023-03-31
N
N
N
0.0198
4117305.49
4117305.49
0.0025
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
0.0116
6010526.52
6010526.52
0.0037
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
0.0135
8110575.28
8110575.28
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828UN8
254900HROIFWPRGM1V77
US912828UN88
U.S. Treasury Debt
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0190
4202772.04
4202772.04
0.0026
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
0.0102
4507246.31
4507246.31
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
0.0089
2101434.76
2101434.76
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
0.0111
25019850.00
25019850.00
0.0154
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
0.0130
21311955.26
21311955.26
0.0131
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
0.0089
1499080.83
1499080.83
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
0.0100
4293771.15
4293771.15
0.0026
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
0.0114
13067265.33
13067265.33
0.0081
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
0.0135
11055088.18
11055088.18
0.0068
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CAR2
254900HROIFWPRGM1V77
US91282CAR25
U.S. Treasury Debt
Y
2022-10-31
2022-10-31
2022-10-31
N
N
N
0.0148
7060484.81
7060484.81
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.111800%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2022-06-01
2023-01-31
2023-01-31
N
N
N
0.0094
10712249.79
10712249.79
0.0066
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CBN0
254900HROIFWPRGM1V77
US91282CBN02
U.S. Treasury Debt
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0192
4341551.28
4341551.28
0.0027
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CBX8
254900HROIFWPRGM1V77
US91282CBX83
U.S. Treasury Debt
Y
2023-04-30
2023-04-30
2023-04-30
N
N
N
0.0210
1768017.35
1768017.35
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.096800%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2022-06-01
2023-04-30
2023-04-30
N
N
N
0.0095
6108119.34
6108119.34
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.091800%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2022-06-01
2023-07-31
2023-07-31
N
N
N
0.0095
4507584.35
4507584.35
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.097800%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2022-06-01
2023-10-31
2023-10-31
N
N
N
0.0096
4108338.05
4108338.05
0.0025
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.930000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SJ572
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-S14 AS 20300425 FLT
S6XOOCT0IEG5ABCC6L87
2030-04-25
0.657030
8204700.00
8174256.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-02-15
2.000000
9999990.00
1096697.13
Agency Collateralized Mortgage Obligation
GNRM 2021-008 CW
549300M8ZYFG0OCMTT87
2051-01-20
5.000000
5000000.00
4854988.65
Agency Collateralized Mortgage Obligation
GNRM 2022-063 AL
549300M8ZYFG0OCMTT87
2052-04-20
3.500000
7638080.00
7252629.38
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-02-25
1.355710
3994016.00
1400015.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2052-03-25
2.500000
5000008.00
4001413.07
Agency Collateralized Mortgage Obligation
Y
2022-06-01
2022-08-29
2022-08-29
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0093
26000000.00
26000000.00
0.0160
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.040000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0T27F8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNRA CL01GA2 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.531420
22424.00
19335.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-11-15
7.615760
1782230.00
795112.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
27459.00
291.11
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
16918600.00
2915608.43
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
1584133.00
247336.18
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
4525706.00
626453.73
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
2857675.00
637765.31
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
811767.00
160109.62
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
1769668.00
445292.84
Agency Collateralized Mortgage Obligation
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
4591693.00
3726165.45
Agency Mortgage-Backed Securities
04.000 FGPC Q34490 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
2470428.00
679624.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8035
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
841058.00
679286.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8089
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
7382340.00
3228394.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV2441
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
3307315.00
642359.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6553
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1774000.00
554983.67
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
1138840.00
489694.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1448
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2047216.00
685100.18
Agency Mortgage-Backed Securities
MNMS 03.720 MLBL3015
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.720000
3196000.00
2940291.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
4414543.00
1824358.58
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3682
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
1441497.00
682728.80
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS3825
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.360000
734474.00
669502.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2220496.00
1461797.85
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6707
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
3631958.00
2865180.68
Agency Mortgage-Backed Securities
03.500 FGPC Q42178 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
1542134.00
680604.64
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD7772
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
166826.00
149191.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD9271
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
3398103.00
3403517.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7128
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
1977015.00
1949221.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR2217
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
8012203.00
7076572.13
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7434
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
2629146.00
2047964.79
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0704
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
375583.00
334847.76
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
736600.00
751416.48
U.S. Treasuries (including strips)
Y
2022-06-07
2022-06-07
2022-08-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0104
42000000.00
42000000.00
0.0259
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.805000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0T4111
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLFS0285
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
15734651.00
14429351.51
Agency Mortgage-Backed Securities
Y
2022-06-03
2022-06-03
2022-06-03
Y
BANK OF MONTREAL
1.0000
3
N
N
N
0.0081
14000000.00
14000000.00
0.0086
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.970000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0T4145
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
8619800.00
8296137.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
500.00
456.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
6135100.00
6006946.40
U.S. Treasuries (including strips)
Y
2022-06-07
2022-06-07
2022-07-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0097
14000000.00
14000000.00
0.0086
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.360000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0T5NU0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
43046400.00
42726861.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
40000.00
39347.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-20
0.00
4390600.00
4373643.50
U.S. Treasuries (including strips)
Y
2022-06-07
2022-06-07
2022-09-12
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0136
46000000.00
46000000.00
0.0284
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.930000%
ZBUT11V806EZRVTWT807
0000782124
ARP0T75J1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL082A R21F082
B1V7KEBTPIMZEU4LTD58
2049-08-25
2.000000
29618304.00
26780040.23
Agency Collateralized Mortgage Obligation
Y
2022-06-01
2022-09-06
2022-11-10
Y
JP MORGAN SECURITIES LLC
1.0000
98
N
N
N
0.0093
26000000.00
26000000.00
0.0160
N
N
N
Y
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.810000%
549300H47WTHXPU08X20
ARP0T9WG3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
2736000.00
3351387.78
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0081
3000000.00
3000000.00
0.0018
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.805000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0TAH51
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF 003500 M
549300M8ZYFG0OCMTT87
2034-01-20
5.500000
564749.00
13178.93
Agency Mortgage-Backed Securities
GNMI SP 784208 X
549300M8ZYFG0OCMTT87
2046-07-15
4.000000
379862.00
238385.03
Agency Mortgage-Backed Securities
GNII SF MA8044 M
549300M8ZYFG0OCMTT87
2052-05-20
3.500000
8020272.00
8010941.75
Agency Mortgage-Backed Securities
GNII SF MA7886 M
549300M8ZYFG0OCMTT87
2039-05-20
5.000000
4472944.00
4586085.42
Agency Mortgage-Backed Securities
GNII RG CF4600 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
13821824.00
10611408.89
Agency Mortgage-Backed Securities
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0081
23000000.00
23000000.00
0.0142
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.800000%
549300QJJX6CVVUXLE15
0001317808
ARP0TAHC6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-25
0.00
100.00
99.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
100.00
216.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
600.00
966.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
3128100.00
5185293.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
27400.00
37850.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
88.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
100.00
126.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
100.00
74.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-11-15
1.875000
1112200.00
864952.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
1000.00
954.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
3026000.00
3663615.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
400.00
395.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
382900.00
370865.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
100.00
86.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
100.00
89.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
75000.00
74621.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
1100.00
1338.89
U.S. Treasuries (including strips)
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0080
10000000.00
10000000.00
0.0062
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.800000%
549300QJJX6CVVUXLE15
0001317808
ARP0TAWL9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
700.00
1062.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
3390000.00
4079690.77
U.S. Treasuries (including strips)
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0080
4000000.00
4000000.00
0.0025
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.810000%
549300H47WTHXPU08X20
ARP0TB818
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLQD8674
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
39143653.00
37080000.03
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0081
36000000.00
36000000.00
0.0222
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.800000%
549300H47WTHXPU08X20
ARP0TB826
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
42210400.00
51000062.46
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
50000000.00
50000000.00
0.0308
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.800000%
549300QJJX6CVVUXLE15
0001317808
ARP0TB8U4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-193 KF
549300M8ZYFG0OCMTT87
2051-11-20
0.999430
1154177.00
1033658.66
Agency Collateralized Mortgage Obligation
GNRA 2021-193 YF
549300M8ZYFG0OCMTT87
2051-11-20
1.049430
13975100.00
12533985.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
1.555710
1000.00
697.93
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2057-08-15
1.274710
21827874.00
11687916.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
1.355710
915600.00
554228.39
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-25
1.325710
1224.00
61.28
Agency Collateralized Mortgage Obligation
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
1.627290
26418432.00
7433409.90
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
1.647290
11200.00
3960.23
Agency Collateralized Mortgage Obligation
GNRM 2021-209 WE
549300M8ZYFG0OCMTT87
2051-11-20
1.500000
30600.00
24021.71
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
1.249430
1119441.00
1034828.92
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLAE0398
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
1652.00
52.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0468
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
33453.00
772.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0500
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
2075.00
56.34
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
37285652.00
7146164.15
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
243999.00
190782.49
Agency Mortgage-Backed Securities
GNII SF MA7534 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
1000.00
879.58
Agency Mortgage-Backed Securities
GNII SF MA7938 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
1000.00
993.29
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6858
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1000.00
877.27
Agency Mortgage-Backed Securities
GNII SF MA8045 M
549300M8ZYFG0OCMTT87
2052-05-20
4.000000
1000.00
1019.01
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
100.00
121.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
10022700.00
12061804.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
11564800.00
8655244.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
5012100.00
4340189.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.250000
100.00
101.33
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
65000000.00
65000000.00
0.0401
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 0.805000%
5493006QMFDDMYWIAM13
0000891478
ARP0TB8V2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G14942 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
3.500000
1159.00
196.30
Agency Mortgage-Backed Securities
04.000 FGPC U99179 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
10770450.00
4119803.73
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0081
4000000.00
4000000.00
0.0025
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.810000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0TB8W0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLBW1441
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
2984675.00
3120070.80
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0081
3000000.00
3000000.00
0.0018
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.800000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0TB8Y6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 785753 X
549300M8ZYFG0OCMTT87
2049-03-15
5.000000
10913.00
11225.98
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-27
0.00
11682400.00
11617913.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-09
0.00
34673000.00
34604416.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
4099500.00
4588155.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
2432000.00
2750964.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
6.750000
250000.00
294035.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
19761900.00
20222873.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
2566300.00
2273314.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
8660000.00
6978237.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
139800.00
137881.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
23455700.00
29552020.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
8629300.00
7331744.43
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
118000000.00
118000000.00
0.0728
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.800000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0TBA23
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
2029-05-31
2.750000
4086400.00
4080017.04
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
4000000.00
4000000.00
0.0025
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.800000%
549300D0YARF5HYP1809
0001053092
ARP0TBA98
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-11
0.00
1100.00
1097.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-29
0.00
1100.00
1095.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
1100.00
1007.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
1100.00
1064.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
1100.00
1072.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
1500.00
1063.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
1400.00
1677.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
1000.00
1007.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
1000.00
1008.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1000.00
1008.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
1000.00
1015.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
1000.00
1015.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
1000.00
1013.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
1000.00
1012.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
1000.00
1009.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
1000.00
1009.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
1000.00
1010.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
1000.00
1014.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
1000.00
1002.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
1000.00
1007.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
1000.00
1007.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
1000.00
1007.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
1000.00
1010.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
900.00
1007.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
1200.00
1008.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
1100.00
1094.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
1100.00
1001.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
1100.00
1078.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
1100.00
1049.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
0.125000
1100.00
1071.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
1100.00
1026.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-05-15
2.875000
84432000.00
81569248.61
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
80000000.00
80000000.00
0.0493
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.800000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0TBAA5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-10-08
0.840000
15000000.00
15018550.00
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-11-18
0.875000
12522000.00
11967262.53
Agency Debentures and Agency Strips
FNMS 04.000 CLAL5477
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
16138.00
4212.91
Agency Mortgage-Backed Securities
GNII SF MA7710 M
549300M8ZYFG0OCMTT87
2051-11-20
5.000000
94261.00
94234.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT1596
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
58859977.00
9608371.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2664
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
2400444.00
2253823.29
Agency Mortgage-Backed Securities
FNMS 03.500 CIFS0478
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
533259.00
472755.58
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1029
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
6323.00
784.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5576
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
11743571.00
1460378.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM1021
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.500000
357329.00
71607.93
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA3473
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
1119627.00
694237.37
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA6839
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
5039.00
1706.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE1862
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
12823683.00
12673462.10
Agency Mortgage-Backed Securities
GNII SF MA8041 M
549300M8ZYFG0OCMTT87
2052-05-20
2.000000
50591.00
46322.82
Agency Mortgage-Backed Securities
GNII SF MA8042 M
549300M8ZYFG0OCMTT87
2052-05-20
2.500000
4712781.00
4455785.20
Agency Mortgage-Backed Securities
GNII SF MA8043 M
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
18051773.00
17552460.96
Agency Mortgage-Backed Securities
GNII SF MA8047 M
549300M8ZYFG0OCMTT87
2052-05-20
5.000000
5910009.00
6158191.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM8915
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.500000
120744.00
85189.27
Agency Mortgage-Backed Securities
GNII SF MA8019 M
549300M8ZYFG0OCMTT87
2037-05-20
3.500000
303825.00
307295.80
Agency Mortgage-Backed Securities
GNII SF MA8017 M
549300M8ZYFG0OCMTT87
2037-05-20
2.500000
11668.00
11368.70
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
80000000.00
80000000.00
0.0493
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.800000%
7LTWFZYICNSX8D621K86
0001022437
ARP0TBAC1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FKRM 0M047A 06/15/24
2024-06-15
3.350000
67700912.00
68641525.90
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
66000000.00
66000000.00
0.0407
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.800000%
ZBUT11V806EZRVTWT807
0000782124
ARP0TBAD9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CRAL6854
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.000000
2351936.00
773161.59
Agency Mortgage-Backed Securities
FNMS 05.500 CL745819
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
88852000.00
1083096.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0647
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
3700000.00
776821.11
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK0935
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
500000.00
211970.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ6341
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
91685.00
51056.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8220
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
1365600.00
1312368.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC1302
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1707774.00
1558672.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE2865
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
1132700.00
1183169.71
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE3016
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
9970.00
10339.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1894
B1V7KEBTPIMZEU4LTD58
2026-07-01
2.570000
121935000.00
119660505.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3271
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.620000
6500000.00
6244878.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU6428
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
4484960.00
719013.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW1944
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1851600.00
314945.02
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
130000000.00
130000000.00
0.0802
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.800000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0TBAJ6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7472 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
154794389.00
133902976.17
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
130000000.00
130000000.00
0.0802
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.800000%
549300HN4UKV1E2R3U73
0001675365
ARP0TBAO5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLCB3233
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
79499728.00
76062326.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4306
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
113357644.00
88737673.70
Agency Mortgage-Backed Securities
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
160000000.00
160000000.00
0.0987
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.800000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0TBAS6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-30
2.875000
5673800.00
5721243.61
U.S. Treasuries (including strips)
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0080
5608902.00
5608902.00
0.0035
N
Y
Y
N
The Charles Schwab Family of Funds
2022-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer