0001145549-22-041814.txt : 20220708
0001145549-22-041814.hdr.sgml : 20220708
20220708155209
ACCESSION NUMBER: 0001145549-22-041814
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220708
DATE AS OF CHANGE: 20220708
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: 221074300
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
S000004506
Schwab Government Money Fund
C000012381
Sweep Shares
SWGXX
C000151955
Investor Shares
SNVXX
C000222229
Ultra Shares
SGUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2022-06-30
0000857156
549300I77JNLD629OV19
S000004506
3
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
22
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27670428457.52
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31147276562.63
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35988238.14
4145012.14
181133475.79
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0.00
565172217.24
546188660.91
0.0099
Y
Investment Advisor and its affiliates Contractual 142,112
C000151955
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6653905917.27
6653763598.4600
0.9997
0.9996
0.9995
0.9995
0.0000
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118988938.51
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0.00
1124979156.05
700125366.44
0.0109
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Investment Advisor and its affiliates Contractual 37,855
C000222229
1000000.00
5906049398.57
5906041856.3900
0.9997
0.9996
0.9995
0.9995
0.0000
214257679.18
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238795524.76
128623098.45
0.00
0.00
1169780398.65
661602203.83
0.0124
Y
Investment Advisor and its affiliates Contractual 33,333
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 1.640000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2022-07-07
2022-07-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0164
56900000.00
56900000.00
0.0016
N
N
Y
N
FARR LIFE LLC
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 1.630000%
31164GAA9
US31164GAA94
Variable Rate Demand Note
Y
2022-07-07
2022-07-07
2072-03-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0163
5000000.00
5000000.00
0.0001
N
N
Y
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
0.0223
117088834.89
117088834.89
0.0032
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.515000%
3130AR3H2
2549001DPIFGXC1TOL40
US3130AR3H26
U.S. Government Agency Debt
Y
2022-07-01
2022-07-18
2022-07-18
N
N
N
0.0151
95200474.10
95200474.10
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.515000%
3130AR5M9
2549001DPIFGXC1TOL40
US3130AR5M92
U.S. Government Agency Debt
Y
2022-07-01
2022-08-30
2022-08-30
N
N
N
0.0151
95201310.90
95201310.90
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.520000%
3130ARA43
2549001DPIFGXC1TOL40
US3130ARA431
U.S. Government Agency Debt
Y
2022-07-01
2022-08-05
2022-08-05
N
N
N
0.0151
238002401.42
238002401.42
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
0.0243
110312018.99
110312018.99
0.0030
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
0.0257
94578171.69
94578171.69
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
0.0255
68615921.85
68615921.85
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
0.0262
94646906.51
94646906.51
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
0.0267
94630928.80
94630928.80
0.0026
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
0.0265
94789023.00
94789023.00
0.0026
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
0.0281
95646651.83
95646651.83
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.750000%
3130ASGZ6
2549001DPIFGXC1TOL40
US3130ASGZ63
U.S. Government Agency Debt
Y
2023-07-14
2023-07-14
2023-07-14
N
N
N
0.0248
119048382.44
119048382.44
0.0033
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
0.0171
37714012.18
37714012.18
0.0010
N
N
Y
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
0.0171
33901769.58
33901769.58
0.0009
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
0.0217
23654563.91
23654563.91
0.0006
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
0.0217
37864911.57
37864911.57
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
0.0217
47292128.44
47292128.44
0.0013
N
N
N
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
0.0139
23595444.73
23595444.73
0.0006
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
0.0139
56560690.17
56560690.17
0.0016
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
0.0261
37133132.38
37133132.38
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
0.0263
44164372.30
44164372.30
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313385D45
2549001DPIFGXC1TOL40
US313385D453
U.S. Government Agency Debt
Y
2022-08-26
2022-08-26
2022-08-26
N
N
N
0.0171
94747970.70
94747970.70
0.0026
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313385G42
2549001DPIFGXC1TOL40
US313385G423
U.S. Government Agency Debt
Y
2022-09-19
2022-09-19
2022-09-19
N
N
N
0.0191
189202837.90
189202837.90
0.0052
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385G59
2549001DPIFGXC1TOL40
US313385G597
U.S. Government Agency Debt
Y
2022-09-20
2022-09-20
2022-09-20
N
N
N
0.0191
188197141.23
188197141.23
0.0052
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.850000%
3133EKYJ9
254900C5LP6DN9OP9V83
US3133EKYJ96
U.S. Government Agency Debt
Y
2022-08-05
2022-08-05
2022-08-05
N
N
N
0.0137
5102051.63
5102051.63
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.595000%
3133EL4V3
254900C5LP6DN9OP9V83
US3133EL4V34
U.S. Government Agency Debt
Y
2022-07-01
2022-07-25
2022-07-25
N
N
N
0.0151
58203391.90
58203391.90
0.0016
N
N
N
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
0.0167
3999798.28
3999798.28
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EM2F8
254900C5LP6DN9OP9V83
US3133EM2F83
U.S. Government Agency Debt
Y
2022-08-10
2022-08-10
2022-08-10
N
N
N
0.0175
5379967.70
5379967.70
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.780300%
3133EM4G4
254900C5LP6DN9OP9V83
US3133EM4G49
U.S. Government Agency Debt
Y
2022-07-06
2023-05-01
2023-05-01
N
N
N
0.0165
117917321.73
117917321.73
0.0032
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.560000%
3133EM4W9
254900C5LP6DN9OP9V83
US3133EM4W98
U.S. Government Agency Debt
Y
2022-07-01
2022-09-08
2022-09-08
N
N
N
0.0155
188503210.16
188503210.16
0.0052
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.630000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2022-07-01
2023-12-08
2023-12-08
N
N
N
0.0154
47363873.92
47363873.92
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.570000%
3133EMLK6
254900C5LP6DN9OP9V83
US3133EMLK62
U.S. Government Agency Debt
Y
2022-07-01
2022-10-21
2022-10-21
N
N
N
0.0151
118022442.42
118022442.42
0.0032
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.570000%
3133EMLS9
254900C5LP6DN9OP9V83
US3133EMLS98
U.S. Government Agency Debt
Y
2022-07-01
2022-12-28
2022-12-28
N
N
N
0.0150
357121437.12
357121437.12
0.0098
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.550000%
3133EMMM1
254900C5LP6DN9OP9V83
US3133EMMM10
U.S. Government Agency Debt
Y
2022-07-01
2022-07-08
2022-07-08
N
N
N
0.0151
94500737.10
94500737.10
0.0026
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.782800%
3133EMQ96
254900C5LP6DN9OP9V83
US3133EMQ962
U.S. Government Agency Debt
Y
2022-07-06
2023-07-13
2023-07-13
N
N
N
0.0166
47156473.37
47156473.37
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.570000%
3133EMU75
254900C5LP6DN9OP9V83
US3133EMU758
U.S. Government Agency Debt
Y
2022-07-01
2023-07-21
2023-07-21
N
N
N
0.0158
155287201.73
155287201.73
0.0043
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
0.0207
93907663.28
93907663.28
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.565000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2022-07-01
2023-11-07
2023-11-07
N
N
N
0.0154
42618450.49
42618450.49
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.610000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2022-07-01
2023-12-08
2023-12-08
N
N
N
0.0161
26598968.45
26598968.45
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.570000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2022-07-01
2023-12-13
2023-12-13
N
N
N
0.0154
33115447.44
33115447.44
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.540000%
3133ENMB3
254900C5LP6DN9OP9V83
US3133ENMB38
U.S. Government Agency Debt
Y
2022-07-01
2023-08-28
2023-08-28
N
N
N
0.0153
59008449.98
59008449.98
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.550000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2022-07-01
2023-11-28
2023-11-28
N
N
N
0.0154
33007912.41
33007912.41
0.0009
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.605000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2022-07-01
2022-08-19
2022-08-19
N
N
N
0.0150
230933208.04
230933208.04
0.0063
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.605000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2022-07-01
2022-09-09
2022-09-09
N
N
N
0.0151
131725349.62
131725349.62
0.0036
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
0.0266
94661694.56
94661694.56
0.0026
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
0.0284
103158253.65
103158253.65
0.0028
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
0.0169
10542875.80
10542875.80
0.0003
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 1.630000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2022-07-07
2022-07-07
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0163
20310000.00
20310000.00
0.0006
N
N
Y
N
NEW DUBLIN SQUARE
TAXABLE M/F HOUSING RB (DUBLIN SQUARE) SERIES 2022 1.640000%
64378DAA9
US64378DAA90
Variable Rate Demand Note
Y
2022-07-07
2022-07-07
2062-04-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0164
42700000.00
42700000.00
0.0012
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.920000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2022-07-07
2022-07-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0092
77300000.00
77300000.00
0.0021
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
0.0108
168235562.98
168235562.98
0.0046
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
0.0130
107043420.46
107043420.46
0.0029
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
0.0114
123074148.09
123074148.09
0.0034
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
0.0156
261922735.54
261922735.54
0.0072
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
0.0180
104316913.29
104316913.29
0.0029
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
0.0270
127634351.98
127634351.98
0.0035
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
0.0280
93191823.54
93191823.54
0.0026
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
0.0156
105452487.09
105452487.09
0.0029
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
0.0180
152977684.95
152977684.95
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828TY6
254900HROIFWPRGM1V77
US912828TY62
U.S. Treasury Debt
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0231
129168521.44
129168521.44
0.0035
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
0.0262
94738863.46
94738863.46
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
0.0114
140098816.20
140098816.20
0.0038
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
0.0144
450781068.52
450781068.52
0.0124
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
0.0166
382571382.19
382571382.19
0.0105
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.812800%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2022-07-01
2022-07-31
2022-07-31
N
N
N
0.0150
233460901.07
233460901.07
0.0064
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
0.0112
115904572.60
115904572.60
0.0032
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
0.0156
345675257.24
345675257.24
0.0095
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
0.0180
250456292.61
250456292.61
0.0069
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
0.0212
156464840.70
156464840.70
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.812800%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2022-07-01
2022-10-31
2022-10-31
N
N
N
0.0151
100102245.00
100102245.00
0.0027
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.806800%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2022-07-01
2023-01-31
2023-01-31
N
N
N
0.0153
448238339.20
448238339.20
0.0123
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
0.0271
95354889.70
95354889.70
0.0026
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CBU4
254900HROIFWPRGM1V77
US91282CBU45
U.S. Treasury Debt
Y
2023-03-31
2023-03-31
2023-03-31
N
N
N
0.0276
158860786.68
158860786.68
0.0044
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
0.0288
31281281.92
31281281.92
0.0009
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.791800%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2022-07-01
2023-04-30
2023-04-30
N
N
N
0.0155
115436013.70
115436013.70
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.786800%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2022-07-01
2023-07-31
2023-07-31
N
N
N
0.0157
95219207.75
95219207.75
0.0026
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.792800%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2022-07-01
2023-10-31
2023-10-31
N
N
N
0.0160
76993419.26
76993419.26
0.0021
N
Y
Y
N
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-15
3.500000
1045407.00
112615.86
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-01-25
2.900140
6250000.00
453579.70
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-08-15
1.029240
5445323.00
4100096.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2052-02-25
1.425660
26703508.00
24802186.78
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-10-25
3.500000
19958361.00
18631078.99
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBAQ0487
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.415000
2500000.00
197200.13
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.334980
53914302.00
755175.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.216920
89429075.00
1669544.96
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-09-15
5.000000
2300000.00
489365.27
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
2.321080
38296831.00
853643.77
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
2.004650
45199908.00
709675.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
2.151040
38536733.00
1901489.58
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.411270
72848663.00
2212267.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.280660
60553216.00
1038982.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
15579065.00
7415753.59
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
34380000.00
1520416.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
19729015.00
4341593.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
74545000.00
735565.25
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLBP4093
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
12993366.00
8879220.35
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-11-15
7.616840
14908022.00
6448994.38
Agency Collateralized Mortgage Obligation
FMAR 848943 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.088000
2500000.00
364943.10
Agency Mortgage-Backed Securities
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
74361076.00
16088625.32
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
81300089.00
15418219.58
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
19763394.00
198565.11
Agency Collateralized Mortgage Obligation
FMAR 1Q1797 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.036000
1000.00
178.45
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC5780
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
9246485.00
8148549.39
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3216
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
11262993.00
9666594.40
Agency Mortgage-Backed Securities
MNRA CL03GA2 R21M03G
B1V7KEBTPIMZEU4LTD58
2031-01-25
1.292000
20900000.00
17151245.96
Agency Collateralized Mortgage Obligation
MNRA CL01GA1 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.582460
7400000.00
6781338.64
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.582460
3977576.00
3324512.75
Agency Collateralized Mortgage Obligation
05.500 FGPC L10214 G
S6XOOCT0IEG5ABCC6L87
2033-03-01
5.500000
1633.00
53.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB803939
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.050000
5420.00
43.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5701
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
4248756.00
2742625.30
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0882
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
31039981.00
27283803.58
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
111552743.00
46281038.56
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS4083
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.180000
437754.00
372411.82
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0704
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
11512139.00
9860221.29
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT3318
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
11705869.00
9675686.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV3534
B1V7KEBTPIMZEU4LTD58
2052-01-01
4.000000
8386312.00
8374352.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9546
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
17391445.00
8519666.68
Agency Mortgage-Backed Securities
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
6825989.00
1134837.26
Agency Collateralized Mortgage Obligation
FNMS 02.000 CLBR7915
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
10871135.00
8548681.04
Agency Mortgage-Backed Securities
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
211583027.00
31868687.07
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLBT6783
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1001.00
866.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU0163
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
416312.00
359892.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU8932
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1751698.00
1681316.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5381
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
20333795.00
18859276.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5233
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.520000
1000.00
990.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT2190
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1550717.00
1386102.09
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7464
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.900000
15322367.00
13646423.18
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL1759
B1V7KEBTPIMZEU4LTD58
2040-04-01
2.202000
1000.00
48.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HY387923
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.530000
8030000.00
8027041.84
Agency Mortgage-Backed Securities
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
41023730.00
5447803.37
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
80707374.00
19506308.84
Agency Collateralized Mortgage Obligation
FNMS 03.000 I4BF0440
B1V7KEBTPIMZEU4LTD58
2060-01-01
3.000000
15891913.00
10767990.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4709
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
10120464.00
10354608.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9973
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
321387.00
284926.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0633
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
45113.00
41229.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1538
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
144542.00
132264.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2159
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
2617712.00
2692991.58
Agency Mortgage-Backed Securities
03.000 FGPC G15266 G
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
2418449.00
485003.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3829
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
8685437.00
8097193.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2197
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
1106.00
655.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7318
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
44361276.00
41216046.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3123
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
10485960.00
9968618.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3293
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
3592919.00
3178557.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8815
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1000.00
854.86
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA2861
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.000000
3077496.00
2017628.33
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7291
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
11532026.00
11574992.46
Agency Mortgage-Backed Securities
FKAR 03.750 WNWN2183
S6XOOCT0IEG5ABCC6L87
2032-05-01
3.750000
2628655.00
2591272.46
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB0123
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.500000
1055570.00
534549.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0905
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
4448148.00
4066153.68
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0982
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
16326558.00
15583727.92
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
100.00
100.56
U.S. Treasuries (including strips)
FMAR 2B0607 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
2.854000
2500000.00
180560.79
Agency Mortgage-Backed Securities
FMAR 1Q0867 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
2.105000
30691585.00
106345.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0134
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.650000
10835000.00
10888744.61
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9742
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
28932369.00
9943434.91
Agency Mortgage-Backed Securities
FEPC 03.000 CIRC2137
S6XOOCT0IEG5ABCC6L87
2036-06-01
3.000000
10385682.00
8989502.54
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0781
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
20346608.00
17592690.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8192
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
25094213.00
8894074.31
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7201
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1000.00
810.61
Agency Mortgage-Backed Securities
04.500 FGPC V85495 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
37904330.00
13011828.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8828
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
101696640.00
28781237.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
8768709.00
2969149.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM8110
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
12876729.00
10123518.50
Agency Mortgage-Backed Securities
FMAR 1Q1637 G
S6XOOCT0IEG5ABCC6L87
2038-06-01
2.469000
1671.00
117.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV5039
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
41474975.00
10539835.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5309
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
31070000.00
8435672.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4914
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
50517368.00
10160758.53
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
4804174.00
1225302.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6924
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
11862727.00
3473511.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9304
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.620000
1436878.00
1414767.48
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7545
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
9770000.00
8207325.38
Agency Mortgage-Backed Securities
FMAR 841075 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.271000
3053499.00
831364.54
Agency Mortgage-Backed Securities
03.500 FGPC Q12415 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
31704232.00
8432311.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9754
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.660000
9178718.00
9242274.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0616
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
2017.00
867.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBQ1208
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1000.00
799.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3396
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
9247890.00
4196435.74
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0301
S6XOOCT0IEG5ABCC6L87
2035-04-01
2.500000
2571406.00
1547438.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0779
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
156393.00
140321.78
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0782
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
24988415.00
22938521.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
8345153.00
3744015.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4434
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
29236700.00
8148425.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
87965675.00
34893988.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN3739
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
41453578.00
8095404.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2153
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
35349386.00
8555317.06
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
42296270.00
8720431.76
Agency Mortgage-Backed Securities
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.699060
5000000.00
4924302.78
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLMA3694
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
68825631.00
12119147.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3972
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
10375959.00
2265450.64
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4208
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
8864200.00
6320277.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4325
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
12063303.00
9454604.55
Agency Mortgage-Backed Securities
FNMS 07.000 CLAE0758
B1V7KEBTPIMZEU4LTD58
2039-02-01
7.000000
1000.00
35.75
Agency Mortgage-Backed Securities
FMAR 1Q1831 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
2.491000
15619990.00
1994009.91
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8026
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
48781147.00
41317528.91
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA6625
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
11879529.00
9591744.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8046
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
4734536.00
3706738.08
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0033
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
16160000.00
8000475.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0420
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
12205287.00
8025455.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9597
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.590000
13708000.00
13746505.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0612
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
12014.00
9490.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2201
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
6860980.00
1442661.35
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2258
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
26596634.00
9255967.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
27500000.00
9830394.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3510
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
20446781.00
8744181.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2819
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
30000000.00
9311160.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3339
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
22280295.00
9902290.59
Agency Mortgage-Backed Securities
FNMS 05.500 CKAE0978
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.500000
2321.00
86.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9992
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
1407.00
75.51
Agency Mortgage-Backed Securities
FMAR 848891 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
2.604000
2500000.00
261107.69
Agency Mortgage-Backed Securities
03.500 FGPC G61431 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
19000000.00
9107452.31
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
27826975.00
8825390.65
Agency Mortgage-Backed Securities
04.000 FGPC U90696 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
40177199.00
5628711.45
Agency Mortgage-Backed Securities
04.000 FGPC V80615 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
57046263.00
9628531.26
Agency Mortgage-Backed Securities
Y
2022-07-07
2022-07-07
2022-08-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0104
958000000.00
958000000.00
0.0263
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
2028-04-15
3.625000
90800.00
189995.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
360700.00
767919.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
300.00
466.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
2044700.00
3204539.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
1428200.00
2098494.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
21760500.00
34429795.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
15515000.00
14813132.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
32863300.00
26556040.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
269000.00
176439.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
18128000.00
15668726.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
2.375000
2336100.00
1987406.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
13529900.00
15887571.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
2801600.00
3253588.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
985200.00
949360.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
12890200.00
12810616.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
119.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
171600.00
165370.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
1800400.00
1961167.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.125000
4079100.00
3749124.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-03
0.00
1100.00
1092.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
91004900.00
88666074.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
1720900.00
1689454.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2800.00
3245.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
10889000.00
11632965.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
58069200.00
53071950.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
0.625000
3947300.00
3573221.40
U.S. Treasuries (including strips)
Y
2022-07-05
2022-07-05
2022-07-05
Y
BNP Paribas SA
1.0000
5
N
N
N
0.0097
291000000.00
291000000.00
0.0080
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
2022-08-15
7.250000
800.00
827.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
326400.00
511547.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
100.00
158.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
800.00
762.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
1.500000
47423100.00
45718473.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
100.00
100.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
187320400.00
218161994.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
31451000.00
39756041.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
86290000.00
106260200.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
140000.00
166982.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
3248900.00
3194639.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
25933100.00
25125323.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
27184000.00
25900306.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
15198100.00
13876667.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-17
0.00
2296300.00
2277592.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
143795000.00
120609745.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
299900.00
249159.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
12125000.00
14081154.51
U.S. Treasuries (including strips)
Y
2022-07-07
2022-07-07
2022-09-12
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0136
601000000.00
601000000.00
0.0165
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.660000%
ZBUT11V806EZRVTWT807
0000782124
ARP0T75J1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-12-25
2.123570
5000000.00
2072724.67
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-09-15
4.500000
33540480.00
744913.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-05-15
3.000000
7826120.00
7086079.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-02-25
2.500000
2012156.00
1534884.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-07-25
2.500000
1238140.00
1135857.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-05-15
1.774000
272200.00
104199.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-04-15
1.824000
15250000.00
8664319.29
Agency Collateralized Mortgage Obligation
FREM MTG TR 2018-KF43 C 20280225 FLT
2028-02-25
9.869860
94844288.00
24103910.71
Agency Collateralized Mortgage Obligation
FRRM 1992AE 09/20/70
S6XOOCT0IEG5ABCC6L87
2027-09-20
7.500000
3000000.00
144776.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-12-15
6.500000
20000000.00
532702.29
Agency Collateralized Mortgage Obligation
FNRM RC022CY R12F022
B1V7KEBTPIMZEU4LTD58
2042-03-25
3.500000
6644000.00
6503037.20
Agency Collateralized Mortgage Obligation
FNRM RC052BC R13F052
B1V7KEBTPIMZEU4LTD58
2043-06-25
3.000000
3362608.00
2987995.68
Agency Collateralized Mortgage Obligation
FNRM CL067HD R14F067
B1V7KEBTPIMZEU4LTD58
2044-10-25
3.000000
2300000.00
2152755.53
Agency Collateralized Mortgage Obligation
FNRM CL047AY R15F047
B1V7KEBTPIMZEU4LTD58
2045-07-25
3.000000
9511000.00
3619446.33
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-05-25
1.973570
44271104.00
15980118.84
Agency Collateralized Mortgage Obligation
FNRM RC106PL R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
8832000.00
8189442.56
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-02-25
1.973570
4005136.00
1373650.39
Agency Collateralized Mortgage Obligation
FNRM CL041MP R19F041
B1V7KEBTPIMZEU4LTD58
2049-08-25
3.500000
6333328.00
1594610.68
Agency Collateralized Mortgage Obligation
FNRM RC057DM R20F057
B1V7KEBTPIMZEU4LTD58
2050-08-25
4.000000
114480000.00
41158023.34
Agency Collateralized Mortgage Obligation
GNRA 2013-23 W
549300M8ZYFG0OCMTT87
2043-02-20
6.637620
8000000.00
1008578.32
Agency Collateralized Mortgage Obligation
GNRM 2014-24 KM
549300M8ZYFG0OCMTT87
2042-09-16
2.600000
8999990.00
223693.24
Agency Collateralized Mortgage Obligation
GNRA 2017-130 FH
549300M8ZYFG0OCMTT87
2047-08-20
1.895140
2500000.00
1608393.87
Agency Collateralized Mortgage Obligation
GNRM 2019-68 VB
549300M8ZYFG0OCMTT87
2058-09-16
2.500000
2000000.00
1949655.78
Agency Collateralized Mortgage Obligation
GNRM 2020-011 ME
549300M8ZYFG0OCMTT87
2049-02-20
2.500000
38919616.00
12908938.43
Agency Collateralized Mortgage Obligation
GNRM 2020-007 G
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
2450000.00
2018464.08
Agency Collateralized Mortgage Obligation
GNRA 2021-027 CW
549300M8ZYFG0OCMTT87
2051-02-20
5.000580
5000000.00
4116438.10
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LG
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
121887.00
82754.34
Agency Collateralized Mortgage Obligation
GNRA 2021-175 DF
549300M8ZYFG0OCMTT87
2051-10-20
1.020560
3140000.00
2766516.74
Agency Collateralized Mortgage Obligation
GNRA 2021-213 GT
549300M8ZYFG0OCMTT87
2051-12-20
2.000000
34555200.00
29856210.42
Agency Collateralized Mortgage Obligation
FNRM RC057NA R20F057
B1V7KEBTPIMZEU4LTD58
2050-08-25
1.000000
5000000.00
3384039.56
Agency Collateralized Mortgage Obligation
FNRM RC074DA R20F074
B1V7KEBTPIMZEU4LTD58
2050-10-25
1.000000
14000000.00
7525511.65
Agency Collateralized Mortgage Obligation
FNRM CL012GC R21F012
B1V7KEBTPIMZEU4LTD58
2050-07-25
3.500000
278000.00
178133.35
Agency Collateralized Mortgage Obligation
FNRM CL082GB R21F082
B1V7KEBTPIMZEU4LTD58
2051-01-25
1.500000
12688656.00
10223548.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
3.500000
4170000.00
3470882.54
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.000000
7064000.00
7134959.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-10-15
4.000000
2676000.00
909522.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-12-25
2.500000
1040696.00
790469.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
2.000000
1960000.00
1287461.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-10-25
2.500000
608927.00
463584.58
Agency Collateralized Mortgage Obligation
FNRM CL007QC R07F007
B1V7KEBTPIMZEU4LTD58
2037-02-25
5.500000
2808000.00
873704.50
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-04-25
2.203570
205000000.00
2134866.42
Agency Collateralized Mortgage Obligation
FNRM CL143BG R10F143
B1V7KEBTPIMZEU4LTD58
2040-12-25
4.000000
3044250.00
1310056.47
Agency Collateralized Mortgage Obligation
FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT
2041-07-25
4.275660
6807000.00
5627604.49
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
1.150000
16924128.00
3353161.77
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2019-KL04 B-CR 20251125 FLT
2025-11-25
4.619860
3321000.00
696638.29
Agency Collateralized Mortgage Obligation
FNRM CL101CB R11F101
B1V7KEBTPIMZEU4LTD58
2041-10-25
4.000000
14791000.00
4385758.69
Agency Collateralized Mortgage Obligation
FNRM RC011BX R18F011
B1V7KEBTPIMZEU4LTD58
2047-12-25
4.000000
3800000.00
2656615.92
Agency Collateralized Mortgage Obligation
FNRM RC083LE R18F083
B1V7KEBTPIMZEU4LTD58
2048-11-25
3.500000
25145000.00
3901042.90
Agency Collateralized Mortgage Obligation
GNRA 2016-99 JA
549300M8ZYFG0OCMTT87
2045-11-20
5.521960
4663160.00
1235101.75
Agency Collateralized Mortgage Obligation
MNRA CL011A2 R22M011
2027-10-25
3.048040
72000000.00
70233722.49
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2003-W15 2-A-7 20430825 5.5
2043-08-25
5.550000
30737199.00
2991703.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-10-15
1.774000
14163248.00
2491901.50
Agency Collateralized Mortgage Obligation
FNRM CL054WH R12F054
B1V7KEBTPIMZEU4LTD58
2042-05-25
3.500000
4905000.00
4464296.64
Agency Collateralized Mortgage Obligation
GNRM 2011-169 BA
549300M8ZYFG0OCMTT87
2032-10-16
7.500000
6183630.00
568112.58
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1533571.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-02-15
2.000000
10000000.00
1061149.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-07-15
1.029240
8300000.00
5476800.71
Agency Collateralized Mortgage Obligation
FNRM CL049PW R12F049
B1V7KEBTPIMZEU4LTD58
2042-05-25
3.500000
806000.00
784096.50
Agency Collateralized Mortgage Obligation
FNRM CL025PD R04F025
B1V7KEBTPIMZEU4LTD58
2034-04-25
5.500000
1070000.00
369022.49
Agency Collateralized Mortgage Obligation
FNRM CL059NG R17F059
B1V7KEBTPIMZEU4LTD58
2047-08-25
2.750000
25000000.00
2740645.80
Agency Collateralized Mortgage Obligation
GNRA 2011-137 WA
549300M8ZYFG0OCMTT87
2040-07-20
5.602800
31873664.00
4161449.92
Agency Collateralized Mortgage Obligation
GNRA 2019-43 FB
549300M8ZYFG0OCMTT87
2049-04-20
2.045140
40000000.00
10958819.93
Agency Collateralized Mortgage Obligation
GNRA 2019-44 FM
549300M8ZYFG0OCMTT87
2049-04-20
2.045140
19257536.00
7138308.57
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.374980
6600000.00
5083642.16
Agency Collateralized Mortgage Obligation
FNRM RC006A R08F006
B1V7KEBTPIMZEU4LTD58
2038-02-25
5.000000
49999700.00
269013.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-09-15
6.000000
14400000.00
3320658.30
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2017-KF38 B 20240925 FLT
2024-09-25
3.619860
3128000.00
615323.72
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF56 B 20281125 FLT
2028-11-25
3.569860
4000000.00
2771915.60
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
6.969200
23715000.00
17981422.91
Agency Collateralized Mortgage Obligation
FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT
2028-12-26
7.119200
61175296.00
64182593.56
Agency Collateralized Mortgage Obligation
FNRM CL101NB R11F101
B1V7KEBTPIMZEU4LTD58
2041-10-25
4.000000
2000000.00
1049961.66
Agency Collateralized Mortgage Obligation
GNRA 2013-146 DA
549300M8ZYFG0OCMTT87
2048-11-16
3.250000
5000000.00
3441746.18
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
4.873570
24328416.00
22599106.72
Agency Collateralized Mortgage Obligation
FHLMC WLST 2017-SC01 1-A 20461225 3.0
S6XOOCT0IEG5ABCC6L87
2046-12-25
3.000000
12000000.00
1794800.87
Agency Collateralized Mortgage Obligation
FNRM RC018KY R11F018
B1V7KEBTPIMZEU4LTD58
2041-03-25
4.000000
2552000.00
846832.55
Agency Collateralized Mortgage Obligation
FNRM CL139HA R10F139
B1V7KEBTPIMZEU4LTD58
2040-11-25
4.000000
2000000.00
1608181.27
Agency Collateralized Mortgage Obligation
FHLMC REMIC K-J21 A-1 20250625 3.1
S6XOOCT0IEG5ABCC6L87
2025-06-25
3.111000
27590000.00
599494.74
Agency Collateralized Mortgage Obligation
Y
2022-07-01
2022-10-03
2022-11-10
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0166
474000000.00
474000000.00
0.0130
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.660000%
ZBUT11V806EZRVTWT807
0000782124
ARP0TBSQ1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2061-06-25
0.487030
13636160.00
9903519.43
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-02-25
2.500000
7000000.00
2258599.42
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-04-25
3.000000
618260.00
505622.10
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-12-25
5.609070
8200000.00
1659195.50
Agency Collateralized Mortgage Obligation
FNRM CL068A R17F068
B1V7KEBTPIMZEU4LTD58
2047-02-25
3.000000
24113408.00
5300484.62
Agency Collateralized Mortgage Obligation
FNRM CL013PH R19F013
B1V7KEBTPIMZEU4LTD58
2049-04-25
3.250000
28258000.00
2732089.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-06-15
3.000000
3281516.00
2382265.98
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-06-15
3.000000
6489000.00
6151109.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-05-15
3.000000
1577150.00
1432422.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-02-15
3.000000
4236000.00
3776024.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-11-25
2.000000
5200000.00
3508492.58
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-12-15
3.000000
9260480.00
8428543.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-01-25
1.250000
4000000.00
2698180.78
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
2.073570
4100000.00
2030812.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
1.500000
2750000.00
2021859.60
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-08-25
1.000000
1500000.00
999379.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
2.000000
1745000.00
1145187.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
2.000000
3068112.00
2598481.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-11-25
2.500000
13274464.00
11758013.60
Agency Collateralized Mortgage Obligation
FNRM CL036PD R04F036
B1V7KEBTPIMZEU4LTD58
2034-05-25
5.500000
2011800.00
700934.00
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-10-25
2.123570
25861600.00
1122339.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-10-15
0.00
13589000.00
52105.12
Agency Collateralized Mortgage Obligation
FNRM RC102HY R12F102
B1V7KEBTPIMZEU4LTD58
2042-09-25
2.000000
1301000.00
1067680.11
Agency Collateralized Mortgage Obligation
GNRA 2015-67 AE
549300M8ZYFG0OCMTT87
2056-10-16
2.600000
2000000.00
536645.54
Agency Collateralized Mortgage Obligation
FNRM CL028UD R13F028
B1V7KEBTPIMZEU4LTD58
2043-04-25
7.500000
18374784.00
2430106.13
Agency Collateralized Mortgage Obligation
GNRM 2021-002 AH
549300M8ZYFG0OCMTT87
2063-06-16
1.500000
150000000.00
104174626.85
Agency Collateralized Mortgage Obligation
FNRM CL129PB R13F129
B1V7KEBTPIMZEU4LTD58
2044-01-25
4.000000
2287228.00
2300073.58
Agency Collateralized Mortgage Obligation
FNRM CL077MB R17F077
B1V7KEBTPIMZEU4LTD58
2047-10-25
2.750000
15000000.00
2252465.59
Agency Collateralized Mortgage Obligation
FNRM RC091CG R17F091
B1V7KEBTPIMZEU4LTD58
2047-11-25
3.000000
35742000.00
3932804.12
Agency Collateralized Mortgage Obligation
GNRM 2022-022 AB
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
6650568.00
5740471.16
Agency Collateralized Mortgage Obligation
FNRM CL035YU R13F035
B1V7KEBTPIMZEU4LTD58
2032-09-25
7.500000
11628080.00
2164309.95
Agency Collateralized Mortgage Obligation
FNRM RC008PB R16F008
B1V7KEBTPIMZEU4LTD58
2046-03-25
3.000000
10000000.00
9005166.67
Agency Collateralized Mortgage Obligation
FNRM CL033MV R19F033
B1V7KEBTPIMZEU4LTD58
2037-08-25
3.500000
5776110.00
4999891.68
Agency Collateralized Mortgage Obligation
FNRM CL062PY R19F062
B1V7KEBTPIMZEU4LTD58
2049-11-25
2.500000
1462000.00
1179314.83
Agency Collateralized Mortgage Obligation
FNRM CL042NY R21F042
B1V7KEBTPIMZEU4LTD58
2051-07-25
2.500000
6772000.00
5262039.64
Agency Collateralized Mortgage Obligation
FNRM CL028CA R22F028
B1V7KEBTPIMZEU4LTD58
2048-01-25
2.000000
1388736.00
1276413.82
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F129 AS 20290125 FLT
S6XOOCT0IEG5ABCC6L87
2029-01-25
1.197680
8966100.00
7922421.55
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2003-W17 1-A-7 20430825 5.7
2043-08-25
5.750000
19946304.00
6376490.64
Agency Collateralized Mortgage Obligation
GNRM 2021-021 AH
549300M8ZYFG0OCMTT87
2063-06-16
1.400000
86175200.00
63475695.28
Agency Collateralized Mortgage Obligation
GNRA 2022-073 AG
549300M8ZYFG0OCMTT87
2062-12-16
2.750360
14893824.00
13444523.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-12-15
6.500000
14000000.00
309011.88
Agency Collateralized Mortgage Obligation
FNRM CL048DC R15F048
B1V7KEBTPIMZEU4LTD58
2042-01-25
3.000000
12896720.00
8241587.89
Agency Collateralized Mortgage Obligation
FHLMC WLST 2017-SC02 1-A2 20470525 3.0
2047-05-25
3.000000
6500000.00
5044713.38
Agency Collateralized Mortgage Obligation
FNRM RC039CY R17F039
B1V7KEBTPIMZEU4LTD58
2047-05-25
3.500000
3801000.00
1449745.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-15
4.500000
5704000.00
2093500.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-09-15
4.000000
1979816.00
1022246.16
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
2.500000
30000000.00
1813635.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-11-25
2.123570
6000000.00
2708260.50
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
204606.68
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2017-2 MB 20560825 3.0
2056-08-25
3.000000
8000000.00
7098237.33
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT
2056-07-25
3.250000
22228000.00
20367295.35
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424936.00
62061.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-03-15
7.000000
199999.00
5742.27
Agency Collateralized Mortgage Obligation
GNRM 2014-014 AV
549300M8ZYFG0OCMTT87
2044-10-16
2.550000
8999978.00
40892.75
Agency Collateralized Mortgage Obligation
GNRA 2014-064 D
549300M8ZYFG0OCMTT87
2055-12-16
3.413740
10000000.00
8122064.13
Agency Collateralized Mortgage Obligation
GNRM 2015-106 DY
549300M8ZYFG0OCMTT87
2045-07-20
3.500000
200000.00
192314.89
Agency Collateralized Mortgage Obligation
GNRA 2019-27 FA
549300M8ZYFG0OCMTT87
2049-02-20
2.045140
26310080.00
5312109.29
Agency Collateralized Mortgage Obligation
GNRM 2021-064 AX
549300M8ZYFG0OCMTT87
2051-04-20
5.500000
3942052.00
3752173.50
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LQ
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
763032.00
534861.86
Agency Collateralized Mortgage Obligation
GNRM 2022-022 AL
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2113476.00
1657618.01
Agency Collateralized Mortgage Obligation
GNRM 2022-063 PL
549300M8ZYFG0OCMTT87
2052-04-20
3.000000
8840832.00
7304372.02
Agency Collateralized Mortgage Obligation
GNRM 2022-063 HL
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
10783540.00
10275928.82
Agency Collateralized Mortgage Obligation
GNRA 2020-005 JF
549300M8ZYFG0OCMTT87
2044-06-20
1.461570
3600000.00
1209225.98
Agency Collateralized Mortgage Obligation
GNRM 2021-008 BQ
549300M8ZYFG0OCMTT87
2051-01-20
5.500000
6300000.00
5626719.96
Agency Collateralized Mortgage Obligation
GNRM 2022-063 YP
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
1736000.00
1694044.55
Agency Collateralized Mortgage Obligation
GNRM 2019-006 BD
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
7907288.00
7701875.99
Agency Collateralized Mortgage Obligation
FNRM CL037NY R18F037
B1V7KEBTPIMZEU4LTD58
2048-06-25
3.500000
20360000.00
6207524.47
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-060 1A4D 20440325 FLT
S6XOOCT0IEG5ABCC6L87
2044-03-25
4.197760
5000000.00
2210236.15
Agency Collateralized Mortgage Obligation
FHLMC MULTI SCR 2021-MN1 M-2 20510125 FLT
2051-01-25
4.675660
874000.00
757024.40
Agency Collateralized Mortgage Obligation
FREM MTG TR 2019-KF69 B 20290827 FLT
2029-08-27
3.419860
3000000.00
1326773.69
Agency Collateralized Mortgage Obligation
GNRA 2015-41 B
549300M8ZYFG0OCMTT87
2056-09-16
3.000000
12600000.00
5503474.81
Agency Collateralized Mortgage Obligation
GNRM 2022-001 JH
549300M8ZYFG0OCMTT87
2052-01-20
1.500000
71619456.00
58051377.42
Agency Collateralized Mortgage Obligation
GNRM 2006-027 QD
549300M8ZYFG0OCMTT87
2036-06-20
6.000000
456214.00
92973.14
Agency Collateralized Mortgage Obligation
Y
2022-07-01
2022-10-03
2022-12-02
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0166
474000000.00
474000000.00
0.0130
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 1.555000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0TGT14
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNHA RM CL0599 H
549300M8ZYFG0OCMTT87
2072-02-20
3.127000
26606616.00
27629049.50
Agency Mortgage-Backed Securities
GNII RG CO3441 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
8888768.00
8665930.54
Agency Mortgage-Backed Securities
GNII RG CO7346 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
3818439.00
3722716.25
Agency Mortgage-Backed Securities
GNHF RF CD1882 H
549300M8ZYFG0OCMTT87
2071-04-20
3.737000
1031391.00
768265.98
Agency Mortgage-Backed Securities
GNCL CL CG6815
549300M8ZYFG0OCMTT87
2063-05-15
2.470000
444985.00
409506.67
Agency Mortgage-Backed Securities
GNPL LM CL6614
549300M8ZYFG0OCMTT87
2042-11-15
3.370000
750000.00
824178.95
Agency Mortgage-Backed Securities
GNHA ML CN0138 H
549300M8ZYFG0OCMTT87
2072-05-20
3.094000
1066799.00
1089112.58
Agency Mortgage-Backed Securities
GNHF RF AI2413 H
549300M8ZYFG0OCMTT87
2064-08-20
4.665000
5120368.00
1189440.03
Agency Mortgage-Backed Securities
GNAR AT 082184 M
549300M8ZYFG0OCMTT87
2038-10-20
1.750000
4169558.00
48167.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1155
B1V7KEBTPIMZEU4LTD58
2037-09-01
2.244000
3511793.00
274998.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6202
B1V7KEBTPIMZEU4LTD58
2043-10-01
1.793000
8720000.00
3089292.31
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7445
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1995787.00
1686779.95
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBU7253
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.102000
3139612.00
2872991.25
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV2239
B1V7KEBTPIMZEU4LTD58
2052-02-01
1.771000
11773539.00
10574009.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9993
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
2214755.00
2184455.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0216
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1702511.00
1679399.09
Agency Mortgage-Backed Securities
FNMS 04.000 CKCB2597
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
1686001.00
1656470.18
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2294
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
507170.00
428439.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3616
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
5558860.00
5485661.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3909
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
157328.00
155335.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2167
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
1983000.00
2009750.67
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS2389
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.000000
10027580.00
9336420.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
5149865.00
5174713.10
Agency Mortgage-Backed Securities
GNAR AT MA4090 M
549300M8ZYFG0OCMTT87
2046-10-20
1.625000
17207008.00
1806586.42
Agency Mortgage-Backed Securities
GNII RG CN6743 C
549300M8ZYFG0OCMTT87
2050-02-20
5.000000
4167704.00
4391642.15
Agency Mortgage-Backed Securities
GNII RG CN6719 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
10792740.00
10522160.01
Agency Mortgage-Backed Securities
GNII SF CN9949 C
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
9663623.00
8987369.10
Agency Mortgage-Backed Securities
GNII RG CO0392 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
3521262.00
3426528.51
Agency Mortgage-Backed Securities
GNII SF CO2806 C
549300M8ZYFG0OCMTT87
2052-06-20
5.000000
5955788.00
6121524.34
Agency Mortgage-Backed Securities
GNII RG CO3326 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
6661099.00
6494121.53
Agency Mortgage-Backed Securities
GNII RG CO3354 C
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
5059558.00
5182925.20
Agency Mortgage-Backed Securities
GNII RG CO3427 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
804970.00
824597.58
Agency Mortgage-Backed Securities
GNHA RM 892354 H
549300M8ZYFG0OCMTT87
2059-10-20
2.990000
200000.00
44526.28
Agency Mortgage-Backed Securities
GNAR FT 082199 M
549300M8ZYFG0OCMTT87
2038-10-20
1.750000
44500000.00
576608.23
Agency Mortgage-Backed Securities
GNAR FT 082201 M
549300M8ZYFG0OCMTT87
2038-10-20
1.750000
7473960.00
27046.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM9377
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.070000
1500000.00
1292801.34
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0754
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.080000
3890034.00
3753845.69
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2042
B1V7KEBTPIMZEU4LTD58
2024-07-01
2.230000
2378000.00
2289399.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8588
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.330000
31035000.00
30719855.09
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9558
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.700000
20648000.00
19522561.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX9711
B1V7KEBTPIMZEU4LTD58
2045-08-01
1.850000
4000000.00
537212.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0890
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
13518713.00
2249323.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5376
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.242000
4038590.00
1961220.38
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5066
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.809000
5240779.00
2358781.91
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT6923
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
21019900.00
17229218.73
Agency Mortgage-Backed Securities
FNMS 04.000 CKBV9502
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
113934.00
112509.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982116
B1V7KEBTPIMZEU4LTD58
2038-05-01
2.972000
58225373.00
1285511.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4430
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
17067379.00
3753873.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
7491000.00
1851277.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
12030298.00
2368400.55
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3247
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
2916454.00
742837.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0750
B1V7KEBTPIMZEU4LTD58
2040-12-01
1.996000
53539297.00
683235.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1266
B1V7KEBTPIMZEU4LTD58
2041-11-01
1.970000
15000000.00
581280.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4971
B1V7KEBTPIMZEU4LTD58
2044-01-01
2.515000
40000000.00
5734931.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5520
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.507000
17466622.00
1455026.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4040
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.750000
1000000.00
894150.18
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5375
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.574000
7370369.00
2340903.62
Agency Mortgage-Backed Securities
GNAR FT 082468 M
549300M8ZYFG0OCMTT87
2040-01-20
2.625000
10000000.00
442108.61
Agency Mortgage-Backed Securities
Y
2022-07-07
2022-07-07
2022-07-28
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0156
236000000.00
236000000.00
0.0065
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0TKNX1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2019-SB66 B 20390725 FLT
2039-07-25
7.500000
1635320.00
1127025.68
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF122 CS 20310925 FLT
2031-09-25
7.119200
47976127.00
46832077.61
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF102 CS 20310127 FLT
2031-01-27
6.719200
76146000.00
57045417.66
Agency Collateralized Mortgage Obligation
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
100000000.00
100000000.00
0.0027
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 1.550000%
549300HN4UKV1E2R3U73
0001675365
ARP0TKO10
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLCB2287
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
250865826.00
217250909.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2374
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
250529279.00
219527202.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2629
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
155816813.00
135018650.80
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2806
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250200000.00
220086787.29
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2860
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250000000.00
219202737.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3049
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
141237300.00
68524650.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0900
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
259959800.00
237749464.47
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4377
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.500000
309915166.00
242639598.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4709
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
244346845.00
249999999.31
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4254
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
335526567.00
249999999.66
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
2000000000.00
2000000000.00
0.0549
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 1.550000%
549300H47WTHXPU08X20
ARP0TKO51
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-31
0.375000
46846600.00
40800009.43
U.S. Treasuries (including strips)
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
40000000.00
40000000.00
0.0011
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 1.550000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0TKO77
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLQE1767
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
6587380.00
6524905.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3315
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1326216.00
1244281.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0381
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
734053.00
648798.69
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
19659570.00
17777959.96
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8164
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
45848808.00
45566812.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8227
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
130506.00
128746.42
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS1598
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
6364059.00
5453587.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
2821593.00
2835207.19
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
10619000.00
10644893.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
7000000.00
5920038.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
22305300.00
21315210.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
25000000.00
22491300.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
5100000.00
5120781.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.250000
15000000.00
14901078.93
U.S. Treasuries (including strips)
3.375 FHLB 23 1X
2549001DPIFGXC1TOL40
2023-12-08
3.375000
2550000.00
2568876.38
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2032-05-17
4.370000
13166000.00
13097138.16
Agency Debentures and Agency Strips
FEPC 03.000 CLZL5314
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
504254.00
110735.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7308
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
6697026.00
1505676.15
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8199
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
20054578.00
17070244.60
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1041.00
227.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6056
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
23648409.00
21745093.04
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
210000000.00
210000000.00
0.0058
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.550000%
ZBUT11V806EZRVTWT807
0000782124
ARP0TKOD4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLQB9664
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
4062040.00
2565330.01
Agency Mortgage-Backed Securities
04.500 FGPC V84881 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
85864999.00
28256256.55
Agency Mortgage-Backed Securities
FNMS 06.000 CT256962
B1V7KEBTPIMZEU4LTD58
2027-11-01
6.000000
84691965.00
1096599.36
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
24048999.00
17991079.20
Agency Mortgage-Backed Securities
GNII SF AO3450 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
5685990.00
1590734.90
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
50000000.00
50000000.00
0.0014
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.550000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0TKOK8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BD3961 C
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
25000.00
8124.51
Agency Mortgage-Backed Securities
GNMI SP 784819 X
549300M8ZYFG0OCMTT87
2046-10-15
3.000000
1000000.00
569552.29
Agency Mortgage-Backed Securities
GNMI SF AC6051 X
549300M8ZYFG0OCMTT87
2043-06-15
3.000000
499853.00
40768.87
Agency Mortgage-Backed Securities
GNII SF MA7257 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
146264064.00
92966715.62
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
164544000.00
158970989.14
Agency Mortgage-Backed Securities
GNII SP 785253 C
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
73758464.00
54071682.71
Agency Mortgage-Backed Securities
GNMI SF AA5375 X
549300M8ZYFG0OCMTT87
2042-06-15
3.500000
51192000.00
7059972.82
Agency Mortgage-Backed Securities
GNII SF MA5077 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
50000000.00
9289666.88
Agency Mortgage-Backed Securities
GNII SP 785226 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
55699200.00
37236291.12
Agency Mortgage-Backed Securities
GNII SP 785245 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
39239296.00
28822110.38
Agency Mortgage-Backed Securities
GNII SP 785666 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
51382656.00
44447846.56
Agency Mortgage-Backed Securities
GNMI SP 783580 X
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
68000000.00
30595171.46
Agency Mortgage-Backed Securities
GNMI SF 648154 X
549300M8ZYFG0OCMTT87
2036-11-15
5.500000
1180910.00
21107.65
Agency Mortgage-Backed Securities
Y
2022-07-07
2022-07-07
2022-07-07
N
N
N
0.0155
455000000.00
455000000.00
0.0125
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.550000%
ZBUT11V806EZRVTWT807
0000782124
ARP0TKOM4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BY1670 C
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
4000000.00
2894599.23
Agency Mortgage-Backed Securities
GNII SF CB2162 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
10403680.00
9085921.58
Agency Mortgage-Backed Securities
GNII ET CG5730 C
549300M8ZYFG0OCMTT87
2062-04-20
3.500000
168001.00
166347.89
Agency Mortgage-Backed Securities
GNPL PN CG6817
549300M8ZYFG0OCMTT87
2057-06-15
3.060000
5680000.00
5529326.64
Agency Mortgage-Backed Securities
GNII SF CJ2128 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1199882.00
886684.64
Agency Mortgage-Backed Securities
GNII ET CM1039 C
549300M8ZYFG0OCMTT87
2062-04-20
3.000000
2088768.00
2009446.06
Agency Mortgage-Backed Securities
GNII SF CM2058 C
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
2447956.00
2297993.27
Agency Mortgage-Backed Securities
GNII ET CM7099 C
549300M8ZYFG0OCMTT87
2062-05-20
4.000000
125062.00
123735.37
Agency Mortgage-Backed Securities
GNII SF CL4225 C
549300M8ZYFG0OCMTT87
2052-03-20
2.500000
1050004.00
939061.25
Agency Mortgage-Backed Securities
GNMI SP 781769 X
549300M8ZYFG0OCMTT87
2033-11-15
5.000000
565000.00
17882.11
Agency Mortgage-Backed Securities
GNMI SP 785994 X
549300M8ZYFG0OCMTT87
2052-02-15
4.000000
2027196.00
2040340.23
Agency Mortgage-Backed Securities
GNAR AF MA4332 M
549300M8ZYFG0OCMTT87
2047-03-20
2.500000
6772320.00
736757.08
Agency Mortgage-Backed Securities
GNPL LM CL5337
549300M8ZYFG0OCMTT87
2050-08-15
2.930000
1675944.00
1629174.70
Agency Mortgage-Backed Securities
GNII SF CL2256 C
549300M8ZYFG0OCMTT87
2052-02-20
3.500000
5042376.00
4991613.32
Agency Mortgage-Backed Securities
GNMI SF AD6349 X
549300M8ZYFG0OCMTT87
2047-12-15
3.000000
671353.00
429635.45
Agency Mortgage-Backed Securities
GNMI SF BO5617 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
2784932.00
275592.29
Agency Mortgage-Backed Securities
GNII SF BT9614 C
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
10049584.00
6584667.90
Agency Mortgage-Backed Securities
GNPL PN BN6319
549300M8ZYFG0OCMTT87
2061-10-15
3.140000
1008480.00
981409.82
Agency Mortgage-Backed Securities
GNII SF MA5566 M
549300M8ZYFG0OCMTT87
2033-11-20
4.500000
1527446.00
217450.74
Agency Mortgage-Backed Securities
GNMI SF 758921 X
549300M8ZYFG0OCMTT87
2038-06-15
3.000000
70345.00
28153.36
Agency Mortgage-Backed Securities
GNII SF MA6220 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
6215440.00
1213330.33
Agency Mortgage-Backed Securities
GNII SF MA5024 M
549300M8ZYFG0OCMTT87
2048-02-20
6.000000
250681.00
68751.36
Agency Mortgage-Backed Securities
GNII SF MA5654 M
549300M8ZYFG0OCMTT87
2048-12-20
5.500000
51650112.00
6802883.43
Agency Mortgage-Backed Securities
GNII SF MA6039 M
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
494068000.00
83986309.07
Agency Mortgage-Backed Securities
GNII SF CJ3789 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1090262.00
821731.42
Agency Mortgage-Backed Securities
GNII SF MA6973 M
549300M8ZYFG0OCMTT87
2034-07-20
5.000000
147909.00
66689.38
Agency Mortgage-Backed Securities
GNII SF MA8076 M
549300M8ZYFG0OCMTT87
2037-06-20
4.500000
198571.00
206227.10
Agency Mortgage-Backed Securities
GNII JM MA8087 M
549300M8ZYFG0OCMTT87
2052-05-20
2.000000
8728944.00
7512950.70
Agency Mortgage-Backed Securities
GNII SF CN3061 C
549300M8ZYFG0OCMTT87
2052-06-20
2.500000
28193248.00
24887642.93
Agency Mortgage-Backed Securities
GNII SF CN6329 C
549300M8ZYFG0OCMTT87
2052-06-20
2.500000
3929884.00
3557479.90
Agency Mortgage-Backed Securities
GNII SF CN8592 C
549300M8ZYFG0OCMTT87
2052-06-20
5.000000
1632088.00
1677502.12
Agency Mortgage-Backed Securities
GNII SF AT7669 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
24944608.00
3690473.62
Agency Mortgage-Backed Securities
GNMI SF 400596 X
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
5150000.00
99678.92
Agency Mortgage-Backed Securities
GNII SF MA6412 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
337560.00
70324.50
Agency Mortgage-Backed Securities
GNII SF 004073 M
549300M8ZYFG0OCMTT87
2038-01-20
6.000000
2614170.00
41626.40
Agency Mortgage-Backed Securities
GNII SF MA6544 M
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
313920.00
69950.08
Agency Mortgage-Backed Securities
GNII SF MA6576 M
549300M8ZYFG0OCMTT87
2033-07-20
5.000000
33409.00
18647.43
Agency Mortgage-Backed Securities
GNII SF MA6656 M
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
407788.00
150315.98
Agency Mortgage-Backed Securities
GNII SF MA7472 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
75050000.00
62053275.84
Agency Mortgage-Backed Securities
GNMI SF BA9083 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
666953.00
58052.94
Agency Mortgage-Backed Securities
GNII SF BF1150 C
549300M8ZYFG0OCMTT87
2048-01-20
5.000000
17008864.00
2093062.99
Agency Mortgage-Backed Securities
GNCL CL BP2035
549300M8ZYFG0OCMTT87
2062-07-15
3.660000
1889920.00
1878564.10
Agency Mortgage-Backed Securities
GNMI SF BQ0724 X
549300M8ZYFG0OCMTT87
2049-10-15
3.500000
619213.00
123038.69
Agency Mortgage-Backed Securities
GNII SF BW9160 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1851320.00
1126423.91
Agency Mortgage-Backed Securities
GNAR AT 082857 M
549300M8ZYFG0OCMTT87
2041-06-20
1.875000
5263216.00
264143.27
Agency Mortgage-Backed Securities
GNMI SP 782694 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
400000.00
10490.11
Agency Mortgage-Backed Securities
GNAR AF MA1690 M
549300M8ZYFG0OCMTT87
2044-02-20
2.625000
131151616.00
5604629.01
Agency Mortgage-Backed Securities
GNII SF MA3710 M
549300M8ZYFG0OCMTT87
2031-06-20
2.500000
100000.00
19873.23
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
18720064.00
3414451.50
Agency Mortgage-Backed Securities
GNII SF AR3762 C
549300M8ZYFG0OCMTT87
2046-02-20
4.000000
15352.00
4863.25
Agency Mortgage-Backed Securities
GNII SF CF2196 C
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
2000650.00
1785771.15
Agency Mortgage-Backed Securities
GNMI SF AD6086 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
2608772.00
683981.69
Agency Mortgage-Backed Securities
GNMI SF AE3305 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
987173.00
629154.86
Agency Mortgage-Backed Securities
GNMI SF 716783 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
1093064.00
15747.03
Agency Mortgage-Backed Securities
GNMI SP 780601 X
549300M8ZYFG0OCMTT87
2027-07-15
7.000000
21000000.00
36083.00
Agency Mortgage-Backed Securities
GNII SF 003215 M
549300M8ZYFG0OCMTT87
2032-03-20
6.500000
10047551.00
34197.86
Agency Mortgage-Backed Securities
GNMI SF AW3374 X
549300M8ZYFG0OCMTT87
2046-11-15
3.500000
3525000.00
810613.14
Agency Mortgage-Backed Securities
GNMI SF 597741 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
1392440.00
45274.84
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
250000000.00
250000000.00
0.0069
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.550000%
549300QJJX6CVVUXLE15
0001317808
ARP0TKON2
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
2052-02-15
2.250000
100.00
82.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
2.375000
473600.00
402909.06
U.S. Treasuries (including strips)
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-03-15
1.500000
13444671.00
2617861.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-06-25
1.750000
10000000.00
7410981.62
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
2.023570
18279009.00
7406398.09
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-09-25
2.073570
11000000.00
4875824.97
Agency Collateralized Mortgage Obligation
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
9848700.00
11558019.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
506100.00
787687.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-11-15
1.875000
21948000.00
16351232.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
5936200.00
5130885.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
5300.00
6022.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
2.000000
200.00
158.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
1000.00
1124.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
228700.00
478546.99
U.S. Treasuries (including strips)
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-05-15
2.000000
40000000.00
7635798.72
Agency Collateralized Mortgage Obligation
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
874000.00
826809.11
U.S. Treasuries (including strips)
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2052-01-15
0.979240
1000.00
846.34
Agency Collateralized Mortgage Obligation
GNII SF MA7589 M
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1092.00
933.87
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-02-15
1.500000
23600000.00
4004698.26
Agency Collateralized Mortgage Obligation
GNII SF MA7767 M
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1000.00
883.57
Agency Mortgage-Backed Securities
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.295140
1024.00
281.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-09-25
2.023570
2050.00
184.37
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
2.173570
2344847.00
1605511.97
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-25
1.943570
19346.00
934.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2057-08-15
1.724000
21827874.00
11337705.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-12-25
2.073570
13011301.00
5524514.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
1.973570
24868628.00
14666893.62
Agency Collateralized Mortgage Obligation
GNRA 2021-193 YF
549300M8ZYFG0OCMTT87
2051-11-20
1.320560
25347.00
22237.16
Agency Collateralized Mortgage Obligation
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
100000000.00
100000000.00
0.0027
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 1.550000%
254900Y8NKGV541U8Q32
0001457970
ARP0TKP35
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
15146227600.00
15150567863.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
265135700.00
265011417.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
14112300.00
14163431.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
3966000.00
3794193.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
249790200.00
222040069.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
66567500.00
63016822.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
5263866700.00
5267309786.58
U.S. Treasuries (including strips)
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
20985000000.00
20985000000.00
0.5764
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0TKP50
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
8568500.00
7797295.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
2188700.00
2087765.91
U.S. Treasuries (including strips)
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0155
9690818.00
9690818.00
0.0003
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 1.555000%
5493006QMFDDMYWIAM13
0000891478
ARP0TKP84
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HYBL3238
B1V7KEBTPIMZEU4LTD58
2034-07-01
2.980000
42287.00
38770.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9874
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
2000.00
1737.37
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9530
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
1024.00
881.22
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4204
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
2048.00
1428.17
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC8576
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
1008.00
68.37
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4387
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
1000.00
806.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2151
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
2048.00
1775.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1538
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
1024.00
937.02
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0436
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
2048.00
1586.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0498
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
2144.00
1736.99
Agency Mortgage-Backed Securities
FNMS 02.500 CICB1730
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.500000
2000.00
1736.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4101
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
2000.00
1245.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1174
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
1000.00
956.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4468
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
1000.00
828.80
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4566
B1V7KEBTPIMZEU4LTD58
2037-03-01
1.500000
2000.00
1765.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4655
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1000.00
986.52
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3298
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1000.00
885.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2986
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
2144.00
823.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1666
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
1000.00
962.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2198
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
1000.00
1053.43
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
40201070.00
31863265.22
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1328
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1000.00
212.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0912
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
2048.00
1783.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2286
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
2048.00
1785.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2299
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
2064.00
1804.55
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1217
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
1024.00
176.99
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0156
31000000.00
31000000.00
0.0009
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.560000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0TKP92
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 8B0043 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.927000
1062762.00
783938.54
Agency Mortgage-Backed Securities
FMAR 1J2876 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.075000
9995224.00
473755.18
Agency Mortgage-Backed Securities
FMAR 841077 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.874000
4000000.00
1357933.74
Agency Mortgage-Backed Securities
FMAR 8D0111 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.931000
6700401.00
6036018.91
Agency Mortgage-Backed Securities
FMAR 840188 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
2.757000
411999.00
100531.88
Agency Mortgage-Backed Securities
FMAR 1J0453 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.495000
360000.00
5556.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5907
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.540000
39123000.00
38646664.43
Agency Mortgage-Backed Securities
FMAR 8B0071 G
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.518000
2070312.00
1911364.88
Agency Mortgage-Backed Securities
FMAR 8B0082 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
1.589000
1352250.00
1257481.50
Agency Mortgage-Backed Securities
FMAR 8B0166 G
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.298000
3494444.00
3464278.99
Agency Mortgage-Backed Securities
FMAR 8C0294 G
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.172000
4849129.00
4872694.69
Agency Mortgage-Backed Securities
FMAR 8C0311 G
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.324000
4500293.00
4532529.60
Agency Mortgage-Backed Securities
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0156
61000000.00
61000000.00
0.0017
N
Y
Y
N
The Charles Schwab Family of Funds
2022-07-08
Mark Fischer
Mark Fischer
Chief Financial Officer