0001145549-22-075690.txt : 20221207
0001145549-22-075690.hdr.sgml : 20221207
20221207144639
ACCESSION NUMBER: 0001145549-22-075690
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20221207
DATE AS OF CHANGE: 20221207
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: 221449998
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000053802
Schwab Retirement Government Money Fund
C000169257
Schwab Retirement Government Money Fund
SNRXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2022-11-30
0000857156
549300I77JNLD629OV19
S000053802
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
22
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Investment Advisor and its affiliates Contractual 22,569
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 3.890000%
10807BAA7
2549005XOAOA3RHT9B41
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Variable Rate Demand Note
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2022-12-07
2022-12-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
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0.0389
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0.0019
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Federal Home Loan Banks
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3130APSD8
2549001DPIFGXC1TOL40
US3130APSD84
U.S. Government Agency Debt
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0391
6199361.46
6199361.46
0.0037
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.250000%
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2549001DPIFGXC1TOL40
US3130ARAS02
U.S. Government Agency Debt
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0476
2968164.90
2968164.90
0.0018
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N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.010000%
3130ARG70
2549001DPIFGXC1TOL40
US3130ARG701
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0479
4161799.66
4161799.66
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.125000%
3130ARHK0
2549001DPIFGXC1TOL40
US3130ARHK03
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0479
3072964.99
3072964.99
0.0018
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.350000%
3130ARLB5
2549001DPIFGXC1TOL40
US3130ARLB57
U.S. Government Agency Debt
Y
2023-04-05
2023-04-05
2023-04-05
N
N
N
0.0484
4262949.61
4262949.61
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.600000%
3130ARV73
2549001DPIFGXC1TOL40
US3130ARV734
U.S. Government Agency Debt
Y
2023-05-02
2023-05-02
2023-05-02
N
N
N
0.0494
4356964.70
4356964.70
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.500000%
3130AS6B0
2549001DPIFGXC1TOL40
US3130AS6B01
U.S. Government Agency Debt
Y
2023-05-23
2023-05-23
2023-05-23
N
N
N
0.0498
4249525.87
4249525.87
0.0025
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
0.0505
3355695.35
3355695.35
0.0020
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
0.0513
5344798.07
5344798.07
0.0032
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.750000%
3130ASMC0
2549001DPIFGXC1TOL40
US3130ASMC05
U.S. Government Agency Debt
Y
2023-08-04
2023-08-04
2023-08-04
N
N
N
0.0517
5328540.07
5328540.07
0.0032
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.850000%
3130ASMF3
2549001DPIFGXC1TOL40
US3130ASMF36
U.S. Government Agency Debt
Y
2022-12-01
2023-10-06
2023-10-06
N
N
N
0.0384
5301217.30
5301217.30
0.0032
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.150000%
3130ASP52
2549001DPIFGXC1TOL40
US3130ASP528
U.S. Government Agency Debt
Y
2023-07-27
2023-07-27
2023-07-27
N
N
N
0.0504
3161308.03
3161308.03
0.0019
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.300000%
3130ASRZ4
2549001DPIFGXC1TOL40
US3130ASRZ45
U.S. Government Agency Debt
Y
2023-07-28
2023-07-28
2023-07-28
N
N
N
0.0513
3162356.10
3162356.10
0.0019
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.850000%
3130ASST7
2549001DPIFGXC1TOL40
US3130ASST75
U.S. Government Agency Debt
Y
2022-12-01
2022-12-27
2022-12-27
N
N
N
0.0382
3100072.01
3100072.01
0.0019
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.910000%
3130AST90
2549001DPIFGXC1TOL40
US3130AST900
U.S. Government Agency Debt
Y
2022-12-01
2024-07-26
2024-07-26
N
N
N
0.0393
5200222.04
5200222.04
0.0031
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.865000%
3130ASTJ8
2549001DPIFGXC1TOL40
US3130ASTJ84
U.S. Government Agency Debt
Y
2022-12-01
2023-05-24
2023-05-24
N
N
N
0.0379
2100920.91
2100920.91
0.0013
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.870000%
3130ASU23
2549001DPIFGXC1TOL40
US3130ASU239
U.S. Government Agency Debt
Y
2022-12-01
2023-07-27
2023-07-27
N
N
N
0.0387
4200510.30
4200510.30
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.850000%
3130ASU49
2549001DPIFGXC1TOL40
US3130ASU494
U.S. Government Agency Debt
Y
2022-12-01
2022-12-30
2022-12-30
N
N
N
0.0381
8400293.92
8400293.92
0.0050
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.865000%
3130ASUH0
2549001DPIFGXC1TOL40
US3130ASUH00
U.S. Government Agency Debt
Y
2022-12-01
2023-05-01
2023-05-01
N
N
N
0.0378
4201808.14
4201808.14
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.170000%
3130ASUM9
2549001DPIFGXC1TOL40
US3130ASUM94
U.S. Government Agency Debt
Y
2023-08-22
2023-08-22
2023-08-22
N
N
N
0.0446
2080851.36
2080851.36
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.860000%
3130ASVF3
2549001DPIFGXC1TOL40
US3130ASVF35
U.S. Government Agency Debt
Y
2022-12-01
2023-04-04
2023-04-04
N
N
N
0.0385
4200400.01
4200400.01
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.850000%
3130ASW39
2549001DPIFGXC1TOL40
US3130ASW391
U.S. Government Agency Debt
Y
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0383
4200311.85
4200311.85
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.375000%
3130AT5B9
2549001DPIFGXC1TOL40
US3130AT5B91
U.S. Government Agency Debt
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0489
4054676.76
4054676.76
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.500000%
3130ATCC9
2549001DPIFGXC1TOL40
US3130ATCC97
U.S. Government Agency Debt
Y
2023-03-09
2023-03-09
2023-03-09
N
N
N
0.0432
4390134.06
4390134.06
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.750000%
3130ATRL3
2549001DPIFGXC1TOL40
US3130ATRL32
U.S. Government Agency Debt
Y
2023-10-24
2023-10-24
2023-10-24
N
N
N
0.0487
499438.76
499438.76
0.0003
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.865000%
3130ATU54
2549001DPIFGXC1TOL40
US3130ATU542
U.S. Government Agency Debt
Y
2022-12-01
2023-03-09
2023-03-09
N
N
N
0.0383
5100717.98
5100717.98
0.0031
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.910000%
3130ATWZ6
2549001DPIFGXC1TOL40
US3130ATWZ62
U.S. Government Agency Debt
Y
2022-12-01
2023-09-21
2023-09-21
N
N
N
0.0390
4300962.64
4300962.64
0.0026
N
N
N
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
0.0453
1692303.91
1692303.91
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
0.0453
1990618.70
1990618.70
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.250000%
313383QR5
2549001DPIFGXC1TOL40
US313383QR54
U.S. Government Agency Debt
Y
2023-06-09
2023-06-09
2023-06-09
N
N
N
0.0461
595826.88
595826.88
0.0004
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384AC3
2549001DPIFGXC1TOL40
US313384AC33
U.S. Government Agency Debt
Y
2023-01-03
2023-01-03
2023-01-03
N
N
N
0.0439
2091583.12
2091583.12
0.0013
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384AL3
2549001DPIFGXC1TOL40
US313384AL32
U.S. Government Agency Debt
Y
2023-01-11
2023-01-11
2023-01-11
N
N
N
0.0439
5373641.84
5373641.84
0.0032
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384AV1
2549001DPIFGXC1TOL40
US313384AV14
U.S. Government Agency Debt
Y
2023-01-20
2023-01-20
2023-01-20
N
N
N
0.0439
2584243.30
2584243.30
0.0015
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BA6
2549001DPIFGXC1TOL40
US313384BA67
U.S. Government Agency Debt
Y
2023-01-25
2023-01-25
2023-01-25
N
N
N
0.0439
4271352.28
4271352.28
0.0026
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BC2
2549001DPIFGXC1TOL40
US313384BC24
U.S. Government Agency Debt
Y
2023-01-27
2023-01-27
2023-01-27
N
N
N
0.0439
5462034.33
5462034.33
0.0033
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BH1
2549001DPIFGXC1TOL40
US313384BH11
U.S. Government Agency Debt
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0448
4267077.13
4267077.13
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BK4
2549001DPIFGXC1TOL40
US313384BK40
U.S. Government Agency Debt
Y
2023-02-03
2023-02-03
2023-02-03
N
N
N
0.0448
2182925.98
2182925.98
0.0013
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BS7
2549001DPIFGXC1TOL40
US313384BS75
U.S. Government Agency Debt
Y
2023-02-10
2023-02-10
2023-02-10
N
N
N
0.0448
10705411.77
10705411.77
0.0064
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BV0
2549001DPIFGXC1TOL40
US313384BV05
U.S. Government Agency Debt
Y
2023-02-13
2023-02-13
2023-02-13
N
N
N
0.0448
11595073.00
11595073.00
0.0069
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BX6
2549001DPIFGXC1TOL40
US313384BX60
U.S. Government Agency Debt
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0448
21698314.59
21698314.59
0.0130
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CE7
2549001DPIFGXC1TOL40
US313384CE70
U.S. Government Agency Debt
Y
2023-02-22
2023-02-22
2023-02-22
N
N
N
0.0448
13067296.05
13067296.05
0.0078
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CG2
2549001DPIFGXC1TOL40
US313384CG29
U.S. Government Agency Debt
Y
2023-02-24
2023-02-24
2023-02-24
N
N
N
0.0448
2177352.47
2177352.47
0.0013
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CM9
2549001DPIFGXC1TOL40
US313384CM96
U.S. Government Agency Debt
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
4252330.97
4252330.97
0.0025
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384FE4
2549001DPIFGXC1TOL40
US313384FE44
U.S. Government Agency Debt
Y
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0465
2058781.47
2058781.47
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384JW0
2549001DPIFGXC1TOL40
US313384JW06
U.S. Government Agency Debt
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0466
2037192.84
2037192.84
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384LH0
2549001DPIFGXC1TOL40
US313384LH01
U.S. Government Agency Debt
Y
2023-09-05
2023-09-05
2023-09-05
N
N
N
0.0466
772740.12
772740.12
0.0005
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313385T22
2549001DPIFGXC1TOL40
US313385T228
U.S. Government Agency Debt
Y
2022-12-14
2022-12-14
2022-12-14
N
N
N
0.0408
11582934.43
11582934.43
0.0069
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313385T97
2549001DPIFGXC1TOL40
US313385T970
U.S. Government Agency Debt
Y
2022-12-21
2022-12-21
2022-12-21
N
N
N
0.0408
4689370.77
4689370.77
0.0028
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.354400%
3133EM4G4
254900C5LP6DN9OP9V83
US3133EM4G49
U.S. Government Agency Debt
Y
2022-12-06
2023-05-01
2023-05-01
N
N
N
0.0425
6503044.73
6503044.73
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.930000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2022-12-01
2023-12-08
2023-12-08
N
N
N
0.0384
2402655.50
2402655.50
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
3133EMLS9
254900C5LP6DN9OP9V83
US3133EMLS98
U.S. Government Agency Debt
Y
2022-12-01
2022-12-28
2022-12-28
N
N
N
0.0384
16000471.52
16000471.52
0.0096
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.356900%
3133EMQ96
254900C5LP6DN9OP9V83
US3133EMQ962
U.S. Government Agency Debt
Y
2022-12-06
2023-07-13
2023-07-13
N
N
N
0.0425
2601795.77
2601795.77
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
3133EMU75
254900C5LP6DN9OP9V83
US3133EMU758
U.S. Government Agency Debt
Y
2022-12-01
2023-07-21
2023-07-21
N
N
N
0.0383
8799379.25
8799379.25
0.0053
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.990000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt
Y
2022-12-01
2024-10-16
2024-10-16
N
N
N
0.0397
3202302.79
3202302.79
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.875000%
3133EN3A6
254900C5LP6DN9OP9V83
US3133EN3A69
U.S. Government Agency Debt
Y
2023-09-25
2023-09-25
2023-09-25
N
N
N
0.0487
4300431.12
4300431.12
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.910000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt
Y
2022-12-01
2024-08-08
2024-08-08
N
N
N
0.0390
600307.42
600307.42
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.865000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2022-12-01
2023-11-07
2023-11-07
N
N
N
0.0388
2200102.37
2200102.37
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.860000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2022-12-01
2023-12-08
2023-12-08
N
N
N
0.0396
1298681.02
1298681.02
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2022-12-01
2023-12-13
2023-12-13
N
N
N
0.0384
1700816.46
1700816.46
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.890000%
3133ENH78
254900C5LP6DN9OP9V83
US3133ENH787
U.S. Government Agency Debt
Y
2022-12-01
2024-06-24
2024-06-24
N
N
N
0.0389
2100126.90
2100126.90
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.895000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt
Y
2022-12-01
2024-07-01
2024-07-01
N
N
N
0.0389
4001424.68
4001424.68
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.840000%
3133ENMB3
254900C5LP6DN9OP9V83
US3133ENMB38
U.S. Government Agency Debt
Y
2022-12-01
2023-08-28
2023-08-28
N
N
N
0.0383
2700547.61
2700547.61
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2022-12-01
2023-11-28
2023-11-28
N
N
N
0.0388
1499871.36
1499871.36
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940000%
3133ENX54
254900C5LP6DN9OP9V83
US3133ENX545
U.S. Government Agency Debt
Y
2022-12-01
2024-11-01
2024-11-01
N
N
N
0.0392
5103645.78
5103645.78
0.0031
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt
Y
2022-12-01
2024-11-07
2024-11-07
N
N
N
0.0393
2101343.81
2101343.81
0.0013
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.500000%
3134GXRD8
S6XOOCT0IEG5ABCC6L87
US3134GXRD85
U.S. Government Agency Debt
Y
2023-04-21
2023-04-21
2023-04-21
N
N
N
0.0455
4265568.31
4265568.31
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
0.0471
5287525.89
5287525.89
0.0032
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3135G05G4
B1V7KEBTPIMZEU4LTD58
US3135G05G45
U.S. Government Agency Debt
Y
2023-07-10
2023-07-10
2023-07-10
N
N
N
0.0476
5547597.90
5547597.90
0.0033
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
3137EAER6
S6XOOCT0IEG5ABCC6L87
US3137EAER64
U.S. Government Agency Debt
Y
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0461
1866023.38
1866023.38
0.0011
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3137EAES4
S6XOOCT0IEG5ABCC6L87
US3137EAES48
U.S. Government Agency Debt
Y
2023-06-26
2023-06-26
2023-06-26
N
N
N
0.0467
4292003.72
4292003.72
0.0026
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.880000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0388
900000.00
900000.00
0.0005
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.890000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0389
4200000.00
4200000.00
0.0025
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796XT1
254900HROIFWPRGM1V77
US912796XT12
U.S. Treasury Debt
Y
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0410
9234615.14
9234615.14
0.0055
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796Y86
254900HROIFWPRGM1V77
US912796Y866
U.S. Treasury Debt
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0435
5437738.19
5437738.19
0.0033
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796YY9
254900HROIFWPRGM1V77
US912796YY97
U.S. Treasury Debt
Y
2022-12-13
2022-12-13
2022-12-13
N
N
N
0.0357
6492373.36
6492373.36
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796YZ6
254900HROIFWPRGM1V77
US912796YZ62
U.S. Treasury Debt
Y
2022-12-20
2022-12-20
2022-12-20
N
N
N
0.0377
2694711.11
2694711.11
0.0016
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796Z69
254900HROIFWPRGM1V77
US912796Z699
U.S. Treasury Debt
Y
2023-03-14
2023-03-14
2023-03-14
N
N
N
0.0436
5235515.54
5235515.54
0.0031
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796Z77
254900HROIFWPRGM1V77
US912796Z772
U.S. Treasury Debt
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0445
10558392.14
10558392.14
0.0063
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796ZA0
254900HROIFWPRGM1V77
US912796ZA03
U.S. Treasury Debt
Y
2022-12-27
2022-12-27
2022-12-27
N
N
N
0.0395
17949495.07
17949495.07
0.0108
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796ZF9
254900HROIFWPRGM1V77
US912796ZF99
U.S. Treasury Debt
Y
2023-05-25
2023-05-25
2023-05-25
N
N
N
0.0469
5281284.35
5281284.35
0.0032
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
0.0443
5873718.69
5873718.69
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
0.0454
4072509.09
4072509.09
0.0024
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
0.0433
4179776.24
4179776.24
0.0025
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CBG5
254900HROIFWPRGM1V77
US91282CBG50
U.S. Treasury Debt
Y
2023-01-31
2023-01-31
2023-01-31
N
N
N
0.0421
3476448.71
3476448.71
0.0021
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.380900%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2022-12-01
2023-01-31
2023-01-31
N
N
N
0.0407
10705331.07
10705331.07
0.0064
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
0.0443
4353948.37
4353948.37
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
0.0452
6900021.73
6900021.73
0.0041
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
0.0470
1766496.83
1766496.83
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.365900%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2022-12-01
2023-04-30
2023-04-30
N
N
N
0.0415
6105362.51
6105362.51
0.0037
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.360900%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2022-12-01
2023-07-31
2023-07-31
N
N
N
0.0425
12809285.12
12809285.12
0.0077
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.366900%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2022-12-01
2023-10-31
2023-10-31
N
N
N
0.0428
9907888.03
9907888.03
0.0059
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.368900%
91282CFD8
254900HROIFWPRGM1V77
US91282CFD83
U.S. Treasury Debt
Y
2022-12-01
2024-07-31
2024-07-31
N
N
N
0.0444
35058094.83
35058094.83
0.0210
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 4.471900%
91282CFS5
254900HROIFWPRGM1V77
US91282CFS52
U.S. Treasury Debt
Y
2022-12-01
2024-10-31
2024-10-31
N
N
N
0.0449
7397039.64
7397039.64
0.0044
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.960000%
ZBUT11V806EZRVTWT807
0000782124
ARP0U7JT2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2019-KL04 B-CR 20251125 FLT
2025-11-25
7.304860
3321000.00
674246.59
Agency Collateralized Mortgage Obligation
FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT
2028-12-26
9.437240
10003200.00
10011787.44
Agency Collateralized Mortgage Obligation
FNRM RC106PL R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
8832000.00
7552990.98
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2726678.00
182532.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-10-25
4.566140
49999998.00
1130953.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-01-15
3.500000
2286452.00
2077489.60
Agency Collateralized Mortgage Obligation
Y
2022-12-01
2023-03-06
2023-03-10
Y
JP MORGAN SECURITIES LLC
1.0000
96
N
N
N
0.0396
21000000.00
21000000.00
0.0126
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.805000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0UVWK3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2052-06-25
4.470800
116429.00
116917.76
Agency Collateralized Mortgage Obligation
04.000 FGPC C03840 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
4912689.00
582804.86
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4949
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
17105845.00
4944507.12
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0704
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
600529.00
469827.47
Agency Mortgage-Backed Securities
03.500 FGPC Q42178 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
1542134.00
473756.11
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD7772
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
166826.00
132615.58
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE3648
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
9461575.00
8684125.40
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE4713
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
9157000.00
8852683.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE5187
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
9136682.00
8807934.15
Agency Mortgage-Backed Securities
FEPC 05.500 CLQE9392
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
279388.00
276968.18
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9597
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1994510.00
1958036.44
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
76447.00
14943.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-11-15
7.609710
1782230.00
682339.82
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
3.407280
20094.00
504.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
3.168290
1755.00
23.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
27029.00
219.85
Agency Collateralized Mortgage Obligation
FEPC 05.500 CLSD8277
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
207763.00
210008.41
Agency Mortgage-Backed Securities
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
811767.00
135961.52
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
1769668.00
345866.46
Agency Collateralized Mortgage Obligation
MNRA CL003A1 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.764070
425080.00
363337.32
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.583070
22424.00
17758.13
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLAI9479
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
6982065.00
972720.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
6011756.00
941074.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8089
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
3136901.00
1168762.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV2441
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
3307315.00
601502.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV6907
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
989908.00
265142.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6553
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1774000.00
508198.39
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.235320
24893.00
488.68
Agency Collateralized Mortgage Obligation
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
1138840.00
422854.26
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0401
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
4692738.00
2487585.55
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0450
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1715319.00
966072.03
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0495
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
2267480.00
1456741.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1448
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2047216.00
547121.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1888
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
700505.00
148280.98
Agency Mortgage-Backed Securities
MNMS 03.720 MLBL3015
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.720000
3196000.00
2623985.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4984
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
268306.00
96721.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
4414543.00
1588708.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5436
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
5710836.00
1846247.98
Agency Mortgage-Backed Securities
MNAR XX.XXX XYBM7037
B1V7KEBTPIMZEU4LTD58
2032-08-01
1.754000
111471.00
88873.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3682
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
1441497.00
366809.87
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS3825
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.360000
734474.00
598248.25
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4650
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.020000
891807.00
728520.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8293
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
701047.00
681315.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT8299
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
143045.00
133773.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW1243
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
4346552.00
4331069.93
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW5157
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.500000
115726.00
121164.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9846
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
779306.00
771996.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2220496.00
1281685.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
419326.00
218350.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7607
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
7323729.00
5038399.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1557
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
369118.00
292458.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2923
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
2958450.00
2229842.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2895
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
7759432.00
6640975.12
Agency Mortgage-Backed Securities
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
16918600.00
2391941.25
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
1584131.00
213308.55
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
4525706.00
496537.73
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
3462546.00
665510.35
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLCB4097
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
3944412.00
3770125.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2612
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4271594.00
1116026.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0845
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
431036.00
354042.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2115
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
22094.00
21161.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5290
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3133378.00
921552.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0240
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
952184.00
974769.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3258
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
246479.00
212203.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4407
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1578850.00
1536005.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3302
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
30870.00
31479.67
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2022-12-15
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0381
87000000.00
87000000.00
0.0521
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0UXUG0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-14
0.00
19614700.00
19439521.11
U.S. Treasuries (including strips)
Y
2022-12-07
2022-12-07
2022-12-15
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0381
19000000.00
19000000.00
0.0114
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0UYDN2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-07
0.00
18629100.00
18414474.14
U.S. Treasuries (including strips)
Y
2022-12-07
2022-12-07
2022-12-15
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0381
18000000.00
18000000.00
0.0108
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 3.920000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0V1817
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CN3066 C
549300M8ZYFG0OCMTT87
2050-06-20
4.000000
788175.00
652782.66
Agency Mortgage-Backed Securities
GNII RG CO9413 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
4930225.00
4536675.37
Agency Mortgage-Backed Securities
GNII RG CP9121 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1744018.00
1607760.00
Agency Mortgage-Backed Securities
GNII RG CQ0871 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
4947195.00
4559924.00
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2022-12-20
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0392
11000000.00
11000000.00
0.0066
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.960000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V1SQ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2022-189 DA
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
12881000.00
11173145.42
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1431212.81
Agency Collateralized Mortgage Obligation
GNRM 2022-045 DL
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
412702.00
270951.20
Agency Collateralized Mortgage Obligation
GNRM 2022-120 PK
549300M8ZYFG0OCMTT87
2051-08-20
4.500000
4383200.00
4266185.20
Agency Collateralized Mortgage Obligation
FNRM RC018KY R11F018
B1V7KEBTPIMZEU4LTD58
2041-03-25
4.000000
3523408.00
1053549.37
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-02-25
4.366140
3982931.00
1243346.12
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
4.316140
10654848.00
3221610.95
Agency Collateralized Mortgage Obligation
Y
2023-03-06
2023-03-06
2023-06-08
Y
JP MORGAN SECURITIES LLC
1.0000
96
N
N
N
0.0396
22000000.00
22000000.00
0.0132
N
N
N
Y
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 3.810000%
549300H47WTHXPU08X20
ARP0V23S1
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
2025-10-15
4.250000
1000.00
1003.65
U.S. Treasuries (including strips)
04.500 FGPC G61601 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
8832.00
2011.28
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6695
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
11554010.00
9267979.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8226
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
4617286.00
4118996.33
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
13000000.00
13000000.00
0.0078
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.800000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0V2CO0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAW9441
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
55777364.00
7119837.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
50463070.00
8331793.60
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
15000000.00
15000000.00
0.0090
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 3.805000%
5493006QMFDDMYWIAM13
0000891478
ARP0V2CV4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.000 CLRA7882
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1044297.00
1030000.73
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
1000000.00
1000000.00
0.0006
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 3.800000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0V2D27
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.500 CLSD8281
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.500000
663541.00
696214.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1445
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
583384.00
564406.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3234
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
25765.00
5838.43
Agency Mortgage-Backed Securities
FEPC 05.500 CLZT1485
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.500000
550000.00
58301.82
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8201
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.500000
455800.00
417178.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2535
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
19502.00
2036.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD6890
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.500000
1321.00
81.49
Agency Mortgage-Backed Securities
FNMS 06.000 CL850598
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
1003.00
24.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0224
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
3766.00
120.10
Agency Mortgage-Backed Securities
GNMI SF 760393 X
549300M8ZYFG0OCMTT87
2041-10-15
5.000000
590208.00
13735.03
Agency Mortgage-Backed Securities
GNII SF 004028 M
549300M8ZYFG0OCMTT87
2037-09-20
6.000000
5953.00
78.31
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8252
S6XOOCT0IEG5ABCC6L87
2052-08-01
2.000000
2887472.00
2341975.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8264
S6XOOCT0IEG5ABCC6L87
2052-11-01
3.500000
1841074.00
1674924.81
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1608
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
992574.00
958547.28
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8128
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
42999.00
28955.10
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8193
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
14382298.00
11252152.65
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8204
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.000000
179683.00
142228.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8256
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1010.00
945.10
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8136
S6XOOCT0IEG5ABCC6L87
2037-01-01
1.500000
400000.00
319372.69
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8147
S6XOOCT0IEG5ABCC6L87
2037-04-01
1.500000
1095238.00
902610.32
Agency Mortgage-Backed Securities
FEPC 03.000 CISB8187
S6XOOCT0IEG5ABCC6L87
2037-11-01
3.000000
54464.00
50755.86
Agency Mortgage-Backed Securities
06.500 FGPC G03344 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
2047796.00
33701.22
Agency Mortgage-Backed Securities
03.500 FGPC G07272 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
13582430.00
1893320.65
Agency Mortgage-Backed Securities
FMAR 1G2137 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
4.332000
11934.00
91.87
Agency Mortgage-Backed Securities
03.500 FGPC C04423 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
21298241.00
2820426.20
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
16000100.00
13903190.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
11697500.00
11638860.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
635500.00
630919.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-02-15
2.250000
100.00
72.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
2672200.00
2639880.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
1827400.00
1831933.78
U.S. Treasuries (including strips)
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-10-17
3.960000
2046000.00
2055104.70
Agency Debentures and Agency Strips
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
7389403.00
2710807.93
Agency Mortgage-Backed Securities
GNII SF MA8018 M
549300M8ZYFG0OCMTT87
2037-05-20
3.000000
1000.00
893.50
Agency Mortgage-Backed Securities
GNII SF MA8096 M
549300M8ZYFG0OCMTT87
2052-06-20
2.000000
433000.00
357311.85
Agency Mortgage-Backed Securities
GNII SF MA7225 M
549300M8ZYFG0OCMTT87
2036-03-20
1.500000
224245.00
157226.48
Agency Mortgage-Backed Securities
GNII SF MA0467 M
549300M8ZYFG0OCMTT87
2039-07-20
6.000000
25792.00
1226.89
Agency Mortgage-Backed Securities
GNII SF MA1449 M
549300M8ZYFG0OCMTT87
2043-11-20
4.000000
6645.00
516.09
Agency Mortgage-Backed Securities
GNII SF MA2602 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
8857075.00
975123.40
Agency Mortgage-Backed Securities
GNII SF MA3522 M
549300M8ZYFG0OCMTT87
2046-03-20
4.000000
11445.00
1341.30
Agency Mortgage-Backed Securities
GNMI SF 720199 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1645.00
31.90
Agency Mortgage-Backed Securities
GNMI SP 785994 X
549300M8ZYFG0OCMTT87
2052-02-15
4.000000
4316282.00
3783057.78
Agency Mortgage-Backed Securities
GNMI SP 783263 X
549300M8ZYFG0OCMTT87
2040-12-15
5.000000
267988.00
11817.54
Agency Mortgage-Backed Securities
GNMI SF 708520 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
2335.00
14.36
Agency Mortgage-Backed Securities
GNII RG CF8482 C
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
46066.00
22914.96
Agency Mortgage-Backed Securities
GNMI SF AY4224 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
45698.00
1307.45
Agency Mortgage-Backed Securities
GNII SF 002687 M
549300M8ZYFG0OCMTT87
2028-12-20
6.000000
582000.00
2226.73
Agency Mortgage-Backed Securities
GNII SF 004561 M
549300M8ZYFG0OCMTT87
2039-10-20
6.000000
1530000.00
49690.32
Agency Mortgage-Backed Securities
GNMI SF BD7185 X
549300M8ZYFG0OCMTT87
2047-11-15
5.000000
601975.00
69175.09
Agency Mortgage-Backed Securities
GNMI SF BD7201 X
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
116818.00
9965.12
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
395598.00
394044.49
Agency Mortgage-Backed Securities
GNII SF MA7852 M
549300M8ZYFG0OCMTT87
2037-02-20
2.000000
1000.00
822.61
Agency Mortgage-Backed Securities
GNII SF MA7934 M
549300M8ZYFG0OCMTT87
2052-03-20
1.500000
1000.00
789.83
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
3211.00
3114.92
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
15976.00
2565.40
Agency Mortgage-Backed Securities
GNII SF MA5819 M
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
14600000.00
1395579.65
Agency Mortgage-Backed Securities
GNMI SP 783402 X
549300M8ZYFG0OCMTT87
2032-10-15
5.600000
17603089.00
2123071.98
Agency Mortgage-Backed Securities
GNII RG CH3378 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
5635900.00
3253976.47
Agency Mortgage-Backed Securities
GNII SF BO5401 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
758425.00
147292.51
Agency Mortgage-Backed Securities
GNII SF BO8330 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
2768162.00
111395.10
Agency Mortgage-Backed Securities
GNII SF BS7482 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
5390989.00
1485699.21
Agency Mortgage-Backed Securities
GNII RG CE1790 C
549300M8ZYFG0OCMTT87
2041-12-20
4.500000
5409627.00
3763062.75
Agency Mortgage-Backed Securities
GNII SF MA8425 M
549300M8ZYFG0OCMTT87
2052-10-20
3.500000
59725.00
55206.77
Agency Mortgage-Backed Securities
GNII SF MA8431 M
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
4330013.00
4450543.72
Agency Mortgage-Backed Securities
GNMI SF BB3662 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
353700.00
53857.41
Agency Mortgage-Backed Securities
GNMI SF BD4515 X
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
1002.00
126.91
Agency Mortgage-Backed Securities
GNII SF MA8263 M
549300M8ZYFG0OCMTT87
2052-08-20
2.000000
87543.00
73648.31
Agency Mortgage-Backed Securities
GNII SF MA8271 M
549300M8ZYFG0OCMTT87
2052-08-20
6.000000
132891.00
135412.41
Agency Mortgage-Backed Securities
GNII SF MA8342 M
549300M8ZYFG0OCMTT87
2052-09-20
2.000000
114248.00
96323.89
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
80000000.00
80000000.00
0.0479
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 4.205000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0V2D84
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CP9095 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
173892.00
161208.05
Agency Mortgage-Backed Securities
GNII RG CQ9388 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
4072082.00
3988148.25
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2023-01-30
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0421
4000000.00
4000000.00
0.0024
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 3.800000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0V2DB7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CP9284 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
142142.00
132753.28
Agency Mortgage-Backed Securities
GNII RG CQ5505 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
4817802.00
4706896.94
Agency Mortgage-Backed Securities
GNII RG CP5181 C
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
336902.00
310893.72
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
5000000.00
5000000.00
0.0030
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.800000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0V2DN1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5880 M
549300M8ZYFG0OCMTT87
2049-04-20
6.000000
1020.00
195.18
Agency Mortgage-Backed Securities
GNRA 2022-148 FA
549300M8ZYFG0OCMTT87
2052-08-20
4.292120
218354.00
210656.19
Agency Collateralized Mortgage Obligation
FNMS 03.000 CTMA4218
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.000000
500000.00
276946.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4514
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.500000
2300000.00
1803174.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8132
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
165000.00
97244.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1408
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
29314697.00
22750407.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3333
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
600000.00
529016.64
Agency Mortgage-Backed Securities
FNMS 05.000 CICB4756
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.000000
1354000.00
1361135.83
Agency Mortgage-Backed Securities
FNMS 05.000 CICB4759
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.000000
1567000.00
1452981.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM2629
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
191000.00
90955.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3599
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
1400000.00
471751.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2906
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
1500000.00
639337.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM3673
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
460650.00
108662.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM6891
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2085567.00
1323926.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS0830
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
830000.00
676594.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2592
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
175488.00
168303.57
Agency Mortgage-Backed Securities
FNMS 03.000 CTFS3058
B1V7KEBTPIMZEU4LTD58
2040-10-01
3.000000
2096350.00
1933488.47
Agency Mortgage-Backed Securities
FNMS 02.500 CT890539
B1V7KEBTPIMZEU4LTD58
2033-04-01
2.500000
1000000.00
183819.49
Agency Mortgage-Backed Securities
FNMS 06.000 CL995442
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
25760000.00
246440.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9554
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
1200000.00
273369.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP2190
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3000000.00
1285966.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR2619
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
150000.00
97240.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1809
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
200000.00
147953.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT7347
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
3302032.00
2470279.23
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU0952
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1600453.00
1276952.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU5976
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
1069000.00
991979.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8953
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
1477509.00
1300268.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV3367
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
1593000.00
1486273.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5880
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1751044.00
1691953.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW7986
B1V7KEBTPIMZEU4LTD58
2052-08-01
6.000000
1070508.00
1121923.82
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4447
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.500000
100000.00
76725.49
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL8612
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.000000
500000.00
132046.83
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS5224
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
600000.00
113265.06
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS6973
B1V7KEBTPIMZEU4LTD58
2036-04-01
3.000000
3626992.00
596596.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9942
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
683804.00
22140.82
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3028
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
2200000.00
442925.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9102
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1087859.00
1138850.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0796
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1510791.00
1474884.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0802
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1655997.00
1608789.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1281
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
2780885.00
2720386.85
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2820
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
2571028.00
2629741.42
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2954
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1889754.00
1935101.59
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA4166
B1V7KEBTPIMZEU4LTD58
2040-10-01
3.000000
500000.00
271999.45
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA4697
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
1649869.00
1529925.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4841
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
14240.00
14146.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE6374
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
4320799.00
713173.85
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2052-07-25
4.070800
1000.00
918.84
Agency Collateralized Mortgage Obligation
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
759837.00
496893.48
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
16799905.00
13319110.79
Agency Mortgage-Backed Securities
GNRA 2022-178 FC
549300M8ZYFG0OCMTT87
2052-10-20
4.692120
9506263.00
9443545.09
Agency Collateralized Mortgage Obligation
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
17074.00
2020.76
Agency Mortgage-Backed Securities
GNII SF MA2447 M
549300M8ZYFG0OCMTT87
2044-12-20
4.500000
1010.00
90.28
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2254000.00
997673.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7128
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
360000.00
318070.90
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5148
S6XOOCT0IEG5ABCC6L87
2042-03-01
2.000000
646000.00
520210.54
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1820
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
634799.00
139138.56
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2302
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
463000.00
90751.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4791
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
3772360.00
425967.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1321
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
202191.00
23474.86
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4364
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
1050000.00
779819.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4564
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
15537974.00
12981736.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4580
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
589000.00
513000.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1709
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
12379944.00
1296705.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2205
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
251473.00
24196.82
Agency Mortgage-Backed Securities
FNMS 03.000 CTCA4999
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
174000.00
77853.99
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2548
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
186000.00
149038.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2214
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1507894.00
251519.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3568
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
3645000.00
1342363.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5922
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
315000.00
168592.43
Agency Mortgage-Backed Securities
FNMS 05.000 CL888283
B1V7KEBTPIMZEU4LTD58
2034-08-01
5.000000
33710000.00
603541.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL889992
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
22990000.00
295892.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1794
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3849000.00
1166093.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4454
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1474811.00
120765.66
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN5357
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
1507952.00
380539.97
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN5360
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
4016483.00
1444282.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4223013.00
448663.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI1888
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
33300000.00
1578023.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI7784
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
17955424.00
761665.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ7689
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
11500000.00
722554.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV3914
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
4100000.00
844595.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3702
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
3400000.00
503526.29
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1511
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.500000
705000.00
141854.84
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1561
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.000000
429000.00
88230.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3334
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
191802.00
28499.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0699
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
4500000.00
1685850.80
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
3100000.00
2601004.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE5432
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
568987.00
60654.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE5868
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
10011994.00
1215371.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE6861
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1252385.00
67575.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1010
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1789076.00
1695465.43
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF2997
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
1112266.00
1144766.78
Agency Mortgage-Backed Securities
FEPC 04.000 CTRB5175
S6XOOCT0IEG5ABCC6L87
2042-08-01
4.000000
2224989.00
2061675.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7551
S6XOOCT0IEG5ABCC6L87
2052-01-02
3.000000
549000.00
447460.21
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC9592
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
1370000.00
1000839.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0258
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
2513878.00
2284357.18
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE0604
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
959000.00
896082.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE6886
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
2387000.00
2304569.99
Agency Mortgage-Backed Securities
FEPC 06.000 CLQE8892
S6XOOCT0IEG5ABCC6L87
2052-08-01
6.000000
1106500.00
1162219.41
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF0037
S6XOOCT0IEG5ABCC6L87
2052-09-01
6.000000
598975.00
620471.14
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2285
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
530000.00
87469.25
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0790
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.500000
522000.00
164005.66
Agency Mortgage-Backed Securities
FMAR 8D0350 G
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.085000
1000.00
994.56
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1459
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
746000.00
133435.17
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1348
B1V7KEBTPIMZEU4LTD58
2033-02-01
2.500000
1000000.00
167253.98
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0380
130000000.00
130000000.00
0.0779
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.800000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V2DO9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 07.000 ZL310042
B1V7KEBTPIMZEU4LTD58
2037-01-01
7.000000
11636816.00
351594.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB0074
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.000000
1000000.00
29296.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8283
S6XOOCT0IEG5ABCC6L87
2052-11-01
2.500000
7209860.00
6110165.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL1312
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
999529.00
105526.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ2913
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
253181.00
16336.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2392
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
130000.00
23661.42
Agency Mortgage-Backed Securities
FNMS 04.500 CRAL7381
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.500000
253225.00
61566.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7601
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
74000.00
12199.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7738
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
3296128.00
1398575.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAX9908
B1V7KEBTPIMZEU4LTD58
2044-12-01
5.000000
1256372.00
157209.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0368
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1005968.00
355333.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0882
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2375000.00
573830.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN9761
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
75847168.00
9709856.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0487
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
250000.00
37732.55
Agency Mortgage-Backed Securities
FNMS 05.500 CL256711
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
1264984.00
8035.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH3394
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
900000.00
61787.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL1712
B1V7KEBTPIMZEU4LTD58
2042-04-01
5.000000
350000.00
20650.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7532
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
3700000.00
1298095.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU6251
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
1769900.00
255618.45
Agency Mortgage-Backed Securities
FNMS 05.500 CL766279
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.500000
10765000.00
96535.50
Agency Mortgage-Backed Securities
FNMS 05.500 I4BF0567
B1V7KEBTPIMZEU4LTD58
2061-09-01
5.500000
56617600.00
55113397.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5974
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
690000.00
239670.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0841
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2435000.00
569260.63
Agency Mortgage-Backed Securities
FNMS 03.000 REBO3160
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
400000.00
98038.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1662
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1080000.00
223488.81
Agency Mortgage-Backed Securities
FNMS 03.000 CKBR6212
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1356010.00
638826.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV0272
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
521904.00
456871.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV0957
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1766520.00
1709789.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV2624
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
34013376.00
32598848.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV2517
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
14063984.00
12737592.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV6699
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1702956.00
1638653.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0394
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
16517696.00
15570806.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1783
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
690000.00
541620.97
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5210
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
750000.00
758422.92
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0378
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
630242.00
509718.06
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB3905
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
245648.00
9236.90
Agency Mortgage-Backed Securities
FNMS 05.500 CQMA0780
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1164896.00
34150.13
Agency Mortgage-Backed Securities
FNMS 05.500 CQMA0811
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1113878.00
67998.62
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
140000000.00
140000000.00
0.0839
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 3.800000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0V2DS0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4781 M
549300M8ZYFG0OCMTT87
2047-10-20
5.000000
3429742.00
433992.77
Agency Mortgage-Backed Securities
GNII SF AK0502 C
549300M8ZYFG0OCMTT87
2044-10-20
4.500000
1112232.00
72337.98
Agency Mortgage-Backed Securities
GNII SF 004518 M
549300M8ZYFG0OCMTT87
2039-08-20
4.000000
115000.00
7895.20
Agency Mortgage-Backed Securities
GNMI SF AP5320 X
549300M8ZYFG0OCMTT87
2046-02-15
4.500000
231869.00
106065.73
Agency Mortgage-Backed Securities
GNRA 2014-017 AM
549300M8ZYFG0OCMTT87
2048-06-16
3.537230
250000.00
9831.85
Agency Collateralized Mortgage Obligation
GNRA 2014-103 NB
549300M8ZYFG0OCMTT87
2048-10-16
2.225940
300000.00
247749.94
Agency Collateralized Mortgage Obligation
GNRA 2018-099 AN
549300M8ZYFG0OCMTT87
2059-09-16
3.200000
21000000.00
4523803.23
Agency Collateralized Mortgage Obligation
GNRA 2022-074 TB
549300M8ZYFG0OCMTT87
2062-03-16
2.250000
5725048.00
3353558.50
Agency Collateralized Mortgage Obligation
GNRA 2021-193 FW
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
42027000.00
30775540.69
Agency Collateralized Mortgage Obligation
GNII SF MA8098 M
549300M8ZYFG0OCMTT87
2052-06-20
3.000000
119383552.00
104957001.92
Agency Mortgage-Backed Securities
GNII SF CM2625 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2377132.00
2166817.93
Agency Mortgage-Backed Securities
GNMI SF 710695 X
549300M8ZYFG0OCMTT87
2039-07-15
5.500000
10000000.00
945774.60
Agency Mortgage-Backed Securities
GNRA 2022-058 HB
549300M8ZYFG0OCMTT87
2063-04-16
2.000000
6751968.00
3885744.83
Agency Collateralized Mortgage Obligation
GNRA 2022-096 GB
549300M8ZYFG0OCMTT87
2062-03-16
2.500000
2047664.00
1276597.46
Agency Collateralized Mortgage Obligation
GNRA 2022-115 EA
549300M8ZYFG0OCMTT87
2060-10-16
2.250000
588614.00
493602.66
Agency Collateralized Mortgage Obligation
GNRA 2021-096 FG
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
250000.00
178097.62
Agency Collateralized Mortgage Obligation
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0380
150000000.00
150000000.00
0.0899
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 3.800000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0V2DY7
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
2024-08-31
3.250000
8999800.00
8870597.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
542000.00
528054.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
11000000.00
9583310.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-15
1.000000
36960000.00
34636330.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
2.500000
23000000.00
21692945.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
21999300.00
19206330.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
5750200.00
5383104.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
21000.00
21036.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
60100.00
58987.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
827800.00
805993.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
18120000.00
16970396.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
0.250000
985000.00
878534.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
3.000000
684600.00
669989.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1250000.00
1207983.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
819200.00
786623.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
4899400.00
4523029.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
7000000.00
6776764.31
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
130000000.00
130000000.00
0.0779
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 3.800000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0V2DZ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
46179300.00
54812266.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
21576800.00
25197355.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-04-15
0.125000
1622500.00
1590385.58
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
80000000.00
80000000.00
0.0479
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.810000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0V2E42
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLMA4653
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
2401880.00
2080220.60
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
2000000.00
2000000.00
0.0012
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 3.800000%
549300QJJX6CVVUXLE15
0001317808
ARP0V2E75
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLQC5537
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
1024.00
782.92
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0599
S6XOOCT0IEG5ABCC6L87
2041-01-01
2.000000
1024.00
718.69
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1097
S6XOOCT0IEG5ABCC6L87
2036-06-01
5.500000
10178.00
98.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0516
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
1000.00
341.77
Agency Mortgage-Backed Securities
03.500 FGPC Q53313 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
1024.00
291.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0775
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
223100.00
10249.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
1001.00
221.92
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-25
4.336140
1241.00
54.51
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLBM5024
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
1800.00
398.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
2329.00
554.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8668
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
547400.00
192429.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0998
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
269.49
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3050
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
3000.00
2498.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
9663.00
2791.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL889982
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
8559.00
93.80
Agency Mortgage-Backed Securities
FNMS 05.000 CL995841
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
5152387.00
105576.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
178.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
46336625.00
4922924.31
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4464
B1V7KEBTPIMZEU4LTD58
2051-11-01
1.500000
1000.00
734.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
206681.00
23813.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
340038.00
48638.14
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
1000.00
592.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1045
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
14837.00
764.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7906
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
5867.00
369.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
22227284.00
941721.52
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB6139
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
2028.00
1417.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC3596
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1044.00
789.89
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5035
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
1000.00
792.10
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0521
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
498000.00
188856.08
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1001.00
121.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
108291.00
18670.38
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
1120.00
211.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
2433001.00
552731.35
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8049
S6XOOCT0IEG5ABCC6L87
2050-03-01
2.500000
1008.00
282.03
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
336896.00
83055.37
Agency Mortgage-Backed Securities
03.500 FGPC V81932 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
3000.00
582.04
Agency Mortgage-Backed Securities
04.000 FGPC Q57834 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
2100.00
449.83
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
20399000.00
7502816.01
Agency Mortgage-Backed Securities
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
10391816.00
7753194.31
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBN7748
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1024.00
317.20
Agency Mortgage-Backed Securities
FNMS 05.500 CL745582
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
1000.00
8.16
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP3489
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
1024.00
794.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3198
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1024.00
398.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2364
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
22177.00
17511.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2400
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1000.00
805.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2795
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
1000.00
849.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1382
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1024.00
255.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3127
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.000000
667008.00
218548.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3126
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1024.00
994.56
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1000.00
648.06
Agency Mortgage-Backed Securities
GNII SF MA7534 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
6768064.00
5187507.64
Agency Mortgage-Backed Securities
GNII SF MA7767 M
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
47302.00
38420.44
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
19438744.00
18857070.38
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-09-20
5.500000
1002.00
1011.64
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
1184408.00
1179756.84
Agency Mortgage-Backed Securities
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
43648506.00
3424322.55
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1278005.00
891986.58
Agency Collateralized Mortgage Obligation
GNRA 2021-223 FA
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
8503965.00
5960371.36
Agency Collateralized Mortgage Obligation
GNRA 2021-213 EF
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
2784050.00
1930802.51
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
18869940.00
13983047.91
Agency Collateralized Mortgage Obligation
GNII SF MA0023 M
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
2386.00
171.63
Agency Mortgage-Backed Securities
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
19234240.00
2276427.03
Agency Mortgage-Backed Securities
GNII SF MA2826 M
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1000.00
107.72
Agency Mortgage-Backed Securities
GNII SF MA3106 M
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
2480.00
238.53
Agency Mortgage-Backed Securities
GNII SF MA3244 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
1703.00
226.66
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
1262.00
199.00
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
57904.00
10047.28
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1000.00
203.34
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
1016.00
112.74
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
1000.00
160.20
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
144836.00
23957.00
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
1070.00
176.04
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
78712.00
13365.59
Agency Mortgage-Backed Securities
GNII SF MA5078 M
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
2002.00
251.88
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
35597178.00
3963979.14
Agency Mortgage-Backed Securities
GNII SF MA5193 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1827.00
191.09
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
2000.00
358.32
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
34848.00
3860.93
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
3004.00
344.04
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
8271784.00
1164932.85
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1000.00
616.09
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
1000.00
928.98
Agency Mortgage-Backed Securities
GNII SF MA8045 M
549300M8ZYFG0OCMTT87
2052-05-20
4.000000
17138.00
16016.63
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
1000.00
676.86
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
79.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
100.00
88.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-08-15
2.750000
100.00
92.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
100.00
104.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
1000.00
853.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.250000
100.00
89.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
115100.00
111108.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
99700.00
113045.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
100.00
95.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
686400.00
640505.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
100.00
87.57
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
80000000.00
80000000.00
0.0479
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.800000%
549300HN4UKV1E2R3U73
0001675365
ARP0V2EC4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CLCB0581
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
95271038.00
70149704.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2411
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
118509984.00
94650296.03
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
160000000.00
160000000.00
0.0958
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.800000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0V2ED2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
4523000.00
4385229.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
2.500000
998900.00
942134.07
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
5222271.00
5222271.00
0.0031
N
Y
Y
N
The Charles Schwab Family of Funds
2022-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer