0001145549-23-055980.txt : 20230908
0001145549-23-055980.hdr.sgml : 20230908
20230908151746
ACCESSION NUMBER: 0001145549-23-055980
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20230908
DATE AS OF CHANGE: 20230908
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: 231245059
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
2023-08-31
0000857156
549300I77JNLD629OV19
S000053802
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
19
74
1037642051.14
1034486062.53
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1062416697.37
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C000169257
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8936473.13
25837603.52
6995566.96
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0.00
122951539.92
93774281.93
0.0519
Y
Investment Advisor and its affiliates Contractual 24,600
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 5.460000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2023-09-07
2023-09-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
3100000.00
3100000.00
0.0016
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N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.500000%
3130AGWK7
2549001DPIFGXC1TOL40
US3130AGWK72
U.S. Government Agency Debt
Y
2024-08-15
2024-08-15
2024-08-15
N
N
N
0.0543
2024187.75
2024187.75
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.570000%
3130APW50
2549001DPIFGXC1TOL40
US3130APW504
U.S. Government Agency Debt
Y
2023-11-24
2023-11-24
2023-11-24
N
N
N
0.0566
1877656.86
1877656.86
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 3.000000%
3130ASME6
2549001DPIFGXC1TOL40
US3130ASME60
U.S. Government Agency Debt
Y
2024-07-08
2024-07-08
2024-07-08
N
N
N
0.0547
3330772.16
3330772.16
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.340000%
3130ASMF3
2549001DPIFGXC1TOL40
US3130ASMF36
U.S. Government Agency Debt
Y
2023-09-01
2023-10-06
2023-10-06
N
N
N
0.0535
5300006.25
5300006.25
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130AST90
2549001DPIFGXC1TOL40
US3130AST900
U.S. Government Agency Debt
Y
2023-09-01
2024-07-26
2024-07-26
N
N
N
0.0544
5199890.96
5199890.96
0.0028
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
0.0338
4100000.00
4100000.00
0.0022
N
Y
Y
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
0.0566
499263.09
499263.09
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.750000%
3130ATSC2
2549001DPIFGXC1TOL40
US3130ATSC24
U.S. Government Agency Debt
Y
2023-11-24
2023-11-24
2023-11-24
N
N
N
0.0566
1296886.76
1296886.76
0.0007
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.875000%
3130ATVC8
2549001DPIFGXC1TOL40
US3130ATVC86
U.S. Government Agency Debt
Y
2024-06-14
2024-06-14
2024-06-14
N
N
N
0.0538
597648.37
597648.37
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130ATWZ6
2549001DPIFGXC1TOL40
US3130ATWZ62
U.S. Government Agency Debt
Y
2023-09-01
2023-09-21
2023-09-21
N
N
N
0.0533
4300153.38
4300153.38
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.800000%
3130AUCZ5
2549001DPIFGXC1TOL40
US3130AUCZ55
U.S. Government Agency Debt
Y
2023-09-08
2023-09-08
2023-09-08
N
N
N
0.0572
4199145.89
4199145.89
0.0022
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUJ62
2549001DPIFGXC1TOL40
US3130AUJ626
U.S. Government Agency Debt
Y
2024-01-26
2024-01-26
2024-01-26
N
N
N
0.0578
1992984.96
1992984.96
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.800000%
3130AUSG0
2549001DPIFGXC1TOL40
US3130AUSG01
U.S. Government Agency Debt
Y
2024-02-06
2024-02-06
2024-02-06
N
N
N
0.0535
7079952.58
7079952.58
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUTP9
2549001DPIFGXC1TOL40
US3130AUTP90
U.S. Government Agency Debt
Y
2024-02-09
2024-02-09
2024-02-09
N
N
N
0.0534
6087892.72
6087892.72
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUVD3
2549001DPIFGXC1TOL40
US3130AUVD33
U.S. Government Agency Debt
Y
2023-11-09
2023-11-09
2023-11-09
N
N
N
0.0568
998400.01
998400.01
0.0005
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUVU5
2549001DPIFGXC1TOL40
US3130AUVU57
U.S. Government Agency Debt
Y
2023-11-01
2023-11-01
2023-11-01
N
N
N
0.0569
1997075.00
1997075.00
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.250000%
3130AV5J7
2549001DPIFGXC1TOL40
US3130AV5J73
U.S. Government Agency Debt
Y
2023-09-20
2024-03-20
2024-03-20
N
N
N
0.0606
599540.71
599540.71
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130AV6N7
2549001DPIFGXC1TOL40
US3130AV6N76
U.S. Government Agency Debt
Y
2023-09-01
2024-09-04
2024-09-04
N
N
N
0.0541
4000956.72
4000956.72
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.200000%
3130AVBK7
2549001DPIFGXC1TOL40
US3130AVBK78
U.S. Government Agency Debt
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0520
4100000.00
4100000.00
0.0022
N
Y
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130AVCH3
2549001DPIFGXC1TOL40
US3130AVCH31
U.S. Government Agency Debt
Y
2024-03-08
2024-03-08
2024-03-08
N
N
N
0.0558
9192184.05
9192184.05
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVF23
2549001DPIFGXC1TOL40
US3130AVF234
U.S. Government Agency Debt
Y
2023-09-01
2023-09-06
2023-09-06
N
N
N
0.0533
12000032.52
12000032.52
0.0064
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVF80
2549001DPIFGXC1TOL40
US3130AVF804
U.S. Government Agency Debt
Y
2023-09-01
2023-09-20
2023-09-20
N
N
N
0.0533
9900421.15
9900421.15
0.0053
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.370000%
3130AVH96
2549001DPIFGXC1TOL40
US3130AVH966
U.S. Government Agency Debt
Y
2023-09-01
2023-11-24
2023-11-24
N
N
N
0.0531
3800800.74
3800800.74
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.340000%
3130AVJN3
2549001DPIFGXC1TOL40
US3130AVJN36
U.S. Government Agency Debt
Y
2024-04-26
2024-04-26
2024-04-26
N
N
N
0.0544
5795745.00
5795745.00
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.125000%
3130AVKA9
2549001DPIFGXC1TOL40
US3130AVKA95
U.S. Government Agency Debt
Y
2024-04-17
2024-04-17
2024-04-17
N
N
N
0.0576
2888616.75
2888616.75
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.300000%
3130AVRG9
2549001DPIFGXC1TOL40
US3130AVRG92
U.S. Government Agency Debt
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0548
1997647.88
1997647.88
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.300000%
3130AVT69
2549001DPIFGXC1TOL40
US3130AVT698
U.S. Government Agency Debt
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0548
1497952.28
1497952.28
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.330000%
3130AVUD2
2549001DPIFGXC1TOL40
US3130AVUD25
U.S. Government Agency Debt
Y
2023-09-01
2023-11-28
2023-11-28
N
N
N
0.0530
9601303.10
9601303.10
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.325000%
3130AVVK5
2549001DPIFGXC1TOL40
US3130AVVK58
U.S. Government Agency Debt
Y
2023-09-01
2023-10-03
2023-10-03
N
N
N
0.0532
9700108.93
9700108.93
0.0051
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVWL2
2549001DPIFGXC1TOL40
US3130AVWL23
U.S. Government Agency Debt
Y
2023-09-01
2025-05-01
2025-05-01
N
N
N
0.0543
2901041.39
2901041.39
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.230000%
3130AVX23
2549001DPIFGXC1TOL40
US3130AVX237
U.S. Government Agency Debt
Y
2024-05-28
2024-05-28
2024-05-28
N
N
N
0.0575
4781586.00
4781586.00
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVYS5
2549001DPIFGXC1TOL40
US3130AVYS57
U.S. Government Agency Debt
Y
2023-09-01
2024-11-18
2024-11-18
N
N
N
0.0543
2800697.96
2800697.96
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AW4S6
2549001DPIFGXC1TOL40
US3130AW4S63
U.S. Government Agency Debt
Y
2023-09-01
2025-05-19
2025-05-19
N
N
N
0.0546
9503071.55
9503071.55
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.360000%
3130AWAN0
2549001DPIFGXC1TOL40
US3130AWAN00
U.S. Government Agency Debt
Y
2023-09-01
2023-11-28
2023-11-28
N
N
N
0.0530
3700757.80
3700757.80
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.510000%
3130AWFH8
2549001DPIFGXC1TOL40
US3130AWFH86
U.S. Government Agency Debt
Y
2024-07-12
2024-07-12
2024-07-12
N
N
N
0.0585
4586172.77
4586172.77
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.555000%
3130AWJW1
2549001DPIFGXC1TOL40
US3130AWJW18
U.S. Government Agency Debt
Y
2024-07-29
2024-07-29
2024-07-29
N
N
N
0.0587
3689298.42
3689298.42
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.415000%
3130AWN71
2549001DPIFGXC1TOL40
US3130AWN715
U.S. Government Agency Debt
Y
2024-04-12
2024-04-12
2024-04-12
N
N
N
0.0544
4599329.92
4599329.92
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.460000%
3130AWNS5
2549001DPIFGXC1TOL40
US3130AWNS59
U.S. Government Agency Debt
Y
2023-09-01
2025-07-28
2025-07-28
N
N
N
0.0549
3700520.26
3700520.26
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AWPC8
2549001DPIFGXC1TOL40
US3130AWPC89
U.S. Government Agency Debt
Y
2023-09-01
2025-04-21
2025-04-21
N
N
N
0.0546
2700844.94
2700844.94
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.580000%
3130AWPD6
2549001DPIFGXC1TOL40
US3130AWPD62
U.S. Government Agency Debt
Y
2024-08-19
2024-08-19
2024-08-19
N
N
N
0.0589
5483486.69
5483486.69
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130AWT42
2549001DPIFGXC1TOL40
US3130AWT423
U.S. Government Agency Debt
Y
2024-02-02
2024-02-02
2024-02-02
N
N
N
0.0555
3699100.75
3699100.75
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.580000%
3130AWUB4
2549001DPIFGXC1TOL40
US3130AWUB42
U.S. Government Agency Debt
Y
2024-09-04
2024-09-04
2024-09-04
N
N
N
0.0559
3699186.04
3699186.04
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.435000%
3130AWVS6
2549001DPIFGXC1TOL40
US3130AWVS67
U.S. Government Agency Debt
Y
2023-09-01
2025-05-14
2025-05-14
N
N
N
0.0544
5503168.66
5503168.66
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AWX39
2549001DPIFGXC1TOL40
US3130AWX391
U.S. Government Agency Debt
Y
2023-09-01
2025-06-17
2025-06-17
N
N
N
0.0543
9006909.21
9006909.21
0.0048
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.455000%
3130AWZJ2
2549001DPIFGXC1TOL40
US3130AWZJ23
U.S. Government Agency Debt
Y
2023-09-01
2025-08-22
2025-08-22
N
N
N
0.0549
5400432.97
5400432.97
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312ZF0
254900C5LP6DN9OP9V83
US313312ZF04
U.S. Government Agency Debt
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0511
2491181.94
2491181.94
0.0013
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
0.0524
799534.94
799534.94
0.0004
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LT4
2549001DPIFGXC1TOL40
US313384LT49
U.S. Government Agency Debt
Y
2023-09-15
2023-09-15
2023-09-15
N
N
N
0.0524
4491079.34
4491079.34
0.0024
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MA4
2549001DPIFGXC1TOL40
US313384MA49
U.S. Government Agency Debt
Y
2023-09-22
2023-09-22
2023-09-22
N
N
N
0.0524
3689003.30
3689003.30
0.0020
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ME6
2549001DPIFGXC1TOL40
US313384ME60
U.S. Government Agency Debt
Y
2023-09-26
2023-09-26
2023-09-26
N
N
N
0.0524
5580191.79
5580191.79
0.0030
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MN6
2549001DPIFGXC1TOL40
US313384MN69
U.S. Government Agency Debt
Y
2023-10-04
2023-10-04
2023-10-04
N
N
N
0.0527
11544231.72
11544231.72
0.0061
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SW0
2549001DPIFGXC1TOL40
US313384SW05
U.S. Government Agency Debt
Y
2024-02-09
2024-02-09
2024-02-09
N
N
N
0.0526
3909338.88
3909338.88
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZF9
2549001DPIFGXC1TOL40
US313384ZF98
U.S. Government Agency Debt
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0511
862332.21
862332.21
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2023-09-01
2023-12-08
2023-12-08
N
N
N
0.0538
2400491.69
2400491.69
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt
Y
2023-09-01
2024-10-16
2024-10-16
N
N
N
0.0547
5402781.71
5402781.71
0.0029
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
0.0545
4298030.26
4298030.26
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EN6L9
254900C5LP6DN9OP9V83
US3133EN6L97
U.S. Government Agency Debt
Y
2023-09-01
2025-01-23
2025-01-23
N
N
N
0.0549
1600238.28
1600238.28
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.400000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt
Y
2023-09-01
2024-08-08
2024-08-08
N
N
N
0.0548
599774.81
599774.81
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.355000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2023-09-01
2023-11-07
2023-11-07
N
N
N
0.0537
2200038.92
2200038.92
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.360000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2023-09-01
2023-12-08
2023-12-08
N
N
N
0.0536
1300008.50
1300008.50
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.360000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2023-09-01
2023-12-13
2023-12-13
N
N
N
0.0536
1700137.97
1700137.97
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.380000%
3133ENH60
254900C5LP6DN9OP9V83
US3133ENH605
U.S. Government Agency Debt
Y
2023-09-01
2024-07-22
2024-07-22
N
N
N
0.0542
1999906.96
1999906.96
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ENH78
254900C5LP6DN9OP9V83
US3133ENH787
U.S. Government Agency Debt
Y
2023-09-01
2024-06-24
2024-06-24
N
N
N
0.0539
2099991.12
2099991.12
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.375000%
3133ENJ84
254900C5LP6DN9OP9V83
US3133ENJ841
U.S. Government Agency Debt
Y
2024-08-26
2024-08-26
2024-08-26
N
N
N
0.0540
5688446.58
5688446.58
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.385000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt
Y
2023-09-01
2024-07-01
2024-07-01
N
N
N
0.0541
4000220.96
4000220.96
0.0021
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.340000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2023-09-01
2023-11-28
2023-11-28
N
N
N
0.0537
1500020.60
1500020.60
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.430000%
3133ENX54
254900C5LP6DN9OP9V83
US3133ENX545
U.S. Government Agency Debt
Y
2023-09-01
2024-11-01
2024-11-01
N
N
N
0.0547
5099716.08
5099716.08
0.0027
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt
Y
2023-09-01
2024-11-07
2024-11-07
N
N
N
0.0547
2100113.61
2100113.61
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.410000%
3133EPBX2
254900C5LP6DN9OP9V83
US3133EPBX25
U.S. Government Agency Debt
Y
2023-09-01
2024-12-26
2024-12-26
N
N
N
0.0548
4698140.40
4698140.40
0.0025
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133EPCM5
254900C5LP6DN9OP9V83
US3133EPCM50
U.S. Government Agency Debt
Y
2023-09-01
2025-03-07
2025-03-07
N
N
N
0.0548
2999008.26
2999008.26
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPEX9
254900C5LP6DN9OP9V83
US3133EPEX97
U.S. Government Agency Debt
Y
2023-09-01
2025-01-03
2025-01-03
N
N
N
0.0550
1799784.90
1799784.90
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000%
3133EPGJ8
254900C5LP6DN9OP9V83
US3133EPGJ85
U.S. Government Agency Debt
Y
2023-09-01
2025-04-21
2025-04-21
N
N
N
0.0549
3598626.67
3598626.67
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPJR7
254900C5LP6DN9OP9V83
US3133EPJR74
U.S. Government Agency Debt
Y
2023-09-01
2025-05-15
2025-05-15
N
N
N
0.0547
900287.70
900287.70
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPLA1
254900C5LP6DN9OP9V83
US3133EPLA12
U.S. Government Agency Debt
Y
2023-09-01
2025-06-02
2025-06-02
N
N
N
0.0543
5604927.55
5604927.55
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPNN1
254900C5LP6DN9OP9V83
US3133EPNN15
U.S. Government Agency Debt
Y
2023-09-01
2025-06-30
2025-06-30
N
N
N
0.0546
5203818.41
5203818.41
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.573100%
3133EPNY7
254900C5LP6DN9OP9V83
US3133EPNY79
U.S. Government Agency Debt
Y
2023-09-06
2025-06-30
2025-06-30
N
N
N
0.0559
5603028.82
5603028.82
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000%
3133EPPB5
254900C5LP6DN9OP9V83
US3133EPPB58
U.S. Government Agency Debt
Y
2023-09-01
2025-05-02
2025-05-02
N
N
N
0.0550
9299023.22
9299023.22
0.0049
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPQQ1
254900C5LP6DN9OP9V83
US3133EPQQ19
U.S. Government Agency Debt
Y
2023-09-01
2025-07-21
2025-07-21
N
N
N
0.0547
1100531.19
1100531.19
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133EPQR9
254900C5LP6DN9OP9V83
US3133EPQR91
U.S. Government Agency Debt
Y
2023-09-01
2025-01-21
2025-01-21
N
N
N
0.0543
6601870.84
6601870.84
0.0035
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPRC1
254900C5LP6DN9OP9V83
US3133EPRC14
U.S. Government Agency Debt
Y
2023-09-01
2025-05-27
2025-05-27
N
N
N
0.0547
1500535.85
1500535.85
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000%
3133EPRU1
254900C5LP6DN9OP9V83
US3133EPRU12
U.S. Government Agency Debt
Y
2023-09-01
2025-04-28
2025-04-28
N
N
N
0.0546
2800764.43
2800764.43
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPSZ9
254900C5LP6DN9OP9V83
US3133EPSZ99
U.S. Government Agency Debt
Y
2023-09-01
2025-06-11
2025-06-11
N
N
N
0.0545
5501714.08
5501714.08
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133EPUF0
254900C5LP6DN9OP9V83
US3133EPUF08
U.S. Government Agency Debt
Y
2023-09-01
2025-06-24
2025-06-24
N
N
N
0.0545
3201519.58
3201519.58
0.0017
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.750000%
3135G0V75
B1V7KEBTPIMZEU4LTD58
US3135G0V753
U.S. Government Agency Debt
Y
2024-07-02
2024-07-02
2024-07-02
N
N
N
0.0552
2520808.03
2520808.03
0.0013
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.000000%
3135GADM0
B1V7KEBTPIMZEU4LTD58
US3135GADM03
U.S. Government Agency Debt
Y
2023-12-20
2023-12-20
2023-12-20
N
N
N
0.0554
3193813.86
3193813.86
0.0017
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.200000%
3135GAGT2
B1V7KEBTPIMZEU4LTD58
US3135GAGT29
U.S. Government Agency Debt
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0568
3888222.66
3888222.66
0.0021
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.170000%
3135GAH46
B1V7KEBTPIMZEU4LTD58
US3135GAH461
U.S. Government Agency Debt
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0574
1493819.88
1493819.88
0.0008
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.655000%
3135GAJJ1
B1V7KEBTPIMZEU4LTD58
US3135GAJJ10
U.S. Government Agency Debt
Y
2024-08-09
2024-08-09
2024-08-09
N
N
N
0.0578
5093356.69
5093356.69
0.0027
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3137EAEW5
S6XOOCT0IEG5ABCC6L87
US3137EAEW59
U.S. Government Agency Debt
Y
2023-09-08
2023-09-08
2023-09-08
N
N
N
0.0524
14086309.89
14086309.89
0.0075
N
N
Y
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2023-09-07
2023-09-07
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
900000.00
900000.00
0.0005
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 5.460000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2023-09-07
2023-09-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
4200000.00
4200000.00
0.0022
N
N
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912797HC4
254900HROIFWPRGM1V77
US912797HC44
U.S. Treasury Debt
Y
2023-10-24
2023-10-24
2023-10-24
N
N
N
0.0538
6151896.62
6151896.62
0.0033
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.250000%
9128286R6
254900HROIFWPRGM1V77
US9128286R69
U.S. Treasury Debt
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0546
7149382.89
7149382.89
0.0038
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.250000%
91282CCC3
254900HROIFWPRGM1V77
US91282CCC38
U.S. Treasury Debt
Y
2024-05-15
2024-05-15
2024-05-15
N
N
N
0.0549
2892872.49
2892872.49
0.0015
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.250000%
91282CCG4
254900HROIFWPRGM1V77
US91282CCG42
U.S. Treasury Debt
Y
2024-06-15
2024-06-15
2024-06-15
N
N
N
0.0542
5956103.10
5956103.10
0.0032
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.500000%
91282CEK3
254900HROIFWPRGM1V77
US91282CEK36
U.S. Treasury Debt
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0542
4611472.92
4611472.92
0.0024
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.613100%
91282CGF2
254900HROIFWPRGM1V77
US91282CGF23
U.S. Treasury Debt
Y
2023-09-01
2025-01-31
2025-01-31
N
N
N
0.0550
15023364.76
15023364.76
0.0080
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.582100%
91282CGY1
254900HROIFWPRGM1V77
US91282CGY12
U.S. Treasury Debt
Y
2023-09-01
2025-04-30
2025-04-30
N
N
N
0.0555
11605076.16
11605076.16
0.0062
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.538100%
91282CHS3
254900HROIFWPRGM1V77
US91282CHS35
U.S. Treasury Debt
Y
2023-09-01
2025-07-31
2025-07-31
N
N
N
0.0558
10192031.95
10192031.95
0.0054
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0WZXZ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-06-15
4.000000
1641.00
918.36
Agency Collateralized Mortgage Obligation
MNRA RC023A R19M023
B1V7KEBTPIMZEU4LTD58
2037-12-25
3.202160
40763.00
18989.10
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
14409.00
6471.29
Agency Collateralized Mortgage Obligation
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
21606.00
14858.60
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD7559
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
5172249.00
4988503.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7563
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
50023.00
20753.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2159
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
79527.00
68744.30
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS5592
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
17010.00
17203.69
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD3509
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.000000
13183.00
12151.53
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3516
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
8822.00
8779.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8929
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
20233.00
19751.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0743
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
1344.00
1332.18
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6902
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
16159.00
10017.36
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6267
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
37114.00
37972.32
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6276
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
2596.00
2678.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6754
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
32726.00
33006.38
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS4240
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
6884.00
6707.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4824
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1870.00
1786.98
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-07
2023-10-31
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0540
5000000.00
5000000.00
0.0027
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0X72A8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-10-15
0.00
13589000.00
49511.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-05-15
5.500000
363405.00
24160.70
Agency Collateralized Mortgage Obligation
GNRM 2023-020 EL
549300M8ZYFG0OCMTT87
2053-02-20
6.000000
7775968.00
7785835.70
Agency Collateralized Mortgage Obligation
GNRA 2020-063 PF
549300M8ZYFG0OCMTT87
2050-04-20
5.828460
9390256.00
4500492.76
Agency Collateralized Mortgage Obligation
Y
2023-09-01
2023-12-04
2023-12-11
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0545
12000000.00
12000000.00
0.0064
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0XDJ17
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-04-15
5.500000
906994.00
236532.02
Agency Collateralized Mortgage Obligation
GNRM 2010-158 DG
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
16349800.00
14315212.01
Agency Collateralized Mortgage Obligation
GNRM 2015-106 DY
549300M8ZYFG0OCMTT87
2045-07-20
3.500000
200000.00
168888.53
Agency Collateralized Mortgage Obligation
GNRM 2022-120 PJ
549300M8ZYFG0OCMTT87
2051-08-20
4.250000
5354040.00
4849368.56
Agency Collateralized Mortgage Obligation
Y
2023-09-01
2023-12-04
2024-01-03
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0545
19000000.00
19000000.00
0.0101
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 5.360000%
549300HN4UKV1E2R3U73
0001675365
ARP0XQJW0
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
2024-12-31
1.750000
25537900.00
24480078.54
U.S. Treasuries (including strips)
Y
2023-09-07
2023-09-07
2023-09-25
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0536
24000000.00
24000000.00
0.0127
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0XQK24
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-04-30
0.500000
18930500.00
16455113.66
U.S. Treasuries (including strips)
Y
2023-09-07
2023-09-07
2023-09-21
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0532
16000000.00
16000000.00
0.0085
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0XQKU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLCB5536
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
1000.00
945.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8817
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
22144.00
15881.38
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1811.00
1290.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3113
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
13088.00
10403.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
40116.00
35837.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
33855.00
24464.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0219
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
1129723.00
875725.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5670
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
1075568.00
1001176.77
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8745
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1536900.00
1122653.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1289
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.170000
1000.00
653.68
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5090
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1000.00
969.27
Agency Mortgage-Backed Securities
Y
2023-09-07
2023-09-07
2023-09-21
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0532
3000000.00
3000000.00
0.0016
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.320000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0XQLK3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
32899.00
570.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
5.500000
2870.00
551.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
76447.00
12906.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
4.829680
15058.00
346.17
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
1584131.00
189013.78
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
811767.00
116996.59
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
286741.00
128779.57
Agency Collateralized Mortgage Obligation
MNRA RC023A R19M023
B1V7KEBTPIMZEU4LTD58
2037-12-25
3.202160
1084696.00
505296.37
Agency Collateralized Mortgage Obligation
MNRA CL003A1 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.764090
910097.00
755734.09
Agency Collateralized Mortgage Obligation
MNRA CL0022A2 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.914000
1489908.00
1370665.20
Agency Collateralized Mortgage Obligation
FEPC 05.500 CLQG4312
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
87723.00
75493.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
750000.00
596923.28
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
2886449.00
1985030.86
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5539
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
8390441.00
8596155.04
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD3509
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.000000
1492015.00
1375276.06
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3516
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
266459.00
265171.03
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG8427
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
3222284.00
3223712.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7563
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
2438617.00
1011713.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1615
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
4645609.00
1424777.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU6230
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
1488690.00
1253703.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1846
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
1331742.00
1256309.81
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0727
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
1015947.00
1037100.73
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2663
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1270684.00
1212795.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2174
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
1151599.00
1197367.84
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2925
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
1135066.00
1177690.80
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY3443
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
1117700.00
1154978.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7603
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.000000
12038816.00
6652960.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7943
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1323000.00
1143402.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109547
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
1850000.00
1660434.97
Agency Mortgage-Backed Securities
FNMS 05.500 CL357628
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
24438200.00
355255.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1166497.00
249850.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9374
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.600000
2953315.00
2749719.37
Agency Mortgage-Backed Securities
FNMS 03.000 CVAQ7006
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
4280749.00
418001.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLAZ3750
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
1500000.00
505069.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1808
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
2350833.00
494016.00
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
1138840.00
388985.81
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
4851970.00
1988853.06
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0401
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
4692738.00
2185404.88
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0450
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1715319.00
814806.06
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0495
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
2267480.00
1354458.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0230
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
15127995.00
4732509.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1888
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
700505.00
142512.84
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ4288
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
2330380.00
624189.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4776
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
1415986.00
449798.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9997
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
80227.00
26865.74
Agency Mortgage-Backed Securities
FNMS 05.000 CTBK6605
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
1648814.00
696902.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7532
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
9256626.00
2967910.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7794
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
8462265.00
3111028.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8974
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2786380.00
584548.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2360
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.450000
1285000.00
1134198.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6290
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.080000
1493200.00
1245595.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9342
B1V7KEBTPIMZEU4LTD58
2030-11-01
1.285000
1000000.00
788200.83
Agency Mortgage-Backed Securities
MNAR XX.XXX X2BM6011
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.284000
570000.00
177579.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1862
B1V7KEBTPIMZEU4LTD58
2031-04-01
2.020000
996981.00
805404.45
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
11713044.00
10005621.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2158
B1V7KEBTPIMZEU4LTD58
2031-06-01
1.860000
2289.00
1849.01
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS3825
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.360000
734474.00
591373.98
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS4083
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.180000
5599246.00
4373294.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4628
B1V7KEBTPIMZEU4LTD58
2034-01-01
2.060000
7104456.00
5508842.55
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5629
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.680000
6676000.00
6042055.26
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5700
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.130000
9140040.00
8256621.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8929
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
290446.00
283528.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0296
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
418531.00
375795.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3807
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
3464155.00
3062665.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6800
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
555989.00
503029.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3912
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1087.00
1042.66
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6268
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1001330.00
1001823.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9511
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
995.05
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9554
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
1000.00
1032.39
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9555
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
1086.00
956.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAQ8151
B1V7KEBTPIMZEU4LTD58
2042-12-01
4.000000
1001.00
242.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4797
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000.00
164.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6134
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
1821434.00
389466.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW6257
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
3894096.00
521911.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6553
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1774000.00
485968.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2372338.00
1248006.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
419326.00
198008.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4808
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
88726.00
50689.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6902
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
537134.00
332982.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
21481078.00
12667085.65
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6267
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
6950.00
7110.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6754
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
334305.00
337169.18
Agency Mortgage-Backed Securities
Y
2023-09-07
2023-09-07
2023-09-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0532
120000000.00
120000000.00
0.0636
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.320000%
549300QJJX6CVVUXLE15
0001317808
ARP0XQLL1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-175 UF
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1733.00
1237.61
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1139.00
788.80
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
223140.00
165332.98
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
2157863.00
1782126.18
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
5.952060
1420.00
807.74
Agency Collateralized Mortgage Obligation
GNRA 2021-077 FA
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
3208.00
1988.94
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
2000.00
1466.54
Agency Collateralized Mortgage Obligation
GNRA 2023-013 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
1000.00
919.79
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
18869794.00
13804730.86
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL745819
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
70462.00
660.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4938
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
544394.00
235474.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
1203518.00
905633.35
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
2007.00
290.82
Agency Mortgage-Backed Securities
GNII SF MA6039 M
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
2730758.00
364002.42
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1514.00
883.18
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1000.00
591.31
Agency Mortgage-Backed Securities
GNII SF MA7768 M
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
2048.00
1560.72
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
3772.00
3440.79
Agency Mortgage-Backed Securities
GNII SF MA8569 M
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
1035.00
989.95
Agency Mortgage-Backed Securities
GNII SF MA8646 M
549300M8ZYFG0OCMTT87
2053-01-20
4.500000
4037.00
3800.26
Agency Mortgage-Backed Securities
GNII SF MA8648 M
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
1000.00
974.45
Agency Mortgage-Backed Securities
GNII SF MA8726 M
549300M8ZYFG0OCMTT87
2053-03-20
5.500000
1000.00
977.59
Agency Mortgage-Backed Securities
GNII SF MA8802 M
549300M8ZYFG0OCMTT87
2053-04-20
6.000000
1298.00
1292.47
Agency Mortgage-Backed Securities
GNII SF MA9018 M
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
1776.00
1787.26
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
2866.00
191.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0852
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
1658580.00
1219029.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7503
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
39162404.00
11471929.44
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7982
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1061.00
618.60
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD2068
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
85607.00
60992.64
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
1378.00
556.83
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0894
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
1852.00
125.00
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2751
S6XOOCT0IEG5ABCC6L87
2038-08-01
5.500000
1486.00
53.82
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3323
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
4444.00
172.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
1000.00
223.62
Agency Mortgage-Backed Securities
04.000 FGPC Q57834 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
3250808.00
614997.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0758
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1958.00
86.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4793
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
28906.00
18576.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3049
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
9410622.00
7375784.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
3147.00
835.91
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9668
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
172591.00
125176.10
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1000.00
149.69
Agency Mortgage-Backed Securities
GNII SF MA5018 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
1900.00
322.78
Agency Mortgage-Backed Securities
GNII SF MA7535 M
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
1000.00
687.17
Agency Mortgage-Backed Securities
GNII SF MA8647 M
549300M8ZYFG0OCMTT87
2053-02-20
5.000000
1000.00
957.73
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-05-31
1.250000
9000.00
7849.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
2.750000
380400.00
353454.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
100.00
76.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
100.00
61.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-06-30
3.250000
51344700.00
48897331.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-04-30
3.500000
367500.00
356105.43
U.S. Treasuries (including strips)
Y
2023-09-07
2023-09-07
2023-09-21
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0532
85000000.00
85000000.00
0.0451
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.330000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0XQM30
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2022-178 FA
549300M8ZYFG0OCMTT87
2052-10-20
6.000000
3017743.00
2812737.43
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2025-08-05
5.540000
7000.00
7038.16
Agency Debentures and Agency Strips
MNAR XX.XXX HYBL0382
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.825000
3262534.00
3057368.18
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6322
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
1024.00
988.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7382
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1000.00
582.60
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA5014
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
1000.00
916.83
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
32751.00
23841.96
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0092
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
2285000.00
2087457.18
Agency Mortgage-Backed Securities
FMAR 1B1996 G
S6XOOCT0IEG5ABCC6L87
2034-09-01
3.985000
2578267.00
20980.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS8304
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.610000
1000.00
989.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3394
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1192130.00
910672.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5969
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1024.00
523.04
Agency Mortgage-Backed Securities
FNMS 03.000 CTCB3542
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.000000
1000.00
790.46
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
1000.00
21.78
Agency Mortgage-Backed Securities
FMAR 8C0465 G
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.080000
5849257.00
5428968.80
Agency Mortgage-Backed Securities
FMAR 8C0582 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.268000
1000.00
933.08
Agency Mortgage-Backed Securities
FMAR 849246 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
5.214000
1524.00
150.10
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2052-02-15
0.125000
54400.00
35886.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
4.000000
200.00
197.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-26
0.00
118300.00
116251.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.625000
100.00
129.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-31
1.000000
800.00
684.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
87200.00
82645.07
U.S. Treasuries (including strips)
Y
2023-09-07
2023-09-07
2023-09-21
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0533
14000000.00
14000000.00
0.0074
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Y38W2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CT256045
B1V7KEBTPIMZEU4LTD58
2025-12-01
5.000000
14999764.00
71400.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2721
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
6056640.00
1228888.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2172
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
2312000.00
850680.38
Agency Mortgage-Backed Securities
03.500 FGPC U51244 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
3.500000
2231252.00
1114396.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG8984
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
2100516.00
2049726.92
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL4577
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.500000
245000.00
24231.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR5260
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
500000.00
123172.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY0283
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
2070772.00
2023208.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1280
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1400000.00
284121.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS3347
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
298000.00
275091.74
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS4276
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.000000
36418503.00
31555518.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD3243
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
3600000.00
179563.07
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0531
39000000.00
39000000.00
0.0207
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.370000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0Y3QV4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD3443
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
1007455.00
991184.29
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC2327
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
3301237.00
2483291.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC6257
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
1363050.00
710776.63
Agency Mortgage-Backed Securities
FEPC 05.500 CIQO1069
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
4425299.00
3853035.82
Agency Mortgage-Backed Securities
FEPC 05.000 CISB8243
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.000000
5532548.00
5242835.67
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1361
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
800000.00
301395.38
Agency Mortgage-Backed Securities
Y
2023-09-07
2023-09-07
2023-09-28
Y
WELLS FARGO SECURITIES LLC
1.0000
7
N
N
N
0.0537
13000000.00
13000000.00
0.0069
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.310000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0Y4487
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
1212000.00
1039160.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
3.875000
400.00
396.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-12-31
3.875000
20700.00
20439.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
6.125000
100.00
108.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
3.625000
53762800.00
53046232.66
U.S. Treasuries (including strips)
Y
2023-09-05
2023-09-05
2023-09-05
N
N
N
0.0531
53000000.00
53000000.00
0.0281
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0Y44E4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
2.750000
3286400.00
3057264.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
3.000000
200.00
159.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
2700.00
2648.19
U.S. Treasuries (including strips)
Y
2023-09-07
2023-09-07
2023-09-21
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0531
3000000.00
3000000.00
0.0016
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Y4G76
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLQF7483
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
2074588.00
1916171.48
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3092
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.000000
87500.00
8000.35
Agency Mortgage-Backed Securities
GNII SF MA0909 M
549300M8ZYFG0OCMTT87
2028-04-20
3.000000
190000.00
12783.76
Agency Mortgage-Backed Securities
GNII SF AX4345 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
105070.00
20511.71
Agency Mortgage-Backed Securities
FEPC 04.000 CTQK1141
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.000000
1182669.00
791123.39
Agency Mortgage-Backed Securities
GNII SF CT7381 C
549300M8ZYFG0OCMTT87
2053-04-20
6.500000
1286796.00
1317615.94
Agency Mortgage-Backed Securities
04.000 FGPC G05527 G
S6XOOCT0IEG5ABCC6L87
2039-07-01
4.000000
463847.00
13793.89
Agency Mortgage-Backed Securities
Y
2023-09-06
2023-09-06
2023-09-06
N
N
N
0.0531
4000000.00
4000000.00
0.0021
N
N
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
JJKC32MCHWDI71265Z06
ARP0Y4GU5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-140 DA
549300M8ZYFG0OCMTT87
2050-09-20
1.000000
16967.00
8808.69
Agency Collateralized Mortgage Obligation
GNRM 2020-162 HA
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
56537.00
29812.64
Agency Collateralized Mortgage Obligation
GNRM 2020-167 DC
549300M8ZYFG0OCMTT87
2050-11-20
1.000000
13641708.00
7091002.82
Agency Collateralized Mortgage Obligation
GNRM 2020-176 AC
549300M8ZYFG0OCMTT87
2050-11-20
1.250000
90479.00
47749.08
Agency Collateralized Mortgage Obligation
GNRM 2020-181 JA
549300M8ZYFG0OCMTT87
2050-12-20
1.000000
5712870.00
3150414.91
Agency Collateralized Mortgage Obligation
GNRM 2020-101 AG
549300M8ZYFG0OCMTT87
2050-07-20
1.500000
156058.00
72212.15
Agency Collateralized Mortgage Obligation
Y
2023-09-06
2023-09-06
2023-09-06
N
N
N
0.0532
10000000.00
10000000.00
0.0053
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.300000%
549300H47WTHXPU08X20
ARP0Y4S16
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
15067100.00
14280063.49
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
14000000.00
14000000.00
0.0074
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.310000%
549300H47WTHXPU08X20
ARP0Y4S32
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM5158
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2141.00
896.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU8600
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
1945.00
1636.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7890
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1000.00
945.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0975
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1001.00
789.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2151
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
1391273.00
1041834.18
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4124
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
7877.00
3452.41
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8500
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.500000
45978440.00
22995561.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0945
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
1003.00
788.82
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1481
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1000.00
898.33
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3736
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
820480.00
813915.61
Agency Mortgage-Backed Securities
05.000 FGPC Q61703 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
2001.00
887.49
Agency Mortgage-Backed Securities
04.500 FGPC Q61909 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
1001.00
217.38
Agency Mortgage-Backed Securities
03.500 FGPC Q51504 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1000.00
288.81
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6063
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2002.00
1534.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7048
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
1000.00
553.27
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8185
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
1000.00
538.90
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD1893
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1000.00
731.15
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9293
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
970.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG0578
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.500000
2000.00
2011.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP2123
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
799925.00
115283.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT5906
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
2549872.00
382595.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX1190
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
2001.00
737.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4096
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1000.00
429.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4358
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
1998.00
1026.08
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD7561
S6XOOCT0IEG5ABCC6L87
2053-02-01
4.000000
122138.00
110377.92
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK1100
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
7000000.00
192014.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6203
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
2412.00
2330.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7198
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1000.00
267.65
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6192
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
74271.00
76070.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4099
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
1005.00
428.76
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0531
25000000.00
25000000.00
0.0133
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Y5534
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.000 CLSD8350
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
10300185.00
10301516.45
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
10000000.00
10000000.00
0.0053
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0Y5567
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX HYAN8048
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.080000
5057171.00
4773396.28
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8977
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.580000
10596836.00
9646603.99
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
14000000.00
14000000.00
0.0074
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0Y5575
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
2032-05-15
2.875000
2228200.00
2040047.45
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
2000000.00
2000000.00
0.0011
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 5.300000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0Y55F7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CO0253 C
549300M8ZYFG0OCMTT87
2041-11-20
4.500000
5677347.00
5150759.01
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
5000000.00
5000000.00
0.0027
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.300000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0Y55G5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLQG8639
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
558587.00
556608.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW5297
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1000.00
978.79
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3955
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1000.00
990.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8648
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
17129688.00
11964857.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4377
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
1000.00
847.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS5524
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
466789.00
444776.79
Agency Mortgage-Backed Securities
GNII SF MA9105 M
549300M8ZYFG0OCMTT87
2053-07-20
5.000000
33576462.00
32766418.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8191
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.500000
1000.00
725.21
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7861
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
181811.00
188191.42
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9646
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1000.00
742.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4563
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1000.00
759.13
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3259
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
12689000.00
12137015.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8296
S6XOOCT0IEG5ABCC6L87
2053-02-01
3.500000
14258622.00
12418349.87
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG8036
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
238207.00
240857.48
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG9526
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
5726385.00
5766372.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5136
B1V7KEBTPIMZEU4LTD58
2053-08-01
4.500000
219045.00
208293.83
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD1637
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
6985939.00
6039245.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8104
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
15685579.00
10863969.25
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
90000000.00
90000000.00
0.0477
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0Y55Q3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CISB8124
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.500000
3507864.00
2391982.03
Agency Mortgage-Backed Securities
GNII SF MA9107 M
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
18126335.00
18274789.68
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0515
S6XOOCT0IEG5ABCC6L87
2031-01-01
7.500000
7606272.00
5297.05
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF6710
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
1590834.00
1621269.90
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG4388
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
1138494.00
1165160.06
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG3663
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
1200372.00
1234671.23
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG4622
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.000000
1306808.00
1335916.84
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG5112
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
1178160.00
1206816.06
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6014
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
1912752.00
1942755.60
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8914
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
17258.00
16602.49
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY3209
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
1074496.00
1103856.08
Agency Mortgage-Backed Securities
FNMS 06.500 CL535933
B1V7KEBTPIMZEU4LTD58
2031-05-01
6.500000
102502400.00
81413.93
Agency Mortgage-Backed Securities
FNMS 07.500 CL535996
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
9633792.00
7375.21
Agency Mortgage-Backed Securities
FNMS 07.500 CL545082
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
35893248.00
25016.28
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU8127
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.775000
61503.00
41404.69
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0043
B1V7KEBTPIMZEU4LTD58
2024-04-01
4.000000
5246976.00
5004.12
Agency Mortgage-Backed Securities
GNSN 530824 001-100
549300M8ZYFG0OCMTT87
2033-01-15
6.500000
2511811.00
139182.99
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA0719
S6XOOCT0IEG5ABCC6L87
2030-12-01
7.500000
13688588.00
13400.20
Agency Mortgage-Backed Securities
FNMS 07.500 CL569972
B1V7KEBTPIMZEU4LTD58
2031-03-01
7.500000
25919487.00
5510.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6284
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
12697312.00
10562946.36
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0498
S6XOOCT0IEG5ABCC6L87
2030-09-01
7.500000
44834815.00
19629.67
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
40000000.00
40000000.00
0.0212
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0Y55R1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIBM5016
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
383146.00
105202.28
Agency Mortgage-Backed Securities
GNII SF MA1285 M
549300M8ZYFG0OCMTT87
2043-09-20
3.500000
53791488.00
6369341.30
Agency Mortgage-Backed Securities
GNII SF MA2798 M
549300M8ZYFG0OCMTT87
2030-05-20
3.500000
248491.00
30024.29
Agency Mortgage-Backed Securities
GNII SF BF3000 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
438399.00
55123.99
Agency Mortgage-Backed Securities
GNII SF CR5427 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
1150194.00
1160264.47
Agency Mortgage-Backed Securities
GNII SF 003305 M
549300M8ZYFG0OCMTT87
2032-11-20
5.000000
805000.00
9234.98
Agency Mortgage-Backed Securities
03.500 FGPC U90778 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
100000.00
14457.51
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE7019
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
9013.00
8519.99
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG9519
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
3415955.00
3441072.52
Agency Mortgage-Backed Securities
FNMS 05.000 CIBX1898
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.000000
2072412.00
1890295.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ7023
S6XOOCT0IEG5ABCC6L87
2033-04-01
5.500000
19982880.00
318701.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4771
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
618000.00
66318.01
Agency Mortgage-Backed Securities
04.000 FGPC U80706 G
S6XOOCT0IEG5ABCC6L87
2034-07-01
4.000000
1495166.00
368722.05
Agency Mortgage-Backed Securities
GNMI SF 719773 X
549300M8ZYFG0OCMTT87
2040-03-15
5.500000
108291.00
11914.69
Agency Mortgage-Backed Securities
GNMI SF 627068 X
549300M8ZYFG0OCMTT87
2034-03-15
5.500000
9224194.00
41631.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1704
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
820260.00
207566.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC4741
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
3770000.00
155240.31
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2138
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
200000.00
26369.12
Agency Mortgage-Backed Securities
Y
2023-09-07
2023-09-07
2023-09-07
N
N
N
0.0531
14000000.00
14000000.00
0.0074
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.300000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0Y5617
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
2026-11-15
6.500000
3789500.00
4080018.56
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
4000000.00
4000000.00
0.0021
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.300000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0Y5625
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-08-15
1.625000
1382800.00
1197916.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-22
0.00
1911200.00
1862131.85
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
3000000.00
3000000.00
0.0016
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.300000%
549300QJJX6CVVUXLE15
0001317808
ARP0Y5658
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1171.00
810.97
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
92110.00
76071.39
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
6129.00
2476.63
Agency Mortgage-Backed Securities
GNII SF MA7256 M
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
2615.00
1288.41
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1222.00
1114.70
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
10200.00
14613.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
1.000000
141200.00
147710.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
6383400.00
4857501.44
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
5000000.00
5000000.00
0.0027
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0Y56A7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
9842000.00
7437655.03
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
7290673.00
7290673.00
0.0039
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
254900Y8NKGV541U8Q32
0001457970
ARP0Y56D1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-08-15
1.625000
102300.00
88496.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
98285300.00
82637496.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-31
2.125000
693203400.00
686292991.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-15
1.750000
12707800.00
11095902.87
U.S. Treasuries (including strips)
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0530
780000000.00
780000000.00
0.4137
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.305000%
5493006QMFDDMYWIAM13
0000891478
ARP0Y56F6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CIZK9218
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
177231.00
54932.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8503
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
4901376.00
3035067.76
Agency Mortgage-Backed Securities
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0531
3000000.00
3000000.00
0.0016
N
Y
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
JJKC32MCHWDI71265Z06
ARP0Y56J8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-140 DA
549300M8ZYFG0OCMTT87
2050-09-20
1.000000
20032126.00
10400000.21
Agency Collateralized Mortgage Obligation
GNRM 2020-101 AG
549300M8ZYFG0OCMTT87
2050-07-20
1.500000
11237744.00
5200000.06
Agency Collateralized Mortgage Obligation
Y
2023-09-07
2023-09-07
2023-09-07
N
N
N
0.0532
15000000.00
15000000.00
0.0080
N
N
Y
N
The Charles Schwab Family of Funds
2023-09-08
Dana Smith
Dana Smith
CFO