0001145549-17-004056.txt : 20170607 0001145549-17-004056.hdr.sgml : 20170607 20170607170634 ACCESSION NUMBER: 0001145549-17-004056 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170531 FILED AS OF DATE: 20170607 DATE AS OF CHANGE: 20170607 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: 17897889 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Purchased Shares SNVXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-05-31 0000857156 S000004506 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. 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Mortgage-Backed Securities GNMA 2023-08-15 7.000000 183600.00 1033.71 Agency Mortgage-Backed Securities GNMA 2023-06-15 7.000000 140300.00 518.39 Agency Mortgage-Backed Securities GNMA 2023-09-15 8.000000 2100000.00 12511.15 Agency Mortgage-Backed Securities GNMA 2024-07-15 8.500000 7672893.00 63255.85 Agency Mortgage-Backed Securities GNMA 2023-08-15 7.000000 93600.00 1669.96 Agency Mortgage-Backed Securities GNMA 2026-01-15 7.500000 491181.00 2827.23 Agency Mortgage-Backed Securities GNMA 2035-12-15 4.500000 1728399.00 153597.09 Agency Mortgage-Backed Securities GNMA 2043-05-15 2.500000 496995.00 439006.19 Agency Mortgage-Backed Securities GNMA 2043-04-15 2.500000 208863.00 162093.86 Agency Mortgage-Backed Securities GNMA 2043-05-15 3.500000 1434546.00 720904.33 Agency Mortgage-Backed Securities GNMA 2043-05-15 3.500000 1384414.00 960765.65 Agency Mortgage-Backed Securities GNMA 2043-03-15 3.500000 1868048.00 1262869.94 Agency Mortgage-Backed Securities GNMA 2043-03-15 3.500000 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6.500000 222660.00 4001.53 Agency Mortgage-Backed Securities GNMA 2026-01-15 7.500000 122189.00 802.78 Agency Mortgage-Backed Securities GNMA 2027-02-15 7.000000 283900.00 1558.83 Agency Mortgage-Backed Securities GNMA 2026-12-15 8.500000 25000.00 477.55 Agency Mortgage-Backed Securities GNMA 2026-11-15 7.750000 935025.00 3525.76 Agency Mortgage-Backed Securities GNMA 2026-09-15 8.500000 73990.00 1498.63 Agency Mortgage-Backed Securities GNMA 2026-04-15 6.500000 989998.00 23814.79 Agency Mortgage-Backed Securities GNMA 2017-11-15 9.500000 950000.00 12.05 Agency Mortgage-Backed Securities GNMA 2024-10-15 7.000000 490500.00 3622.51 Agency Mortgage-Backed Securities GNMA 2024-09-15 7.000000 188500.00 1692.00 Agency Mortgage-Backed Securities GNMA 2023-12-15 7.000000 94400.00 676.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-12-15 9.500000 451693.00 1081.24 Agency Mortgage-Backed Securities GNMA 2017-12-15 9.500000 550000.00 10.89 Agency Mortgage-Backed 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Securities GNMA 2039-02-20 5.500000 2489993.00 183916.63 Agency Mortgage-Backed Securities GNMA 2038-02-20 5.500000 181981.00 10328.90 Agency Mortgage-Backed Securities GNMA 2039-01-20 7.000000 40000.00 2900.64 Agency Mortgage-Backed Securities GNMA 2039-01-20 6.000000 3913097.00 262966.48 Agency Mortgage-Backed Securities GNMA 2038-01-20 7.500000 486038.00 62380.17 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-03-20 5.500000 933000.00 92567.56 Agency Mortgage-Backed Securities GNMA 2037-03-20 5.500000 150000.00 8232.63 Agency Mortgage-Backed Securities GNMA 2035-03-20 4.500000 50000.00 5196.92 Agency Mortgage-Backed Securities GNMA 2024-03-20 4.000000 10000000.00 1198325.60 Agency Mortgage-Backed Securities GNMA 2039-02-20 6.500000 39000.00 3074.79 Agency Mortgage-Backed Securities GNMA 2039-02-20 5.000000 376919.00 34279.66 Agency Mortgage-Backed Securities GNMA 2037-04-20 7.000000 40000.00 2867.55 Agency Mortgage-Backed Securities Freddie Mac 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4906.13 Agency Mortgage-Backed Securities GNMA 2039-01-15 6.000000 182653.00 51715.84 Agency Mortgage-Backed Securities GNMA 2037-12-15 6.000000 2124962.00 68554.16 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.000000 500611.00 28697.83 Agency Mortgage-Backed Securities GNMA 2038-03-15 5.000000 3715692.00 198059.88 Agency Mortgage-Backed Securities GNMA 2038-02-15 6.000000 177152.00 11082.44 Agency Mortgage-Backed Securities GNMA 2038-02-15 5.000000 685000.00 28486.89 Agency Mortgage-Backed Securities GNMA 2037-09-15 6.000000 497000.00 21027.09 Agency Mortgage-Backed Securities GNMA 2037-10-15 7.000000 498628.00 7610.80 Agency Mortgage-Backed Securities GNMA 2038-01-15 4.500000 600000.00 100912.60 Agency Mortgage-Backed Securities GNMA 2038-01-15 5.500000 37722201.00 1254115.56 Agency Mortgage-Backed Securities GNMA 2037-11-15 6.000000 450000.00 7500.48 Agency Mortgage-Backed Securities GNMA 2038-07-15 5.500000 2041841.00 72224.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-06-15 5.000000 6075000.00 98916.25 Agency Mortgage-Backed Securities GNMA 2038-01-15 6.000000 2161149.00 89750.66 Agency Mortgage-Backed Securities GNMA 2038-05-15 5.000000 400000.00 46346.61 Agency Mortgage-Backed Securities GNMA 2038-04-15 5.000000 1367945.00 157382.69 Agency Mortgage-Backed Securities GNMA 2038-12-15 6.000000 1008160.00 35833.19 Agency Mortgage-Backed Securities GNMA 2038-12-15 6.000000 113276.00 26708.36 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.000000 110000.00 26126.84 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 221699.00 37180.91 Agency Mortgage-Backed Securities GNMA 2038-02-15 6.500000 542989.00 35602.95 Agency Mortgage-Backed Securities GNMA 2040-07-15 5.500000 335343.00 39309.20 Agency Mortgage-Backed Securities GNMA 2040-11-15 6.000000 25386.00 11022.20 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.500000 4145.00 1443.48 Agency Mortgage-Backed Securities GNMA 2038-03-15 6.000000 904270.00 59847.41 Agency Mortgage-Backed Securities GNMA 2038-02-15 5.000000 115000.00 3712.33 Agency Mortgage-Backed Securities GNMA 2038-01-15 5.000000 200000.00 10830.03 Agency Mortgage-Backed Securities GNMA 2038-04-15 4.500000 35000.00 3325.33 Agency Mortgage-Backed Securities GNMA 2038-03-15 4.500000 25620.00 2885.85 Agency Mortgage-Backed Securities GNMA 2038-03-15 4.500000 311952.00 27525.99 Agency Mortgage-Backed Securities GNMA 2038-02-15 6.000000 1892028.00 99510.63 Agency Mortgage-Backed Securities GNMA 2038-01-15 5.000000 816778.00 64799.77 Agency Mortgage-Backed Securities GNMA 2040-08-15 5.000000 314777.00 59210.63 Agency Mortgage-Backed Securities GNMA 2040-08-15 4.500000 122916.00 36111.95 Agency Mortgage-Backed Securities GNMA 2040-08-15 5.000000 299418.00 60138.35 Agency Mortgage-Backed Securities GNMA 2040-07-15 5.000000 1298336.00 90157.17 Agency Mortgage-Backed Securities GNMA 2040-07-15 5.000000 3698726.00 612420.48 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.000000 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2028-03-15 7.000000 167100.00 1171.77 Agency Mortgage-Backed Securities GNMA 2028-04-15 7.000000 121700.00 2537.21 Agency Mortgage-Backed Securities GNMA 2028-06-15 7.000000 533200.00 4128.17 Agency Mortgage-Backed Securities GNMA 2027-12-15 7.000000 226900.00 1845.53 Agency Mortgage-Backed Securities GNMA 2028-09-15 7.000000 108393.00 1303.30 Agency Mortgage-Backed Securities GNMA 2028-08-15 7.000000 191000.00 1372.17 Agency Mortgage-Backed Securities GNMA 2026-09-15 8.500000 360000.00 1787.40 Agency Mortgage-Backed Securities GNMA 2027-11-15 7.000000 141800.00 1405.72 Agency Mortgage-Backed Securities GNMA 2029-03-15 6.000000 742451.00 4894.71 Agency Mortgage-Backed Securities GNMA 2028-09-15 7.000000 216000.00 891.28 Agency Mortgage-Backed Securities GNMA 2028-04-15 7.000000 189100.00 78.04 Agency Mortgage-Backed Securities GNMA 2028-08-15 7.000000 93600.00 1070.91 Agency Mortgage-Backed Securities GNMA 2029-03-15 7.000000 189100.00 4190.86 Agency Mortgage-Backed Securities GNMA 2028-09-15 7.000000 308600.00 4412.48 Agency Mortgage-Backed Securities GNMA 2028-12-15 7.000000 104200.00 311.17 Agency Mortgage-Backed Securities GNMA 2028-07-15 7.000000 182900.00 1548.72 Agency Mortgage-Backed Securities GNMA 2028-07-15 6.000000 150000.00 2165.36 Agency Mortgage-Backed Securities GNMA 2035-02-15 4.500000 3635280.00 306533.88 Agency Mortgage-Backed Securities GNMA 2029-05-15 5.250000 1700000.00 573425.45 Agency Mortgage-Backed Securities GNMA 2033-04-15 6.000000 295000.00 16626.23 Agency Mortgage-Backed Securities GNMA 2031-11-15 6.000000 25000.00 1221.49 Agency Mortgage-Backed Securities GNMA 2035-12-15 5.500000 260000.00 14948.17 Agency Mortgage-Backed Securities GNMA 2035-11-15 4.500000 798651.00 77603.00 Agency Mortgage-Backed Securities GNMA 2020-03-15 9.000000 35000.00 102.03 Agency Mortgage-Backed Securities GNMA 2019-11-15 9.500000 25000.00 100.44 Agency Mortgage-Backed Securities GNMA 2019-10-15 9.000000 235000.00 545.06 Agency Mortgage-Backed Securities 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359938.24 Agency Mortgage-Backed Securities GNMA 2039-01-15 6.000000 1103207.00 79285.62 Agency Mortgage-Backed Securities GNMA 2034-01-15 5.500000 1040717.00 115432.00 Agency Mortgage-Backed Securities GNMA 2038-12-15 6.500000 155345.00 5783.52 Agency Mortgage-Backed Securities GNMA 2040-08-15 4.500000 117406.00 17530.61 Agency Mortgage-Backed Securities GNMA 2040-08-15 5.000000 245089.00 35723.18 Agency Mortgage-Backed Securities GNMA 2040-02-15 4.500000 468268.00 62727.51 Agency Mortgage-Backed Securities GNMA 2020-04-15 9.000000 25000.00 17.23 Agency Mortgage-Backed Securities GNMA 2042-12-15 2.500000 88197.00 64924.87 Agency Mortgage-Backed Securities GNMA 2042-04-20 4.500000 3265000.00 726860.14 Agency Mortgage-Backed Securities GNMA 2027-04-20 3.000000 494484.00 178937.02 Agency Mortgage-Backed Securities GNMA 2043-03-20 4.500000 385242.00 113260.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-03-20 6.000000 696895.00 157128.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-02-20 4.500000 42887.00 11369.75 Agency Mortgage-Backed Securities GNMA 2042-07-20 5.500000 84200.00 17275.99 Agency Mortgage-Backed Securities GNMA 2039-07-20 6.000000 480000.00 127167.13 Agency Mortgage-Backed Securities GNMA 2042-06-20 5.000000 540000.00 116098.99 Agency Mortgage-Backed Securities GNMA 2042-05-20 5.000000 5764652.00 1180230.50 Agency Mortgage-Backed Securities GNMA 2038-05-20 6.000000 540057.00 125650.58 Agency Mortgage-Backed Securities GNMA 2042-04-20 6.000000 181067.00 36627.41 Agency Mortgage-Backed Securities GNMA 2045-05-15 3.500000 1522492.00 1189453.71 Agency Mortgage-Backed Securities GNMA 2045-05-15 4.000000 1035508.00 1070252.11 Agency Mortgage-Backed Securities GNMA 2045-04-15 4.000000 658564.00 622741.14 Agency Mortgage-Backed Securities GNMA 2024-05-15 7.000000 218500.00 1027.58 Agency Mortgage-Backed Securities GNMA 2023-11-15 7.000000 69300.00 658.87 Agency Mortgage-Backed Securities GNMA 2042-09-20 5.000000 4378677.00 1138845.17 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-08-20 3.500000 2000000.00 714459.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-08-20 4.500000 5000000.00 1320928.04 Agency Mortgage-Backed Securities GNMA 2027-08-20 3.000000 398207.00 172212.19 Agency Mortgage-Backed Securities GNMA 2039-05-15 5.000000 437670.00 57086.96 Agency Mortgage-Backed Securities GNMA 2039-08-15 4.000000 4550000.00 1106155.44 Agency Mortgage-Backed Securities GNMA 2040-02-15 4.500000 10756.00 4260.46 Agency Mortgage-Backed Securities GNMA 2039-10-15 5.500000 1247235.00 91492.02 Agency Mortgage-Backed Securities GNMA 2039-12-15 5.000000 9997564.00 1225309.25 Agency Mortgage-Backed Securities GNMA 2035-08-15 4.500000 250000.00 22088.05 Agency Mortgage-Backed Securities GNMA 2035-09-15 4.500000 131962.00 12616.67 Agency Mortgage-Backed Securities GNMA 2036-08-15 6.500000 251943.00 7878.88 Agency Mortgage-Backed Securities GNMA 2035-10-15 4.500000 465462.00 44249.92 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 796480.00 61354.11 Agency Mortgage-Backed Securities GNMA 2035-11-15 4.500000 200282.00 19568.16 Agency Mortgage-Backed Securities GNMA 2035-10-15 4.500000 371707.00 43104.87 Agency Mortgage-Backed Securities GNMA 2036-07-15 6.000000 75000.00 5871.55 Agency Mortgage-Backed Securities GNMA 2035-11-15 4.500000 442244.00 93514.18 Agency Mortgage-Backed Securities GNMA 2037-05-15 4.500000 27716.00 2251.02 Agency Mortgage-Backed Securities GNMA 2037-01-15 6.000000 3588119.00 112977.70 Agency Mortgage-Backed Securities GNMA 2036-02-15 6.000000 1242019.00 115162.16 Agency Mortgage-Backed Securities GNMA 2036-05-15 6.000000 1570891.00 112089.58 Agency Mortgage-Backed Securities GNMA 2035-11-15 4.500000 1636276.00 137713.17 Agency Mortgage-Backed Securities GNMA 2036-10-15 6.000000 2256886.00 129791.90 Agency Mortgage-Backed Securities GNMA 2036-09-15 6.000000 2093170.00 28857.50 Agency Mortgage-Backed Securities GNMA 2036-12-15 6.000000 2386171.00 95757.53 Agency Mortgage-Backed Securities GNMA 2036-10-15 6.500000 2626430.00 68228.27 Agency Mortgage-Backed Securities GNMA 2036-08-15 6.500000 670610.00 11974.00 Agency Mortgage-Backed Securities GNMA 2037-03-15 5.500000 3293398.00 194133.78 Agency Mortgage-Backed Securities GNMA 2037-02-15 6.000000 30231.00 10771.31 Agency Mortgage-Backed Securities GNMA 2036-11-15 6.000000 4067439.00 129153.42 Agency Mortgage-Backed Securities GNMA 2043-01-15 3.500000 9407.00 5785.89 Agency Mortgage-Backed Securities GNMA 2031-05-20 7.000000 103312.00 858.64 Agency Mortgage-Backed Securities GNMA 2034-04-20 4.500000 79000.00 6714.80 Agency Mortgage-Backed Securities GNMA 2034-04-20 5.500000 75000.00 5772.11 Agency Mortgage-Backed Securities GNMA 2034-04-20 5.000000 428000.00 31388.42 Agency Mortgage-Backed Securities GNMA 2033-04-20 4.500000 200000.00 14753.28 Agency Mortgage-Backed Securities GNMA 2032-06-20 6.000000 15000000.00 304637.66 Agency Mortgage-Backed Securities GNMI SF 615466 X 2034-06-15 5.000000 200000.00 12243.80 Agency Mortgage-Backed Securities GNMI SF 616066 X 2033-10-15 4.500000 25000.00 619.76 Agency Mortgage-Backed Securities GNMI SF 619189 X 2035-01-15 5.000000 150000.00 11169.82 Agency Mortgage-Backed Securities GNMI SF 618681 X 2036-10-15 6.500000 2256068.00 108725.27 Agency Mortgage-Backed Securities GNMI SF 620270 X 2036-02-15 6.000000 695830.00 51178.46 Agency Mortgage-Backed Securities GNMI SF 622278 X 2035-04-15 5.000000 2000000.00 134736.69 Agency Mortgage-Backed Securities GNMI SF 621244 X 2037-05-15 5.500000 1880866.00 74920.61 Agency Mortgage-Backed Securities GNMI SF 687179 X 2038-04-15 5.500000 3491380.00 96358.32 Agency Mortgage-Backed Securities GNMI SF 685882 X 2038-05-15 5.000000 281873.00 12247.74 Agency Mortgage-Backed Securities GNMI SF 687708 X 2038-07-15 5.000000 1744061.00 403515.44 Agency Mortgage-Backed Securities GNMI SF AE3298 X 2046-10-15 2.500000 680937.00 664595.40 Agency Mortgage-Backed Securities GNMI SF AE3297 X 2046-10-15 2.500000 980997.00 957211.78 Agency Mortgage-Backed Securities GNMI SF AE3329 X 2046-06-15 2.500000 111749.00 108319.18 Agency Mortgage-Backed Securities GNMI SF AE1986 X 2043-06-15 3.500000 126284.00 102346.91 Agency Mortgage-Backed Securities GNMI SF AE9868 X 2043-06-15 2.500000 306384.00 112501.99 Agency Mortgage-Backed Securities GNMI SF AE9888 X 2043-05-15 3.500000 850172.00 599870.79 Agency Mortgage-Backed Securities GNMI SF AE8860 X 2044-01-15 4.000000 1401439.00 1079673.57 Agency Mortgage-Backed Securities GNMI SF AE8861 X 2044-01-15 4.000000 1424355.00 1192365.61 Agency Mortgage-Backed Securities GNMI SF AE7209 X 2043-08-15 3.000000 25000.00 15211.48 Agency Mortgage-Backed Securities GNMI SF AE7455 X 2043-05-15 3.000000 2428336.00 1438985.13 Agency Mortgage-Backed Securities GNMI SF AF0129 X 2043-06-15 3.500000 541534.00 430088.25 Agency Mortgage-Backed Securities GNMI SF AK1681 X 2044-11-15 3.000000 63981.00 49503.29 Agency Mortgage-Backed Securities GNMI SF 660406 X 2042-04-15 3.500000 300000.00 195763.84 Agency Mortgage-Backed Securities GNMI SF 669069 X 2037-06-15 6.500000 966167.00 25638.20 Agency Mortgage-Backed Securities GNMI SF 411048 X 2038-10-15 5.000000 2084687.00 228443.35 Agency Mortgage-Backed Securities GNMI SF 589506 X 2032-10-15 6.000000 37077.00 1013.54 Agency Mortgage-Backed Securities GNMI SF 606285 X 2036-05-15 5.000000 274804.00 16296.53 Agency Mortgage-Backed Securities GNMI SF 703512 X 2039-05-15 4.500000 125000.00 19853.76 Agency Mortgage-Backed Securities GNMI SF 704750 X 2039-10-15 4.500000 34523.00 9764.75 Agency Mortgage-Backed Securities GNMI SF 704769 X 2039-11-15 5.000000 434582.00 47363.18 Agency Mortgage-Backed Securities GNMI SF 705750 X 2039-01-15 5.000000 1000000.00 59611.46 Agency Mortgage-Backed Securities GNII SF AC3886 C 2042-12-20 3.500000 31222.00 15407.33 Agency Mortgage-Backed Securities GNII SF MA0857 M 2035-03-20 6.000000 1355000.00 389617.14 Agency Mortgage-Backed Securities GNMI SF AM8203 X 2045-05-15 4.000000 482680.00 430944.39 Agency Mortgage-Backed Securities GNMI SF AM0476 X 2045-04-15 3.000000 40052.00 31676.63 Agency Mortgage-Backed Securities GNMI SF AM9010 X 2045-08-15 4.500000 55791.00 46464.56 Agency Mortgage-Backed Securities GNMI SF AM9046 X 2045-08-15 4.500000 197468.00 140323.29 Agency Mortgage-Backed Securities GNMI SF 713865 X 2039-09-15 5.000000 1400000.00 159821.28 Agency Mortgage-Backed Securities GNMI SF 726832 X 2039-10-15 5.000000 2950993.00 729679.71 Agency Mortgage-Backed Securities GNMI SF 728319 X 2039-11-15 5.000000 600000.00 224639.24 Agency Mortgage-Backed Securities GNMI SF 728286 X 2039-11-15 5.000000 600755.00 250210.38 Agency Mortgage-Backed Securities GNMI SF 728312 X 2039-11-15 4.500000 1500000.00 425138.89 Agency Mortgage-Backed Securities GNMI SF 728310 X 2039-11-15 4.500000 3944000.00 433414.92 Agency Mortgage-Backed Securities GNMI SF 646027 X 2037-09-15 6.000000 538491.00 99293.14 Agency Mortgage-Backed Securities GNMI SF 654432 X 2036-09-15 6.500000 2762966.00 172454.49 Agency Mortgage-Backed Securities GNMI SF AO0881 X 2045-07-15 3.000000 219264.00 162016.15 Agency Mortgage-Backed Securities GNII SF MA4125 M 2046-12-20 2.500000 897001.00 870401.24 Agency Mortgage-Backed Securities GNII SF MA4130 M 2046-12-20 5.000000 1693437.00 1701497.59 Agency Mortgage-Backed Securities GNII SF MA4073 M 2046-11-20 5.500000 1131091.00 1100444.11 Agency Mortgage-Backed Securities GNMI SF AO9092 X 2045-11-15 4.000000 109755.00 72522.83 Agency Mortgage-Backed Securities GNMI SF AO8124 X 2045-09-15 4.500000 30284.00 24617.97 Agency Mortgage-Backed Securities GNMI SF AO7556 X 2045-08-15 3.000000 148058.00 122381.21 Agency Mortgage-Backed Securities GNII SF AO6437 C 2045-08-20 3.500000 544614.00 509452.91 Agency Mortgage-Backed Securities GNMI SF AO3591 X 2045-08-15 3.000000 572458.00 479368.34 Agency Mortgage-Backed Securities GNMI SF AO2429 X 2045-08-15 3.000000 50000.00 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Agency Mortgage-Backed Securities GNMI SF AA4258 X 2042-08-15 3.000000 85377.00 60687.21 Agency Mortgage-Backed Securities GNMI SF 796410 X 2043-04-15 3.500000 246406.00 161539.82 Agency Mortgage-Backed Securities GNMI SF 795306 X 2042-12-15 3.000000 2000596.00 1441681.80 Agency Mortgage-Backed Securities GNMI SF 777672 X 2043-02-15 3.500000 109794.00 76104.24 Agency Mortgage-Backed Securities GNMI SF AA8339 X 2027-08-15 3.000000 250000.00 106880.15 Agency Mortgage-Backed Securities GNMI SF AA6411 X 2043-05-15 3.500000 470501.00 349481.41 Agency Mortgage-Backed Securities GNMI SF AA6300 X 2043-04-15 3.500000 474135.00 326750.96 Agency Mortgage-Backed Securities GNMI SF AA6008 X 2043-01-15 3.500000 201679.00 165591.12 Agency Mortgage-Backed Securities GNII SF AB9541 C 2042-12-20 3.500000 45088.00 23844.70 Agency Mortgage-Backed Securities GNMI SF AC7814 X 2042-12-15 3.500000 683763.00 542327.05 Agency Mortgage-Backed Securities GNMI SF AC6072 X 2043-06-15 3.000000 82250.00 48272.27 Agency Mortgage-Backed Securities GNMI SF AC6292 X 2043-02-15 3.500000 134941.00 119532.00 Agency Mortgage-Backed Securities GNMI SF 738108 X 2041-03-15 4.500000 5171672.00 1674730.17 Agency Mortgage-Backed Securities GNMI SF 743819 X 2040-08-15 5.000000 287231.00 146634.95 Agency Mortgage-Backed Securities GNII SF 003608 M 2034-08-20 4.500000 25000.00 3292.18 Agency Mortgage-Backed Securities GNMI SF 487861 X 2039-04-15 5.500000 448414.00 101915.73 Agency Mortgage-Backed Securities GNMI SF 508543 X 2034-02-15 5.000000 400000.00 46963.05 Agency Mortgage-Backed Securities GNMI SF 520220 X 2034-06-15 5.000000 829253.00 140410.01 Agency Mortgage-Backed Securities GNMI SF 569712 X 2035-09-15 5.000000 159443.00 11753.15 Agency Mortgage-Backed Securities GNMI SF 605524 X 2034-10-15 6.000000 550742.00 14489.81 Agency Mortgage-Backed Securities GNMI SF 574694 X 2034-09-15 5.500000 1112388.00 129957.93 Agency Mortgage-Backed Securities GNMI SF 699643 X 2038-12-15 6.000000 126163.00 4880.50 Agency Mortgage-Backed Securities GNMI SF 701340 X 2039-02-15 5.000000 324470.00 109823.22 Agency Mortgage-Backed Securities GNMI SF 701007 X 2038-11-15 5.000000 1118000.00 63121.58 Agency Mortgage-Backed Securities GNMI SF 714156 X 2039-05-15 4.500000 45000.00 20996.23 Agency Mortgage-Backed Securities GNMI SF 698092 X 2039-04-15 4.500000 53000.00 4308.87 Agency Mortgage-Backed Securities GNMI SF 698380 X 2039-07-15 5.500000 666690.00 281560.81 Agency Mortgage-Backed Securities GNMI SF 698335 X 2039-05-15 4.500000 2510164.00 230951.74 Agency Mortgage-Backed Securities GNMI SF 717944 X 2039-09-15 5.000000 91564.00 30497.61 Agency Mortgage-Backed Securities GNMI SF 721281 X 2040-10-15 4.500000 216510.00 92618.64 Agency Mortgage-Backed Securities GNII SF AU7230 C 2046-09-20 3.000000 1689692.00 1700904.78 Agency Mortgage-Backed Securities GNMI SF AU1959 X 2046-10-15 3.000000 39908.00 40323.19 Agency Mortgage-Backed Securities GNMI SF AI0347 X 2045-09-15 3.000000 1346259.00 1223142.89 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CIAQ5096 2027-11-01 3.000000 331294.00 157240.86 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8896 2043-04-01 3.000000 1021.00 707.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBBA3843 2046-11-01 2.460000 4308976.00 4135331.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2020-01-15 1.375000 25082300.00 29711990.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 100.00 87.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 1443900.00 1584091.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 66700.00 66576.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 18116800.00 18119785.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 13346600.00 13463173.29 U.S. Treasuries (including strips) Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 264000000.00 264000000.00 0.0092 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO 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2028-03-01 5.500000 5500000.00 222146.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-03-01 5.500000 690382.00 30161.70 Agency Mortgage-Backed Securities 05.500 FGPC C91234 G 2029-02-01 5.500000 608659.00 32159.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 540000.00 22612.21 Agency Mortgage-Backed Securities 05.500 FGPC C90902 G 2025-06-01 5.500000 1247833.00 67813.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-05-01 5.000000 43329139.00 1432841.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-05-01 5.000000 2000000.00 74103.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-05-01 5.000000 1907000.00 95865.05 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2025-09-01 5.000000 66654170.00 3385961.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-08-01 5.500000 187117.00 6216.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-08-01 5.000000 1910793.00 58984.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-07-01 6.000000 288802.00 22494.18 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2030-06-01 5.000000 38250.00 6683.06 Agency Mortgage-Backed Securities 06.000 FGPC C91199 G 2028-06-01 6.000000 98926.00 9409.10 Agency Mortgage-Backed Securities FNMS 06.000 CTAD0498 2026-10-01 6.000000 56505.00 7600.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 2430000.00 238983.33 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 750000.00 28923.28 Agency Mortgage-Backed Securities FNMS 05.500 CI889587 2023-06-01 5.500000 75000000.00 4878122.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-05-01 6.000000 711000.00 26606.96 Agency Mortgage-Backed Securities FNMS 05.500 CL894226 2036-11-01 5.500000 187396.00 5105.43 Agency Mortgage-Backed Securities FNMS 06.500 CL894049 2036-10-01 6.500000 465000.00 21357.07 Agency Mortgage-Backed Securities FNMS 06.000 CL893885 2036-10-01 6.000000 13574362.00 219451.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 12348544.00 381268.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-01-01 5.500000 917688.00 88827.34 Agency Mortgage-Backed Securities FNMS 05.000 CL903054 2036-12-01 5.000000 759652.00 35185.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-11-01 5.500000 7513940.00 148712.12 Agency Mortgage-Backed Securities FNMS 06.000 CL900828 2036-12-01 6.000000 1113553.00 69793.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-09-01 5.500000 1118768.00 25008.62 Agency Mortgage-Backed Securities FNMS 06.000 CL900318 2036-09-01 6.000000 2195000.00 24909.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-09-01 6.000000 10970195.00 351381.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-05-01 6.000000 47070908.00 561536.43 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-10-01 5.000000 418315.00 12738.42 Agency Mortgage-Backed Securities 05.000 FGPC A44316 G 2036-04-01 5.000000 225000.00 12279.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-02-01 5.500000 56911.00 1008.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-04-01 5.000000 119037.00 31211.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 3.508000 5000000.00 874649.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 361641.00 90170.68 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-08-01 5.000000 158193.00 19397.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 800000.00 126533.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 5.000000 229664.00 57004.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 6000.00 1153.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 5.000000 25738.00 6783.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-12-01 3.000000 169253.00 25824.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-12-01 5.000000 266085.00 40828.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-09-01 5.000000 61819.00 8380.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 7500000.00 1844439.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-07-01 5.000000 29000.00 6692.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 6.000000 944198.00 85826.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 138878.00 14051.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-10-01 5.000000 200000.00 7978.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-10-01 6.000000 4754182.00 53121.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-12-01 7.000000 357216.00 5.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-12-01 4.000000 51816301.00 976663.53 Agency Mortgage-Backed Securities FMAR 1B0889 G 2033-05-01 3.132000 200000.00 20244.05 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-12-01 6.000000 5997000.00 325991.54 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-12-01 5.500000 51447542.00 2296496.36 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-12-01 5.000000 1775089.00 35883.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-02-01 6.000000 259000.00 19.47 Agency Mortgage-Backed Securities 05.000 FGPC G11520 G 2019-01-01 5.000000 99091000.00 885116.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2034-12-01 5.000000 200000.00 11645.30 Agency Mortgage-Backed Securities 06.000 FGPC G00943 G 2028-07-01 6.000000 100335.00 436.65 Agency Mortgage-Backed Securities 06.000 FGPC C62394 G 2032-01-01 6.000000 750000.00 3607.69 Agency Mortgage-Backed Securities 03.500 FGPC T40081 G 2026-09-01 3.500000 1635000.00 231440.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-04-01 5.000000 140000.00 5132.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-04-01 6.000000 1846000.00 1163.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-02-01 6.000000 740508.00 23897.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-02-01 5.000000 2913000.00 160996.98 Agency Mortgage-Backed Securities 05.500 FGPC G30314 G 2027-01-01 5.500000 2380000.00 126655.74 Agency Mortgage-Backed Securities 05.500 FGPC C79349 G 2033-05-01 5.500000 257000.00 5386.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-01-01 6.000000 1000000.00 4698.24 Agency Mortgage-Backed Securities 06.000 FGPC C63101 G 2032-01-01 6.000000 900000.00 5610.65 Agency Mortgage-Backed Securities 03.500 FGPC J13885 G 2025-12-01 3.500000 1514050.00 333085.54 Agency Mortgage-Backed Securities 03.500 FGPC J13432 G 2025-11-01 3.500000 104209.00 18327.24 Agency Mortgage-Backed Securities FMAR 1N1463 G 2037-05-01 3.370000 3000000.00 359585.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAE5148 2040-11-01 4.000000 3552000.00 682340.98 Agency Mortgage-Backed Securities 06.000 FGPC A54117 G 2036-11-01 6.000000 25000.00 4110.83 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3480 2040-07-01 6.000000 1067989.00 217546.00 Agency Mortgage-Backed Securities FNMS 05.000 CLAD0591 2039-12-01 5.000000 425000.00 103895.72 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0354 2030-03-01 5.000000 375000.00 63774.91 Agency Mortgage-Backed Securities 05.000 FGPC G30390 G 2028-04-01 5.000000 34815.00 2238.79 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2025-12-01 5.500000 2317986.00 121991.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-01-01 6.500000 54300.00 650.90 Agency Mortgage-Backed Securities FNAR XX.XXX LB799940 2034-11-01 2.734000 6600000.00 185284.89 Agency Mortgage-Backed Securities FNMS 05.000 CL797806 2035-04-01 5.000000 100000.00 8306.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-10-01 6.000000 36200.00 820.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-09-01 6.000000 36200.00 820.17 Agency Mortgage-Backed Securities FNMS 05.500 CL789344 2034-07-01 5.500000 185000.00 12675.11 Agency Mortgage-Backed Securities FNMS 05.000 CL808338 2033-08-01 5.000000 15104067.00 687109.14 Agency Mortgage-Backed Securities FNMS 05.500 CL805018 2034-12-01 5.500000 3000148.00 252657.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-01-01 4.500000 1966984.00 78370.13 Agency Mortgage-Backed Securities FNAR XX.XXX LB804425 2034-12-01 3.233000 6125000.00 356305.86 Agency Mortgage-Backed Securities FNMS 04.500 CL804695 2034-12-01 4.500000 3849624.00 317434.28 Agency Mortgage-Backed Securities 04.000 FGPC B15063 G 2019-06-01 4.000000 905000.00 15044.65 Agency Mortgage-Backed Securities 05.000 FGPC A35795 G 2035-07-01 5.000000 265301.00 14211.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-06-01 5.000000 950102.00 29028.75 Agency Mortgage-Backed Securities 06.000 FGPC A28300 G 2034-11-01 6.000000 536000.00 44696.28 Agency Mortgage-Backed Securities 05.000 FGPC A23533 G 2034-06-01 5.000000 209200.00 6141.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-01-01 4.000000 823305.00 82611.98 Agency Mortgage-Backed Securities 05.000 FGPC A19680 G 2034-03-01 5.000000 70000.00 8384.51 Agency Mortgage-Backed Securities 06.000 FGPC C59161 G 2031-10-01 6.000000 3602373.00 90579.02 Agency Mortgage-Backed Securities 05.000 FGPC A39156 G 2035-11-01 5.000000 267950.00 21131.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-09-01 4.500000 1002323.00 71517.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-04-01 5.000000 65614.00 8512.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-04-01 5.000000 80227.00 14803.88 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-08-01 4.000000 6854086.00 812957.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-02-01 6.000000 13224830.00 34541.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-02-01 6.500000 650000.00 200.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-01-01 5.000000 482925.00 9668.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-01-01 5.500000 20945793.00 358956.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-01-01 6.500000 940000.00 1990.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-06-01 6.500000 719000.00 2473.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-05-01 5.500000 13676480.00 355783.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-05-01 6.500000 1660000.00 344.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-04-01 5.500000 5071028.00 283024.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-04-01 6.000000 350000.00 1680.07 Agency Mortgage-Backed Securities 05.000 FGPC C90804 G 2024-03-01 5.000000 3882839.00 161624.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-08-01 6.000000 150000.00 6781.83 Agency Mortgage-Backed Securities 05.500 FGPC C90846 G 2024-08-01 5.500000 9921891.00 391258.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-08-01 5.000000 5000000.00 183664.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-07-01 5.500000 1915000.00 72426.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-06-01 5.000000 880000.00 27534.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-06-01 5.500000 22519172.00 720023.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-04-01 5.500000 10723581.00 386307.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-02-01 5.000000 249384.00 7253.98 Agency Mortgage-Backed Securities FNMS 04.500 CN932709 2020-04-01 4.500000 3326882.00 305425.91 Agency Mortgage-Backed Securities FNMS 05.000 CL931792 2039-08-01 5.000000 1525000.00 319630.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-08-01 5.500000 2300000.00 503264.32 Agency Mortgage-Backed Securities FNMS 05.000 CL937114 2037-05-01 5.000000 86000.00 1664.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 4387845.00 334637.48 Agency Mortgage-Backed Securities FNMS 05.000 CL934643 2038-11-01 5.000000 1000.00 16.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.000000 2482636.00 89798.47 Agency Mortgage-Backed Securities FNMS 05.000 CL933806 2038-05-01 5.000000 161905.00 7087.06 Agency Mortgage-Backed Securities FNAR XX.XXX LB804565 2035-01-01 2.936000 2200000.00 111565.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-09-01 5.000000 1307000.00 48173.84 Agency Mortgage-Backed Securities 05.000 FGPC G30302 G 2025-07-01 5.000000 1325000.00 77699.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-03-01 5.500000 3323700.00 324397.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-05-01 3.414000 800000.00 38772.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-02-01 6.000000 36200.00 1800.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-12-01 6.000000 151208.00 8562.43 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-12-01 6.500000 268521.00 23767.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-12-01 6.000000 33645000.00 1900301.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-11-01 5.500000 4345000.00 273136.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-11-01 6.500000 35643209.00 697644.52 Agency Mortgage-Backed Securities 05.500 FGPC G30470 G 2026-10-01 5.500000 3990132.00 412689.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-04-01 5.000000 2500000.00 42075.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-05-01 6.500000 1972752.00 11041.57 Agency Mortgage-Backed Securities 06.500 FGPC D94619 G 2021-05-01 6.500000 719000.00 2579.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-03-01 6.500000 311927.00 724.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-03-01 6.500000 225834.00 212.58 Agency Mortgage-Backed Securities 05.000 FGPC L10219 G 2034-01-01 5.000000 30000000.00 889878.19 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2017-06-15 6.000000 108600.00 47.83 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2017-06-15 6.000000 7000000.00 2096.23 Agency Mortgage-Backed Securities 05.000 FGPC D98634 G 2027-05-01 5.000000 1198027.00 96795.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-12-01 5.500000 5965000.00 388046.70 Agency Mortgage-Backed Securities 05.000 FGPC D96122 G 2023-06-01 5.000000 750000.00 15356.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 6.000000 13635675.00 989232.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-10-01 5.000000 3017304.00 128638.33 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-10-01 5.500000 5186430.00 221512.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 105000.00 4442.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 5.000000 10417000.00 607507.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-02-01 6.000000 8895281.00 535326.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-01-01 6.000000 339755.00 18853.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-01-01 5.500000 6632288.00 341656.09 Agency Mortgage-Backed Securities FNMS 06.000 CL255555 2034-12-01 6.000000 90000.00 7000.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-11-01 5.500000 10000000.00 520395.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 5.500000 550000.00 30771.05 Agency Mortgage-Backed Securities FNMS 05.000 CT256253 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Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 1710158.00 103553.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 7225000.00 438939.09 Agency Mortgage-Backed Securities FNMS 04.500 CL736047 2033-09-01 4.500000 1900000.00 104453.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-09-01 6.000000 225000.00 790.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 1.863000 850000.00 40658.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 5.000000 157747.00 9230.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 1510764.00 70605.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-10-01 6.500000 72400.00 208.66 Agency Mortgage-Backed Securities FNMS 05.000 CL741802 2033-09-01 5.000000 6537392.00 702904.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-12-01 6.500000 758000.00 15450.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-11-01 3.097000 225000.00 18373.42 Agency Mortgage-Backed Securities FNMS 06.500 CT745316 2026-02-01 6.500000 1599993.00 76563.23 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 80000.00 5172.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-12-01 4.500000 924385.00 61612.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-11-01 5.000000 100000.00 6873.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-04-01 6.500000 250000.00 118.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-02-01 5.000000 75000.00 4370.01 Agency Mortgage-Backed Securities FNMS 04.500 RI745321 2019-12-01 4.500000 25000.00 265.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-10-01 7.000000 206761.00 0.24 Agency Mortgage-Backed Securities FNAR XX.XXX LA745700 2036-06-01 3.296000 30788872.00 2152069.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-05-01 5.000000 2272412.00 128760.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-12-01 5.500000 255833.00 5485.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-12-01 5.500000 982313.00 17364.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-12-01 6.500000 10000000.00 88685.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-11-01 5.500000 222322.00 3505.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2017-10-01 5.500000 474974.00 368.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-09-01 6.000000 292781.00 3667.03 Agency Mortgage-Backed Securities FNMS 06.000 CI255678 2020-02-01 6.000000 143856.00 4989.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-01-01 5.500000 870000.00 49505.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 2767796.00 177157.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-01-01 5.000000 38214.00 1825.83 Agency Mortgage-Backed Securities FNMS 05.500 CT255047 2024-01-01 5.500000 6128216.00 317851.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-12-01 6.500000 9000.00 252.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-06-01 6.000000 1485765.00 105145.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-03-01 5.500000 1500000.00 100489.71 Agency Mortgage-Backed Securities FNMS 06.500 CL255661 2035-02-01 6.500000 328059.00 27024.10 Agency Mortgage-Backed Securities FNMS 06.000 CT255133 2024-02-01 6.000000 599937.00 26825.79 Agency Mortgage-Backed Securities FNMS 05.000 CT255113 2024-02-01 5.000000 1275000.00 65621.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-02-01 5.500000 6344992.00 317266.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-09-01 5.500000 1214088.00 57410.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-09-01 6.000000 4447806.00 228132.21 Agency Mortgage-Backed Securities FNMS 05.000 CL254828 2033-08-01 5.000000 2271000.00 99285.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-08-01 5.500000 2999385.00 106420.00 Agency Mortgage-Backed Securities FNMS 04.000 CT255404 2024-07-01 4.000000 8862.00 680.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-07-01 5.500000 4866899.00 249598.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 6.000000 5117520.00 318598.20 Agency Mortgage-Backed Securities 05.000 FGPC A61868 G 2037-06-01 5.000000 83242.00 5737.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-06-01 6.000000 1749311.00 33344.43 Agency Mortgage-Backed Securities 05.000 FGPC A61557 G 2036-10-01 5.000000 13281960.00 273337.85 Agency 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Agency Mortgage-Backed Securities 05.000 FGPC A87250 G 2039-06-01 5.000000 175000.00 19140.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-06-01 4.500000 3020172.00 248407.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-05-01 5.000000 64404.00 1317.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-04-01 5.000000 1491289.00 52022.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-05-01 5.000000 1730000.00 312543.97 Agency Mortgage-Backed Securities 06.000 FGPC C27871 G 2029-06-01 6.000000 372007.00 6109.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-03-01 5.000000 1249001.00 219898.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 188414.00 10642.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 1345416.00 358491.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-06-01 4.000000 22933968.00 211405.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-05-01 5.000000 125000.00 2530.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-05-01 5.000000 17672350.00 110514.36 Agency Mortgage-Backed Securities 04.500 FGPC A95519 G 2040-12-01 4.500000 1000000.00 134465.94 Agency Mortgage-Backed Securities 06.000 FGPC A95059 G 2038-10-01 6.000000 128247.00 17610.99 Agency Mortgage-Backed Securities 05.000 FGPC E01448 G 2018-09-01 5.000000 8089000.00 76019.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-07-01 5.000000 475000.00 3181.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-07-01 4.000000 49151436.00 416105.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2017-07-01 6.000000 830000.00 204.64 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2017-06-15 6.000000 30000.00 4.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-07-01 3.500000 2296474.00 416932.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-07-01 5.000000 1426224.00 26182.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-11-01 5.000000 2560000.00 30389.85 Agency Mortgage-Backed Securities 03.500 FGPC E01479 G 2018-09-01 3.500000 4201942.00 67805.39 Agency Mortgage-Backed Securities 05.000 FGPC B10851 G 2018-11-01 5.000000 10000000.00 101623.36 Agency Mortgage-Backed Securities FMAR 786661 G 2038-11-01 3.007000 5484949.00 64078.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2025-12-01 3.500000 1812132.00 232858.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2025-10-01 3.500000 649295.00 82068.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 30025.00 5983.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-03-01 4.000000 10250000.00 118522.49 Agency Mortgage-Backed Securities 05.000 FGPC B12315 G 2019-02-01 5.000000 2862377.00 52058.56 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-11-01 5.000000 12078000.00 88962.01 Agency Mortgage-Backed Securities 05.000 FGPC A18301 G 2034-02-01 5.000000 87261.00 2458.60 Agency Mortgage-Backed Securities 05.000 FGPC A16321 G 2029-09-01 5.000000 1091406.00 82252.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-11-01 5.500000 175723.00 5191.90 Agency Mortgage-Backed Securities 05.500 FGPC A13587 G 2033-09-01 5.500000 50000.00 1991.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-04-01 6.000000 1373645.00 89063.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-04-01 6.000000 2430000.00 25973.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-03-01 6.500000 18100.00 328.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-01-01 5.500000 5441.00 668.89 Agency Mortgage-Backed Securities FNMS 04.500 CL753118 2033-12-01 4.500000 973028.00 55166.25 Agency Mortgage-Backed Securities FNMS 04.500 CL749894 2033-09-01 4.500000 391665.00 22712.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-11-01 5.500000 1404000.00 27753.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-10-01 4.500000 17777387.00 1109215.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-05-01 6.000000 18100.00 111.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-05-01 5.000000 9100000.00 862123.83 Agency Mortgage-Backed Securities FNMS 04.500 CL772377 2034-05-01 4.500000 401974.00 35204.37 Agency Mortgage-Backed Securities FNMS 05.000 CL772309 2034-04-01 5.000000 3443992.00 340978.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-03-01 5.500000 101390.00 3017.18 Agency Mortgage-Backed Securities 06.000 FGPC G04559 G 2038-05-01 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Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 20866686.00 1046986.70 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 52750000.00 3628050.34 Agency Mortgage-Backed Securities 06.500 FGPC G05719 G 2039-04-01 6.500000 5675907.00 297512.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-02-01 5.000000 410152.00 20508.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-02-01 5.000000 85289.00 4065.76 Agency Mortgage-Backed Securities 05.000 FGPC G05205 G 2039-01-01 5.000000 370166.00 16355.74 Agency Mortgage-Backed Securities 05.500 FGPC G05337 G 2038-12-01 5.500000 691606.00 47254.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-10-01 4.500000 6000.00 928.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-09-01 5.000000 107866.00 6404.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-09-01 5.000000 215001.00 9768.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 976288.00 52426.36 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 29000.00 5077.62 Agency Mortgage-Backed Securities 06.000 FGPC G06079 G 2039-07-01 6.000000 186000.00 20914.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-04-01 6.500000 464672.00 30177.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-03-01 5.000000 272318.00 37728.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-01-01 5.500000 9754591.00 763011.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-12-01 5.500000 1053306.00 81692.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 14000.00 2423.29 Agency Mortgage-Backed Securities 06.500 FGPC G06084 G 2038-12-01 6.500000 241723.00 27796.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 6097200.00 501044.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-10-01 5.000000 856174.00 48914.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-03-01 5.000000 6488000.00 134864.32 Agency Mortgage-Backed Securities 05.000 FGPC G12996 G 2023-02-01 5.000000 100000000.00 3241412.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-08-01 6.000000 217968.00 66.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-01 6.000000 204000.00 1567.70 Agency Mortgage-Backed Securities FNMS 07.500 CL390176 2027-05-01 7.500000 325140.00 3359.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 4.500000 1500000.00 133207.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 5.000000 7897000.00 380935.34 Agency Mortgage-Backed Securities FNMS 05.500 CT357773 2025-05-01 5.500000 1100000.00 40115.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-09-01 6.000000 40700000.00 255483.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-01-01 6.000000 5978628.00 29252.23 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-01-01 6.000000 17009388.00 18609.44 Agency Mortgage-Backed Securities FNAR XX.XXX WE421363 2022-11-01 2.285000 18208440.00 104925.41 Agency Mortgage-Backed Securities FNMS 07.000 CL416944 2028-02-01 7.000000 306108.00 551.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-03-01 6.500000 1177683.00 2404.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-04-01 6.500000 37265.00 101.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-03-01 6.500000 500000.00 1541.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-02-01 6.500000 1227154.00 7043.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-11-01 7.500000 365000.00 1374.49 Agency Mortgage-Backed Securities FNAR XX.XXX WS526988 2018-10-01 2.239000 2111965.00 4883.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-03-01 6.500000 21314918.00 23333.57 Agency Mortgage-Backed Securities FNAR XX.XXX WS485627 2028-11-01 6.744000 8400000.00 126886.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-01-01 6.000000 7919577.00 94929.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-01-01 6.000000 150000.00 102.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-07-01 8.000000 154241.00 1557.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-11-01 5.500000 5249036.00 98390.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2017-07-01 5.500000 540122.00 0.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-02-01 6.000000 320412.00 487.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-05-01 6.000000 39578.00 5182.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-07-01 5.000000 90000000.00 2858427.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-06-01 4.000000 4186658.00 73386.99 Agency Mortgage-Backed Securities 05.000 FGPC G13156 G 2023-05-01 5.000000 15564963.00 752592.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-04-01 5.000000 3700000.00 181542.31 Agency Mortgage-Backed Securities 05.000 FGPC G13061 G 2023-03-01 5.000000 100000000.00 3699740.72 Agency Mortgage-Backed Securities 06.000 FGPC G12952 G 2022-12-01 6.000000 100000000.00 4153377.53 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-12-01 5.000000 25077327.00 433679.10 Agency Mortgage-Backed Securities 06.500 FGPC G12893 G 2022-11-01 6.500000 1015000.00 94418.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-08-01 5.000000 3109635.00 117641.53 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-08-01 5.000000 101000000.00 4926585.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 3200000.00 837638.83 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-12-01 5.500000 1892000.00 93058.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-05-01 6.000000 219153.00 2602.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-10-01 6.500000 13785372.00 12364.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-10-01 4.500000 4926711.00 299827.79 Agency Mortgage-Backed Securities FNMS 06.000 CI555170 2017-12-01 6.000000 22000.00 0.45 Agency Mortgage-Backed Securities FNMS 05.500 CI555013 2017-11-01 5.500000 49000.00 35.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2017-11-01 6.000000 1205998.00 195.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-04-01 5.500000 14815.00 55.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-11-01 7.000000 106210.00 2449.71 Agency Mortgage-Backed Securities FNAR XX.XXX WS594572 2023-12-01 3.593000 1136760.00 34965.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-07-01 7.000000 125936.00 390.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-07-01 6.000000 700000.00 1962.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-03-01 6.500000 10000.00 13.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS563477 2040-11-01 2.063000 150000.00 2744.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-04-01 7.000000 38509.00 194.46 Agency Mortgage-Backed Securities FNMS 05.500 CL634336 2032-11-01 5.500000 4335363.00 207498.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-12-01 6.000000 307391.00 5984.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-03-01 8.000000 556043.00 2848.30 Agency Mortgage-Backed Securities FNMS 06.000 CL609660 2031-11-01 6.000000 1450000.00 6188.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-09-01 2.763000 1000000.00 6284.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 377000.00 89763.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 1000.00 238.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 50645.00 10758.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 13000.00 2676.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-10-01 4.000000 1576084.00 93170.29 Agency Mortgage-Backed Securities 04.500 FGPC G08274 G 2038-04-01 4.500000 142261.00 12157.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-02-01 5.000000 274138.00 18863.19 Agency Mortgage-Backed Securities 05.500 FGPC G08179 G 2037-02-01 5.500000 625012.00 28228.04 Agency Mortgage-Backed Securities 05.500 FGPC G08314 G 2039-01-01 5.500000 26212.00 965.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-03-01 5.000000 126008.00 6887.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-03-01 6.500000 55839.00 7904.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-02-01 5.000000 38900000.00 3058839.27 Agency Mortgage-Backed Securities 04.500 FGPC G08091 G 2035-09-01 4.500000 1659696.00 101223.53 Agency Mortgage-Backed Securities 05.500 FGPC G08355 G 2039-06-01 5.500000 210633.00 28743.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-06-01 5.000000 100000.00 5525.05 Agency Mortgage-Backed Securities FNMS 05.000 CLAA1007 2036-04-01 5.000000 86346.00 10574.73 Agency Mortgage-Backed Securities FNMS 05.000 CLAA1717 2039-01-01 5.000000 46153.00 870.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-01-01 5.000000 2112679.00 54990.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-07-01 5.000000 602674.00 29780.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 841430.00 42032.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 203849.00 9804.56 Agency Mortgage-Backed Securities FNMS 05.000 CLAA2412 2039-04-01 5.000000 30928.00 3599.53 Agency Mortgage-Backed Securities FNMS 05.000 CLAA2022 2039-01-01 5.000000 953000.00 70977.90 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0920 2037-08-01 5.500000 800000.00 78860.84 Agency Mortgage-Backed Securities FNAR XX.XXX LBAA8575 2039-07-01 3.184000 25020532.00 2327771.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 2449142.00 200832.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 3450000.00 415964.50 Agency Mortgage-Backed Securities FNMS 05.000 CLAA6044 2039-05-01 5.000000 77613.00 6784.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 75982.00 1301.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 80618.00 8035.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-02-01 5.000000 400080.00 55594.70 Agency Mortgage-Backed Securities FNMS 05.500 CTAB0218 2029-02-01 5.500000 3435871.00 183003.84 Agency Mortgage-Backed Securities FNMS 05.000 CTAB0180 2023-02-01 5.000000 4727427.00 282118.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-08-01 5.000000 300000.00 64160.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-07-01 3.000000 8129310.00 1173492.02 Agency Mortgage-Backed Securities FNMS 04.500 CNAA9400 2019-06-01 4.500000 902807.00 76383.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 385626.00 29074.21 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0047 2035-04-01 4.500000 135000.00 16035.98 Agency Mortgage-Backed Securities FNMS 04.000 CKAB3730 2041-10-01 4.000000 13304266.00 662133.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-08-01 3.500000 1826400.00 254767.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-10-01 3.054000 35011371.00 4623722.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC2407 2039-05-01 3.531000 9979290.00 774928.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-12-01 4.500000 482423.00 76892.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-12-01 4.000000 953000.00 198889.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC7653 2039-12-01 3.347000 10000000.00 801256.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-12-01 5.000000 742703.00 139110.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-12-01 3.356000 20024290.00 2831297.72 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0010 2019-03-01 4.500000 1153530.00 27468.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-02-01 5.000000 263670.00 47533.26 Agency Mortgage-Backed Securities Y 2017-06-07 2017-06-07 2017-06-07 N N N 0.0083 309990355.90 309990355.90 0.0108 N N Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.750000% 0001457970 98599G006_0.75_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-02-15 3.625000 497363700.00 539040043.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 6.250000 835185400.00 1061993319.12 U.S. Treasuries (including strips) Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0075 1601000000.00 1601000000.00 0.0559 N Y Y N The Charles Schwab Family of Funds 2017-06-07 Mark Fischer Mark Fischer Chief Financial Officer