0001145549-17-007998.txt : 20171207 0001145549-17-007998.hdr.sgml : 20171207 20171207172432 ACCESSION NUMBER: 0001145549-17-007998 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171130 FILED AS OF DATE: 20171207 DATE AS OF CHANGE: 20171207 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: 171245562 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Investor Shares SNVXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-11-30 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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U.S. Government Agency Debt Y 2018-02-15 2018-05-15 2018-05-15 N N N 0.0128 192875291.12 192875291.12 0.0074 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.016000% 3130AAZE1 US3130AAZE16 U.S. Government Agency Debt Y 2017-12-21 2018-03-21 2018-03-21 N N N 0.0127 145958531.62 145958531.62 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.073000% 3130AB4Q6 US3130AB4Q69 U.S. Government Agency Debt Y 2018-01-05 2018-10-05 2018-10-05 N N N 0.0129 96939268.30 96939268.30 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.082000% 3130AB6Y7 US3130AB6Y75 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0126 97143223.79 97143223.79 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.096000% 3130AB6Z4 US3130AB6Z41 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0126 145488319.26 145488319.26 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.168000% 3130ABA30 US3130ABA302 U.S. 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2018-01-12 2018-01-12 N N N 0.0126 911678889.00 911678889.00 0.0348 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385RX6 US313385RX61 U.S. Government Agency Debt Y 2018-01-17 2018-01-17 2018-01-17 N N N 0.0126 832637773.43 832637773.43 0.0318 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0126 554861809.60 554861809.60 0.0212 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SE7 US313385SE71 U.S. Government Agency Debt Y 2018-01-24 2018-01-24 2018-01-24 N N N 0.0126 712844638.22 712844638.22 0.0272 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SG2 US313385SG20 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0126 99807100.00 99807100.00 0.0038 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SK3 US313385SK32 U.S. Government Agency Debt Y 2018-01-29 2018-01-29 2018-01-29 N N N 0.0126 149695200.00 149695200.00 0.0057 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SL1 US313385SL15 U.S. Government Agency Debt Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0126 184617605.00 184617605.00 0.0070 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SM9 US313385SM97 U.S. Government Agency Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0126 580148541.63 580148541.63 0.0221 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SP2 US313385SP29 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0131 886992638.00 886992638.00 0.0338 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SU1 US313385SU14 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0131 145644198.00 145644198.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385SW7 US313385SW79 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0131 144636340.00 144636340.00 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TA4 US313385TA41 U.S. Government Agency Debt Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0131 128657.89 128657.89 0.0000 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TB2 US313385TB24 U.S. Government Agency Debt Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0131 45377696.00 45377696.00 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TD8 US313385TD89 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0131 167037867.50 167037867.50 0.0064 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0131 236203987.80 236203987.80 0.0090 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TL0 US313385TL06 U.S. Government Agency Debt Y 2018-02-23 2018-02-23 2018-02-23 N N N 0.0131 1495485.00 1495485.00 0.0001 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TR7 US313385TR75 U.S. Government Agency Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0131 59808660.00 59808660.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385TT3 US313385TT32 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 241186396.00 241186396.00 0.0092 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385UA2 US313385UA22 U.S. Government Agency Debt Y 2018-03-09 2018-03-09 2018-03-09 N N N 0.0135 4384067.60 4384067.60 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385UL8 US313385UL86 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0135 5293793.15 5293793.15 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385UN4 US313385UN43 U.S. Government Agency Debt Y 2018-03-21 2018-03-21 2018-03-21 N N N 0.0135 21752238.18 21752238.18 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385UV6 US313385UV68 U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0135 27878956.00 27878956.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385VE3 US313385VE35 U.S. Government Agency Debt Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0139 11942880.00 11942880.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385VJ2 US313385VJ22 U.S. Government Agency Debt Y 2018-04-10 2018-04-10 2018-04-10 N N N 0.0139 970211.78 970211.78 0.0000 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385VM5 US313385VM50 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0139 17909568.00 17909568.00 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y 2018-05-04 2018-05-04 2018-05-04 N N N 0.0141 99409700.00 99409700.00 0.0038 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397QR5 S6XOOCT0IEG5ABCC6L87 US313397QR58 U.S. Government Agency Debt Y 2017-12-18 2017-12-18 2017-12-18 N N N 0.0117 999.46 999.46 0.0000 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397RW3 S6XOOCT0IEG5ABCC6L87 US313397RW35 U.S. Government Agency Debt Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0126 18840109.92 18840109.92 0.0007 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397SN2 S6XOOCT0IEG5ABCC6L87 US313397SN27 U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 11973.34 11973.34 0.0000 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397SP7 S6XOOCT0IEG5ABCC6L87 US313397SP74 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0131 30766372.31 30766372.31 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397SU6 S6XOOCT0IEG5ABCC6L87 US313397SU69 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0131 498781500.00 498781500.00 0.0190 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397SV4 S6XOOCT0IEG5ABCC6L87 US313397SV43 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0131 240404007.00 240404007.00 0.0092 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.420000% 3133EDHU9 US3133EDHU91 U.S. Government Agency Debt Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0139 9300911.40 9300911.40 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.000000% 3133EFVC8 US3133EFVC85 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0115 1739632.86 1739632.86 0.0001 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.050000% 3134G8L98 S6XOOCT0IEG5ABCC6L87 US3134G8L980 U.S. Government Agency Debt Y 2018-02-26 2018-02-26 2018-02-26 N N N 0.0131 14990610.00 14990610.00 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 5.000000% 3134G9TE7 S6XOOCT0IEG5ABCC6L87 US3134G9TE75 U.S. Government Agency Debt Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0144 3044133.00 3044133.00 0.0001 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000% 3135G0J61 B1V7KEBTPIMZEU4LTD58 US3135G0J618 U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0134 2799796.80 2799796.80 0.0001 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000% 3135G0TG8 B1V7KEBTPIMZEU4LTD58 US3135G0TG87 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0128 2448125.75 2448125.75 0.0001 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000% 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0146 12245539.73 12245539.73 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.000000% 3136G0V57 B1V7KEBTPIMZEU4LTD58 US3136G0V570 U.S. Government Agency Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0141 998315.00 998315.00 0.0000 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.875000% 3137EADP1 S6XOOCT0IEG5ABCC6L87 US3137EADP18 U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0138 4331101.68 4331101.68 0.0002 N N N N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.020000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.02_1206 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRM RC074PH R17F074 2046-08-25 3.000000 147002171.00 147900000.90 Agency Collateralized Mortgage Obligation Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0102 145000000.00 145000000.00 0.0055 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.030000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.03_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-09-15 4.000000 493003.00 519802.06 Agency Collateralized Mortgage Obligation 04.000 FGPC G07787 G 2044-08-01 4.000000 19015200.00 12444043.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-08-01 4.000000 11111000.00 1507947.48 Agency Mortgage-Backed Securities 03.500 FGPC V83267 G 2047-07-01 3.500000 15712912.00 15988060.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 13510496.00 9589939.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-02-01 3.500000 67408768.00 51256791.66 Agency Mortgage-Backed Securities 03.500 FGPC Q43565 G 2046-10-01 3.500000 8685408.00 8040434.98 Agency Mortgage-Backed Securities 04.000 FGPC J10374 G 2024-07-01 4.000000 4377000.00 471147.66 Agency Mortgage-Backed Securities 03.000 FGPC T65384 G 2046-07-01 3.000000 5517792.00 4965113.95 Agency Mortgage-Backed Securities 03.500 FGPC J36918 G 2032-05-01 3.500000 1215304.00 1231751.36 Agency Mortgage-Backed Securities 03.000 FGPC J27436 G 2029-02-01 3.000000 12379584.00 7247364.17 Agency Mortgage-Backed Securities 02.500 FGPC J22382 G 2028-02-01 2.500000 10269648.00 5444012.58 Agency Mortgage-Backed Securities 05.500 FGPC H09228 G 2038-05-01 5.500000 9360700.00 4695597.78 Agency Mortgage-Backed Securities 04.500 FGPC Q30116 G 2044-12-01 4.500000 6332232.00 2673013.86 Agency Mortgage-Backed Securities 04.500 FGPC Q24520 G 2044-01-01 4.500000 8147840.00 4782092.87 Agency Mortgage-Backed Securities 04.500 FGPC U99076 G 2043-12-01 4.500000 3600000.00 2812009.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBE0845 2047-04-01 4.500000 1677520.00 1629383.87 Agency Mortgage-Backed Securities FNMS 03.000 CLBC7216 2046-04-01 3.000000 1424716.00 1238454.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAV0691 2043-12-01 4.000000 89999.00 55895.75 Agency Mortgage-Backed Securities 03.500 FGPC Q51252 G 2047-10-01 3.500000 7070088.00 7227144.36 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 141000000.00 141000000.00 0.0054 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.070000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.07_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-03-25 3.389000 1000000.00 1049585.67 Agency Collateralized Mortgage Obligation FNMS 02.500 CIAB9729 2028-06-01 2.500000 703725.00 370355.51 Agency Mortgage-Backed Securities FNMS 06.000 CL970872 2038-12-01 6.000000 3500000.00 296318.47 Agency Mortgage-Backed Securities FNMS 03.500 CKMA1708 2043-12-01 3.500000 2000000.00 485888.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-06-01 6.000000 27202520.00 299891.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-04-01 5.000000 1082226.00 367617.95 Agency Mortgage-Backed Securities FNMS 05.500 CTAB0218 2029-02-01 5.500000 21923232.00 1104631.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-05-01 5.500000 91902.00 11982.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 4387840.00 293264.64 Agency Mortgage-Backed Securities FNMS 04.000 CRMA2889 2046-12-01 4.000000 1293908.00 1355798.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 1000000.00 762202.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-09-01 3.500000 767503.00 40891.04 Agency Mortgage-Backed Securities 05.000 FGPC D98634 G 2027-05-01 5.000000 5151936.00 374010.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-12-01 4.000000 29419500.00 15302515.05 Agency Mortgage-Backed Securities 03.500 FGPC Q10247 G 2042-08-01 3.500000 12720120.00 7370792.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-10-01 5.500000 1435522.00 583745.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-10-01 5.500000 28690.00 5221.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 260000.00 58615.72 Agency Mortgage-Backed Securities 04.500 FGPC G15226 G 2020-08-01 4.500000 61699456.00 5343795.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-07-01 6.000000 15982736.00 526619.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-10-01 5.500000 3788236.00 292987.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5189 2045-06-01 3.500000 905699.00 671133.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-03-01 3.500000 3224264.00 2049398.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-03-01 5.500000 6026784.00 405179.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2002 2047-10-01 4.000000 137482496.00 139328849.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-07-01 5.500000 1402462.00 101960.86 Agency Mortgage-Backed Securities 03.500 FGPC J14400 G 2026-02-01 3.500000 81506.00 14110.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-03-01 4.500000 4100000.00 57495.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-07-01 5.500000 1718234.00 125509.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 500000.00 78249.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-10-01 5.500000 40015.00 6624.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9417 2047-09-01 4.500000 1982338.00 2151225.13 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4697 2029-02-01 3.220000 13000000.00 13389365.07 Agency Mortgage-Backed Securities FNMS 03.500 CI932833 2025-11-01 3.500000 213537280.00 51183254.11 Agency Mortgage-Backed Securities FNMS 05.500 CL890580 2041-09-01 5.500000 973990.00 383765.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3257 2047-11-01 4.000000 1514340.00 1615865.66 Agency Mortgage-Backed Securities FNMS 03.500 CIBJ0205 2032-08-01 3.500000 1256008.00 1303553.29 Agency Mortgage-Backed Securities FNMS 04.500 CLAL9854 2047-01-01 4.500000 1656376.00 1432583.69 Agency Mortgage-Backed Securities 04.500 FGPC Q52197 G 2047-11-01 4.500000 1666140.00 1786482.01 Agency Mortgage-Backed Securities 03.500 FGPC Q50702 G 2047-09-01 3.500000 7376800.00 7582522.54 Agency Mortgage-Backed Securities GNMI SF 634559 X 2019-10-15 6.000000 288856.00 13560.45 Agency Mortgage-Backed Securities GNMI SF 616275 X 2019-02-15 5.500000 3472792.00 22759.70 Agency Mortgage-Backed Securities GNII SF MA4383 M 2047-04-20 4.000000 257410000.00 249999820.34 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0107 500000000.00 500000000.00 0.0191 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.040000% ZBUT11V806EZRVTWT807 0001168163 46899T004_1.04_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2031-04-01 3.500000 1960200.00 593174.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-02-01 6.000000 9395332.00 1945019.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 2.547000 5729486.00 2081169.95 Agency Mortgage-Backed Securities 03.500 FGPC G14893 G 2028-11-01 3.500000 37245.00 21343.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-11-01 2.969000 6009.00 62.87 Agency Mortgage-Backed Securities FMAR 788154 G 2029-06-01 3.535000 1166.00 14.07 Agency Mortgage-Backed Securities FMAR 788154 G 2029-06-01 3.535000 1719.00 20.74 Agency Mortgage-Backed Securities FMAR 970024 G 2022-11-01 3.150000 1073.00 2.84 Agency Mortgage-Backed Securities FMAR 782749 G 2036-10-01 3.291000 9410.00 95.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-11-01 2.969000 1548.00 16.20 Agency Mortgage-Backed Securities 04.000 FGPC Q37476 G 2045-11-01 4.000000 135061.00 100154.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-08-01 3.082000 5246.00 16.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-02-01 2.842000 1094.00 42.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 3.460000 2378.00 147.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 517179.00 238115.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 3.599000 1022.00 39.89 Agency Mortgage-Backed Securities 03.000 FGPC G18670 G 2032-12-01 3.000000 1000.00 1023.52 Agency Mortgage-Backed Securities FMAR 2B2646 G 2044-05-01 2.870000 1000.00 307.87 Agency Mortgage-Backed Securities FMAR 2B2762 G 2044-06-01 2.000000 27001840.00 11607355.02 Agency Mortgage-Backed Securities FMAR 840679 G 2046-10-01 2.335000 8059747.00 7792832.63 Agency Mortgage-Backed Securities GNII SF MA4011 M 2039-02-20 7.000000 357775.00 274528.51 Agency Mortgage-Backed Securities GNAR AF MA4847 M 2047-11-20 2.500000 2052.00 2068.93 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2018-08-16 0.00 43877200.00 43405032.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-11 0.00 53175200.00 52447054.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 1339300.00 1267840.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 100.00 94.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 38335900.00 36806163.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 29300.00 28130.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.132900 93560300.00 93674552.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 96541400.00 100247230.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 78520700.00 81534789.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 34231600.00 34226202.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 215807800.00 215773771.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 2610300.00 2591343.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 79532600.00 78242996.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 6888100.00 6855990.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 93184500.00 92750110.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 56974200.00 58273579.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 11434000.00 13335375.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.875000 16600900.00 16597679.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 63789800.00 64837605.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 500.00 508.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 2700300.00 2685787.52 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0104 1000000000.00 1000000000.00 0.0381 N Y Y N Trade was executed as a Treasury Repurchase Agreement, however, counterparty incorrectly delivered non-treasury securities as collateral. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.040000% ZBUT11V806EZRVTWT807 0001168163 46899T004_1.04_1207 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-12-31 2.250000 22938900.00 23210831.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 22900.00 21986.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 91600.00 91173.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 2290300.00 2253163.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 98300.00 102073.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 4530000.00 4288297.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-16 0.00 40667100.00 40229476.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.132900 31689900.00 31728598.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 73200.00 74402.38 U.S. Treasuries (including strips) Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0104 100000000.00 100000000.00 0.0038 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.050000% ZBUT11V806EZRVTWT807 0001168163 46899T004_1.05_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.500 CIBD8052 2031-09-01 2.500000 1151307.00 1007165.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 75444434.00 45121299.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9977 2047-07-01 4.000000 31676305.00 33201326.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9615 2047-05-01 4.500000 38877237.00 39309242.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 120633.00 55540.97 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 2047-09-01 4.000000 44224904.00 45736743.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 140371.00 99232.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2023-08-31 1.375000 77000.00 73927.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 194400.00 192988.22 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 160000000.00 160000000.00 0.0061 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.050000% ZBUT11V806EZRVTWT807 0001168163 46899T004_1.05_1207 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLAS9977 2047-07-01 4.000000 869181.00 911026.77 Agency Mortgage-Backed Securities FNMS 03.500 CRAS9048 2043-09-01 3.500000 166888.00 111561.80 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9615 2047-05-01 4.500000 10773504.00 10893219.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 258068.00 179254.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 9910773.00 4563046.51 Agency Mortgage-Backed Securities FNAR XX.XXX H2AN4403 2027-02-01 3.069000 46634652.00 47256793.23 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 2047-09-01 4.000000 34794582.00 35984043.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 73774584.00 52153623.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 2988112.00 1637644.34 Agency Mortgage-Backed Securities 04.000 FGPC Q37476 G 2045-11-01 4.000000 50021.00 37093.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0062 2047-07-01 4.000000 257313.00 266129.67 Agency Mortgage-Backed Securities FNMS 02.500 CIBD8052 2031-09-01 2.500000 209449.00 183226.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2023-08-31 1.375000 66500.00 63846.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 219800.00 256350.84 U.S. Treasuries (including strips) Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0105 150000000.00 150000000.00 0.0057 N N Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.050000% 7TK5RJIZDFROZCA6XF66 0000812291 60686N005_1.05_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBM1193 2047-05-01 4.000000 14166111.00 14560149.85 Agency Mortgage-Backed Securities GNII SF AU4474 C 2047-02-20 4.000000 8323976.00 8568689.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1957 2047-11-01 3.500000 590478.00 607712.71 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4781 2027-02-01 3.296300 20832000.00 21453422.93 Agency Mortgage-Backed Securities 04.000 FGPC Q43126 G 2046-09-01 4.000000 2017546.00 2078692.13 Agency Mortgage-Backed Securities 03.500 FGPC G08792 G 2047-12-01 3.500000 129950793.00 133957103.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8297 2047-09-01 3.500000 16386462.00 16878523.94 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5322 2027-04-01 3.296300 2900000.00 2988255.21 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4724 2027-03-01 3.275700 7096000.00 7295327.01 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4746 2027-02-01 3.286000 8600000.00 8849752.65 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4609 2027-02-01 3.306700 12525000.00 12908728.47 Agency Mortgage-Backed Securities GNII SF AX3811 C 2047-01-20 4.000000 5042156.00 5185936.40 Agency Mortgage-Backed Securities GNII JM MA4828 M 2047-11-20 3.500000 634787.00 652598.77 Agency Mortgage-Backed Securities GNII SF MA4808 M 2032-10-20 3.000000 2647961.00 2728368.13 Agency Mortgage-Backed Securities GNII SF MA4652 M 2047-08-20 3.500000 30215768.00 31146739.45 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 262000000.00 262000000.00 0.0100 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796NX3 US912796NX34 U.S. Treasury Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0128 239071300.80 239071300.80 0.0091 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796NY1 US912796NY17 U.S. Treasury Debt Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0131 348438366.50 348438366.50 0.0133 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.000000% 912828G79 US912828G799 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0115 176489519.43 176489519.43 0.0067 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500000% 912828HR4 US912828HR40 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0128 301363683.00 301363683.00 0.0115 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.030000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_1.03_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-02-15 3.500000 2809500.00 2850382.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-12-31 2.250000 64792600.00 65560691.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 2.000000 67438700.00 65492333.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 30408300.00 30403505.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 71777800.00 71581089.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 29128700.00 29856015.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-26 0.00 24072000.00 23944338.16 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 284000000.00 284000000.00 0.0108 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.050000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_1.05_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2017-12-28 0.00 38000000.00 37964797.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 28742200.00 29845495.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 31627200.00 33499574.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 32211200.00 32255094.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 0.750000 33347100.00 33151915.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 25650400.00 25417404.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.000000 37123000.00 36737804.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 23185300.00 21726049.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 29875000.00 29830439.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 32461500.00 30686613.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 34397000.00 32724097.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 38000000.00 37822723.21 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 374167494.00 374167494.00 0.0143 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 1.030000% NQQ6HPCNCCU6TUTQYE16 0000009622 927RLB004_1.03_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-15 2.500000 41390400.00 42070275.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 1999700.00 1976978.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 25684900.00 25631305.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 5.250000 1164200.00 1504673.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 1.750000 26436900.00 34899878.66 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 104000000.00 104000000.00 0.0040 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 1.160000% NQQ6HPCNCCU6TUTQYE16 0000009622 927UDH003_1.16_0129 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-12-31 2.750000 873300.00 884103.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 7180600.00 6880750.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.625000 7150000.00 7032855.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 1400000.00 1360531.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 2.250000 46887000.00 46627814.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 33821700.00 39851225.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 270000.00 287224.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 7154100.00 7473604.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 49886400.00 49077502.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 2512900.00 2607113.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 2.375000 119817800.00 119837464.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 650000.00 643006.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 2.250000 14308400.00 14246618.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 9825700.00 9941459.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 117000.00 116454.17 U.S. Treasuries (including strips) Y 2017-12-07 2017-12-07 2018-01-29 Y BANK OF MONTREAL 1.0000 7 N N N 0.0116 299988060.00 299988060.00 0.0114 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.030000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_1.03_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-01-11 0.00 2062500.00 2059740.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.750000 100.00 99.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 12831900.00 12819958.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.125000 2736500.00 2724142.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 5000000.00 4934926.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 2060000.00 2427244.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 1700.00 2141.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 100.00 99.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 100.00 99.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-06-30 2.000000 200.00 198.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 24651700.00 24386460.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.250000 9511700.00 9459156.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.625000 43505600.00 43494579.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.625000 2334000.00 2295760.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 10683500.00 9548614.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 2.875000 4388000.00 4454088.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 120000.00 113325.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 3.500000 100.00 114.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 1099900.00 1101398.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-10-31 2.250000 81504900.00 81593201.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 13000000.00 13110774.64 U.S. Treasuries (including strips) United States Treasury Department 2018-10-31 1.750000 698300.00 699967.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.750000 100.00 99.97 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 211000000.00 211000000.00 0.0080 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.050000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_1.05_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2008-27 FC 549300M8ZYFG0OCMTT87 2038-03-20 1.919000 1479.00 71.14 Agency Collateralized Mortgage Obligation GNRA 2008-27 FA 549300M8ZYFG0OCMTT87 2038-03-20 1.769000 2820.00 123.92 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-03-15 7.000000 82.00 41.65 Agency Collateralized Mortgage Obligation GNRM 2016-116 PA 2046-09-20 3.000000 50000000.00 44085252.01 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 2037-04-28 3.330000 96000.00 97582.08 Agency Debentures and Agency Strips GNMA 2041-11-20 2.250000 3203.00 708.77 Agency Mortgage-Backed Securities GNMA 2041-08-20 2.750000 1100000.00 207058.51 Agency Mortgage-Backed Securities FMAR 2B6323 G 2047-07-01 3.005000 12084459.00 11920028.30 Agency Mortgage-Backed Securities FMAR 2B6190 G 2047-06-01 3.113000 10272388.00 9974829.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-08-01 3.772000 2728.00 92.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-10-01 3.380000 1213.00 50.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 2.945000 3072.00 39.02 Agency Mortgage-Backed Securities FNMS 03.500 CIAS7289 2031-05-01 3.500000 3233790.00 2712322.95 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6792 2046-03-01 4.000000 9388516.00 8416113.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-09-01 3.064000 42594.00 6889.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-08-01 2.678000 6597.00 110.03 Agency Mortgage-Backed Securities GNMA 2041-04-20 3.250000 207964.00 180451.11 Agency Mortgage-Backed Securities GNMA 2040-09-20 2.750000 1122.00 44.66 Agency Mortgage-Backed Securities GNMA 2039-08-20 2.750000 1107.00 83.65 Agency Mortgage-Backed Securities GNAR AF AH6478 C 2043-12-20 3.000000 200000.00 69863.89 Agency Mortgage-Backed Securities GNMA 2040-01-20 2.375000 2000000.00 322244.11 Agency Mortgage-Backed Securities GNMA 2039-01-20 2.375000 1013.00 20.80 Agency Mortgage-Backed Securities GNMA 2039-01-20 2.375000 16057.00 145.68 Agency Mortgage-Backed Securities GNMA 2029-12-20 2.250000 111556.00 86.84 Agency Mortgage-Backed Securities GNMA 2027-08-20 2.750000 1487.00 4.99 Agency Mortgage-Backed Securities GNMA 2029-05-20 2.625000 10500000.00 77362.35 Agency Mortgage-Backed Securities GNMA 2040-03-20 2.375000 1700000.00 387751.22 Agency Mortgage-Backed Securities GNMA 2040-03-20 2.375000 4000000.00 990051.30 Agency Mortgage-Backed Securities GNMA 2040-02-20 2.375000 7716.00 292.46 Agency Mortgage-Backed Securities GNMA 2040-02-20 2.375000 1001000.00 163326.68 Agency Mortgage-Backed Securities GNMA 2038-02-20 2.375000 5351.00 89.54 Agency Mortgage-Backed Securities GNMA 2037-02-20 2.375000 1500000.00 95111.80 Agency Mortgage-Backed Securities GNMA 2039-08-20 2.750000 2000000.00 232759.14 Agency Mortgage-Backed Securities GNAR AS 082149 M 2038-08-20 2.750000 1103.00 8.28 Agency Mortgage-Backed Securities GNMA 2038-08-20 2.750000 1035.00 33.32 Agency Mortgage-Backed Securities GNMA 2040-07-20 2.750000 2000000.00 317055.23 Agency Mortgage-Backed Securities GNMA 2040-06-20 2.625000 2693.00 370.63 Agency Mortgage-Backed Securities GNMA 2040-04-20 2.625000 1490.00 236.73 Agency Mortgage-Backed Securities GNMA 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Mac S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 13817706.00 606679.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 52750000.00 3168400.41 Agency Mortgage-Backed Securities 06.500 FGPC G05719 G 2039-04-01 6.500000 5675907.00 246872.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-02-01 5.000000 410152.00 18303.05 Agency Mortgage-Backed Securities 05.000 FGPC G05408 G 2036-12-01 5.000000 1345000.00 84620.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-10-01 4.500000 137273.00 18824.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-09-01 5.000000 107866.00 5622.53 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-09-01 5.000000 318001.00 12683.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 976288.00 44023.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-08-01 4.500000 8000.00 1034.58 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Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 8503000.00 2728224.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 32000.00 6729.76 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0244 2041-04-01 5.000000 45000.00 10258.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 5.000000 1956000.00 508351.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-01-01 6.500000 2667205.00 225847.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 250000.00 105278.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-08-01 5.500000 9478.00 2597.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-05-01 5.500000 5736963.00 127281.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-09-01 6.500000 745000.00 416.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-08-01 6.000000 257000.00 10330.93 Agency Mortgage-Backed Securities 05.500 FGPC C90846 G 2024-08-01 5.500000 9921891.00 337733.44 Agency Mortgage-Backed Securities 06.000 FGPC C90228 G 2018-08-01 6.000000 500000.00 395.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-07-01 5.500000 1915000.00 62656.40 Agency Mortgage-Backed Securities 04.500 FGPC C90689 G 2023-07-01 4.500000 17294719.00 533765.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-10-01 6.000000 4754182.00 45704.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-09-01 6.000000 500000.00 26781.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-09-01 5.000000 1000000.00 37613.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-09-01 6.000000 16405296.00 138000.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-09-01 6.500000 830000.00 2642.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-12-01 5.500000 1540345.00 59905.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-12-01 5.000000 5175000.00 203725.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-12-01 6.000000 5997000.00 294583.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-12-01 5.000000 1775089.00 31264.28 Agency Mortgage-Backed Securities 06.000 FGPC C90503 G 2021-12-01 6.000000 7500000.00 38064.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-10-01 5.000000 200000.00 6446.02 Agency Mortgage-Backed Securities FMAR 790009 G 2018-08-01 1.907000 1000000.00 1861.19 Agency Mortgage-Backed Securities FMAR 790008 G 2018-07-01 1.907000 1325000.00 875.04 Agency Mortgage-Backed Securities FMAR 1B0889 G 2033-05-01 3.397000 200000.00 17680.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 815865.00 51391.48 Agency Mortgage-Backed Securities FNAR XX.XXX AS004584 2024-02-01 5.000000 1000000.00 897.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-03-01 5.500000 1009299.00 20697.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-03-01 3.460000 750000.00 167.15 Agency Mortgage-Backed Securities FMAR 420211 G 2021-09-01 1.907000 2000000.00 17409.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-05-01 5.500000 350807.00 16337.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-04-01 5.500000 468914.00 14437.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-04-01 5.500000 798000.00 27841.18 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-03-01 5.000000 177466.00 7137.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-03-01 5.000000 2323153.00 116887.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-02-01 6.000000 1478477.00 60741.73 Agency 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61576.00 21146.26 Agency Mortgage-Backed Securities FNMS 05.500 CL888091 2030-12-01 5.500000 29050000.00 1650921.05 Agency Mortgage-Backed Securities FNMS 06.500 CT888228 2022-12-01 6.500000 4239394.00 262287.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-11-01 5.500000 91406.00 4137.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-11-01 5.000000 490000.00 29299.74 Agency Mortgage-Backed Securities FNMS 05.500 CL887631 2036-07-01 5.500000 141530.00 3882.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-10-01 6.500000 50155.00 1677.11 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-03-01 5.500000 197762.00 5326.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-02-01 6.500000 1869406.00 128504.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-01-01 5.500000 250579.00 9074.70 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-12-01 5.500000 1850000.00 51158.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-11-01 5.000000 2111000.00 116029.05 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-01-01 5.000000 46000.00 2602.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-12-01 5.000000 500000.00 22872.13 Agency Mortgage-Backed Securities 05.000 FGPC G03408 G 2036-12-01 5.000000 90013.00 4345.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-11-01 5.500000 120000.00 3462.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-11-01 6.500000 291716.00 9533.94 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-11-01 5.000000 238000.00 15921.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-05-01 6.000000 773122.00 26275.53 Agency Mortgage-Backed Securities FNAR XX.XXX S1868367 2036-04-01 3.458000 10000.00 301.28 Agency Mortgage-Backed Securities FNMS 05.000 CL852512 2036-01-01 5.000000 3015301.00 106019.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 6.000000 2517741.00 150899.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-09-01 5.000000 275000.00 40055.33 Agency Mortgage-Backed Securities FNAR XX.XXX S1886344 2036-07-01 3.649000 20000.00 173.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-07-01 3.537000 20000.00 1391.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-02-01 5.500000 1137921.00 52825.38 Agency Mortgage-Backed Securities FNAR XX.XXX S1872895 2036-06-01 3.506000 15000.00 877.97 Agency Mortgage-Backed Securities FNAR XX.XXX S1872735 2036-06-01 3.565000 12448003.00 356887.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-06-01 5.500000 6689376.00 100892.59 Agency Mortgage-Backed Securities FNMS 05.500 CT888347 2036-04-01 5.500000 69418.00 3850.98 Agency Mortgage-Backed Securities FNMS 05.500 CL888073 2035-02-01 5.500000 1250000.00 77837.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 1222000.00 86036.27 Agency Mortgage-Backed Securities FNAR XX.XXX S1886530 2036-08-01 3.378000 20000.00 692.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-06-01 5.000000 400000.00 18576.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-06-01 5.500000 270000.00 17094.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-05-01 5.000000 15000000.00 557692.06 Agency Mortgage-Backed Securities 05.000 FGPC G13072 G 2023-04-01 5.000000 13000000.00 488340.91 Agency Mortgage-Backed Securities 05.000 FGPC G13061 G 2023-03-01 5.000000 100000000.00 2733967.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-02-01 6.000000 320412.00 111.66 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-11-01 5.000000 17200000.00 505763.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-10-01 4.500000 5140000.00 168337.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-09-01 4.500000 525000.00 19829.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-09-01 5.000000 580000.00 15094.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-07-01 5.000000 22789000.00 603952.11 Agency Mortgage-Backed Securities 03.500 FGPC G14216 G 2021-07-01 3.500000 327599.00 37866.49 Agency Mortgage-Backed Securities 03.500 FGPC G14018 G 2026-01-01 3.500000 36724.00 6761.38 Agency Mortgage-Backed Securities 05.000 FGPC G13079 G 2021-12-01 5.000000 11421689.00 372964.98 Agency Mortgage-Backed Securities 06.500 FGPC G12893 G 2022-11-01 6.500000 1015000.00 77764.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-09-01 4.500000 2000000.00 277114.35 Agency Mortgage-Backed Securities Freddie Mac 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1271849.11 Agency Mortgage-Backed Securities FNMS 05.500 CL929714 2038-07-01 5.500000 22980306.00 1703480.68 Agency Mortgage-Backed Securities FNMS 05.000 CL929685 2038-06-01 5.000000 119807.00 4618.92 Agency Mortgage-Backed Securities FNMS 05.000 CL929589 2038-06-01 5.000000 271096.00 23495.21 Agency Mortgage-Backed Securities FNMS 05.500 CI931690 2023-04-01 5.500000 8030000.00 628841.63 Agency Mortgage-Backed Securities FNMS 05.500 CL932029 2038-01-01 5.500000 4772388.00 105873.85 Agency Mortgage-Backed Securities FNMS 04.500 CL931551 2039-07-01 4.500000 15477599.00 4027283.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 87639.00 3943.32 Agency Mortgage-Backed Securities FNMS 05.000 CL931042 2039-04-01 5.000000 60930.00 8329.08 Agency Mortgage-Backed Securities FNMS 05.000 CL931039 2039-04-01 5.000000 75320.00 15417.30 Agency Mortgage-Backed Securities FNMS 04.500 CN932709 2020-04-01 4.500000 3326882.00 208673.83 Agency Mortgage-Backed 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Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-01-01 6.000000 988711.00 73.18 Agency Mortgage-Backed Securities FNMS 04.500 CL722212 2033-07-01 4.500000 450664.00 26308.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-08-01 5.000000 10398576.00 123267.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-12-01 5.500000 215601.00 15307.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-11-01 5.000000 962000.00 45687.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-03-01 5.000000 26320000.00 1258718.89 Agency Mortgage-Backed Securities FNMS 05.000 CL730921 2033-08-01 5.000000 22917000.00 776760.67 Agency Mortgage-Backed Securities FNMS 04.500 CL729380 2033-08-01 4.500000 126573.00 9930.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 5.000000 510000.00 37306.79 Agency Mortgage-Backed Securities FNMS 04.500 CL727147 2033-09-01 4.500000 82787.00 7766.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-07-01 4.000000 46809.00 174.34 Agency Mortgage-Backed Securities 06.000 FGPC C90534 G 2022-03-01 6.000000 749800.00 4287.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-03-01 6.500000 15351720.00 91147.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-02-01 6.000000 2000000.00 913.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-09-01 6.500000 110000.00 6257.91 Agency Mortgage-Backed Securities FNMS 05.000 CL987000 2038-07-01 5.000000 68006.00 1050.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-07-01 5.000000 64053.00 4153.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-01-01 5.500000 8400000.00 906196.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 2584206.00 106572.67 Agency Mortgage-Backed Securities FNMS 05.500 CL985615 2034-04-01 5.500000 37694.00 1156.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 580192.00 19297.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-02-01 4.500000 800000.00 42364.84 Agency Mortgage-Backed Securities FNAR XX.XXX LB993454 2039-08-01 3.570000 10017847.00 606134.52 Agency Mortgage-Backed Securities FNMS 05.000 CL992606 2038-11-01 5.000000 27898.00 407.78 Agency Mortgage-Backed Securities FNMS 05.500 CL255269 2034-07-01 5.500000 261000.00 12743.78 Agency Mortgage-Backed Securities FNMS 04.000 CT255404 2024-07-01 4.000000 8862.00 627.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-07-01 5.500000 1843000.00 81337.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-06-01 6.000000 1485765.00 93732.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-03-01 5.500000 351873.00 20476.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-03-01 5.500000 844937.00 36158.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 5.500000 550000.00 26334.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 6.000000 1253268.00 68888.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-10-01 6.000000 5271398.00 344896.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-09-01 6.000000 60000.00 2046.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 105000.00 3948.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-08-01 5.500000 2999385.00 90170.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-03-01 5.500000 133805.00 6060.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-02-01 5.500000 306238.00 12442.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-02-01 6.000000 8895281.00 456190.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-01-01 6.000000 339755.00 16042.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-11-01 5.500000 10000000.00 452919.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-10-01 5.500000 15655023.00 689173.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-09-01 6.000000 933838.00 37464.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-08-01 6.000000 1598551.00 66233.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-07-01 5.500000 4036974.00 174421.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-07-01 6.000000 650000.00 42514.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-04-01 5.000000 3300000.00 131851.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-04-01 6.000000 18685835.00 1124711.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0624 2040-11-01 4.000000 20000.00 6991.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 7746000.00 566040.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-03-01 5.500000 52104.00 2322.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-02-01 5.000000 463804.00 16155.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-12-01 5.500000 1500000.00 59802.80 Agency Mortgage-Backed Securities FNMS 05.500 CL976429 2038-04-01 5.500000 243846.00 4640.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 1928499.00 39303.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 2015889.00 49432.01 Agency Mortgage-Backed Securities FNMS 05.500 CL975268 2038-05-01 5.500000 12805325.00 563287.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 137619.00 2569.43 Agency Mortgage-Backed Securities FNMS 05.000 CL973085 2038-03-01 5.000000 480235.00 20529.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-04-01 5.500000 1288800.00 46366.00 Agency Mortgage-Backed Securities FNMS 04.500 CL983229 2038-06-01 4.500000 52000.00 13662.06 Agency Mortgage-Backed Securities FNMS 05.500 CL981679 2038-07-01 5.500000 723086.00 19006.81 Agency Mortgage-Backed Securities FNMS 05.000 CL982304 2038-05-01 5.000000 7000.00 314.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 90506.00 1386.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-04-01 6.000000 698847.00 22706.31 Agency Mortgage-Backed Securities FNMS 04.500 CL749894 2033-09-01 4.500000 391665.00 21813.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-11-01 5.500000 1404000.00 16227.41 Agency Mortgage-Backed Securities FNMS 05.000 CL772309 2034-04-01 5.000000 3443992.00 325214.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-03-01 5.500000 101390.00 2696.96 Agency Mortgage-Backed Securities FNMS 05.500 CL772302 2034-03-01 5.500000 100000.00 2702.19 Agency Mortgage-Backed Securities FNMS 05.000 CL770720 2034-04-01 5.000000 705000.00 56360.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-01-01 6.500000 54300.00 344.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-03-01 6.500000 18100.00 183.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-05-01 6.000000 18100.00 80.15 Agency Mortgage-Backed Securities FNMS 05.500 CL778975 2034-06-01 5.500000 60000.00 3961.02 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2034-12-01 5.000000 200000.00 10295.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-11-01 5.000000 3916000.00 188649.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-09-01 5.000000 7760000.00 228489.58 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-03-01 6.500000 23825000.00 7400.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-02-01 6.000000 740508.00 21057.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-02-01 5.000000 310560.00 14364.90 Agency Mortgage-Backed Securities 05.500 FGPC G30314 G 2027-01-01 5.500000 2380000.00 96908.73 Agency Mortgage-Backed Securities 05.500 FGPC C79349 G 2033-05-01 5.500000 257000.00 5010.42 Agency Mortgage-Backed Securities 05.000 FGPC A61868 G 2037-06-01 5.000000 83242.00 4409.32 Agency Mortgage-Backed Securities 05.000 FGPC A61557 G 2036-10-01 5.000000 13281960.00 205346.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-04-01 5.000000 163400.00 5981.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-05-01 6.500000 621000.00 10748.39 Agency Mortgage-Backed Securities 05.000 FGPC A60015 G 2037-05-01 5.000000 324000.00 15261.24 Agency Mortgage-Backed Securities 05.500 FGPC A75319 G 2038-03-01 5.500000 1480637.00 61174.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-03-01 5.000000 552637.00 8555.32 Agency Mortgage-Backed Securities 05.000 FGPC A72769 G 2038-02-01 5.000000 98000.00 5686.01 Agency Mortgage-Backed Securities 05.500 FGPC A72436 G 2038-02-01 5.500000 327721.00 3581.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-01-01 5.000000 6709244.00 327533.58 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-11-01 5.500000 3344380.00 33311.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 30220.00 1307.22 Agency Mortgage-Backed Securities 05.500 FGPC A78982 G 2038-07-01 5.500000 25028.00 1216.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-06-01 5.000000 148838.00 4099.85 Agency Mortgage-Backed Securities 05.000 FGPC A78418 G 2038-06-01 5.000000 355745.00 9972.21 Agency Mortgage-Backed Securities FNMS 03.500 CNMA0670 2021-03-01 3.500000 4298355.00 483480.42 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0010 2019-03-01 4.500000 1153530.00 14439.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-02-01 4.000000 3500000.00 822775.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-05-01 4.500000 1050000.00 238791.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-05-01 4.500000 859367.00 51816.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-05-01 4.500000 2000000.00 36104.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-04-01 4.000000 16500000.00 787291.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-04-01 4.000000 510000.00 54227.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-04-01 4.000000 1509000.00 27500.94 Agency Mortgage-Backed Securities 06.500 FGPC N30558 G 2029-05-01 6.500000 1999962.00 5903.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-07-01 4.500000 370469.00 9697.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-06-01 5.000000 1000000.00 283608.88 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0097 2029-06-01 5.000000 296534.00 23255.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-06-01 4.000000 399227.00 42813.03 Agency Mortgage-Backed Securities 05.000 FGPC G01765 G 2035-02-01 5.000000 1000000.00 42162.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-01-01 5.500000 1545000.00 57919.17 Agency Mortgage-Backed Securities 08.500 FGPC G00476 G 2026-05-01 8.500000 921375.00 1418.91 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-02-01 7.500000 2250000.00 5206.56 Agency Mortgage-Backed Securities 05.000 FGPC N30993 G 2033-07-01 5.000000 150000.00 1642.58 Agency Mortgage-Backed Securities 05.000 FGPC G11497 G 2018-12-01 5.000000 44488140.00 293893.18 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-04-01 6.000000 1846000.00 398.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2018-02-01 6.000000 5759000.00 0.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-05-01 5.500000 1260218.00 79151.61 Agency Mortgage-Backed Securities 04.500 FGPC G01805 G 2035-04-01 4.500000 2228000.00 136134.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2036-02-01 5.500000 140579.00 7496.68 Agency Mortgage-Backed Securities FMAR 1J0533 G 2037-07-01 3.659000 210000.00 15140.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-05-01 3.499000 2120000.00 108404.65 Agency Mortgage-Backed Securities FMAR 1J0358 G 2037-04-01 3.643000 1850000.00 128399.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 3.375000 21133895.00 1831153.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 2000.00 408.44 Agency Mortgage-Backed Securities FNMS 05.000 CLAD5506 2040-05-01 5.000000 30795.00 4372.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 75086.00 10195.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 301215.00 76589.38 Agency Mortgage-Backed Securities 05.000 FGPC G01837 G 2035-07-01 5.000000 4545000.00 223999.02 Agency Mortgage-Backed Securities 05.000 FGPC G02184 G 2036-04-01 5.000000 973000.00 51256.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 78350.00 18681.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 1668221.00 285049.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 117576.00 15768.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 336304.00 50021.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 53953.00 8624.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 623204.00 109845.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 5.000000 2000.00 315.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.000000 230000.00 30864.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 660000.00 61425.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 5.000000 120422.00 45788.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 1315000.00 287255.11 Agency Mortgage-Backed Securities FNMS 04.000 READ7363 2040-07-01 4.000000 3499893.00 581499.16 Agency Mortgage-Backed Securities FMAR 1H1350 G 2036-10-01 3.233000 75000.00 5347.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-09-01 7.000000 200000.00 6951.03 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-03-01 5.000000 1535180.00 43442.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-03-01 5.500000 5500000.00 194209.52 Agency Mortgage-Backed Securities 05.000 FGPC C91290 G 2030-02-01 5.000000 715000.00 111789.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-02-01 5.000000 79248.00 2065.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-02-01 5.000000 3670849.00 102885.09 Agency Mortgage-Backed Securities 05.000 FGPC C91285 G 2030-01-01 5.000000 1773332.00 221958.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-04-01 5.000000 7541796.00 249384.66 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-04-01 5.000000 557139.00 20797.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-04-01 5.500000 2722656.00 84836.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-03-01 3.500000 1555000.00 593517.11 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-03-01 3.500000 1550000.00 620909.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-03-01 3.000000 2400000.00 1061097.57 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 540000.00 21101.18 Agency Mortgage-Backed Securities 05.500 FGPC C90902 G 2025-06-01 5.500000 1247833.00 59031.80 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-05-01 5.000000 20830294.00 556187.34 Agency Mortgage-Backed Securities 04.500 FGPC C91047 G 2027-05-01 4.500000 1000000.00 67438.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-05-01 5.000000 4000000.00 127984.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-04-01 3.500000 1378000.00 605504.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-08-01 5.000000 1910793.00 51029.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-07-01 6.000000 288802.00 19148.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-07-01 5.500000 58173.00 1771.62 Agency Mortgage-Backed Securities 06.000 FGPC C91199 G 2028-06-01 6.000000 98926.00 8474.11 Agency Mortgage-Backed Securities 05.000 FGPC C91054 G 2027-06-01 5.000000 2000000.00 86250.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-12-01 5.500000 12215500.00 712645.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-11-01 5.500000 15137455.00 546287.23 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-11-01 6.000000 1896287.00 166233.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-11-01 5.500000 51000000.00 2734522.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-10-01 6.000000 14804000.00 463937.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-02-01 6.000000 4039424.00 227705.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-01-01 5.500000 5695421.00 220520.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-01-01 6.000000 5355917.00 344226.85 Agency Mortgage-Backed Securities FNMS 06.500 CT256628 2027-01-01 6.500000 58651.00 4380.96 Agency Mortgage-Backed Securities FNMS 06.000 CI256604 2022-01-01 6.000000 68870.00 1999.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-12-01 6.000000 5381753.00 238966.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-04-01 5.500000 188710.00 4722.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-04-01 5.500000 2070000.00 76782.69 Agency Mortgage-Backed Securities FNMS 06.000 NP256651 2037-03-01 6.000000 7500000.00 142920.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-03-01 6.000000 27921.00 1680.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2018-03-01 5.500000 6394740.00 10851.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-02-01 5.000000 634673.00 21520.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-07-01 6.000000 63381.00 1413.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 5000.00 184.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-06-01 5.000000 636235.00 20620.00 Agency Mortgage-Backed Securities FNMS 03.500 CIAB2446 2026-03-01 3.500000 165000.00 41907.70 Agency Mortgage-Backed Securities FNMS 02.500 CIAB6136 2027-09-01 2.500000 2340000.00 1015211.95 Agency Mortgage-Backed Securities FNMS 03.000 CIAK9045 2027-04-01 3.000000 358369.00 118750.44 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3263 2027-02-01 3.000000 5500000.00 2123337.27 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2859 2028-12-01 3.500000 1006843.00 414578.70 Agency Mortgage-Backed Securities FNMS 03.000 REAT0332 2043-04-01 3.000000 1900000.00 885409.17 Agency Mortgage-Backed Securities FNMS 05.000 CLAS1594 2044-01-01 5.000000 275785.00 106632.09 Agency Mortgage-Backed Securities FNMS 02.000 CNMA1585 2023-09-01 2.000000 425000.00 177380.52 Agency Mortgage-Backed Securities 05.500 FGPC G12255 G 2021-07-01 5.500000 585000.00 15039.37 Agency Mortgage-Backed Securities 03.500 FGPC J14193 G 2021-01-01 3.500000 111386.00 11906.48 Agency Mortgage-Backed Securities FNMS 05.000 CLAI5122 2041-09-01 5.000000 65101.00 20650.79 Agency Mortgage-Backed Securities FNMS 05.000 CLAL6657 2045-01-01 5.000000 54739.00 23449.02 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 417000000.00 417000000.00 0.0159 N Y Y N The Charles Schwab Family of Funds 2017-12-07 Mark Fischer Mark Fischer Chief Financial Officer