0001145549-21-045169.txt : 20210806 0001145549-21-045169.hdr.sgml : 20210806 20210806154008 ACCESSION NUMBER: 0001145549-21-045169 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210806 DATE AS OF CHANGE: 20210806 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: 211152664 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Investor Shares SNVXX C000222229 Ultra Shares SGUXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2021-07-31 0000857156 549300I77JNLD629OV19 S000004506 3 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government Government/Agency N 35 77 17874894417.12 17995598223.52 17332655290.75 17951634805.85 18222560799.50 26478230235.63 27101763448.70 27054815441.13 27493627789.18 27032587995.76 0.5747 0.5738 0.5560 0.5726 0.5868 0.8513 0.8641 0.8679 0.8770 0.8706 0.09 31011713287.46 31008158409.20 40498380.35 2213581.18 31046443208.46 31046189169.1100 1.0000 0.0008 1.0001 1.0001 1.0001 1.0001 1.0001 C000012381 0.00 20360064391.96 20359922915.4800 1.0001 1.0001 1.0001 1.0001 1.0001 181636654.80 450037872.52 331843203.78 38172713.59 194003809.34 324319188.95 264104993.01 36795556.14 24701680.65 338444890.18 994274773.97 984609518.76 0.0001 Y Investment Advisor and its affiliates Contractual 158,265 Investment Advisor and its affiliates Voluntary 6,779,806 C000151955 0.00 8824203307.31 8824090815.5600 1.0001 1.0001 1.0001 1.0001 1.0001 271501531.75 408037956.68 54922117.34 105320162.91 47837425.00 98598752.87 75737231.34 119746394.87 74846064.16 104717837.82 272134474.60 481524889.78 0.0001 Y Investment Advisor and its affiliates Contractual 69,016 Investment Advisor and its affiliates Voluntary 2,175,496 C000222229 1000000.00 1862175509.19 1862175438.0700 1.0001 1.0001 1.0001 1.0001 1.0001 20602756.77 60408316.06 51237639.27 34830864.82 41429839.37 50562069.90 57185669.80 64203783.03 92388188.83 46149441.78 256806145.28 208663169.65 0.0001 Y Investment Advisor and its affiliates Contractual 14,121 Investment Advisor and its affiliates Voluntary 205,369 Alabama HFA M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.120000% 01030PFP6 549300VFN7EHPOFS7D76 US01030PFP62 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2038-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 10100000.00 10100000.00 0.0003 N N Y N Aurora M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.080000% 051655CT3 US051655CT30 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2027-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0008 10485000.00 10485000.00 0.0003 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (WILSHIRE COURT APTS) SERIES 2003M 0.050000% 13077V3E0 549300KTNI2GCJNX2U48 US13077V3E01 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0005 20190000.00 20190000.00 0.0007 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.050000% 13079FAT2 549300KTNI2GCJNX2U48 US13079FAT21 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2041-02-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0005 10685000.00 10685000.00 0.0003 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.050000% 13079PRV7 549300KTNI2GCJNX2U48 US13079PRV75 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0005 10100000.00 10100000.00 0.0003 N N Y N Capital Area Housing Finance Corporation M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.080000% 139726BS1 549300XICE1XLI0VXV87 US139726BS14 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0008 12945000.00 12945000.00 0.0004 N N Y N Eden Prairie M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.060000% 279540MJ4 US279540MJ44 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2031-09-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0006 13605000.00 13605000.00 0.0004 N N Y N Emeryville Successor Redevelopment Agency M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.050000% 291200BN2 US291200BN21 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2036-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0005 53100000.00 53100000.00 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.135000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2021-08-02 2021-09-10 2021-09-10 N N N 0.0006 137711082.10 137711082.10 0.0044 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.104000% 3130AJAH2 2549001DPIFGXC1TOL40 US3130AJAH21 U.S. Government Agency Debt Y 2021-08-25 2021-08-25 2021-08-25 N N N 0.0000 376728572.70 376728572.70 0.0121 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2021-08-02 2022-02-28 2022-02-28 N N N 0.0007 119066416.28 119066416.28 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AJZ44 2549001DPIFGXC1TOL40 US3130AJZ443 U.S. Government Agency Debt Y 2021-08-20 2021-08-20 2021-08-20 N N N 0.0003 161407697.17 161407697.17 0.0052 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AK5A0 2549001DPIFGXC1TOL40 US3130AK5A00 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0007 34271951.68 34271951.68 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.025000% 3130AM5B4 2549001DPIFGXC1TOL40 US3130AM5B47 U.S. Government Agency Debt Y 2021-08-20 2021-08-20 2021-08-20 N N N 0.0007 93997967.72 93997967.72 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313KN7 US313313KN75 U.S. Government Agency Debt Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0002 15499870.89 15499870.89 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313KQ0 US313313KQ07 U.S. Government Agency Debt Y 2021-08-19 2021-08-19 2021-08-19 N N N 0.0002 11999886.72 11999886.72 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313LB2 US313313LB29 U.S. Government Agency Debt Y 2021-08-30 2021-08-30 2021-08-30 N N N 0.0002 4999922.20 4999922.20 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y 2021-10-06 2021-10-06 2021-10-06 N N N 0.0003 14899193.02 14899193.02 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313MW5 US313313MW56 U.S. Government Agency Debt Y 2021-10-12 2021-10-12 2021-10-12 N N N 0.0003 23598603.82 23598603.82 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313NS3 US313313NS36 U.S. Government Agency Debt Y 2021-11-01 2021-11-01 2021-11-01 N N N 0.0003 1999848.34 1999848.34 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313QD3 US313313QD30 U.S. Government Agency Debt Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0004 6999020.14 6999020.14 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.375000% 313378JP7 2549001DPIFGXC1TOL40 US313378JP78 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0002 12932050.18 12932050.18 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.500000% 313378WG2 2549001DPIFGXC1TOL40 US313378WG23 U.S. Government Agency Debt Y 2022-03-11 2022-03-11 2022-03-11 N N N 0.0007 5073938.50 5073938.50 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385KU9 2549001DPIFGXC1TOL40 US313385KU95 U.S. Government Agency Debt Y 2021-08-23 2021-08-23 2021-08-23 N N N 0.0002 436394907.21 436394907.21 0.0141 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385LE4 2549001DPIFGXC1TOL40 US313385LE45 U.S. Government Agency Debt Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0003 174595490.08 174595490.08 0.0056 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385LK0 2549001DPIFGXC1TOL40 US313385LK05 U.S. Government Agency Debt Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0003 47098587.00 47098587.00 0.0015 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385LL8 2549001DPIFGXC1TOL40 US313385LL87 U.S. Government Agency Debt Y 2021-09-08 2021-09-08 2021-09-08 N N N 0.0003 140995652.97 140995652.97 0.0045 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 U.S. Government Agency Debt Y 2021-09-17 2021-09-17 2021-09-17 N N N 0.0003 268789696.90 268789696.90 0.0087 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.260000% 3133EK4H6 US3133EK4H67 U.S. Government Agency Debt Y 2021-08-02 2021-10-28 2021-10-28 N N N 0.0004 32117131.77 32117131.77 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.115000% 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y 2021-08-02 2021-08-20 2021-08-20 N N N 0.0004 11000422.40 11000422.40 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.125000% 3133EL3S1 US3133EL3S14 U.S. Government Agency Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0004 221982354.09 221982354.09 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.135000% 3133EL4V3 US3133EL4V34 U.S. Government Agency Debt Y 2021-08-02 2022-07-25 2022-07-25 N N N 0.0005 58247606.44 58247606.44 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.130000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2021-08-02 2022-03-10 2022-03-10 N N N 0.0005 66434746.45 66434746.45 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2021-08-02 2022-10-21 2022-10-21 N N N 0.0006 118076337.74 118076337.74 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y 2021-08-02 2021-12-30 2021-12-30 N N N 0.0007 28200335.30 28200335.30 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000% 3133EMMM1 US3133EMMM10 U.S. Government Agency Debt Y 2021-08-02 2022-07-08 2022-07-08 N N N 0.0005 94535000.91 94535000.91 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000% 3133EMQA3 US3133EMQA36 U.S. Government Agency Debt Y 2022-05-09 2022-05-09 2022-05-09 N N N 0.0008 23599949.26 23599949.26 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000% 3133EMU75 US3133EMU758 U.S. Government Agency Debt Y 2021-08-02 2023-07-21 2023-07-21 N N N 0.0008 155330994.77 155330994.77 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000% 3133EMZJ4 US3133EMZJ44 U.S. Government Agency Debt Y 2022-05-17 2022-05-17 2022-05-17 N N N 0.0004 117821163.95 117821163.95 0.0038 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2021-08-02 2022-03-04 2022-03-04 N N N 0.0004 150442488.91 150442488.91 0.0048 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2021-08-02 2022-03-11 2022-03-11 N N N 0.0005 36845204.02 36845204.02 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.370000% 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y 2021-08-02 2021-09-23 2021-09-23 N N N 0.0004 18408840.28 18408840.28 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2021-08-02 2022-06-02 2022-06-02 N N N 0.0008 187254439.68 187254439.68 0.0060 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000% 3134GW2U9 S6XOOCT0IEG5ABCC6L87 US3134GW2U94 U.S. Government Agency Debt Y 2021-08-02 2022-08-19 2022-08-19 N N N 0.0011 230994179.49 230994179.49 0.0074 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y 2021-08-02 2022-09-09 2022-09-09 N N N 0.0007 131810037.98 131810037.98 0.0042 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.350000% 3135G02Q5 B1V7KEBTPIMZEU4LTD58 US3135G02Q53 U.S. Government Agency Debt Y 2021-08-02 2021-09-24 2021-09-24 N N N 0.0006 94541000.72 94541000.72 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2021-08-02 2022-04-07 2022-04-07 N N N 0.0006 112061276.60 112061276.60 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-08-02 2022-04-15 2022-04-15 N N N 0.0006 129651305.51 129651305.51 0.0042 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000% 3135G03K7 B1V7KEBTPIMZEU4LTD58 US3135G03K74 U.S. Government Agency Debt Y 2021-08-02 2021-10-20 2021-10-20 N N N 0.0006 94569206.13 94569206.13 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2021-08-02 2022-05-19 2022-05-19 N N N 0.0007 186251979.78 186251979.78 0.0060 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-08-02 2022-05-27 2022-05-27 N N N 0.0007 109900924.91 109900924.91 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875000% 3135G0T45 B1V7KEBTPIMZEU4LTD58 US3135G0T450 U.S. Government Agency Debt Y 2022-04-05 2022-04-05 2022-04-05 N N N 0.0007 1361381.95 1361381.95 0.0000 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.250000% 3135G0V59 B1V7KEBTPIMZEU4LTD58 US3135G0V597 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0007 23957102.22 23957102.22 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.150000% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 U.S. Government Agency Debt Y 2021-08-02 2021-09-07 2021-09-07 N N N 0.0004 175018432.75 175018432.75 0.0056 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000% 3136G4VL4 B1V7KEBTPIMZEU4LTD58 US3136G4VL49 U.S. Government Agency Debt Y 2021-08-02 2022-04-29 2022-04-29 N N N 0.0007 93153117.06 93153117.06 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000% 3136G4VP5 B1V7KEBTPIMZEU4LTD58 US3136G4VP52 U.S. Government Agency Debt Y 2021-08-02 2022-05-09 2022-05-09 N N N 0.0007 139192975.09 139192975.09 0.0045 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 2.375000% 3137EADB2 S6XOOCT0IEG5ABCC6L87 US3137EADB22 U.S. Government Agency Debt Y 2022-01-13 2022-01-13 2022-01-13 N N N 0.0006 177527798.93 177527798.93 0.0057 N N N N Florida Housing Finance Corp M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.080000% 34073JSQ3 549300W0PCIJCI0JCF10 US34073JSQ30 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2034-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0008 11480000.00 11480000.00 0.0004 N N Y N Florida Housing Finance Corp M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.050000% 34074HBQ4 549300W0PCIJCI0JCF10 US34074HBQ48 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2041-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0005 2160000.00 2160000.00 0.0001 N N Y N Harris Cnty Housing Finance Corp M/F HOUSING RB (LAFAYETTE VILLAGE APTS) SERIES 2006 0.050000% 414158SU0 US414158SU07 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2038-06-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0005 11615000.00 11615000.00 0.0004 N N Y N Hillsborough Cnty HFA M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.080000% 43232ECK3 5493003JJ1KK4FWWU787 US43232ECK38 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2039-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0008 17110000.00 17110000.00 0.0006 N N Y N Jacksonville HFA M/F HOUSING RB (HARTWOOD APTS) SERIES 2006 0.050000% 46940YBE0 US46940YBE05 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2036-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0005 3000000.00 3000000.00 0.0001 N N Y N Lenawee Cnty Economic Development Corp REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.050000% 526010AD5 US526010AD56 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2029-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0005 3890000.00 3890000.00 0.0001 N N Y N Lisle M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.050000% 53655KAA0 US53655KAA07 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2025-12-15 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0005 24900000.00 24900000.00 0.0008 N N Y N Marietta Housing Auth M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.110000% 567663HE2 US567663HE29 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2038-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 13200000.00 13200000.00 0.0004 N N Y N Maryland Community Development Administration M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.040000% 57419PTB5 US57419PTB57 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2041-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0004 155000.00 155000.00 0.0000 N N Y N Orange Cnty HFA M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.060000% 684906EG1 US684906EG12 Variable Rate Demand Note Y 2021-08-06 2021-08-06 2035-08-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 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B1V7KEBTPIMZEU4LTD58 2027-08-01 1.842000 2000000.00 2423.81 Agency Mortgage-Backed Securities FMAR 2B1332 G S6XOOCT0IEG5ABCC6L87 2043-04-01 1.915000 274516.00 11019.17 Agency Mortgage-Backed Securities FMAR 2B1608 G S6XOOCT0IEG5ABCC6L87 2043-08-01 2.294000 2800000.00 193997.77 Agency Mortgage-Backed Securities FMAR 2B1666 G S6XOOCT0IEG5ABCC6L87 2043-08-01 2.265000 11707290.00 822843.35 Agency Mortgage-Backed Securities FMAR 2B1648 G S6XOOCT0IEG5ABCC6L87 2043-09-01 2.530000 16324174.00 4013294.67 Agency Mortgage-Backed Securities FMAR 2B3526 G S6XOOCT0IEG5ABCC6L87 2044-11-01 3.169000 2600000.00 753515.85 Agency Mortgage-Backed Securities FMAR 2B4855 G S6XOOCT0IEG5ABCC6L87 2045-10-01 3.031000 20129786.00 4632065.61 Agency Mortgage-Backed Securities FMAR 2B6087 G S6XOOCT0IEG5ABCC6L87 2047-05-01 2.896000 7729345.00 2613032.47 Agency Mortgage-Backed Securities FMAR 2B6435 G S6XOOCT0IEG5ABCC6L87 2047-08-01 3.013000 20810320.00 5419886.88 Agency Mortgage-Backed Securities FMAR 2B6670 G S6XOOCT0IEG5ABCC6L87 2047-12-01 2.885000 7000000.00 2071261.88 Agency Mortgage-Backed Securities FMAR 2B7846 G S6XOOCT0IEG5ABCC6L87 2050-06-01 2.526000 27276484.00 15247255.53 Agency Mortgage-Backed Securities FMAR 2B7961 G S6XOOCT0IEG5ABCC6L87 2050-09-01 2.107000 55000000.00 39413737.53 Agency Mortgage-Backed Securities FMAR 840959 G S6XOOCT0IEG5ABCC6L87 2043-04-01 2.335000 26169154.00 11862367.22 Agency Mortgage-Backed Securities FMAR 840951 G S6XOOCT0IEG5ABCC6L87 2049-04-01 3.176000 13300000.00 4616350.74 Agency Mortgage-Backed Securities FMAR 841060 G S6XOOCT0IEG5ABCC6L87 2036-09-01 2.405000 3152951.00 2586700.64 Agency Mortgage-Backed Securities FMAR 841052 G S6XOOCT0IEG5ABCC6L87 2044-07-01 2.029000 70000.00 34238.59 Agency Mortgage-Backed Securities FMAR 841079 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.421000 33328932.00 19656533.44 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 2047-08-01 2.485000 125000.00 67227.21 Agency Mortgage-Backed Securities FMAR 841094 G S6XOOCT0IEG5ABCC6L87 2046-07-01 2.027000 150000.00 85380.40 Agency Mortgage-Backed Securities FMAR 841214 G S6XOOCT0IEG5ABCC6L87 2049-06-01 2.651000 11887175.00 11358315.93 Agency Mortgage-Backed Securities FMAR 841216 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.478000 18326566.00 17229188.30 Agency Mortgage-Backed Securities FMAR 841218 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.428000 20844283.00 19798340.65 Agency Mortgage-Backed Securities FMAR 841219 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.479000 24366061.00 23063462.34 Agency Mortgage-Backed Securities FMAR 841203 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.478000 24526567.00 23210206.38 Agency Mortgage-Backed Securities FMAR 841204 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.428000 20844285.00 19798342.55 Agency Mortgage-Backed Securities FMAR 841205 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.376000 1160671.00 1208642.70 Agency Mortgage-Backed Securities FMAR 841206 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.478000 24526566.00 23210205.18 Agency Mortgage-Backed Securities FMAR 841207 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.522000 7806127.00 7720353.37 Agency Mortgage-Backed Securities FMAR 841208 G S6XOOCT0IEG5ABCC6L87 2051-05-01 1.987000 2878537.00 2518032.41 Agency Mortgage-Backed Securities FMAR 841209 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.478000 24526567.00 23210205.87 Agency Mortgage-Backed Securities FMAR 841211 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.428000 20844284.00 19798341.82 Agency Mortgage-Backed Securities FMAR 841212 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.478000 24526566.00 23210205.18 Agency Mortgage-Backed Securities FMAR 841247 G S6XOOCT0IEG5ABCC6L87 2051-07-01 2.001000 17553200.00 18224798.12 Agency Mortgage-Backed Securities FMAR 849278 G S6XOOCT0IEG5ABCC6L87 2044-04-01 1.994000 145000.00 14349.98 Agency Mortgage-Backed Securities FMAR 849410 G S6XOOCT0IEG5ABCC6L87 2044-07-01 2.364000 22523973.00 532954.29 Agency Mortgage-Backed Securities FMAR 849618 G S6XOOCT0IEG5ABCC6L87 2045-02-01 2.036000 21250000.00 1563307.52 Agency Mortgage-Backed Securities FMAR 849648 G S6XOOCT0IEG5ABCC6L87 2043-09-01 3.100000 12850000.00 1800576.84 Agency Mortgage-Backed Securities FMAR 2B1727 G S6XOOCT0IEG5ABCC6L87 2043-09-01 2.701000 12933629.00 3030125.79 Agency Mortgage-Backed Securities FMAR 2B1054 G S6XOOCT0IEG5ABCC6L87 2042-12-01 2.025000 25201878.00 534075.74 Agency Mortgage-Backed Securities MNAR XX.XXX HY109476 B1V7KEBTPIMZEU4LTD58 2028-08-01 3.750000 2996906.00 3342385.83 Agency Mortgage-Backed Securities MNAR XX.XXX HY109732 B1V7KEBTPIMZEU4LTD58 2033-09-01 3.780000 3629765.00 4246128.14 Agency Mortgage-Backed Securities FNAR XX.XXX WS083490 B1V7KEBTPIMZEU4LTD58 2028-10-01 2.625000 1650000.00 3685.38 Agency Mortgage-Backed Securities FNAR XX.XXX WS173200 B1V7KEBTPIMZEU4LTD58 2029-04-01 2.875000 1000000.00 340.91 Agency Mortgage-Backed Securities FNAR XX.XXX WS303219 B1V7KEBTPIMZEU4LTD58 2029-08-01 2.875000 1600000.00 776.69 Agency Mortgage-Backed Securities FNAR XX.XXX WS308283 B1V7KEBTPIMZEU4LTD58 2023-09-01 3.895000 5647476.00 1428.87 Agency Mortgage-Backed Securities FNAR XX.XXX WS309607 B1V7KEBTPIMZEU4LTD58 2023-10-01 3.495000 2378690.00 8587.20 Agency Mortgage-Backed Securities FNAR XX.XXX HA462152 B1V7KEBTPIMZEU4LTD58 2034-12-01 6.150000 280000.00 98811.57 Agency Mortgage-Backed Securities FNAR XX.XXX AM462304 B1V7KEBTPIMZEU4LTD58 2037-04-01 2.481000 35814848.00 4703606.39 Agency Mortgage-Backed Securities FNAR XX.XXX WS544860 B1V7KEBTPIMZEU4LTD58 2034-09-01 4.922000 2400000.00 4397.01 Agency Mortgage-Backed Securities FNAR XX.XXX WS544861 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.038000 92900000.00 387080.16 Agency Mortgage-Backed Securities FNAR XX.XXX WS557168 B1V7KEBTPIMZEU4LTD58 2030-11-01 2.064000 640000.00 14093.78 Agency Mortgage-Backed Securities FNAR XX.XXX WS559799 B1V7KEBTPIMZEU4LTD58 2040-08-01 1.518000 7000000.00 3547.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH3822 B1V7KEBTPIMZEU4LTD58 2041-02-01 2.205000 20189390.00 340611.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI4881 B1V7KEBTPIMZEU4LTD58 2041-07-01 3.177000 29819026.00 977951.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI8982 B1V7KEBTPIMZEU4LTD58 2041-09-01 3.940000 15004355.00 1321826.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK9748 B1V7KEBTPIMZEU4LTD58 2042-04-01 2.930000 11011340.00 2194879.88 Agency Mortgage-Backed Securities FMAR 846981 G S6XOOCT0IEG5ABCC6L87 2031-07-01 2.439000 16087597.00 48143.34 Agency Mortgage-Backed Securities FMAR 847301 G S6XOOCT0IEG5ABCC6L87 2033-04-01 5.037000 104067207.00 1399742.38 Agency Mortgage-Backed Securities FMAR 847690 G S6XOOCT0IEG5ABCC6L87 2037-02-01 2.517000 66895077.00 3304143.51 Agency Mortgage-Backed Securities FMAR 847823 G S6XOOCT0IEG5ABCC6L87 2037-10-01 2.085000 77904591.00 2407924.25 Agency Mortgage-Backed Securities FMAR 2B0818 G S6XOOCT0IEG5ABCC6L87 2042-10-01 2.270000 16662187.00 87505.31 Agency Mortgage-Backed Securities FMAR 2B0872 G S6XOOCT0IEG5ABCC6L87 2042-11-01 2.270000 12616100.00 860908.96 Agency Mortgage-Backed Securities FMAR 1N0003 G S6XOOCT0IEG5ABCC6L87 2035-04-01 1.905000 147924435.00 3784669.96 Agency Mortgage-Backed Securities FMAR 1N0004 G S6XOOCT0IEG5ABCC6L87 2035-04-01 1.905000 130017983.00 3106040.39 Agency Mortgage-Backed Securities FMAR 1B6458 G S6XOOCT0IEG5ABCC6L87 2049-11-01 2.713000 2000000.00 1007305.31 Agency Mortgage-Backed Securities FMAR 1B7450 G S6XOOCT0IEG5ABCC6L87 2037-08-01 2.670000 22083943.00 1587085.01 Agency Mortgage-Backed Securities FMAR 1Q0345 G S6XOOCT0IEG5ABCC6L87 2037-07-01 1.530000 26920112.00 1636251.13 Agency Mortgage-Backed Securities FMAR 1Q1768 G S6XOOCT0IEG5ABCC6L87 2037-04-01 2.254000 10942111.00 2631358.67 Agency Mortgage-Backed Securities FMAR 1Q1781 G S6XOOCT0IEG5ABCC6L87 2036-05-01 2.465000 23000000.00 5311600.94 Agency Mortgage-Backed Securities FMAR 1Q1883 G S6XOOCT0IEG5ABCC6L87 2051-05-01 1.930000 5791157.00 6003449.85 Agency Mortgage-Backed Securities FMAR 1B8766 G S6XOOCT0IEG5ABCC6L87 2041-09-01 3.489000 35307208.00 2320472.12 Agency Mortgage-Backed Securities FMAR 848968 G S6XOOCT0IEG5ABCC6L87 2043-02-01 2.012000 1775000.00 68286.52 Agency Mortgage-Backed Securities FMAR 848510 G S6XOOCT0IEG5ABCC6L87 2041-03-01 2.283000 53300000.00 3509435.41 Agency Mortgage-Backed Securities FNAR XX.XXX S1745857 B1V7KEBTPIMZEU4LTD58 2036-07-01 2.185000 29328404.00 1486112.77 Agency Mortgage-Backed Securities FNAR XX.XXX WS806483 B1V7KEBTPIMZEU4LTD58 2035-05-01 1.639000 51133774.00 3496819.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ7367 B1V7KEBTPIMZEU4LTD58 2045-11-01 2.968000 4602221.00 1351873.61 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0148 B1V7KEBTPIMZEU4LTD58 2046-01-01 2.969000 30035455.00 7030666.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0195 B1V7KEBTPIMZEU4LTD58 2046-01-01 1.987000 5000000.00 745161.02 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC1196 B1V7KEBTPIMZEU4LTD58 2046-06-01 1.870000 750000.00 137454.33 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC1480 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.452000 750000.00 176332.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC2788 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.307000 500000.00 124793.66 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8221 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.535000 10198227.00 1608836.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8218 B1V7KEBTPIMZEU4LTD58 2046-06-01 1.860000 10217822.00 1368330.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBBD2872 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.508000 2724856.00 1050762.06 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE3657 B1V7KEBTPIMZEU4LTD58 2047-06-01 3.081000 5000000.00 1071442.74 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE3733 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.203000 35291040.00 10298964.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH1188 B1V7KEBTPIMZEU4LTD58 2047-06-01 3.002000 11000000.00 2788991.03 Agency Mortgage-Backed Securities FNAR XX.XXX WSBH4524 B1V7KEBTPIMZEU4LTD58 2046-06-01 2.257000 145694809.00 43964030.14 Agency Mortgage-Backed Securities FNAR XX.XXX WSBH4523 B1V7KEBTPIMZEU4LTD58 2047-04-01 2.231000 70443012.00 21112075.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH7093 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.010000 25178389.00 4359692.31 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ1685 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.868000 3863771.00 1064984.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK5620 B1V7KEBTPIMZEU4LTD58 2050-09-01 1.992000 15526610.00 12174930.82 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.150000 2000000.00 2374153.25 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 483000.00 552467.68 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 2446059.83 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL0375 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.370000 1025000.00 1208552.66 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0547 B1V7KEBTPIMZEU4LTD58 2025-11-01 3.780000 6196000.00 6674405.55 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0584 B1V7KEBTPIMZEU4LTD58 2025-11-01 3.670000 1640000.00 1717445.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0661 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.990000 2686000.00 3079508.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0745 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.090000 2556000.00 2975773.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0752 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.650000 10000000.00 11651482.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 976659.10 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1454 B1V7KEBTPIMZEU4LTD58 2031-01-01 3.870000 3262000.00 3665827.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1584 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.890000 3706000.00 4156862.71 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 560000.00 664747.41 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.950000 1565000.00 1753407.89 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.990000 991000.00 1115797.71 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2950 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 25021000.00 29112301.86 Agency Mortgage-Backed Securities MNMS 02.940 MTBL5079 B1V7KEBTPIMZEU4LTD58 2040-02-01 2.940000 3250000.00 3326519.32 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6365 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.090000 650000.00 648765.39 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6486 B1V7KEBTPIMZEU4LTD58 2030-04-01 2.310000 50000.00 53279.19 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1034 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.191000 129003793.00 24591638.59 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3895 B1V7KEBTPIMZEU4LTD58 2048-04-01 2.875000 2012109.00 689126.18 Agency Mortgage-Backed Securities FNAR XX.XXX S1BM5390 B1V7KEBTPIMZEU4LTD58 2037-02-01 2.162000 26236350.00 12999720.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4564 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.239000 140000.00 59149.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6203 B1V7KEBTPIMZEU4LTD58 2049-01-01 3.175000 75000.00 28072.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM5737 B1V7KEBTPIMZEU4LTD58 2049-02-01 3.474000 53164984.00 12343459.84 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6315 B1V7KEBTPIMZEU4LTD58 2048-12-01 2.108000 50000.00 27079.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6426 B1V7KEBTPIMZEU4LTD58 2048-09-01 2.876000 175000.00 99056.58 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6575 B1V7KEBTPIMZEU4LTD58 2042-02-01 2.257000 609170.00 136181.55 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6632 B1V7KEBTPIMZEU4LTD58 2047-10-01 2.067000 6092103.00 6264511.46 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6633 B1V7KEBTPIMZEU4LTD58 2045-04-01 2.135000 4516807.00 4275799.67 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6634 B1V7KEBTPIMZEU4LTD58 2048-12-01 2.318000 10993976.00 10615524.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6641 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.549000 20422114.00 18024830.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6642 B1V7KEBTPIMZEU4LTD58 2047-04-01 2.550000 20280009.00 17901106.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6677 B1V7KEBTPIMZEU4LTD58 2046-02-01 1.950000 10717146.00 10266493.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6681 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.166000 14959818.00 14758894.06 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6682 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.684000 24157621.00 22036877.76 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6683 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.156000 14949814.00 14685587.15 Agency Mortgage-Backed Securities FNAR XX.XXX S1BM6698 B1V7KEBTPIMZEU4LTD58 2038-03-01 2.059000 13488660.00 13520426.73 Agency Mortgage-Backed 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2043-07-01 2.170000 11918007.00 12238396.60 Agency Mortgage-Backed Securities FMAR 841244 G S6XOOCT0IEG5ABCC6L87 2047-01-01 2.068000 10722054.00 10734427.31 Agency Mortgage-Backed Securities FMAR 841253 G S6XOOCT0IEG5ABCC6L87 2049-06-01 2.598000 10135156.00 10517918.61 Agency Mortgage-Backed Securities FMAR 2B1538 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.356000 5100000.00 1052095.95 Agency Mortgage-Backed Securities FMAR 2B3968 G S6XOOCT0IEG5ABCC6L87 2045-03-01 2.598000 2460000.00 485782.17 Agency Mortgage-Backed Securities FMAR 2B5597 G S6XOOCT0IEG5ABCC6L87 2046-09-01 2.115000 1000000.00 171847.46 Agency Mortgage-Backed Securities FMAR 2B5646 G S6XOOCT0IEG5ABCC6L87 2046-10-01 2.620000 1250000.00 391303.15 Agency Mortgage-Backed Securities FKAR 01.250 WNWN1035 S6XOOCT0IEG5ABCC6L87 2027-04-01 1.250000 1685000.00 1699340.94 Agency Mortgage-Backed Securities FMAR 841245 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.195000 4514135.00 4712687.73 Agency Mortgage-Backed Securities FMAR 841246 G 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G S6XOOCT0IEG5ABCC6L87 2043-05-01 1.885000 1200000.00 126944.85 Agency Mortgage-Backed Securities FMAR 1N0161 G S6XOOCT0IEG5ABCC6L87 2036-04-01 1.875000 500000.00 26433.96 Agency Mortgage-Backed Securities FMAR 1Q1886 G S6XOOCT0IEG5ABCC6L87 2040-08-01 2.081000 3553628.00 3694138.82 Agency Mortgage-Backed Securities FMAR 848987 G S6XOOCT0IEG5ABCC6L87 2042-08-01 2.258000 3580000.00 171861.03 Agency Mortgage-Backed Securities FNAR XX.XXX WD797278 B1V7KEBTPIMZEU4LTD58 2034-10-01 2.218000 40000.00 1666.36 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0020 B1V7KEBTPIMZEU4LTD58 2027-07-01 3.870000 200000.00 224971.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0409 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.780000 4417000.00 5196423.82 Agency Mortgage-Backed Securities MNMS 03.825 MYBL0937 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.825000 16500000.00 18210048.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4513 B1V7KEBTPIMZEU4LTD58 2044-05-01 2.627000 65000.00 28590.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6067 B1V7KEBTPIMZEU4LTD58 2046-11-01 2.082000 1000000.00 359531.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6056 B1V7KEBTPIMZEU4LTD58 2048-09-01 2.695000 215000.00 57947.39 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6060 B1V7KEBTPIMZEU4LTD58 2046-01-01 2.007000 1000000.00 387883.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6356 B1V7KEBTPIMZEU4LTD58 2049-01-01 2.710000 75000.00 26460.67 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6372 B1V7KEBTPIMZEU4LTD58 2044-10-01 2.220000 100000.00 62922.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6714 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.690000 15113704.00 16062571.72 Agency Mortgage-Backed Securities FMAR 2B1553 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.217000 5500000.00 1136908.32 Agency Mortgage-Backed Securities FNAR XX.XXX LBAO7947 B1V7KEBTPIMZEU4LTD58 2042-06-01 1.950000 8000000.00 263226.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAU4264 B1V7KEBTPIMZEU4LTD58 2043-09-01 2.520000 4500000.00 1132551.78 Agency Mortgage-Backed Securities Y 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1873000000.00 1873000000.00 0.0603 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.050000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0QTZE4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.500 FGPC G07394 G S6XOOCT0IEG5ABCC6L87 2043-06-01 3.500000 50000000.00 13312730.70 Agency Mortgage-Backed Securities FEPC 04.000 CLZN4632 S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 50180730.00 14758806.94 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1703 S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 26500000.00 11509891.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0026 S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 30000000.00 16873293.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0343 S6XOOCT0IEG5ABCC6L87 2048-03-01 3.000000 18599889.00 15890204.72 Agency Mortgage-Backed Securities 04.000 FGPC V81221 G S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 63281498.00 14143920.91 Agency Mortgage-Backed Securities 04.000 FGPC V83169 G S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 62562572.00 13410108.57 Agency Mortgage-Backed Securities 03.000 FGPC Q34990 G S6XOOCT0IEG5ABCC6L87 2045-08-01 3.000000 46397892.00 15826106.54 Agency Mortgage-Backed Securities 04.500 FGPC Q60362 G S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 31324245.00 13312456.95 Agency Mortgage-Backed Securities 03.500 FGPC Q63179 G S6XOOCT0IEG5ABCC6L87 2049-04-01 3.500000 19763896.00 10509994.91 Agency Mortgage-Backed Securities 03.000 FGPC Q44073 G S6XOOCT0IEG5ABCC6L87 2046-09-01 3.000000 48712237.00 18576828.11 Agency Mortgage-Backed Securities 04.000 FGPC Q50033 G S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 30767828.00 18948766.19 Agency Mortgage-Backed Securities 04.500 FGPC Q54882 G S6XOOCT0IEG5ABCC6L87 2048-03-01 4.500000 25090749.00 12429711.07 Agency Mortgage-Backed Securities 03.500 FGPC G61004 G S6XOOCT0IEG5ABCC6L87 2047-05-01 3.500000 19048932.00 10374940.22 Agency Mortgage-Backed Securities 03.000 FGPC G61985 G S6XOOCT0IEG5ABCC6L87 2047-10-01 3.000000 9672664.00 4685269.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQA7258 S6XOOCT0IEG5ABCC6L87 2050-02-01 5.000000 33196145.00 14959545.82 Agency Mortgage-Backed Securities FEPC 02.500 CLQA9120 S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 12800000.00 12393131.55 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4883 S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 25037623.00 12621198.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2894 B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 48950000.00 17217766.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7497 B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 18948744.00 10477672.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8818 B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 10845258.00 4161367.19 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9620 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 34486761.00 18661644.21 Agency 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CLBR6834 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 17582062.00 18485309.51 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7339 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 10603698.00 10980568.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0708 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 27185044.00 15197543.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2815 B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 40817578.00 13912700.48 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1233 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 41830842.00 17856835.56 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3776 B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 32500000.00 12005752.63 Agency Mortgage-Backed Securities Y 2021-08-06 2021-08-06 2021-08-06 N N N 0.0005 470000000.00 470000000.00 0.0151 N N Y N BANK OF MONTREAL BANK OF MONTREAL 0.055000% NQQ6HPCNCCU6TUTQYE16 0000009622 ARP0QTZF1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.500 CLMA4210 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 1000.00 939.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2604 B1V7KEBTPIMZEU4LTD58 2033-07-01 1.930000 37336.00 38106.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1272 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 774854.00 793449.03 Agency Mortgage-Backed Securities GNII SF MA7474 M 549300M8ZYFG0OCMTT87 2051-06-20 3.500000 38557354.00 41142217.59 Agency Mortgage-Backed Securities FEPC 01.500 CISB8114 S6XOOCT0IEG5ABCC6L87 2036-07-01 1.500000 15742395.00 16044937.59 Agency Mortgage-Backed Securities FEPC 02.000 CLQC4876 S6XOOCT0IEG5ABCC6L87 2051-07-01 2.000000 15722284.00 16041133.67 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5087 S6XOOCT0IEG5ABCC6L87 2051-08-01 2.500000 6468280.00 6783594.99 Agency Mortgage-Backed Securities FEPC 02.000 CIQN7106 S6XOOCT0IEG5ABCC6L87 2036-07-01 2.000000 1304248.00 1360212.12 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5121 S6XOOCT0IEG5ABCC6L87 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CLFM5298 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.500000 19999.00 15025.36 Agency Mortgage-Backed Securities Y 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 100000000.00 100000000.00 0.0032 N Y Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000% 7LTWFZYICNSX8D621K86 0001022437 ARP0QTZO2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 8900.00 9444.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 76503500.00 79702159.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 225682800.00 231389700.81 U.S. Treasuries (including strips) Y 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 305000000.00 305000000.00 0.0098 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.055000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0QTZP9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.000 CLMA4305 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 15864504.00 15925629.44 Agency Mortgage-Backed Securities GNII SF MA6998 M 549300M8ZYFG0OCMTT87 2050-11-20 4.000000 1480270.00 1388235.55 Agency Mortgage-Backed Securities GNII SF MA7196 M 549300M8ZYFG0OCMTT87 2051-02-20 4.000000 134086144.00 135762383.14 Agency Mortgage-Backed Securities GNII SF MA7369 M 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 85322993.00 90004866.74 Agency Mortgage-Backed Securities Y 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 236000000.00 236000000.00 0.0076 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0QTZS3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED 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