0001145549-22-014544.txt : 20220307 0001145549-22-014544.hdr.sgml : 20220307 20220307162430 ACCESSION NUMBER: 0001145549-22-014544 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220228 FILED AS OF DATE: 20220307 DATE AS OF CHANGE: 20220307 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: 22718331 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 2022-02-28 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 28 56 26970837780.41 27826783534.30 27298204526.98 26702675036.90 31635246955.19 32109914264.30 31461714986.33 31541514672.99 0.00 0.7470 0.7606 0.7650 0.7478 0.8762 0.8777 0.8817 0.8833 0.0000 0.01 35619732724.49 35629102559.13 21581589.70 3196103.82 35647488045.02 35647226258.0100 1.0000 0.0011 0.9998 0.9997 0.9997 0.9997 0.0000 C000012381 0.00 24244540016.11 24244395337.9600 0.9998 0.9997 0.9997 0.9997 0.0000 395585425.02 111144020.47 47061890.66 139956239.99 354970988.82 169233115.96 140489479.81 114711842.70 0.00 0.00 704252487.05 569917655.24 0.0001 Y Investment Advisor and its affiliates Contractual 134,491 Investment Advisor and its affiliates Voluntary 6,438,799 C000151955 0.00 6535400272.93 6535276029.4700 0.9998 0.9997 0.9997 0.9997 0.0000 116361304.94 101607214.63 82466280.76 129378827.87 136835776.49 210170142.25 71167292.22 90794263.50 0.00 0.00 390448150.06 534353577.14 0.0001 Y Investment Advisor and its affiliates Contractual 12,450 Investment Advisor and its affiliates Voluntary 1,278,695 C000222229 1000000.00 4867547755.98 4867554890.5800 0.9998 0.9997 0.9997 0.9997 0.0000 241396636.24 94491513.09 19155672.66 59087133.29 137409912.78 200944208.26 90843661.32 73171884.96 0.00 0.00 334764398.91 448745318.09 0.0001 Y Investment Advisor and its affiliates Contractual 27,439 Investment Advisor and its affiliates Voluntary 368,565 ABAG Finance Auth M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.100000% 00037NLM6 549300EWVCCTI6O2KU84 US00037NLM64 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 57685000.00 57685000.00 0.0016 N N Y N Alabama HFA M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.340000% 01030PFP6 549300VFN7EHPOFS7D76 US01030PFP62 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2038-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0034 10100000.00 10100000.00 0.0003 N N Y N BRIDGE WF II PARKWAY CLUB LLC TAXABLE M/F HOUSING RB SERIES 2021A 0.210000% 10807BAA7 2549005XOAOA3RHT9B41 US10807BAA70 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2061-10-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0021 56900000.00 56900000.00 0.0016 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (WILSHIRE COURT APTS) SERIES 2003M 0.100000% 13077V3E0 549300KTNI2GCJNX2U48 US13077V3E01 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 20190000.00 20190000.00 0.0006 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (BAY VISTA AT MEADOW PARK APTS) SERIES 2003NN-1 0.100000% 13077V4F6 549300KTNI2GCJNX2U48 US13077V4F66 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 26040000.00 26040000.00 0.0007 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.230000% 13079FAT2 549300KTNI2GCJNX2U48 US13079FAT21 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-02-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0023 10685000.00 10685000.00 0.0003 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.230000% 13079PRV7 549300KTNI2GCJNX2U48 US13079PRV75 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0023 10100000.00 10100000.00 0.0003 N N Y N CAPITAL AREA HOUSING FINANCE CORP M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.260000% 139726BS1 549300XICE1XLI0VXV87 US139726BS14 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 12855000.00 12855000.00 0.0004 N N Y N Eden Prairie M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.240000% 279540MJ4 US279540MJ44 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2031-09-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0024 13605000.00 13605000.00 0.0004 N N Y N Emeryville Successor Redevelopment Agency M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.240000% 291200BN2 US291200BN21 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2036-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0024 53100000.00 53100000.00 0.0015 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.210000% 3130APSD8 2549001DPIFGXC1TOL40 US3130APSD84 U.S. Government Agency Debt Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0073 117643193.92 117643193.92 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.055000% 3130AR3H2 2549001DPIFGXC1TOL40 US3130AR3H26 U.S. Government Agency Debt Y 2022-03-01 2022-07-18 2022-07-18 N N N 0.0005 95203673.77 95203673.77 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.055000% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0005 95204810.46 95204810.46 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313C48 US313313C481 U.S. Government Agency Debt Y 2022-08-18 2022-08-18 2022-08-18 N N N 0.0064 37686104.06 37686104.06 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313D96 US313313D968 U.S. Government Agency Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0064 33889745.48 33889745.48 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313XQ6 US313313XQ69 U.S. Government Agency Debt Y 2022-06-03 2022-06-03 2022-06-03 N N N 0.0041 9389947.55 9389947.55 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313YZ5 US313313YZ59 U.S. Government Agency Debt Y 2022-07-06 2022-07-06 2022-07-06 N N N 0.0052 23556786.28 23556786.28 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313ZN1 US313313ZN11 U.S. Government Agency Debt Y 2022-07-19 2022-07-19 2022-07-19 N N N 0.0052 56485773.28 56485773.28 0.0016 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 0.0021 5003492.90 5003492.90 0.0001 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.125000% 313379Q69 2549001DPIFGXC1TOL40 US313379Q698 U.S. Government Agency Debt Y 2022-06-10 2022-06-10 2022-06-10 N N N 0.0043 1582282.61 1582282.61 0.0000 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385VS2 2549001DPIFGXC1TOL40 US313385VS21 U.S. Government Agency Debt Y 2022-04-18 2022-04-18 2022-04-18 N N N 0.0018 237842918.27 237842918.27 0.0067 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.920000% 3133EHHH9 US3133EHHH94 U.S. Government Agency Debt Y 2022-05-02 2022-05-02 2022-05-02 N N N 0.0026 1002798.33 1002798.33 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 2.750000% 3133EJMB2 US3133EJMB26 U.S. Government Agency Debt Y 2022-04-25 2022-04-25 2022-04-25 N N N 0.0041 13045397.43 13045397.43 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 2.200000% 3133EKNR3 US3133EKNR32 U.S. Government Agency Debt Y 2022-06-03 2022-06-03 2022-06-03 N N N 0.0034 14020900.81 14020900.81 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.850000% 3133EKYJ9 US3133EKYJ96 U.S. Government Agency Debt Y 2022-08-05 2022-08-05 2022-08-05 N N N 0.0060 5127000.57 5127000.57 0.0001 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 2022-03-01 2022-07-25 2022-07-25 N N N 0.0005 58220102.86 58220102.86 0.0016 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 2022-03-01 2022-03-10 2022-03-10 N N N 0.0005 66401367.84 66401367.84 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000% 3133ELE75 US3133ELE754 U.S. Government Agency Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0047 3203172.38 3203172.38 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.700000% 3133ELEW0 US3133ELEW01 U.S. Government Agency Debt Y 2022-09-19 2022-09-19 2022-09-19 N N N 0.0074 4021082.24 4021082.24 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000% 3133EM2F8 US3133EM2F83 U.S. Government Agency Debt Y 2022-08-10 2022-08-10 2022-08-10 N N N 0.0047 5380173.38 5380173.38 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.402900% 3133EM4G4 US3133EM4G49 U.S. Government Agency Debt Y 2022-03-01 2023-05-01 2023-05-01 N N N 0.0040 117806198.64 117806198.64 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000% 3133EM4W9 US3133EM4W98 U.S. Government Agency Debt Y 2022-03-01 2022-09-08 2022-09-08 N N N 0.0002 188510090.41 188510090.41 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000% 3133EMJV5 US3133EMJV55 U.S. Government Agency Debt Y 2022-03-01 2023-12-08 2023-12-08 N N N 0.0008 47376447.21 47376447.21 0.0013 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 2022-03-01 2022-10-21 2022-10-21 N N N 0.0006 118036537.52 118036537.52 0.0033 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 2022-03-01 2022-07-08 2022-07-08 N N N 0.0006 94511877.71 94511877.71 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.405400% 3133EMQ96 US3133EMQ962 U.S. Government Agency Debt Y 2022-03-01 2023-07-13 2023-07-13 N N N 0.0041 47095022.00 47095022.00 0.0013 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 0.0043 23584333.14 23584333.14 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000% 3133EMU75 US3133EMU758 U.S. Government Agency Debt Y 2022-03-01 2023-07-21 2023-07-21 N N N 0.0009 155190602.02 155190602.02 0.0044 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 0.0039 117717240.79 117717240.79 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000% 3133ENDS6 US3133ENDS63 U.S. Government Agency Debt Y 2022-11-16 2022-11-16 2022-11-16 N N N 0.0072 94217356.24 94217356.24 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.105000% 3133ENGH7 US3133ENGH71 U.S. Government Agency Debt Y 2022-03-01 2023-11-07 2023-11-07 N N N 0.0009 42607703.78 42607703.78 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133ENGM6 US3133ENGM66 U.S. Government Agency Debt Y 2022-03-01 2023-12-08 2023-12-08 N N N 0.0008 26598801.14 26598801.14 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-03-01 2023-12-13 2023-12-13 N N N 0.0010 33105990.11 33105990.11 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000% 3133ENMB3 US3133ENMB38 U.S. Government Agency Debt Y 2022-03-01 2023-08-28 2023-08-28 N N N 0.0007 59009351.50 59009351.50 0.0017 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 2022-03-01 2022-03-04 2022-03-04 N N N 0.0002 150302237.97 150302237.97 0.0042 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2022-03-01 2022-03-11 2022-03-11 N N N 0.0005 36802031.36 36802031.36 0.0010 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 2022-03-02 2022-06-02 2022-06-02 N N N 0.0005 187091680.49 187091680.49 0.0052 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000% 3134GVJ66 S6XOOCT0IEG5ABCC6L87 US3134GVJ664 U.S. Government Agency Debt Y 2022-06-08 2022-06-08 2022-06-08 N N N 0.0037 5148198.32 5148198.32 0.0001 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 2022-03-01 2022-08-19 2022-08-19 N N N 0.0004 231009732.92 231009732.92 0.0065 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 2022-03-01 2022-09-09 2022-09-09 N N N 0.0007 131752028.09 131752028.09 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0004 111841123.39 111841123.39 0.0031 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2022-03-01 2022-04-15 2022-04-15 N N N 0.0003 129366043.85 129366043.85 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2022-03-01 2022-05-19 2022-05-19 N N N 0.0007 186068436.84 186068436.84 0.0052 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2022-03-01 2022-05-27 2022-05-27 N N N 0.0005 109800734.13 109800734.13 0.0031 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 0.0018 1347139.55 1347139.55 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 0.0013 23656964.74 23656964.74 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000% 3135G0W33 B1V7KEBTPIMZEU4LTD58 US3135G0W330 U.S. Government Agency Debt Y 2022-09-06 2022-09-06 2022-09-06 N N N 0.0073 10584642.30 10584642.30 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000% 3136G4VL4 B1V7KEBTPIMZEU4LTD58 US3136G4VL49 U.S. Government Agency Debt Y 2022-03-01 2022-04-29 2022-04-29 N N N 0.0007 93033391.65 93033391.65 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000% 3136G4VP5 B1V7KEBTPIMZEU4LTD58 US3136G4VP52 U.S. Government Agency Debt Y 2022-03-01 2022-05-09 2022-05-09 N N N 0.0007 139047408.73 139047408.73 0.0039 N N N N Florida Housing Finance Corp M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.260000% 34073JSQ3 549300W0PCIJCI0JCF10 US34073JSQ30 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2034-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 11110000.00 11110000.00 0.0003 N N Y N Florida Housing Finance Corp M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.200000% 34074HBQ4 549300W0PCIJCI0JCF10 US34074HBQ48 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0020 2160000.00 2160000.00 0.0001 N N Y N Harris Cnty Housing Finance Corp M/F HOUSING RB (LAFAYETTE VILLAGE APTS) SERIES 2006 0.100000% 414158SU0 US414158SU07 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2038-06-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 11415000.00 11415000.00 0.0003 N N Y N Hillsborough Cnty HFA M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.260000% 43232ECK3 5493003JJ1KK4FWWU787 US43232ECK38 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2039-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0026 16875000.00 16875000.00 0.0005 N N Y N Lenawee Cnty Economic Development Corp REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.230000% 526010AD5 US526010AD56 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2029-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0023 3890000.00 3890000.00 0.0001 N N Y N Lisle M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.230000% 53655KAA0 US53655KAA07 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2025-12-15 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0023 24900000.00 24900000.00 0.0007 N N Y N Marietta Housing Auth M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.330000% 567663HE2 US567663HE29 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2038-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0033 13200000.00 13200000.00 0.0004 N N Y N New York State HFA HOUSING RB (THEATRE ROW TOWER) SERIES 2000A 0.190000% 64986MD51 5493000LS7KCDB02O506 US64986MD515 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2032-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0019 11600000.00 11600000.00 0.0003 N N Y N Orange Cnty HFA M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.230000% 684906EG1 US684906EG12 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2035-08-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0023 9760000.00 9760000.00 0.0003 N N Y N Orange Cnty HFA M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.230000% 684906EV8 US684906EV88 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0023 9990000.00 9990000.00 0.0003 N N Y N Oregon Facilities Auth RB (QUATAMA HOUSING LP) SERIES 2005A 0.240000% 68608JDT5 US68608JDT51 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2035-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0024 6565000.00 6565000.00 0.0002 N N Y N Panhandle Regional Housing Financial Corp M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.260000% 698487BS3 US698487BS34 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 12110000.00 12110000.00 0.0003 N N Y N RIVERSIDE HOME LENDING TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.210000% 769141AA0 549300O0KPP43OWB4Y15 US769141AA08 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0021 77300000.00 77300000.00 0.0022 N N Y N Sacramento Housing Auth M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.100000% 78587NBJ4 549300SID2HD62FLL025 US78587NBJ46 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2039-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 9250000.00 9250000.00 0.0003 N N Y N Sacramento Cnty Housing Auth M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.240000% 786111KQ6 US786111KQ65 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0024 42300000.00 42300000.00 0.0012 N N Y N St. Louis Park M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.280000% 79177DEV0 549300F6X6Q4H3ALF786 US79177DEV01 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2035-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0028 11400000.00 11400000.00 0.0003 N N Y N San Antonio Housing Finance Corp M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.260000% 796265HC3 549300V9VFLLKMTZ4J58 US796265HC36 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2049-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 12200000.00 12200000.00 0.0003 N N Y N San Francisco Redevelopment Agency M/F HOUSING RB (3RD & MISSION) SERIES 1999C 0.120000% 79765TBY0 5493001TPOZL3UK8DX25 US79765TBY01 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2034-06-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0012 17150000.00 17150000.00 0.0005 N N Y N San Jose M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.100000% 798165JQ0 549300QHIHSH68W22O38 US798165JQ01 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2037-02-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 13280000.00 13280000.00 0.0004 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (WINDSHIRE APTS) SERIES 2007 0.100000% 88275ABN9 549300J3RRLLZZN4WP77 US88275ABN90 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-01-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 12100000.00 12100000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.260000% 88275ACD0 549300J3RRLLZZN4WP77 US88275ACD00 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 10960000.00 10960000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.260000% 88275ACF5 549300J3RRLLZZN4WP77 US88275ACF57 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2045-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 9940000.00 9940000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.260000% 88275ACL2 549300J3RRLLZZN4WP77 US88275ACL26 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2042-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0026 12150000.00 12150000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.340000% 88275BLX4 549300J3RRLLZZN4WP77 US88275BLX46 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2038-04-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0034 13800000.00 13800000.00 0.0004 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N 0.0053 167969448.70 167969448.70 0.0047 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y 2022-08-11 2022-08-11 2022-08-11 N N N 0.0063 106898944.88 106898944.88 0.0030 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796N47 254900HROIFWPRGM1V77 US912796N471 U.S. Treasury Debt Y 2022-04-07 2022-04-07 2022-04-07 N N N 0.0009 433960970.38 433960970.38 0.0122 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796Q28 254900HROIFWPRGM1V77 US912796Q284 U.S. Treasury Debt Y 2022-05-12 2022-05-12 2022-05-12 N N N 0.0028 315827780.00 315827780.00 0.0089 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796R35 254900HROIFWPRGM1V77 US912796R357 U.S. Treasury Debt Y 2022-06-09 2022-06-09 2022-06-09 N N N 0.0037 38960322.96 38960322.96 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796T74 254900HROIFWPRGM1V77 US912796T742 U.S. Treasury Debt Y 2022-04-05 2022-04-05 2022-04-05 N N N 0.0010 236977534.77 236977534.77 0.0066 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796T82 254900HROIFWPRGM1V77 US912796T825 U.S. Treasury Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0012 947864511.84 947864511.84 0.0266 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0018 375994692.00 375994692.00 0.0105 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796U72 254900HROIFWPRGM1V77 US912796U724 U.S. Treasury Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0023 515796825.00 515796825.00 0.0145 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796V22 254900HROIFWPRGM1V77 US912796V227 U.S. Treasury Debt Y 2022-05-24 2022-05-24 2022-05-24 N N N 0.0031 246622057.20 246622057.20 0.0069 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0061 123651225.96 123651225.96 0.0035 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.625000% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 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254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2022-03-01 2023-04-30 2023-04-30 N N N 0.0038 115245232.13 115245232.13 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.409400% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 95155629.95 95155629.95 0.0027 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.415400% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2022-03-01 2023-10-31 2023-10-31 N N N 0.0030 76945132.80 76945132.80 0.0022 N Y Y N Washington State Housing Finance Commission M/F HOUSING RB (RAINIER COURT APTS) SERIES 2003A 0.100000% 93978PDE4 549300YL1HU59NREG764 US93978PDE43 Variable Rate Demand Note Y 2022-03-07 2022-03-07 2036-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 12750000.00 12750000.00 0.0004 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.070000% 549300QJJX6CVVUXLE15 0001317808 ARP0RSYL0 U.S. Treasury Repurchase 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Agency Mortgage-Backed Securities FMAR 1B3273 G S6XOOCT0IEG5ABCC6L87 2037-02-01 2.404000 20383284.00 105980.93 Agency Mortgage-Backed Securities FMAR 1B3897 G S6XOOCT0IEG5ABCC6L87 2035-09-01 1.719000 15156316.00 30379.82 Agency Mortgage-Backed Securities FMAR 1B3954 G S6XOOCT0IEG5ABCC6L87 2035-07-01 2.139000 51000000.00 376717.23 Agency Mortgage-Backed Securities FMAR 1B4060 G S6XOOCT0IEG5ABCC6L87 2038-05-01 2.188000 7335472.00 269501.02 Agency Mortgage-Backed Securities FNAR XX.XXX AS064731 B1V7KEBTPIMZEU4LTD58 2027-12-01 3.838000 8447300.00 8615.79 Agency Mortgage-Backed Securities FNAR XX.XXX AS070925 B1V7KEBTPIMZEU4LTD58 2028-08-01 4.055000 10000000.00 8777.38 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN4850 B1V7KEBTPIMZEU4LTD58 2047-03-01 3.850000 1918000.00 1908213.52 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.210000 5896000.00 6152154.67 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5472 B1V7KEBTPIMZEU4LTD58 2032-07-01 3.090000 160000.00 167620.40 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5944 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.190000 230000.00 223503.90 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6043 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.290000 439000.00 461315.47 Agency Mortgage-Backed Securities FNAR XX.XXX H2AN8045 B1V7KEBTPIMZEU4LTD58 2027-08-01 3.210000 1631000.00 1613476.71 Agency Mortgage-Backed Securities FMAR 847355 G S6XOOCT0IEG5ABCC6L87 2029-03-01 2.342000 26914807.00 372893.71 Agency Mortgage-Backed Securities FMAR 847351 G S6XOOCT0IEG5ABCC6L87 2029-07-01 2.569000 15795710.00 154716.35 Agency Mortgage-Backed Securities FMAR 847482 G S6XOOCT0IEG5ABCC6L87 2031-03-01 2.462000 10566723.00 218018.66 Agency Mortgage-Backed Securities FMAR 847486 G S6XOOCT0IEG5ABCC6L87 2033-02-01 2.337000 10113100.00 193869.17 Agency Mortgage-Backed Securities FMAR 847477 G S6XOOCT0IEG5ABCC6L87 2030-08-01 2.323000 23030954.00 177651.68 Agency Mortgage-Backed Securities FMAR 847655 G S6XOOCT0IEG5ABCC6L87 2036-11-01 2.042000 17875256.00 327308.84 Agency Mortgage-Backed Securities FMAR 847797 G S6XOOCT0IEG5ABCC6L87 2037-07-01 1.964000 8369898.00 234139.29 Agency Mortgage-Backed Securities FMAR 847864 G S6XOOCT0IEG5ABCC6L87 2038-01-01 1.885000 8294170.00 196433.11 Agency Mortgage-Backed Securities FMAR 1J0231 G S6XOOCT0IEG5ABCC6L87 2036-12-01 1.990000 8590509.00 105637.22 Agency Mortgage-Backed Securities FMAR 1A0051 G S6XOOCT0IEG5ABCC6L87 2035-12-01 1.705000 4561729.00 103919.73 Agency Mortgage-Backed Securities FMAR 1A1077 G S6XOOCT0IEG5ABCC6L87 2036-03-01 1.439000 2829453.00 181572.18 Agency Mortgage-Backed Securities FMAR 1A1186 G S6XOOCT0IEG5ABCC6L87 2037-05-01 1.795000 3545749.00 125833.65 Agency Mortgage-Backed Securities FMAR 1J1752 G S6XOOCT0IEG5ABCC6L87 2037-05-01 1.605000 3533820.00 113144.80 Agency Mortgage-Backed Securities FMAR 1J2883 G S6XOOCT0IEG5ABCC6L87 2037-09-01 1.645000 7846243.00 94640.79 Agency Mortgage-Backed Securities FMAR 1K0134 G S6XOOCT0IEG5ABCC6L87 2037-10-01 2.355000 24668856.00 134146.19 Agency Mortgage-Backed Securities FMAR 1K1233 G S6XOOCT0IEG5ABCC6L87 2036-05-01 2.370000 15450000.00 201807.10 Agency Mortgage-Backed Securities FMAR 1L1296 G S6XOOCT0IEG5ABCC6L87 2036-05-01 2.654000 3993800.00 408434.17 Agency Mortgage-Backed Securities FMAR 1M1049 G S6XOOCT0IEG5ABCC6L87 2036-10-01 1.790000 6027980.00 397702.74 Agency Mortgage-Backed Securities FMAR 1M1083 G S6XOOCT0IEG5ABCC6L87 2037-10-01 2.181000 4000000.00 96387.81 Agency Mortgage-Backed Securities FMAR 1N0117 G S6XOOCT0IEG5ABCC6L87 2035-12-01 1.668000 35519953.00 586983.32 Agency Mortgage-Backed Securities FMAR 1N1726 G S6XOOCT0IEG5ABCC6L87 2037-08-01 1.895000 6393272.00 69792.47 Agency Mortgage-Backed Securities FMAR 1N1481 G S6XOOCT0IEG5ABCC6L87 2037-06-01 1.955000 19732770.00 250279.75 Agency Mortgage-Backed Securities FMAR 1N1568 G S6XOOCT0IEG5ABCC6L87 2037-03-01 1.665000 22609910.00 435413.02 Agency Mortgage-Backed Securities FMAR 1G1658 G S6XOOCT0IEG5ABCC6L87 2037-02-01 2.175000 3386942.00 244030.48 Agency Mortgage-Backed Securities FMAR 1G5143 G S6XOOCT0IEG5ABCC6L87 2036-06-01 1.647000 11405951.00 299995.62 Agency Mortgage-Backed Securities FMAR 1H2593 G S6XOOCT0IEG5ABCC6L87 2036-01-01 1.790000 14659355.00 395074.56 Agency Mortgage-Backed Securities FMAR 1B6458 G S6XOOCT0IEG5ABCC6L87 2049-11-01 2.716000 2000000.00 711751.39 Agency Mortgage-Backed Securities FMAR 1G1925 G S6XOOCT0IEG5ABCC6L87 2037-04-01 2.125000 22113333.00 111692.36 Agency Mortgage-Backed Securities FMAR 1G2444 G S6XOOCT0IEG5ABCC6L87 2036-07-01 2.295000 8184389.00 238175.62 Agency Mortgage-Backed Securities FMAR 1Q0054 G S6XOOCT0IEG5ABCC6L87 2035-04-01 2.492000 8479165.00 332757.66 Agency Mortgage-Backed Securities FMAR 1Q0287 G S6XOOCT0IEG5ABCC6L87 2037-07-01 1.676000 4542500.00 63368.77 Agency Mortgage-Backed Securities FMAR 1Q0611 G S6XOOCT0IEG5ABCC6L87 2037-08-01 1.575000 4944229.00 212851.19 Agency Mortgage-Backed Securities FMAR 1Q1674 G S6XOOCT0IEG5ABCC6L87 2036-07-01 1.675000 2277776.00 353758.05 Agency Mortgage-Backed Securities FMAR 1Q1046 G S6XOOCT0IEG5ABCC6L87 2040-06-01 2.079000 11608218.00 391365.70 Agency Mortgage-Backed Securities FMAR 1Q1176 G S6XOOCT0IEG5ABCC6L87 2036-06-01 1.697000 4856008.00 189917.87 Agency Mortgage-Backed Securities FMAR 1Q1208 G S6XOOCT0IEG5ABCC6L87 2038-04-01 1.025000 3280299.00 155180.47 Agency Mortgage-Backed Securities FMAR 1Q1830 G S6XOOCT0IEG5ABCC6L87 2037-05-01 1.681000 903290.00 87182.79 Agency Mortgage-Backed Securities FMAR 1Q1889 G S6XOOCT0IEG5ABCC6L87 2037-01-01 1.777000 2215993.00 1980949.70 Agency Mortgage-Backed Securities FMAR 1Q1890 G S6XOOCT0IEG5ABCC6L87 2036-09-01 1.912000 1409082.00 1440822.86 Agency Mortgage-Backed Securities FMAR 1Q1891 G S6XOOCT0IEG5ABCC6L87 2037-09-01 1.753000 1992420.00 1831641.93 Agency Mortgage-Backed Securities FMAR 1Q1893 G S6XOOCT0IEG5ABCC6L87 2040-09-01 2.024000 2972652.00 3023900.69 Agency Mortgage-Backed Securities FMAR 1Q1894 G S6XOOCT0IEG5ABCC6L87 2038-04-01 2.253000 3000004.00 3020984.41 Agency Mortgage-Backed Securities FMAR 1Q1895 G S6XOOCT0IEG5ABCC6L87 2037-11-01 2.067000 2377846.00 2280479.77 Agency Mortgage-Backed Securities FMAR 1Q1896 G S6XOOCT0IEG5ABCC6L87 2036-10-01 1.917000 2207352.00 2214496.80 Agency Mortgage-Backed Securities FMAR 1Q1880 G S6XOOCT0IEG5ABCC6L87 2038-04-01 1.913000 18170973.00 13069010.13 Agency Mortgage-Backed Securities FMAR 1Q1887 G S6XOOCT0IEG5ABCC6L87 2037-03-01 2.274000 1056733.00 1099270.53 Agency Mortgage-Backed Securities FMAR 1Q1888 G S6XOOCT0IEG5ABCC6L87 2039-09-01 2.016000 1841190.00 1488978.76 Agency Mortgage-Backed Securities FMAR 1Q1897 G S6XOOCT0IEG5ABCC6L87 2037-02-01 1.963000 1603112.00 1583692.76 Agency Mortgage-Backed Securities FMAR 1Q1898 G S6XOOCT0IEG5ABCC6L87 2038-02-01 1.712000 1576421.00 1522075.64 Agency Mortgage-Backed Securities FMAR 1Q1899 G S6XOOCT0IEG5ABCC6L87 2040-08-01 2.052000 6610626.00 6498086.04 Agency Mortgage-Backed Securities FMAR 1Q1900 G S6XOOCT0IEG5ABCC6L87 2037-09-01 2.066000 1917255.00 1991162.58 Agency Mortgage-Backed Securities FMAR 1A1841 G S6XOOCT0IEG5ABCC6L87 2037-06-01 1.790000 1238578.00 198040.07 Agency Mortgage-Backed Securities FMAR 787396 G S6XOOCT0IEG5ABCC6L87 2027-02-01 2.369000 135719004.00 341207.96 Agency Mortgage-Backed Securities FMAR 789817 G S6XOOCT0IEG5ABCC6L87 2032-02-01 2.480000 37268498.00 175660.12 Agency Mortgage-Backed Securities FMAR 849297 G S6XOOCT0IEG5ABCC6L87 2044-04-01 1.985000 1500000.00 73469.29 Agency Mortgage-Backed Securities FMAR 849479 G S6XOOCT0IEG5ABCC6L87 2037-10-01 2.023000 4040447.00 432343.74 Agency Mortgage-Backed Securities FMAR 849482 G S6XOOCT0IEG5ABCC6L87 2033-11-01 2.400000 5076560.00 979185.64 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN7503 B1V7KEBTPIMZEU4LTD58 2037-11-01 3.510000 4146532.00 4433067.73 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8918 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.695000 2000000.00 2061970.24 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8984 B1V7KEBTPIMZEU4LTD58 2028-04-01 3.510000 2986000.00 3077143.27 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8988 B1V7KEBTPIMZEU4LTD58 2030-04-01 3.515000 891000.00 952798.20 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8990 B1V7KEBTPIMZEU4LTD58 2030-04-01 3.530000 8483000.00 8887448.35 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN8993 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.780000 1770000.00 1795389.00 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN8397 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.540000 1336000.00 1320498.40 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8467 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.290000 8822000.00 9185973.67 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8663 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.560000 4618000.00 5009865.01 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8813 B1V7KEBTPIMZEU4LTD58 2033-04-01 3.720000 743000.00 791134.51 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9785 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.775000 1578000.00 1752023.81 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9040 B1V7KEBTPIMZEU4LTD58 2030-04-01 3.500000 3796590.00 4067989.24 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9095 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.640000 2615000.00 2604981.66 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9136 B1V7KEBTPIMZEU4LTD58 2030-05-01 3.480000 817000.00 820285.39 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9165 B1V7KEBTPIMZEU4LTD58 2038-05-01 3.880000 2510000.00 2598084.89 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN9377 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 11993000.00 12405124.57 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9381 B1V7KEBTPIMZEU4LTD58 2033-06-01 3.730000 2975315.00 3180119.32 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9408 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.750000 2775000.00 3061803.19 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9618 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.760000 5375000.00 5959735.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 5911000.00 6368603.02 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9738 B1V7KEBTPIMZEU4LTD58 2030-07-01 3.570000 941000.00 1014502.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9902 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.810000 1903000.00 1964260.86 Agency Mortgage-Backed Securities FNAR XX.XXX WS660528 B1V7KEBTPIMZEU4LTD58 2028-11-01 2.567000 18922282.00 81378.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.150000 2000000.00 2141373.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0855 B1V7KEBTPIMZEU4LTD58 2031-01-01 4.150000 1696000.00 1870386.96 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 702000.00 657614.03 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 2257942.95 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0092 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 437000.00 479288.27 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0122 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.800000 6110000.00 6767154.94 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0218 B1V7KEBTPIMZEU4LTD58 2030-12-01 3.800000 23605871.00 25888700.36 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0243 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.800000 3000000.00 3324381.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0340 B1V7KEBTPIMZEU4LTD58 2030-10-01 3.760000 4374000.00 4787850.38 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL0375 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.370000 1025000.00 1113731.23 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0409 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.780000 4417000.00 4838766.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0407 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.020000 7860000.00 8369630.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0466 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 406000.00 445288.42 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0547 B1V7KEBTPIMZEU4LTD58 2025-11-01 3.780000 6196000.00 6365907.98 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0661 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.990000 7078000.00 7465439.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0745 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.090000 2556000.00 2738295.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1672 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.960000 5995000.00 6659641.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 972064.21 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0944 B1V7KEBTPIMZEU4LTD58 2031-01-01 3.930000 2778000.00 3072933.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1016 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.955000 4036000.00 4313613.23 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1126 B1V7KEBTPIMZEU4LTD58 2029-01-01 4.000000 4000000.00 3916495.36 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL1303 B1V7KEBTPIMZEU4LTD58 2044-01-01 4.750000 794000.00 813911.86 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1362 B1V7KEBTPIMZEU4LTD58 2034-01-01 3.800000 5458000.00 5802663.66 Agency Mortgage-Backed Securities MNMS 04.690 MLBL1470 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.690000 368000.00 366393.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1444 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.620000 5000000.00 5088216.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1454 B1V7KEBTPIMZEU4LTD58 2031-01-01 3.870000 3262000.00 3360981.64 Agency Mortgage-Backed Securities MNMS 04.080 MLBL1502 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.080000 8398000.00 8719184.81 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1480 B1V7KEBTPIMZEU4LTD58 2029-02-01 3.520000 2106222.00 2219894.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1560 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.980000 2000000.00 2227350.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1584 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.890000 3706000.00 3811088.12 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1618 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.750000 6000000.00 6635805.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1644 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.660000 4506000.00 4948556.79 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1981 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 1394000.00 1518820.85 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 560000.00 610143.24 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2006 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.710000 1036000.00 1115918.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2339 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.340000 6500000.00 6930384.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2318 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.570000 3222000.00 3499631.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3540 B1V7KEBTPIMZEU4LTD58 2029-08-01 2.790000 300000.00 309651.75 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.950000 1565000.00 1635548.73 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.990000 991000.00 1038451.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2950 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 25021000.00 26678053.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 16355496.00 17438663.26 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL3695 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.460000 2683000.00 2741234.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5199 B1V7KEBTPIMZEU4LTD58 2035-02-01 2.510000 22525000.00 21934180.51 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5200 B1V7KEBTPIMZEU4LTD58 2034-12-01 2.650000 500000.00 482444.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5565 B1V7KEBTPIMZEU4LTD58 2040-01-01 2.990000 1668000.00 1669989.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6365 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.090000 650000.00 583514.63 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6385 B1V7KEBTPIMZEU4LTD58 2037-03-01 2.110000 1920000.00 1734349.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6486 B1V7KEBTPIMZEU4LTD58 2030-04-01 2.310000 50000.00 49591.53 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9802 B1V7KEBTPIMZEU4LTD58 2035-12-01 1.730000 8174000.00 7244816.46 Agency Mortgage-Backed Securities MNMS 02.240 MLBL9887 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.240000 100000.00 88264.12 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9579 B1V7KEBTPIMZEU4LTD58 2041-02-01 1.980000 2175000.00 1829586.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM5045 B1V7KEBTPIMZEU4LTD58 2048-10-01 3.321000 6276000.00 1079351.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6685 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.506000 18591621.00 12638384.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6791 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.048000 8253606.00 7833469.03 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6836 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.856000 19143908.00 17891917.31 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6838 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.856000 13478909.00 12597403.06 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6834 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.856000 37643908.00 35182037.50 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6873 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.010000 38127370.00 37258641.80 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6845 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.507000 11376170.00 10965917.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6846 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.507000 11376170.00 10960116.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0391 B1V7KEBTPIMZEU4LTD58 2033-01-01 1.630000 55000.00 51142.99 Agency Mortgage-Backed Securities FMAR 2B8012 G S6XOOCT0IEG5ABCC6L87 2050-11-01 2.041000 65000000.00 41943522.56 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 3380000000.00 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