0001145549-22-066058.txt : 20221107 0001145549-22-066058.hdr.sgml : 20221107 20221107142451 ACCESSION NUMBER: 0001145549-22-066058 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221107 DATE AS OF CHANGE: 20221107 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: 221364990 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2022-10-31 0000857156 549300I77JNLD629OV19 S000004508 2 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 Prime Y 9 51 46724735759.27 38714926173.92 38065406735.03 41561030860.22 63545673889.39 65425426726.29 68157802478.24 67456984822.90 0.00 0.3816 0.3074 0.2937 0.3202 0.5190 0.5194 0.5259 0.5197 0.0000 0.79 130487618545.65 130520287096.18 191080072.37 564587622.58 130146779546.76 130143878778.0000 1.0000 0.0331 0.9999 0.9998 0.9997 0.9997 0.0000 C000012383 0.00 75506808362.64 75505101236.7690 0.9999 0.9998 0.9997 0.9997 0.0000 3734358032.08 1543320049.10 3251160416.56 1249220207.92 3709449214.30 1431905687.76 3135226327.72 1792199397.66 0.00 0.00 14448391778.91 6311209337.47 0.0297 Y Investment Advisor and its affiliates Contractual 382,816 C000038267 1000000.00 54639971184.12 54638777541.2400 0.9999 0.9998 0.9997 0.9997 0.0000 2863125733.09 1484811330.57 2400054568.73 1294985036.52 2502277401.67 1370359041.41 2144473499.10 1799993521.72 0.00 0.00 10309575687.18 6163961015.05 0.0312 Y Investment Advisor and its affiliates Contractual 219,958 ABAG Finance Auth TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 3.120000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note Y 2022-11-07 2022-11-07 2031-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0312 17550000.00 17550000.00 0.0001 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BL38 549300G2LM2ZKZ0X4Y50 US03664BL385 Asset Backed Commercial Paper Y 2022-11-03 2022-11-03 2022-11-03 N Y Societe Generale SA 1.0000 N 0.0319 38989635.75 38989635.75 0.0003 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BLU8 549300G2LM2ZKZ0X4Y50 US03664BLU88 Asset Backed Commercial Paper Y 2022-11-28 2022-11-28 2022-11-28 N Y Societe Generale SA 1.0000 N 0.0375 49754613.36 49754613.36 0.0004 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 3.440000% 05253MQG2 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2022-11-01 2022-11-04 2022-11-04 N N N 0.0310 150005371.50 150005371.50 0.0012 N N 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(NEW YORK BRANCH) 3.580000% 05586FAD9 R0MUWSFPU8MPRO8K5P83 US05586FAD96 Certificate of Deposit Y 2022-11-01 2023-04-11 2023-04-11 N N N 0.0368 259885873.00 259885873.00 0.0020 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.630000% 06050TNE8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2022-11-01 2023-10-06 2023-10-06 N N N 0.0379 234675725.85 234675725.85 0.0018 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.450000% 06054CAS4 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-11-01 2022-11-16 2022-11-16 N N N 0.0319 240027741.60 240027741.60 0.0018 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.510000% 06054CAX3 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-11-01 2023-02-10 2023-02-10 N N N 0.0360 289927572.50 289927572.50 0.0022 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.510000% 06054CAZ8 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-11-01 2023-02-23 2023-02-23 N N N 0.0361 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Certificate of Deposit Y 2022-11-01 2023-04-12 2023-04-12 N N N 0.0376 494792387.10 494792387.10 0.0038 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 3.680000% 8574P1MV5 571474TGEMMWANRLN572 US8574P1MV56 Certificate of Deposit Y 2022-11-01 2023-04-14 2023-04-14 N N N 0.0377 389857626.60 389857626.60 0.0030 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.870000% 86564MQM3 254900S1KUTSTBKJ6286 US86564MQM37 Certificate of Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0313 169997310.60 169997310.60 0.0013 N N Y N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.940000% 86564MQR2 254900S1KUTSTBKJ6286 US86564MQR24 Certificate of Deposit Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0352 49987417.00 49987417.00 0.0004 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.380000% 86564MQZ4 254900S1KUTSTBKJ6286 US86564MQZ40 Certificate of Deposit Y 2022-11-01 2022-11-18 2022-11-18 N N N 0.0317 288030358.08 288030358.08 0.0022 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.050000% 86564MRB6 254900S1KUTSTBKJ6286 US86564MRB62 Certificate of Deposit Y 2022-11-21 2022-11-21 2022-11-21 N N N 0.0359 149950705.50 149950705.50 0.0012 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.050000% 86564MRK6 254900S1KUTSTBKJ6286 US86564MRK61 Certificate of Deposit Y 2022-11-29 2022-11-29 2022-11-29 N N N 0.0368 299841312.00 299841312.00 0.0023 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.920000% 86564MRQ3 254900S1KUTSTBKJ6286 US86564MRQ32 Certificate of Deposit Y 2022-11-16 2022-11-16 2022-11-16 N N N 0.0353 123965165.92 123965165.92 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.080000% 86564MSN9 254900S1KUTSTBKJ6286 US86564MSN91 Certificate of Deposit Y 2022-12-08 2022-12-08 2022-12-08 N N N 0.0375 194858022.45 194858022.45 0.0015 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.530000% 86564MVJ4 254900S1KUTSTBKJ6286 US86564MVJ43 Certificate of Deposit Y 2022-11-01 2023-01-23 2023-01-23 N N N 0.0364 194948488.80 194948488.80 0.0015 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.620000% 86564MWL8 254900S1KUTSTBKJ6286 US86564MWL89 Certificate of Deposit Y 2022-11-01 2023-02-07 2023-02-07 N N N 0.0370 181957896.12 181957896.12 0.0014 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XM27 5493006GGLR4BTEL8O61 US86564XM272 Financial Company Commercial Paper Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0369 48839410.83 48839410.83 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.470000% 86565FLH3 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-11-01 2022-11-09 2022-11-09 N N N 0.0326 370018773.80 370018773.80 0.0028 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.500000% 86565FLS9 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-11-01 2022-11-23 2022-11-23 N N N 0.0318 177035610.63 177035610.63 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.490000% 86565FMB5 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-11-01 2022-11-22 2022-11-22 N N N 0.0318 44008218.32 44008218.32 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.500000% 86565FMD1 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-11-01 2022-12-06 2022-12-06 N N N 0.0324 180546922.78 180546922.78 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.560000% 86565FNN8 549300MS3WYYVQ4HXM15 US86565FNN86 Certificate of Deposit Y 2022-11-01 2022-12-16 2022-12-16 N N N 0.0332 48664703.98 48664703.98 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.560000% 86565FPA4 549300MS3WYYVQ4HXM15 US86565FPA48 Certificate of Deposit Y 2022-11-01 2022-12-27 2022-12-27 N N N 0.0344 46008802.56 46008802.56 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.570000% 86565FPN6 549300MS3WYYVQ4HXM15 US86565FPN68 Certificate of Deposit Y 2022-11-01 2023-01-13 2023-01-13 N N N 0.0351 163018969.94 163018969.94 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.100000% 86565FPV8 549300MS3WYYVQ4HXM15 US86565FPV84 Certificate of Deposit Y 2023-01-06 2023-01-06 2023-01-06 N N N 0.0409 73859604.24 73859604.24 0.0006 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.630000% 86565FRG9 549300MS3WYYVQ4HXM15 US86565FRG99 Certificate of Deposit Y 2022-11-01 2023-02-03 2023-02-03 N N N 0.0357 514083149.78 514083149.78 0.0040 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.530000% 86565FRX2 549300MS3WYYVQ4HXM15 US86565FRX23 Certificate of Deposit Y 2022-11-01 2023-02-21 2023-02-21 N N N 0.0360 192958701.86 192958701.86 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.480000% 86565FRZ7 549300MS3WYYVQ4HXM15 US86565FRZ70 Certificate of Deposit Y 2022-11-01 2023-03-02 2023-03-02 N N N 0.0362 241889923.88 241889923.88 0.0019 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.450000% 86565FSP8 549300MS3WYYVQ4HXM15 US86565FSP89 Certificate of Deposit Y 2022-11-01 2023-03-08 2023-03-08 N N N 0.0363 95939175.36 95939175.36 0.0007 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.450000% 86565FSX1 549300MS3WYYVQ4HXM15 US86565FSX14 Certificate of Deposit Y 2022-11-01 2023-03-15 2023-03-15 N N N 0.0365 56958529.08 56958529.08 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.570000% 86565FUG5 549300MS3WYYVQ4HXM15 US86565FUG52 Certificate of Deposit Y 2022-11-01 2023-04-06 2023-04-06 N N N 0.0372 197371733.63 197371733.63 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.700000% 86565FUX8 549300MS3WYYVQ4HXM15 US86565FUX85 Certificate of Deposit Y 2022-11-01 2023-04-19 2023-04-19 N N N 0.0379 110951458.59 110951458.59 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000% 86565FVF6 549300MS3WYYVQ4HXM15 US86565FVF60 Certificate of Deposit Y 2022-11-01 2023-04-24 2023-04-24 N N N 0.0382 52001902.68 52001902.68 0.0004 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.640000% 86959RC40 NHBDILHZTYCNBV5UYZ31 US86959RC400 0001448613 Certificate of Deposit Y 2022-11-01 2023-04-06 2023-04-06 N N N 0.0366 284983475.70 284983475.70 0.0022 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.640000% 86959RC65 NHBDILHZTYCNBV5UYZ31 US86959RC657 0001448613 Certificate of Deposit Y 2022-11-01 2023-04-12 2023-04-12 N N N 0.0368 199969938.00 199969938.00 0.0015 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.660000% 86959RC73 NHBDILHZTYCNBV5UYZ31 US86959RC731 0001448613 Certificate of Deposit Y 2022-11-01 2023-04-19 2023-04-19 N N N 0.0371 195965637.28 195965637.28 0.0015 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 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BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000% 89114WV28 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-11-01 2023-01-17 2023-01-17 N N N 0.0343 139107089.93 139107089.93 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.520000% 89114WXJ9 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-11-01 2023-02-21 2023-02-21 N N N 0.0355 482958317.10 482958317.10 0.0037 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.520000% 89114WXV2 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-11-01 2023-02-24 2023-02-24 N N N 0.0357 282964296.72 282964296.72 0.0022 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.530000% 89114WXW0 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-11-01 2023-02-27 2023-02-27 N N N 0.0358 402946493.69 402946493.69 0.0031 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.540000% 89114WYB5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-11-01 2023-03-02 2023-03-02 N N N 0.0359 228769246.99 228769246.99 0.0018 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.000000% 89114WZK4 PT3QB789TSUIDF371261 US89114WZK43 Certificate of Deposit Y 2022-12-27 2022-12-27 2022-12-27 N N N 0.0388 133805425.30 133805425.30 0.0010 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.760000% 89115B6T2 PT3QB789TSUIDF371261 US89115B6T26 Certificate of Deposit Y 2022-11-01 2023-05-15 2023-05-15 N N N 0.0371 252063504.00 252063504.00 0.0019 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.620000% 89115BBJ8 PT3QB789TSUIDF371261 US89115BBJ89 Certificate of Deposit Y 2022-11-01 2023-02-27 2023-02-27 N N N 0.0358 343052794.56 343052794.56 0.0026 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.500000% 89115BDN7 PT3QB789TSUIDF371261 US89115BDN73 Certificate of Deposit Y 2023-02-08 2023-02-08 2023-02-08 N N N 0.0436 49877382.00 49877382.00 0.0004 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.680000% 89115BGA2 PT3QB789TSUIDF371261 US89115BGA26 Certificate of Deposit Y 2022-11-01 2023-05-11 2023-05-11 N N N 0.0377 494792718.75 494792718.75 0.0038 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.650000% 89115BGS3 PT3QB789TSUIDF371261 US89115BGS34 Certificate of Deposit Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0445 99754250.00 99754250.00 0.0008 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000% 89115BN22 PT3QB789TSUIDF371261 US89115BN225 Certificate of Deposit Y 2022-11-01 2023-03-29 2023-03-29 N N N 0.0366 117896193.04 117896193.04 0.0009 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000% 89115BQ60 PT3QB789TSUIDF371261 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Agency Mortgage-Backed Securities FNAR XX.XXX WS309607 B1V7KEBTPIMZEU4LTD58 2023-10-01 3.405000 2378690.00 1461.33 Agency Mortgage-Backed Securities FNAR XX.XXX WD341502 B1V7KEBTPIMZEU4LTD58 2026-07-01 4.348000 1750000.00 1242.36 Agency Mortgage-Backed Securities MNAR XX.XXX HY387880 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.960000 955000.00 829477.78 Agency Mortgage-Backed Securities FNAR XX.XXX WS623021 B1V7KEBTPIMZEU4LTD58 2028-03-01 2.903000 11645274.00 11218.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS623017 B1V7KEBTPIMZEU4LTD58 2031-10-01 3.636000 132637844.00 89008.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1016 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.955000 4036000.00 3881339.81 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1108 B1V7KEBTPIMZEU4LTD58 2034-02-01 4.060000 2397000.00 2215986.55 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1126 B1V7KEBTPIMZEU4LTD58 2029-01-01 4.000000 4000000.00 3663972.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1362 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Mortgage-Backed Securities FNAR XX.XXX LBBM6952 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.834000 23131663.00 21143823.83 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6953 B1V7KEBTPIMZEU4LTD58 2045-04-01 3.069000 18758209.00 16121780.53 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6954 B1V7KEBTPIMZEU4LTD58 2052-05-01 2.666000 476000.00 431225.15 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7017 B1V7KEBTPIMZEU4LTD58 2042-01-01 3.087000 19805859.00 17905858.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7018 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.874000 38391377.00 33593737.30 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7019 B1V7KEBTPIMZEU4LTD58 2050-03-01 2.950000 40898181.00 35960247.27 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7047 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.027000 30821453.00 28379962.30 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN9377 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 11993000.00 9892437.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1480 B1V7KEBTPIMZEU4LTD58 2029-02-01 3.520000 2106222.00 1962837.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1600 B1V7KEBTPIMZEU4LTD58 2031-03-01 3.660000 2500000.00 2317468.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1584 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.890000 3706000.00 3297978.85 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1618 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.750000 6000000.00 5401452.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1644 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.660000 4506000.00 4011286.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2673 B1V7KEBTPIMZEU4LTD58 2029-06-01 3.190000 19330000.00 17484841.96 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1981 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 2454000.00 2165364.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 560000.00 494133.73 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2006 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.710000 1036000.00 955252.78 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2185 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.070000 2925000.00 2440896.12 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2339 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.340000 6500000.00 5657751.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2318 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.570000 3222000.00 2847932.24 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2454 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.160000 50000.00 43481.57 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.950000 1565000.00 1294976.68 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.990000 2141000.00 1732949.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2950 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 31246000.00 27034143.35 Agency Mortgage-Backed Securities FNAR XX.XXX H2AN4403 B1V7KEBTPIMZEU4LTD58 2027-02-01 2.970000 21838000.00 20369984.13 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5386 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.250000 80000.00 72082.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.210000 7119472.00 6179922.40 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6043 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.290000 439000.00 383543.62 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6653 B1V7KEBTPIMZEU4LTD58 2032-10-01 3.080000 1000000.00 865905.67 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8048 B1V7KEBTPIMZEU4LTD58 2028-01-01 3.080000 16486920.00 15197917.64 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN7503 B1V7KEBTPIMZEU4LTD58 2037-11-01 3.510000 4146532.00 3489845.73 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8918 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.695000 2000000.00 1718164.56 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8933 B1V7KEBTPIMZEU4LTD58 2033-04-01 3.530000 4040697.00 3592214.65 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8984 B1V7KEBTPIMZEU4LTD58 2028-04-01 3.510000 2986000.00 2750216.74 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8990 B1V7KEBTPIMZEU4LTD58 2030-04-01 3.530000 8483000.00 7533449.61 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN8397 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.540000 1336000.00 1038122.09 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8467 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.290000 8822000.00 7619135.00 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8580 B1V7KEBTPIMZEU4LTD58 2038-04-01 3.510000 6594953.00 5524394.28 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8663 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.560000 4618000.00 4132461.94 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8813 B1V7KEBTPIMZEU4LTD58 2033-04-01 3.720000 743000.00 701059.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9883 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.850000 664848.00 607463.86 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9351 B1V7KEBTPIMZEU4LTD58 2033-06-01 3.720000 6725845.00 6098868.45 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1672 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.960000 9050000.00 8610233.35 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 851442.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 16355496.00 14150829.66 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL3695 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.460000 2683000.00 2088956.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5134 B1V7KEBTPIMZEU4LTD58 2030-01-01 2.460000 250000.00 216211.25 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5565 B1V7KEBTPIMZEU4LTD58 2040-01-01 2.990000 1668000.00 1247133.02 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1852 B1V7KEBTPIMZEU4LTD58 2047-09-01 2.944000 127748292.00 20196229.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1966 B1V7KEBTPIMZEU4LTD58 2047-11-01 2.964000 46465573.00 7038680.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3577 B1V7KEBTPIMZEU4LTD58 2048-03-01 2.973000 19691887.00 2495670.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3186 B1V7KEBTPIMZEU4LTD58 2047-11-01 2.883000 25000000.00 5999801.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3244 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.835000 29169780.00 5035349.80 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4379 B1V7KEBTPIMZEU4LTD58 2048-02-01 2.926000 17260602.00 3201772.61 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3849 B1V7KEBTPIMZEU4LTD58 2048-05-01 2.943000 19662511.00 2237648.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3922 B1V7KEBTPIMZEU4LTD58 2048-03-01 2.884000 96355937.00 17533287.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6054 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.998000 842000.00 219500.32 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7070 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.022000 36982311.00 34623877.43 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7071 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.502000 32976435.00 31298087.02 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN1555 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.468000 27933327.00 3240591.32 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0152 B1V7KEBTPIMZEU4LTD58 2035-12-01 1.610000 3689000.00 2537931.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1990 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.070000 1000000.00 723341.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3483 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.260000 1335000.00 849666.53 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS2833 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.570000 100000.00 70116.18 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3265 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.290000 1686000.00 1077683.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3447 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.265000 1021000.00 650369.34 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4827 B1V7KEBTPIMZEU4LTD58 2034-02-01 2.550000 2805000.00 2248483.54 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5802 B1V7KEBTPIMZEU4LTD58 2032-07-01 3.710000 7100000.00 6490810.53 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5877 B1V7KEBTPIMZEU4LTD58 2039-06-01 4.060000 5203000.00 4535139.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6159 B1V7KEBTPIMZEU4LTD58 2032-09-01 3.920000 8000000.00 7406757.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6381 B1V7KEBTPIMZEU4LTD58 2032-09-01 3.890000 24314000.00 22597204.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6457 B1V7KEBTPIMZEU4LTD58 2032-08-01 3.640000 12000000.00 10885324.39 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT8267 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.598000 46473271.00 42961792.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBV3076 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 305000000.00 235986141.65 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7896 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.769000 26000000.00 23620110.33 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7872 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.613000 30297799.00 27041591.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2628 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 229344981.00 181741805.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2374 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 250529279.00 197576367.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2352 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 274900000.00 208775758.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2806 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 250200000.00 197603152.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2860 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 250000000.00 198362160.25 Agency Mortgage-Backed Securities FKAR 02.950 WAWA4809 S6XOOCT0IEG5ABCC6L87 2040-01-01 2.950000 788586.00 602842.90 Agency Mortgage-Backed Securities FNAR XX.XXX WS849926 B1V7KEBTPIMZEU4LTD58 2032-09-01 4.274000 1670699.00 110446.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE3799 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.033000 63413480.00 8373185.55 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH2656 B1V7KEBTPIMZEU4LTD58 2047-08-01 2.951000 44940089.00 8385410.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH3236 B1V7KEBTPIMZEU4LTD58 2047-08-01 2.894000 1100000.00 199590.42 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.150000 2000000.00 1719180.66 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0855 B1V7KEBTPIMZEU4LTD58 2031-01-01 4.150000 1696000.00 1606229.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0856 B1V7KEBTPIMZEU4LTD58 2031-02-01 4.180000 2000000.00 1897626.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 702000.00 584010.37 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 1918185.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0122 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.800000 6110000.00 5558943.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0218 B1V7KEBTPIMZEU4LTD58 2030-12-01 3.800000 14365871.00 13559251.29 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0264 B1V7KEBTPIMZEU4LTD58 2028-11-01 3.830000 4560324.00 4359166.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0323 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.210000 2300000.00 1936274.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0340 B1V7KEBTPIMZEU4LTD58 2030-10-01 3.760000 4394000.00 4142414.21 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL0375 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.370000 1025000.00 887020.79 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0409 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.780000 4417000.00 4162470.38 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0407 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.020000 7860000.00 6901777.35 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0466 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 5691000.00 5127317.83 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9592 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.810000 3260000.00 2943131.26 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9618 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.760000 5375000.00 4887715.04 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 5911000.00 5580482.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9683 B1V7KEBTPIMZEU4LTD58 2030-06-01 3.530000 3304000.00 3065737.55 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9738 B1V7KEBTPIMZEU4LTD58 2030-07-01 3.570000 941000.00 874443.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9931 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.240000 1375000.00 1210857.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5645 B1V7KEBTPIMZEU4LTD58 2045-11-01 2.878000 1665000.00 132833.99 Agency Mortgage-Backed Securities FNAR XX.XXX WD653894 B1V7KEBTPIMZEU4LTD58 2032-08-01 4.275000 500000.00 897.61 Agency Mortgage-Backed Securities FNAR XX.XXX WS674190 B1V7KEBTPIMZEU4LTD58 2042-11-01 2.304000 200000.00 447.07 Agency Mortgage-Backed Securities FNAR XX.XXX LB730842 B1V7KEBTPIMZEU4LTD58 2033-08-01 2.703000 30001227.00 58238.08 Agency Mortgage-Backed Securities FNAR XX.XXX LB735961 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.798000 43000.00 836.29 Agency Mortgage-Backed Securities FNAR XX.XXX WS754031 B1V7KEBTPIMZEU4LTD58 2033-12-01 2.273000 43000.00 613.43 Agency Mortgage-Backed Securities FNAR XX.XXX WS767510 B1V7KEBTPIMZEU4LTD58 2034-04-01 2.580000 12754175.00 153939.82 Agency Mortgage-Backed Securities FNAR XX.XXX WD780365 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.670000 129000.00 2124.12 Agency Mortgage-Backed Securities FNAR XX.XXX LB794808 B1V7KEBTPIMZEU4LTD58 2034-10-01 3.465000 11000.00 7.41 Agency Mortgage-Backed Securities FMAR 841073 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.435000 2248000.00 755697.70 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 2047-08-01 2.554000 109300000.00 32772933.03 Agency Mortgage-Backed Securities FMAR 841249 G S6XOOCT0IEG5ABCC6L87 2049-03-01 3.457000 692000.00 335701.19 Agency Mortgage-Backed Securities FMAR 841383 G S6XOOCT0IEG5ABCC6L87 2048-04-01 3.513000 1052000.00 792781.82 Agency Mortgage-Backed Securities FMAR 841384 G S6XOOCT0IEG5ABCC6L87 2047-09-01 3.061000 492000.00 394903.44 Agency Mortgage-Backed Securities FMAR 841469 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.516000 2580000.00 2385286.13 Agency Mortgage-Backed Securities FMAR 841466 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.616000 35000000.00 33133834.65 Agency Mortgage-Backed Securities FMAR 841484 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.524000 30472212.00 28963346.61 Agency Mortgage-Backed Securities FMAR 841485 G S6XOOCT0IEG5ABCC6L87 2052-09-01 4.253000 80419294.00 77258463.65 Agency Mortgage-Backed Securities FMAR 845513 G S6XOOCT0IEG5ABCC6L87 2023-11-01 4.376000 50721231.00 700.39 Agency Mortgage-Backed Securities FMAR 845517 G S6XOOCT0IEG5ABCC6L87 2023-11-01 4.330000 50768390.00 12970.99 Agency Mortgage-Backed Securities FMAR 845650 G S6XOOCT0IEG5ABCC6L87 2023-12-01 4.158000 76932788.00 2910.60 Agency Mortgage-Backed Securities FMAR 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10660710.00 10388689.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8847 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 2495000.00 1743681.51 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1336 B1V7KEBTPIMZEU4LTD58 2031-06-01 3.500000 1100000.00 396715.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8276 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 390490.00 247273.82 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0173 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 76883.00 58976.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBW7197 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 4670272.00 4292424.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7366 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 3537005.00 3444634.94 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3793 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 147926.00 119325.85 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0334 B1V7KEBTPIMZEU4LTD58 2059-01-01 3.500000 1700000.00 748905.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6788 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 2000000.00 292497.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2384 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 1001091.00 425664.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBP5669 B1V7KEBTPIMZEU4LTD58 2050-06-01 4.500000 2459980.00 955339.93 Agency Mortgage-Backed Securities FNMS 03.500 CTAL7211 B1V7KEBTPIMZEU4LTD58 2035-01-01 3.500000 325000.00 58427.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1256 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 5190574.00 5087160.46 Agency Mortgage-Backed Securities FNMS 05.000 CIBW1273 B1V7KEBTPIMZEU4LTD58 2037-10-01 5.000000 3339899.00 3349095.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBW2329 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 1071427.00 950369.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4099 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 121713.00 99888.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0703 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 5032708.00 4614619.17 Agency Mortgage-Backed Securities FNMS 04.500 CIBW1281 B1V7KEBTPIMZEU4LTD58 2037-10-01 4.500000 2764139.00 2717040.84 Agency Mortgage-Backed Securities FNMS 02.500 CICA7255 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.500000 8136901.00 5251577.41 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 3355000.00 2247197.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2320 B1V7KEBTPIMZEU4LTD58 2049-11-01 4.000000 4614000.00 2341032.96 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 23882852.00 17756748.47 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3985 B1V7KEBTPIMZEU4LTD58 2035-04-01 3.000000 855542.00 240073.63 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3590 B1V7KEBTPIMZEU4LTD58 2039-02-01 4.000000 1225000.00 181038.11 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3218 B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 6017000.00 1320346.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1412 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 145083.00 44174.62 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4101 B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 54216287.00 10297395.63 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1900 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 310000.00 72935.20 Agency Mortgage-Backed Securities FNMS 04.000 CQAK0765 B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 3590000.00 427412.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0644 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 7115370.00 6450103.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ9786 B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 1026912.00 37875.45 Agency Mortgage-Backed Securities FNMS 03.000 CKMA1371 B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 3706423.00 416777.00 Agency Mortgage-Backed Securities Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 150000000.00 150000000.00 0.0012 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.060000% 0000917311 ATD1CS3T0 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 943000000.00 943000000.00 0.0072 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1CS3U7 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 1646000000.00 1646000000.00 0.0126 N Y Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.080000% ZUHK7JXNDU6FLQ1O6482 ATD1CS436 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0308 402000000.00 402000000.00 0.0031 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.070000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1CTCA9 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 508000000.00 508000000.00 0.0039 N N Y N ING BANK NV ING BANK NV 3.070000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CTCB7 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 750000000.00 750000000.00 0.0058 N N Y N ING BANK NV ING BANK NV 3.070000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CTCF8 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 83000000.00 83000000.00 0.0006 N N Y N ING BANK NV ING BANK NV 3.070000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CTCJ0 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 750000000.00 750000000.00 0.0058 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1CTCL5 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0306 678000000.00 678000000.00 0.0052 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.090000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1CTCQ4 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0309 331000000.00 331000000.00 0.0025 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 3.070000% 5493006QMFDDMYWIAM13 0000891478 ATD1CTCS0 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 1289000000.00 1289000000.00 0.0099 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.090000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1CULY4 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0309 961000000.00 961000000.00 0.0074 N N Y N ING BANK NV ING BANK NV 3.070000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CUM15 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 750000000.00 750000000.00 0.0058 N N Y N ING BANK NV ING BANK NV 3.070000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CUM56 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 120000000.00 120000000.00 0.0009 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.070000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1CUM80 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 678000000.00 678000000.00 0.0052 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1CUME7 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0306 581000000.00 581000000.00 0.0045 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.080000% ZUHK7JXNDU6FLQ1O6482 ATD1CUMF4 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0308 392000000.00 392000000.00 0.0030 N N Y N DBS BANK LTD DBS BANK LTD 3.070000% ATUEL7OJR5057F2PV266 0001501323 ATD1CUMK3 Non-Negotiable Time Deposit Y 2022-11-02 2022-11-02 2022-11-02 N N N 0.0307 493000000.00 493000000.00 0.0038 N N Y N DBS BANK LTD DBS BANK LTD 3.070000% ATUEL7OJR5057F2PV266 0001501323 ATD1CUML1 Non-Negotiable Time Deposit Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 418000000.00 418000000.00 0.0032 N N Y N ING BANK NV ING BANK NV 3.180000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CVS41 Non-Negotiable Time Deposit Y 2022-11-04 2022-11-04 2022-11-04 N N N 0.0318 750000000.00 750000000.00 0.0058 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.180000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1CVS82 Non-Negotiable Time Deposit Y 2022-11-04 2022-11-04 2022-11-04 N N N 0.0318 387000000.00 387000000.00 0.0030 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.190000% ATD1CVSD1 Non-Negotiable Time Deposit Y 2022-11-04 2022-11-04 2022-11-04 N N N 0.0319 210000000.00 210000000.00 0.0016 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.060000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1CWXA9 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 271000000.00 271000000.00 0.0021 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.060000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1CWXB7 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 107000000.00 107000000.00 0.0008 N Y Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.060000% ZUHK7JXNDU6FLQ1O6482 ATD1CWXE1 Non-Negotiable Time Deposit Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 121000000.00 121000000.00 0.0009 N Y Y N ING BANK NV ING BANK NV 3.500000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1CWXG6 Non-Negotiable Time Deposit Y 2022-11-07 2022-11-07 2022-11-07 N N N 0.0350 47000000.00 47000000.00 0.0004 N N Y N The Charles Schwab Family of Funds 2022-11-07 Mark Fischer Mark Fischer Chief Financial Officer