0001145549-22-075684.txt : 20221207 0001145549-22-075684.hdr.sgml : 20221207 20221207144640 ACCESSION NUMBER: 0001145549-22-075684 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20221207 DATE AS OF CHANGE: 20221207 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: 221449999 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 2022-11-30 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 15 54 43540530875.20 49351341259.90 51102138539.91 52611639891.20 70795967092.79 70350218005.32 73079045963.68 75224184032.70 0.00 0.3262 0.3655 0.3668 0.3705 0.5303 0.5211 0.5245 0.5298 0.0000 4119000000.14 139958069916.14 139958663132.27 229262233.51 1222652006.76 143084273359.16 143081372590.4000 1.0000 0.0411 0.9997 0.9998 0.9999 0.9999 0.0000 C000012383 0.00 83146327665.13 83144620539.2590 0.9997 0.9998 0.9999 0.9999 0.0000 3178867853.11 1617441321.72 2959209373.38 1484237196.52 4653446381.24 2215277885.27 3052313663.15 1307575992.91 0.00 0.00 14765234726.53 7125715424.04 0.0376 Y Investment Advisor and its affiliates Contractual 337,686 C000038267 1000000.00 59937945694.03 59936752051.1510 0.9997 0.9998 0.9999 0.9999 0.0000 2181993949.22 1527020395.90 2040189820.25 1183110186.65 3780477862.13 1739229457.19 2439282930.62 1097797788.14 0.00 0.00 11312060455.62 6014085945.71 0.0391 Y Investment Advisor and its affiliates Contractual 242,731 ABAG Finance Auth TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 3.900000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2031-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0390 17550000.00 17550000.00 0.0001 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BM78 549300G2LM2ZKZ0X4Y50 US03664BM789 Asset Backed Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N Y Societe Generale SA 1.0000 N 0.0392 57955847.50 57955847.50 0.0004 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BQ33 549300G2LM2ZKZ0X4Y50 US03664BQ335 Asset Backed Commercial Paper Y 2023-03-03 2023-03-03 2023-03-03 N Y Societe Generale SA 1.0000 N 0.0475 78010645.29 78010645.29 0.0005 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UPF3 549300BUNY5BIX4CVW20 US04821UPF39 Asset Backed Commercial Paper Y 2023-02-15 2023-02-15 2023-02-15 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0452 29538511.47 29538511.47 0.0002 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.160000% 05253MRS5 JHE42UYNWWTJB8YTTU19 US05253MRS51 Financial Company Commercial Paper Y 2022-12-01 2023-03-16 2023-03-16 N N N 0.0426 199937188.00 199937188.00 0.0014 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.160000% 05253MRV8 JHE42UYNWWTJB8YTTU19 US05253MRV80 Financial Company Commercial Paper Y 2022-12-01 2023-03-17 2023-03-17 N N N 0.0427 199934182.00 199934182.00 0.0014 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.440000% 05253MSU9 JHE42UYNWWTJB8YTTU19 US05253MSU98 Financial Company Commercial Paper Y 2022-12-01 2023-05-08 2023-05-08 N N N 0.0437 290091648.70 290091648.70 0.0020 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.160000% 05586F6G7 R0MUWSFPU8MPRO8K5P83 US05586F6G74 Certificate of Deposit Y 2022-12-01 2023-03-16 2023-03-16 N N N 0.0422 299950890.00 299950890.00 0.0021 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.340000% 05586FAD9 R0MUWSFPU8MPRO8K5P83 US05586FAD96 Certificate of Deposit Y 2022-12-01 2023-04-11 2023-04-11 N N N 0.0427 260063440.00 260063440.00 0.0018 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.480000% 05586FDR5 R0MUWSFPU8MPRO8K5P83 US05586FDR55 Certificate of Deposit Y 2022-12-01 2023-06-01 2023-06-01 N N N 0.0433 515383453.55 515383453.55 0.0036 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.390000% 06050TNE8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2022-12-01 2023-10-06 2023-10-06 N N N 0.0455 234995953.30 234995953.30 0.0016 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 4.270000% 06054CAX3 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-12-01 2023-02-10 2023-02-10 N N N 0.0421 290033796.60 290033796.60 0.0020 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 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BANK OF AMERICA NA BANK OF AMERICA NA 5.250000% 06054R4G4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-05-16 2023-05-16 2023-05-16 N N N 0.0538 394741409.30 394741409.30 0.0028 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.350000% 06054R4T6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-06-09 2023-06-09 2023-06-09 N N N 0.0545 174895792.75 174895792.75 0.0012 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.280000% 06417LSS7 L3I9ZG2KFGXZ61BMYR72 US06417LSS78 0001041839 Financial Company Commercial Paper Y 2022-12-01 2023-03-17 2023-03-17 N N N 0.0423 197030184.34 197030184.34 0.0014 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.530000% 06417LTK3 L3I9ZG2KFGXZ61BMYR72 US06417LTK34 0001041839 Financial Company Commercial Paper Y 2022-12-01 2023-07-19 2023-07-19 N N N 0.0444 200104744.00 200104744.00 0.0014 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.460000% 06417LUC9 L3I9ZG2KFGXZ61BMYR72 US06417LUC98 0001041839 Financial Company 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BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XPM0 5493006GGLR4BTEL8O61 US86564XPM01 Financial Company Commercial Paper Y 2023-02-21 2023-02-21 2023-02-21 N N N 0.0461 387837199.12 387837199.12 0.0027 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XQ80 5493006GGLR4BTEL8O61 US86564XQ802 Financial Company Commercial Paper Y 2023-03-08 2023-03-08 2023-03-08 N N N 0.0471 35538714.00 35538714.00 0.0002 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000% 86565FMD1 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-12-01 2022-12-06 2022-12-06 N N N 0.0401 180507324.69 180507324.69 0.0013 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000% 86565FNN8 549300MS3WYYVQ4HXM15 US86565FNN86 Certificate of Deposit Y 2022-12-01 2022-12-16 2022-12-16 N N N 0.0403 48656080.76 48656080.76 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000% 86565FPA4 549300MS3WYYVQ4HXM15 US86565FPA48 Certificate of Deposit Y 2022-12-01 2022-12-27 2022-12-27 N N N 0.0395 46012781.56 46012781.56 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000% 86565FPN6 549300MS3WYYVQ4HXM15 US86565FPN68 Certificate of Deposit Y 2022-12-01 2023-01-13 2023-01-13 N N N 0.0406 163052696.27 163052696.27 0.0011 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 0.0406 73923321.20 73923321.20 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.390000% 86565FRG9 549300MS3WYYVQ4HXM15 US86565FRG99 Certificate of Deposit Y 2022-12-01 2023-02-03 2023-02-03 N N N 0.0417 514204320.14 514204320.14 0.0036 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000% 86565FRX2 549300MS3WYYVQ4HXM15 US86565FRX23 Certificate of Deposit Y 2022-12-01 2023-02-21 2023-02-21 N N N 0.0420 193040169.09 193040169.09 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.240000% 86565FRZ7 549300MS3WYYVQ4HXM15 US86565FRZ70 Certificate of Deposit Y 2022-12-01 2023-03-02 2023-03-02 N N N 0.0422 242013856.92 242013856.92 0.0017 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000% 86565FSP8 549300MS3WYYVQ4HXM15 US86565FSP89 Certificate of Deposit Y 2022-12-01 2023-03-08 2023-03-08 N N N 0.0424 95992201.92 95992201.92 0.0007 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000% 86565FSX1 549300MS3WYYVQ4HXM15 US86565FSX14 Certificate of Deposit Y 2022-12-01 2023-03-15 2023-03-15 N N N 0.0427 56990750.61 56990750.61 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000% 86565FUG5 549300MS3WYYVQ4HXM15 US86565FUG52 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0433 197501660.98 197501660.98 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.460000% 86565FUX8 549300MS3WYYVQ4HXM15 US86565FUX85 Certificate of Deposit Y 2022-12-01 2023-04-19 2023-04-19 N N N 0.0434 111050966.76 111050966.76 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000% 86565FVF6 549300MS3WYYVQ4HXM15 US86565FVF60 Certificate of Deposit Y 2022-12-01 2023-04-24 2023-04-24 N N N 0.0435 52050664.12 52050664.12 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.440000% 86565FWD0 549300MS3WYYVQ4HXM15 US86565FWD04 Certificate of Deposit Y 2022-12-01 2023-05-26 2023-05-26 N N N 0.0437 493169493.40 493169493.40 0.0034 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000% 86959RC40 NHBDILHZTYCNBV5UYZ31 US86959RC400 0001448613 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0433 285077009.85 285077009.85 0.0020 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000% 86959RC65 NHBDILHZTYCNBV5UYZ31 US86959RC657 0001448613 Certificate of Deposit Y 2022-12-01 2023-04-12 2023-04-12 N N N 0.0434 200049124.00 200049124.00 0.0014 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.420000% 86959RC73 NHBDILHZTYCNBV5UYZ31 US86959RC731 0001448613 Certificate of Deposit Y 2022-12-01 2023-04-19 2023-04-19 N N N 0.0435 196057490.72 196057490.72 0.0014 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.360000% 86959RD72 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0.0440 252124503.12 252124503.12 0.0018 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.380000% 89115BBJ8 PT3QB789TSUIDF371261 US89115BBJ89 0000947263 Certificate of Deposit Y 2022-12-01 2023-02-27 2023-02-27 N N N 0.0412 343226973.39 343226973.39 0.0024 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.500000% 89115BDN7 PT3QB789TSUIDF371261 US89115BDN73 0000947263 Certificate of Deposit Y 2023-02-08 2023-02-08 2023-02-08 N N N 0.0438 49910686.50 49910686.50 0.0003 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000% 89115BET3 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-06-12 2023-06-12 N N N 0.0439 148060339.60 148060339.60 0.0010 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.440000% 89115BGA2 PT3QB789TSUIDF371261 US89115BGA26 0000947263 Certificate of Deposit Y 2022-12-01 2023-05-11 2023-05-11 N N N 0.0439 495130120.65 495130120.65 0.0035 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.650000% 89115BGS3 PT3QB789TSUIDF371261 US89115BGS34 0000947263 Certificate of Deposit Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0443 99824336.00 99824336.00 0.0007 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000% 89115BH37 PT3QB789TSUIDF371261 US89115BH375 0000947263 Certificate of Deposit Y 2022-12-01 2023-08-22 2023-08-22 N N N 0.0451 185011344.20 185011344.20 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.250000% 89115BHX1 PT3QB789TSUIDF371261 US89115BHX10 0000947263 Certificate of Deposit Y 2023-06-08 2023-06-08 2023-06-08 N N N 0.0525 82000000.00 82000000.00 0.0006 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.200000% 89115BN22 PT3QB789TSUIDF371261 US89115BN225 0000947263 Certificate of Deposit 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2500-12-31 0.00 13000.00 11065.60 Equities DATA STORAGE CORP COM NEW 2500-12-31 0.00 23849.00 42928.20 Equities DAVE INC CLASS A COM 2500-12-31 0.00 812500.00 341250.00 Equities ADDENTAX GROUP CORP COM NEW 2500-12-31 0.00 700.00 1218.00 Equities ADIAL PHARMACEUTICALS INC COM 2500-12-31 0.00 144500.00 37425.50 Equities ADITXT INC COM NEW 2500-12-31 0.00 8900.00 15753.00 Equities ADVENT TECHNOLOGIES HOLDNG INC COM CL A 2500-12-31 0.00 68518.00 132239.74 Equities AGRIFY CORP COM NEW 2500-12-31 0.00 49747.00 54224.23 Equities AGILETHOUGHT INC CLASS A COM 2500-12-31 0.00 2500.00 9950.00 Equities CLENE INC COMMON STOCK 2500-12-31 0.00 31599.00 34442.91 Equities CNFINANCE HLDGS LTD SPON ADS 2500-12-31 0.00 16613.00 37213.12 Equities CODEX DNA INC COM 2500-12-31 0.00 18803.00 26324.20 Equities COGNITION THERAPEUTICS INC COM 2500-12-31 0.00 18100.00 44888.00 Equities COMERA LIFE SCIENCES HLDGS INC COM 2500-12-31 0.00 5800.00 8584.00 Equities QUINCE THERAPEUTICS INC COM 2500-12-31 0.00 22168.00 16404.32 Equities CBAK ENERGY TECHNOLOGY INC COM 2500-12-31 0.00 275669.00 314262.66 Equities CHEMBIO DIAGNOSTICS INC COM NEW 2500-12-31 0.00 390457.00 122603.50 Equities CINGULATE INC COMMON STOCK 2500-12-31 0.00 6800.00 6536.84 Equities CLEARONE INC COM 2500-12-31 0.00 14790.00 11024.47 Equities BARFRESH FOOD GROUP INC COM NEW 2500-12-31 0.00 1200.00 1512.00 Equities BARFRESH FOOD GROUP INC COM NEW 2500-12-31 0.00 4079.00 5139.54 Equities BENITEC BIOPHARMA INC COM 2500-12-31 0.00 17400.00 3478.26 Equities BETTER THERAPEUTICS INC COMMON STOCK 2500-12-31 0.00 6800.00 9656.00 Equities BIO-PATH HLDGS INC COM 2500-12-31 0.00 1690.00 2484.30 Equities BIOMERICA INC COM NEW 2500-12-31 0.00 6300.00 22869.00 Equities BIOTE CORP CLASS A COM 2500-12-31 0.00 5500.00 22715.00 Equities BIOSIG TECHNOLOGIES INC COM NEW 2500-12-31 0.00 4800.00 1953.60 Equities BIODESIX INC COM 2500-12-31 0.00 4600.00 6256.00 Equities BLUEJAY DIAGNOSTICS INC COM 2500-12-31 0.00 7300.00 4983.71 Equities CREXENDO INC COM 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2043-01-01 3.285000 653000.00 57252.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3674 B1V7KEBTPIMZEU4LTD58 2043-05-01 2.997000 19517010.00 714001.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3953 B1V7KEBTPIMZEU4LTD58 2043-03-01 2.443000 499000.00 25201.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4202 B1V7KEBTPIMZEU4LTD58 2043-09-01 3.776000 50518932.00 3863186.12 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4664 B1V7KEBTPIMZEU4LTD58 2043-10-01 2.591000 1575000.00 182086.23 Agency Mortgage-Backed Securities FNAR XX.XXX XYAL6829 B1V7KEBTPIMZEU4LTD58 2027-05-01 2.811000 153000.00 68982.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7431 B1V7KEBTPIMZEU4LTD58 2043-07-01 3.302000 1585000.00 153661.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7433 B1V7KEBTPIMZEU4LTD58 2044-07-01 3.241000 1585000.00 92424.32 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9002 B1V7KEBTPIMZEU4LTD58 2046-09-01 2.533000 45284714.00 5632477.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9150 B1V7KEBTPIMZEU4LTD58 2046-01-01 2.771000 5318000.00 599164.41 Agency Mortgage-Backed Securities FNAR XX.XXX HLAM0519 B1V7KEBTPIMZEU4LTD58 2042-09-01 3.920000 1200000.00 889035.67 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM6558 B1V7KEBTPIMZEU4LTD58 2034-09-01 3.700000 2038000.00 1625377.14 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM7016 B1V7KEBTPIMZEU4LTD58 2029-10-01 3.470000 57307.00 49469.44 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM7357 B1V7KEBTPIMZEU4LTD58 2029-12-01 3.380000 44573.00 38225.98 Agency Mortgage-Backed Securities FNAR XX.XXX HLAM7602 B1V7KEBTPIMZEU4LTD58 2045-02-01 3.450000 2386000.00 1811412.15 Agency Mortgage-Backed Securities FNAR XX.XXX HLAM7937 B1V7KEBTPIMZEU4LTD58 2045-06-01 3.770000 100000.00 77524.75 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8448 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.450000 1000000.00 795684.17 Agency Mortgage-Backed Securities FNAR XX.XXX HLAM9689 B1V7KEBTPIMZEU4LTD58 2045-09-01 3.850000 3784000.00 3048031.96 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0448 B1V7KEBTPIMZEU4LTD58 2046-01-01 3.880000 20663000.00 16534394.48 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0620 B1V7KEBTPIMZEU4LTD58 2046-01-01 4.010000 45811.00 37687.05 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN0987 B1V7KEBTPIMZEU4LTD58 2036-02-01 3.550000 121000.00 105433.64 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2269 B1V7KEBTPIMZEU4LTD58 2046-08-01 3.240000 4630000.00 3697714.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2973 B1V7KEBTPIMZEU4LTD58 2036-10-01 2.840000 1000000.00 777070.07 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5386 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.250000 80000.00 73363.75 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.210000 7119472.00 6041027.43 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6043 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.290000 439000.00 390830.41 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6653 B1V7KEBTPIMZEU4LTD58 2032-10-01 3.080000 1000000.00 887741.11 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8048 B1V7KEBTPIMZEU4LTD58 2028-01-01 3.080000 16486920.00 15448872.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH3236 B1V7KEBTPIMZEU4LTD58 2047-08-01 2.893000 1100000.00 198830.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.150000 2000000.00 1764444.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0855 B1V7KEBTPIMZEU4LTD58 2031-01-01 4.150000 1696000.00 1635856.54 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0856 B1V7KEBTPIMZEU4LTD58 2031-02-01 4.180000 2000000.00 1932894.44 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 702000.00 598060.31 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 1955048.63 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0092 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 2740605.00 2547229.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0122 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.800000 6110000.00 5733930.18 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0218 B1V7KEBTPIMZEU4LTD58 2030-12-01 3.800000 14365871.00 13816320.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0243 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.800000 3000000.00 2813784.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0264 B1V7KEBTPIMZEU4LTD58 2028-11-01 3.830000 4560324.00 4408306.87 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0323 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.210000 2300000.00 2032789.19 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0340 B1V7KEBTPIMZEU4LTD58 2030-10-01 3.760000 4374000.00 4199401.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0381 B1V7KEBTPIMZEU4LTD58 2028-10-01 3.825000 7040000.00 6818767.84 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL0375 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.370000 1025000.00 916951.34 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0409 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.780000 4417000.00 4241852.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0407 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.020000 7860000.00 7084894.87 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0466 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 5691000.00 5289445.89 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0757 B1V7KEBTPIMZEU4LTD58 2031-02-01 4.110000 4953334.00 4865218.32 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1672 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.960000 9350000.00 9077877.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 413860.84 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1016 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.955000 4036000.00 3925651.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1126 B1V7KEBTPIMZEU4LTD58 2029-01-01 4.000000 4000000.00 3724160.16 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL1296 B1V7KEBTPIMZEU4LTD58 2026-02-01 3.575000 9500000.00 9211759.18 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1362 B1V7KEBTPIMZEU4LTD58 2034-01-01 3.800000 5458000.00 4923186.60 Agency Mortgage-Backed Securities MNMS 04.690 MLBL1470 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.690000 368000.00 322302.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1444 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.620000 2000000.00 1780639.99 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1454 B1V7KEBTPIMZEU4LTD58 2031-01-01 3.870000 3262000.00 2914349.58 Agency Mortgage-Backed Securities MNMS 04.080 MLBL1502 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.080000 8398000.00 7179016.73 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1480 B1V7KEBTPIMZEU4LTD58 2029-02-01 3.520000 2106222.00 1997506.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1584 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.890000 3706000.00 3352313.34 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1618 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.750000 6000000.00 5558045.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1644 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.660000 4506000.00 4115498.02 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2673 B1V7KEBTPIMZEU4LTD58 2029-06-01 3.190000 19330000.00 17805224.90 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1981 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 2454000.00 2231402.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 560000.00 506941.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2006 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.710000 1036000.00 970326.52 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2339 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.340000 6500000.00 5818426.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2454 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.160000 50000.00 44270.49 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.950000 1565000.00 1344223.67 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.990000 2141000.00 1797988.86 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2950 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 28996000.00 25849491.01 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 16355496.00 14580674.81 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL3695 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.460000 2683000.00 2160872.53 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5134 B1V7KEBTPIMZEU4LTD58 2030-01-01 2.460000 250000.00 221152.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5565 B1V7KEBTPIMZEU4LTD58 2040-01-01 2.990000 1668000.00 1303406.24 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6060 B1V7KEBTPIMZEU4LTD58 2040-04-01 2.455000 30000.00 21149.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6486 B1V7KEBTPIMZEU4LTD58 2030-04-01 2.310000 50000.00 43396.44 Agency Mortgage-Backed Securities MNMS 02.240 MLBL9887 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.240000 100000.00 69067.81 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9579 B1V7KEBTPIMZEU4LTD58 2041-02-01 1.980000 2175000.00 1393970.55 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1852 B1V7KEBTPIMZEU4LTD58 2047-09-01 2.944000 127748292.00 19696341.77 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1966 B1V7KEBTPIMZEU4LTD58 2047-11-01 2.960000 46465573.00 6704660.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3577 B1V7KEBTPIMZEU4LTD58 2048-03-01 2.973000 19691887.00 2477928.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3134 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.856000 29695185.00 4508950.75 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3186 B1V7KEBTPIMZEU4LTD58 2047-11-01 2.882000 25000000.00 5955941.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3244 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.835000 29169780.00 4990897.57 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4379 B1V7KEBTPIMZEU4LTD58 2048-02-01 2.926000 17260602.00 3071713.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3849 B1V7KEBTPIMZEU4LTD58 2048-05-01 2.972000 19662511.00 2228835.98 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3922 B1V7KEBTPIMZEU4LTD58 2048-03-01 2.880000 96355937.00 17354936.81 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6054 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.998000 842000.00 219591.22 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7070 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.018000 36982311.00 34650153.92 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7071 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.501000 32976435.00 31187340.98 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7090 B1V7KEBTPIMZEU4LTD58 2052-10-01 3.865000 40393430.00 38881464.42 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7092 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 37799896.00 36848088.65 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6954 B1V7KEBTPIMZEU4LTD58 2052-05-01 2.666000 476000.00 433410.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7017 B1V7KEBTPIMZEU4LTD58 2042-01-01 3.231000 2809638.00 2425493.71 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7018 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.875000 38391377.00 32850703.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM7019 B1V7KEBTPIMZEU4LTD58 2050-03-01 2.966000 40898181.00 35102819.87 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7047 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.024000 30821453.00 28059044.57 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN1555 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.459000 27933327.00 3229647.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0152 B1V7KEBTPIMZEU4LTD58 2035-12-01 1.610000 3689000.00 2621255.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0391 B1V7KEBTPIMZEU4LTD58 2033-01-01 1.630000 55000.00 42790.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1990 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.070000 1000000.00 746976.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3483 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.260000 1335000.00 895150.28 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS2833 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.570000 100000.00 73097.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3265 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.290000 1686000.00 1135389.02 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3288 B1V7KEBTPIMZEU4LTD58 2041-11-01 2.160000 9973000.00 6501209.21 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3416 B1V7KEBTPIMZEU4LTD58 2036-10-01 2.090000 412213.00 306735.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3447 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.265000 1021000.00 685173.28 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3452 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.435000 5409000.00 3469535.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4827 B1V7KEBTPIMZEU4LTD58 2034-02-01 2.550000 2805000.00 2308444.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5877 B1V7KEBTPIMZEU4LTD58 2039-06-01 4.060000 5203000.00 4682934.15 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT7884 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.012000 8844000.00 8126575.10 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT8267 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.593000 46473271.00 42809912.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBV3076 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 305000000.00 241070204.68 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7896 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.768000 26000000.00 23032800.99 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7872 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.605000 30297799.00 26474298.00 Agency Mortgage-Backed Securities FNAR XX.XXX SOBW9457 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.019000 1043622.00 1041896.66 Agency Mortgage-Backed Securities FNAR XX.XXX SOBX0591 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.085000 1043054.00 1043563.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2628 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 104256064.00 84702882.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2374 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 250529279.00 202060360.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2352 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 274900000.00 213464141.69 Agency Mortgage-Backed Securities FMAR 8B0227 G S6XOOCT0IEG5ABCC6L87 2052-10-01 5.026000 2351514.00 2343731.62 Agency Mortgage-Backed Securities FMAR 8C0449 G S6XOOCT0IEG5ABCC6L87 2052-11-01 4.846000 2110244.00 2089212.72 Agency Mortgage-Backed Securities FMAR 841405 G S6XOOCT0IEG5ABCC6L87 2043-07-01 3.060000 16428673.00 14616056.68 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9043 B1V7KEBTPIMZEU4LTD58 2030-05-01 3.440000 4031012.00 3779207.62 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 223041350.00 221570342.73 Agency Mortgage-Backed Securities FNMS 06.500 CLMA4877 B1V7KEBTPIMZEU4LTD58 2052-11-01 6.500000 241432499.00 249999999.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2219 B1V7KEBTPIMZEU4LTD58 2031-09-01 2.610000 100000.00 83073.06 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8038 B1V7KEBTPIMZEU4LTD58 2033-01-01 3.180000 6000000.00 5377960.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6817 B1V7KEBTPIMZEU4LTD58 2049-11-01 2.864000 28209292.00 18357925.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6928 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.148000 16378066.00 13676693.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS7180 B1V7KEBTPIMZEU4LTD58 2032-11-01 5.620000 2901983.00 2959332.63 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS6678 B1V7KEBTPIMZEU4LTD58 2029-11-01 3.930000 9457000.00 9113113.53 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6781 B1V7KEBTPIMZEU4LTD58 2032-11-01 4.610000 15015000.00 15170924.94 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6874 B1V7KEBTPIMZEU4LTD58 2032-11-01 4.480000 18100000.00 18096196.99 Agency Mortgage-Backed Securities FMAR 1G2555 G S6XOOCT0IEG5ABCC6L87 2036-11-01 2.317000 9200000.00 119339.57 Agency Mortgage-Backed Securities FKAR 02.950 WAWA4809 S6XOOCT0IEG5ABCC6L87 2040-01-01 2.950000 788586.00 620059.58 Agency Mortgage-Backed Securities FMAR 8D0339 G S6XOOCT0IEG5ABCC6L87 2052-10-01 5.272000 549267.00 549814.29 Agency Mortgage-Backed Securities FMAR 849756 G S6XOOCT0IEG5ABCC6L87 2045-07-01 3.630000 9885000.00 935813.94 Agency Mortgage-Backed Securities FMAR 2B1277 G S6XOOCT0IEG5ABCC6L87 2043-03-01 2.340000 1062000.00 103062.30 Agency Mortgage-Backed Securities FMAR 2B1538 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.357000 376000.00 40188.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-03-01 3.830000 26390419.00 21784076.34 Agency Collateralized Mortgage Obligation FKAR 03.040 WAWA3304 S6XOOCT0IEG5ABCC6L87 2036-04-01 3.040000 525000.00 426808.71 Agency Mortgage-Backed Securities FKAR 03.670 WNWN0097 S6XOOCT0IEG5ABCC6L87 2037-05-01 3.670000 1126000.00 997796.33 Agency Mortgage-Backed Securities FKAR 02.920 WNWN1142 S6XOOCT0IEG5ABCC6L87 2038-01-01 2.920000 32150000.00 25114236.84 Agency Mortgage-Backed Securities FMAR 972088 G S6XOOCT0IEG5ABCC6L87 2023-03-01 3.170000 1800348.00 1249.38 Agency Mortgage-Backed Securities FMAR 420191 G S6XOOCT0IEG5ABCC6L87 2030-06-01 4.441000 4000000.00 3120.03 Agency Mortgage-Backed Securities FMAR 390233 G S6XOOCT0IEG5ABCC6L87 2030-01-01 1.912000 8200000.00 959.30 Agency Mortgage-Backed Securities FMAR 390234 G S6XOOCT0IEG5ABCC6L87 2030-04-01 1.912000 1620000.00 1741.31 Agency Mortgage-Backed Securities FMAR 390236 G S6XOOCT0IEG5ABCC6L87 2030-12-01 1.912000 1000000.00 944.25 Agency Mortgage-Backed Securities FMAR 841073 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.435000 2248000.00 739598.10 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 2047-08-01 2.611000 109300000.00 32386270.42 Agency Mortgage-Backed Securities FMAR 841096 G S6XOOCT0IEG5ABCC6L87 2048-02-01 3.143000 45501156.00 13122492.89 Agency Mortgage-Backed Securities FMAR 841249 G S6XOOCT0IEG5ABCC6L87 2049-03-01 3.457000 692000.00 330400.14 Agency Mortgage-Backed Securities FMAR 841383 G S6XOOCT0IEG5ABCC6L87 2048-04-01 3.585000 1052000.00 779350.70 Agency Mortgage-Backed Securities FMAR 841384 G S6XOOCT0IEG5ABCC6L87 2047-09-01 3.163000 492000.00 384518.75 Agency Mortgage-Backed Securities FMAR 841469 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.519000 2580000.00 2394674.57 Agency Mortgage-Backed Securities FMAR 841466 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.616000 35000000.00 33301830.08 Agency Mortgage-Backed Securities FMAR 841484 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.524000 30472212.00 29097623.79 Agency Mortgage-Backed Securities FMAR 841495 G S6XOOCT0IEG5ABCC6L87 2052-08-01 3.625000 42109871.00 40475154.22 Agency Mortgage-Backed Securities FMAR 841496 G S6XOOCT0IEG5ABCC6L87 2052-10-01 3.628000 45676860.00 43866376.30 Agency Mortgage-Backed Securities FMAR 841497 G S6XOOCT0IEG5ABCC6L87 2052-10-01 4.980000 31520638.00 30790600.89 Agency Mortgage-Backed Securities FMAR 845513 G S6XOOCT0IEG5ABCC6L87 2023-11-01 4.376000 50721231.00 637.45 Agency Mortgage-Backed Securities FMAR 845517 G S6XOOCT0IEG5ABCC6L87 2023-11-01 4.346000 50768390.00 11154.88 Agency Mortgage-Backed Securities FMAR 845650 G S6XOOCT0IEG5ABCC6L87 2023-12-01 4.169000 76932788.00 2614.70 Agency Mortgage-Backed Securities FMAR 846772 G S6XOOCT0IEG5ABCC6L87 2028-01-01 3.402000 63361120.00 112639.24 Agency Mortgage-Backed Securities FMAR 2B0811 G S6XOOCT0IEG5ABCC6L87 2042-09-01 5.497000 1602000.00 53923.03 Agency Mortgage-Backed Securities FMAR 786402 G S6XOOCT0IEG5ABCC6L87 2027-09-01 2.575000 100000.00 55.33 Agency Mortgage-Backed Securities FMAR 848954 G S6XOOCT0IEG5ABCC6L87 2043-02-01 3.809000 1066000.00 99091.86 Agency Mortgage-Backed Securities FMAR 848866 G S6XOOCT0IEG5ABCC6L87 2042-09-01 3.914000 129907158.00 3677839.93 Agency Mortgage-Backed Securities FMAR 849790 G S6XOOCT0IEG5ABCC6L87 2045-03-01 2.456000 1585000.00 132204.69 Agency Mortgage-Backed Securities FMAR 849128 G S6XOOCT0IEG5ABCC6L87 2043-09-01 2.555000 597000.00 31624.11 Agency Mortgage-Backed Securities FMAR 849154 G S6XOOCT0IEG5ABCC6L87 2043-10-01 2.532000 1301000.00 134197.37 Agency Mortgage-Backed Securities FMAR 849147 G S6XOOCT0IEG5ABCC6L87 2043-10-01 2.695000 899000.00 77072.29 Agency Mortgage-Backed Securities FMAR 849218 G S6XOOCT0IEG5ABCC6L87 2044-01-01 2.878000 1324000.00 139852.61 Agency Mortgage-Backed Securities FMAR 849198 G S6XOOCT0IEG5ABCC6L87 2043-11-01 2.509000 581000.00 65978.45 Agency Mortgage-Backed Securities FMAR 849266 G S6XOOCT0IEG5ABCC6L87 2043-08-01 2.317000 572000.00 62093.91 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 3028000000.00 3028000000.00 0.0212 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.800000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0V2ED2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-16 0.00 2721400.00 2696975.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-15 3.500000 6586300.00 6501014.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-27 0.00 5000000.00 4985300.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 4452000.00 4335884.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-07 0.00 3466000.00 3345923.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.00 6699000.00 6652522.34 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 27955461.00 27955461.00 0.0002 N Y Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DJ2T0 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0382 330000000.00 330000000.00 0.0023 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000% ATD1DJ2V5 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0383 176000000.00 176000000.00 0.0012 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DJ2Y9 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0382 750000000.00 750000000.00 0.0052 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.840000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1DJ377 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0384 387000000.00 387000000.00 0.0027 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1DK846 Non-Negotiable Time Deposit Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0382 1743000000.00 1743000000.00 0.0122 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.820000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1DK887 Non-Negotiable Time Deposit Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0382 208000000.00 208000000.00 0.0015 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DLBJ7 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 750000000.00 750000000.00 0.0052 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DLBK4 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 750000000.00 750000000.00 0.0052 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.810000% ES7IP3U3RHIGC71XBU11 0000352613 ATD1DLBM0 Non-Negotiable Time Deposit Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 44000000.00 44000000.00 0.0003 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1DLBP3 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 1356000000.00 1356000000.00 0.0095 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.810000% 0000917311 ATD1DLBT5 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0381 1137000000.00 1137000000.00 0.0079 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DLBU2 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 750000000.00 750000000.00 0.0052 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000% ATD1DLBV0 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 308000000.00 308000000.00 0.0022 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.820000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1DLBW8 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 1259000000.00 1259000000.00 0.0088 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.840000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1DLBX6 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0384 388000000.00 388000000.00 0.0027 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 3.820000% 5493006QMFDDMYWIAM13 0000891478 ATD1DLBY4 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 1429000000.00 1429000000.00 0.0100 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DLBZ1 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 244000000.00 244000000.00 0.0017 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.830000% ZUHK7JXNDU6FLQ1O6482 ATD1DLC15 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 388000000.00 388000000.00 0.0027 N N Y N The Charles Schwab Family of Funds 2022-12-07 Mark Fischer Mark Fischer Chief Financial Officer