0001145549-18-001165.txt : 20180207 0001145549-18-001165.hdr.sgml : 20180207 20180207171736 ACCESSION NUMBER: 0001145549-18-001165 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180131 FILED AS OF DATE: 20180207 DATE AS OF CHANGE: 20180207 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: 18581960 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Investor Shares SNVXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2018-01-31 0000857156 549300I77JNLD629OV19 S000004506 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. 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3130A4GJ5 US3130A4GJ55 U.S. Government Agency Debt Y 2018-04-25 2018-04-25 2018-04-25 N N N 0.0152 8377227.11 8377227.11 0.0003 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.875000% 3130A7CX1 US3130A7CX17 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0134 63960000.00 63960000.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.475000% 3130A8F81 US3130A8F818 U.S. Government Agency Debt Y 2018-03-07 2018-06-07 2018-06-07 N N N 0.0157 97205494.99 97205494.99 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.286000% 3130A8XV0 US3130A8XV05 U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0170 345498832.21 345498832.21 0.0132 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.269000% 3130A94Q1 US3130A94Q12 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0156 97152523.96 97152523.96 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.302000% 3130A97D7 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(including strips) United States Treasury 2018-03-31 2.875000 49900.00 50493.93 U.S. Treasuries (including strips) United States Treasury 2021-05-31 2.000000 1482900.00 1472195.82 U.S. Treasuries (including strips) United States Treasury 2019-12-31 1.125000 43000.00 42245.07 U.S. Treasuries (including strips) United States Treasury 2018-12-31 1.250000 100.00 99.50 U.S. Treasuries (including strips) United States Treasury 2021-11-30 1.875000 1068500.00 1052045.03 U.S. Treasuries (including strips) United States Treasury 2020-11-30 1.625000 249900.00 246228.43 U.S. Treasuries (including strips) United States Treasury 2019-11-30 1.000000 544400.00 534586.26 U.S. Treasuries (including strips) United States Treasury 2023-02-15 7.125000 4795100.00 5996432.17 U.S. Treasuries (including strips) United States Treasury 2018-03-01 0.00 10009900.00 9998138.37 U.S. Treasuries (including strips) United States Treasury 2039-02-15 3.500000 1422500.00 1582279.99 U.S. Treasuries (including strips) 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(including strips) United States Treasury 2018-07-19 0.00 1000.00 992.49 U.S. Treasuries (including strips) United States Treasury 2046-08-15 2.250000 99000.00 86155.04 U.S. Treasuries (including strips) United States Treasury 2044-08-15 3.125000 248000.00 258775.90 U.S. Treasuries (including strips) United States Treasury 2042-08-15 2.750000 21200.00 20728.28 U.S. Treasuries (including strips) United States Treasury 2041-08-15 3.750000 3998000.00 4624072.68 U.S. Treasuries (including strips) United States Treasury 2039-08-15 4.500000 1206000.00 1541094.05 U.S. Treasuries (including strips) United States Treasury 2019-01-31 1.250000 936000.00 929565.00 U.S. Treasuries (including strips) United States Treasury 2019-01-31 1.125000 48650000.00 48256421.50 U.S. Treasuries (including strips) United States Treasury 2019-01-15 1.125000 100.00 99.30 U.S. Treasuries (including strips) United States Treasury 2045-11-15 3.000000 13679400.00 13837225.61 U.S. Treasuries (including strips) United 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Mortgage-Backed Securities 05.500 FGPC A29948 G 2035-02-01 5.500000 1079270.00 45423.51 Agency Mortgage-Backed Securities 05.000 FGPC A16321 G 2029-09-01 5.000000 2611542.00 182281.13 Agency Mortgage-Backed Securities 05.500 FGPC A93514 G 2040-08-01 5.500000 1314047.00 460551.56 Agency Mortgage-Backed Securities FNMS 06.500 CT253802 2021-05-01 6.500000 500000.00 1689.24 Agency Mortgage-Backed Securities 06.500 FGPC C90211 G 2018-04-01 6.500000 26575004.00 2440.79 Agency Mortgage-Backed Securities 04.500 FGPC G60018 G 2043-12-01 4.500000 418000.00 240967.17 Agency Mortgage-Backed Securities 04.500 FGPC G60126 G 2041-11-01 4.500000 179163.00 99260.78 Agency Mortgage-Backed Securities 04.500 FGPC G60384 G 2046-01-01 4.500000 352675.00 210579.96 Agency Mortgage-Backed Securities 05.000 FGPC Q31864 G 2040-11-01 5.000000 881287.00 433170.33 Agency Mortgage-Backed Securities FNMS 04.500 CN257188 2018-04-01 4.500000 5559000.00 4653.20 Agency Mortgage-Backed Securities FNMS 05.000 CN257149 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Mortgage-Backed Securities Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0135 350000000.00 350000000.00 0.0133 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.350000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0FY6R8_1.35_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2020-01-31 1.250000 100.00 98.29 U.S. Treasuries (including strips) United States Treasury 2018-03-01 0.00 1900.00 1897.77 U.S. Treasuries (including strips) United States Treasury 2019-08-15 0.750000 52878900.00 52019977.11 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 51000000.00 51000000.00 0.0019 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 1.320000% NQQ6HPCNCCU6TUTQYE16 0000009622 ARP0FY6S6_1.32_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2021-01-15 2.000000 1078400.00 1071351.55 U.S. Treasuries (including strips) United States Treasury 2018-03-15 1.000000 921100.00 924179.61 U.S. Treasuries (including strips) United States Treasury 2026-01-15 0.625000 24899800.00 25889207.67 U.S. Treasuries (including strips) United States Treasury 2047-11-15 2.750000 63646100.00 61144375.32 U.S. Treasuries (including strips) United States Treasury 2046-05-15 2.500000 2461800.00 2248713.19 U.S. Treasuries (including strips) United States Treasury 2032-04-15 3.375000 1888300.00 3585572.30 U.S. Treasuries (including strips) United States Treasury 2045-02-15 0.750000 100.00 102.65 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0132 93000000.00 93000000.00 0.0035 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.340000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0FY6W7_1.34_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2019-11-30 1.750000 181984900.00 181333079.08 U.S. Treasuries (including strips) United States Treasury 2018-07-26 0.00 22846700.00 22666972.63 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 200000000.00 200000000.00 0.0076 N Y Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.350000% AC28XWWI3WIBK2824319 0001484219 ARP0FY6Y3_1.35_0207 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SF 688141 X 2038-12-15 5.000000 3552252.00 215925.98 Agency Mortgage-Backed Securities GNMI SF 738221 X 2041-04-15 4.500000 416721.00 50891.35 Agency Mortgage-Backed Securities GNMI SF 748479 X 2040-08-15 4.000000 5739000.00 1175365.62 Agency Mortgage-Backed Securities GNII SF MA3038 M 2045-08-20 5.500000 986252.00 426432.50 Agency Mortgage-Backed Securities GNII SF MA3177 M 2045-10-20 5.500000 400623.00 170378.54 Agency Mortgage-Backed Securities GNMI SF 719718 X 2039-09-15 5.500000 817589.00 109447.48 Agency Mortgage-Backed Securities GNMI SP 782949 X 2040-05-15 5.000000 5214000.00 469490.72 Agency Mortgage-Backed Securities GNMI SF 677084 X 2038-07-15 5.500000 4482773.00 131488.96 Agency Mortgage-Backed Securities GNMI SP 783024 X 2040-07-15 5.000000 2981000.00 513847.92 Agency Mortgage-Backed Securities GNMI SF 737898 X 2041-01-15 4.000000 3499000.00 1500197.58 Agency Mortgage-Backed Securities GNMI SF 697582 X 2038-11-15 5.500000 3714457.00 74844.57 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-072 A-M 20271225 FLT 2027-12-25 3.504000 5000000.00 5119980.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-072 A-2 20271225 3.4 2027-12-25 3.444000 132041000.00 135548735.19 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-072 A-1 20271125 3.2 2027-11-25 3.252000 28808000.00 29292245.20 Agency Collateralized Mortgage Obligation GNRA 2015-165 EB 2045-10-20 6.272000 500000.00 416413.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-726 A-2 20240425 2.9 2024-04-25 2.905000 537000.00 538218.08 Agency Collateralized Mortgage Obligation GNMI SF 685650 X 2038-04-15 6.000000 353978.00 47516.61 Agency Mortgage-Backed Securities GNMI SF 690870 X 2038-06-15 6.000000 2474338.00 138688.40 Agency Mortgage-Backed Securities GNMI SF 697583 X 2038-11-15 5.500000 5661154.00 90758.84 Agency Mortgage-Backed Securities GNMI SF AZ8947 X 2047-06-15 4.500000 344603.00 335286.53 Agency Mortgage-Backed Securities GNMI SF AY3604 X 2047-03-15 4.500000 1675197.00 1013897.98 Agency Mortgage-Backed Securities GNMI SF 739142 X 2040-06-15 4.500000 2920520.00 168120.78 Agency Mortgage-Backed Securities GNMI SF 741148 X 2040-09-15 4.500000 1679548.00 215248.67 Agency Mortgage-Backed Securities GNMI SF 750297 X 2041-04-15 4.500000 542343.00 121292.93 Agency Mortgage-Backed Securities GNII SF MA2759 M 2038-09-20 6.000000 389944.00 145458.12 Agency Mortgage-Backed Securities GNII SF MA4260 M 2047-02-20 2.500000 69467.00 63706.57 Agency Mortgage-Backed 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Mortgage-Backed Securities GNMI SF AE3299 X 2046-09-15 2.500000 478104.00 446450.80 Agency Mortgage-Backed Securities GNMI SF AF5046 X 2028-08-15 3.000000 9775000.00 4289444.79 Agency Mortgage-Backed Securities GNMI SF 617567 X 2037-06-15 6.000000 2792800.00 82853.49 Agency Mortgage-Backed Securities GNMI SF 520782 X 2035-03-15 5.000000 2274999.00 173197.81 Agency Mortgage-Backed Securities GNMI SF 520202 X 2034-04-15 5.500000 1588853.00 94674.21 Agency Mortgage-Backed Securities GNMI SF BC3563 X 2047-08-15 5.000000 1235080.00 1316445.12 Agency Mortgage-Backed Securities GNII SF BB8316 C 2047-09-20 3.500000 1661175.00 1692534.47 Agency Mortgage-Backed Securities GNMI SF AU1961 X 2046-11-15 2.500000 50956.00 47585.78 Agency Mortgage-Backed Securities GNMI SF AW1722 X 2046-12-15 2.500000 284290.00 266712.47 Agency Mortgage-Backed Securities GNMI SF AV9679 X 2046-11-15 2.500000 101710.00 94733.99 Agency Mortgage-Backed Securities GNMI SF AV7453 X 2046-09-15 3.000000 61410.00 59548.14 Agency Mortgage-Backed Securities GNII SF AY0558 C 2047-10-20 4.500000 1155536.00 1271168.54 Agency Mortgage-Backed Securities GNII SF AX5994 C 2047-01-20 3.500000 453746.00 455926.85 Agency Mortgage-Backed Securities GNII SF AX3424 C 2046-10-20 3.000000 1376596.00 1335653.50 Agency Mortgage-Backed Securities GNMI SF AP9661 X 2047-05-15 5.000000 1987670.00 1323178.17 Agency Mortgage-Backed Securities GNII SF MA4722 M 2047-09-20 5.000000 676992.00 690480.53 Agency Mortgage-Backed Securities GNII SF MA4650 M 2047-07-20 2.500000 264120.00 250600.07 Agency Mortgage-Backed Securities GNII SF MA4513 M 2047-06-20 5.000000 901404.00 827503.98 Agency Mortgage-Backed Securities GNMI SF AO0257 X 2045-07-15 3.000000 112815.00 87229.74 Agency Mortgage-Backed Securities GNII SF MA4903 M 2047-11-20 5.000000 1383924.00 1465511.12 Agency Mortgage-Backed Securities GNMI SF BA5780 X 2047-05-15 5.000000 3093317.00 3043554.70 Agency Mortgage-Backed Securities GNMI SF BB3477 X 2047-09-15 5.000000 693595.00 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WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.360000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FY7T3_1.36_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.500 FGPC Q53686 G 2048-01-01 3.500000 10526666.00 10676362.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3861 2048-01-01 3.500000 3401608.00 3449147.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3970 2048-01-01 3.500000 6113560.00 6196604.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3958 2048-01-01 3.500000 6681198.00 6770581.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3959 2048-01-01 3.500000 7982743.00 8090765.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3960 2048-01-01 3.500000 10664509.00 10807723.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3983 2048-02-01 3.500000 5166350.00 5235995.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3994 2048-02-01 3.500000 5640543.00 5716579.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3995 2048-02-01 3.500000 11693561.00 11849992.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3982 2048-02-01 3.500000 13868264.00 14053789.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4001 2048-02-01 3.500000 15528289.00 15736024.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3996 2048-02-01 3.500000 39694862.00 40225885.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ8647 2048-01-01 3.500000 6764544.00 6855041.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ6165 2048-01-01 3.500000 9865116.00 10008769.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ6140 2048-01-01 3.500000 11608077.00 11777112.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ6137 2048-01-01 3.500000 39839286.00 40421463.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4240 2047-12-01 3.500000 1120170.00 1135877.16 Agency Mortgage-Backed Securities 03.500 FGPC Q53681 G 2048-01-01 3.500000 43999610.00 44625310.27 Agency Mortgage-Backed Securities 03.500 FGPC Q53549 G 2048-01-01 3.500000 5881852.00 5965659.31 Agency Mortgage-Backed Securities 03.500 FGPC Q53540 G 2048-01-01 3.500000 6001802.00 6086659.16 Agency Mortgage-Backed Securities 03.500 FGPC Q53486 G 2048-01-01 3.500000 60735543.00 61610041.85 Agency Mortgage-Backed Securities 03.500 FGPC G18667 G 2032-11-01 3.500000 6519358.00 6607112.87 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0179 2048-01-01 3.500000 25964061.00 26316756.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBH9341 2047-09-01 4.000000 41115235.00 41727177.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5387 2047-09-01 4.000000 22000000.00 22318294.84 Agency Mortgage-Backed Securities 03.500 FGPC Q54049 G 2048-02-01 3.500000 38765549.00 39316808.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3180 2047-12-01 3.500000 1806229.00 1832261.60 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3180 2032-11-01 3.500000 145978.00 148097.57 Agency Mortgage-Backed Securities 03.500 FGPC Q51856 G 2047-10-01 3.500000 1106888.00 1122761.73 Agency Mortgage-Backed Securities FNMS 03.500 CIBH9864 2032-09-01 3.500000 289010.00 292985.51 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 449000000.00 449000000.00 0.0171 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.350000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0FY870_1.35_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.500 FGPC Q51467 G 2047-10-01 4.500000 853795.00 903450.94 Agency Mortgage-Backed Securities 03.500 FGPC V83496 G 2047-10-01 3.500000 2503636.00 2508877.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9431 2046-06-01 4.000000 2471592.00 2093262.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0708 2047-11-01 4.000000 8352592.00 8707398.25 Agency Mortgage-Backed Securities GNAR AF MA4601 M 2047-06-20 3.500000 3158572.00 2907966.04 Agency Mortgage-Backed 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CLAS8580 2047-01-01 3.500000 8796848.00 8174164.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6284 2045-12-01 4.000000 104624.00 89403.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5133 2045-06-01 3.500000 5532054.00 3924440.16 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1580 2044-01-01 4.500000 57034.00 34945.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8727 2046-07-01 3.500000 1332404.00 1213178.08 Agency Mortgage-Backed Securities GNII SF MA1760 M 2044-03-20 3.500000 4169070.00 1722375.63 Agency Mortgage-Backed Securities GNMI SF AO3606 X 2045-08-15 4.000000 788728.00 443766.40 Agency Mortgage-Backed Securities GNII SF MA4720 M 2047-09-20 4.000000 303456.00 309635.31 Agency Mortgage-Backed Securities GNAR AF MA2010 M 2044-06-20 3.000000 5852711.00 1270866.92 Agency Mortgage-Backed Securities 04.000 FGPC C03836 G 2042-04-01 4.000000 2764995.00 1091917.04 Agency Mortgage-Backed Securities 03.000 FGPC J17412 G 2026-12-01 3.000000 3488712.00 1486870.05 Agency Mortgage-Backed Securities 03.000 FGPC G08732 G 2046-11-01 3.000000 1781270.00 1612253.56 Agency Mortgage-Backed Securities 06.000 FGPC G13590 G 2020-11-01 6.000000 3280.00 65.52 Agency Mortgage-Backed Securities 03.500 FGPC Q11260 G 2042-09-01 3.500000 21859012.00 11056111.01 Agency Mortgage-Backed Securities 04.500 FGPC Q10522 G 2042-08-01 4.500000 21948.00 12418.78 Agency Mortgage-Backed Securities 03.500 FGPC U90354 G 2042-11-01 3.500000 11924048.00 8507663.69 Agency Mortgage-Backed Securities 04.000 FGPC E02868 G 2026-04-01 4.000000 379736.00 55782.72 Agency Mortgage-Backed Securities 05.000 FGPC A94613 G 2040-10-01 5.000000 3537192.00 1432047.76 Agency Mortgage-Backed Securities FNMS 03.500 CTAK4997 2032-03-01 3.500000 2548375.00 1264142.08 Agency Mortgage-Backed Securities FNMS 03.500 CIAI0161 2026-05-01 3.500000 5154553.00 1446184.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAH0944 2040-12-01 4.000000 42585717.00 15369910.85 Agency Mortgage-Backed Securities FNMS 04.000 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(including strips) United States Treasury 2021-02-28 1.125000 1723500.00 1671441.40 U.S. Treasuries (including strips) United States Treasury 2024-01-31 2.250000 1102000.00 1080433.86 U.S. Treasuries (including strips) United States Treasury 2019-01-31 1.212900 34999800.00 35193775.04 U.S. Treasuries (including strips) United States Treasury 2024-11-15 2.250000 100.00 97.97 U.S. Treasuries (including strips) United States Treasury 2019-09-30 1.375000 625400.00 621126.20 U.S. Treasuries (including strips) United States Treasury 2027-08-15 2.250000 1028800.00 998439.22 U.S. Treasuries (including strips) United States Treasury 2026-08-15 1.500000 2716500.00 2484153.92 U.S. Treasuries (including strips) United States Treasury 2019-07-31 1.132900 16001000.00 16077928.51 U.S. Treasuries (including strips) United States Treasury 2025-05-15 2.125000 300.00 290.53 U.S. Treasuries (including strips) GNII SF MA4837 M 2047-11-20 3.500000 232027301.00 235807259.48 Agency Mortgage-Backed Securities GNII SF MA4451 M 2047-05-20 3.500000 7225795.00 6869765.72 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 293000000.00 293000000.00 0.0112 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.370000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FY8C9_1.37_0207 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 05.500 CI955944 2022-10-01 5.500000 3128932.00 35489.48 Agency Mortgage-Backed Securities FNMS 05.500 CI962057 2023-03-01 5.500000 3831727.00 273699.79 Agency Mortgage-Backed Securities FNMS 05.000 CL961544 2038-02-01 5.000000 463804.00 15136.79 Agency Mortgage-Backed Securities FNMS 05.500 CI960382 2022-12-01 5.500000 1500000.00 56517.04 Agency Mortgage-Backed Securities FNMS 06.000 CL960241 2037-11-01 6.000000 225812.00 5014.54 Agency Mortgage-Backed Securities FNMS 05.500 CI960365 2022-11-01 5.500000 513352.00 23294.67 Agency Mortgage-Backed Securities 03.500 FGPC V60318 G 2021-01-01 3.500000 680957.00 101538.00 Agency Mortgage-Backed Securities 03.500 FGPC Q11909 G 2042-10-01 3.500000 86296.00 30165.61 Agency Mortgage-Backed Securities 06.000 FGPC C90437 G 2021-04-01 6.000000 350000.00 1196.65 Agency Mortgage-Backed Securities 04.500 FGPC C90812 G 2024-03-01 4.500000 1395000.00 56073.73 Agency Mortgage-Backed Securities 06.000 FGPC C90534 G 2022-03-01 6.000000 749800.00 4045.57 Agency Mortgage-Backed Securities 06.500 FGPC C90528 G 2022-03-01 6.500000 15351720.00 85407.80 Agency Mortgage-Backed Securities 06.500 FGPC C90206 G 2018-02-15 6.500000 650000.00 27.08 Agency Mortgage-Backed Securities 06.000 FGPC C90422 G 2021-02-01 6.000000 2000000.00 772.76 Agency Mortgage-Backed Securities 06.500 FGPC C90449 G 2021-06-01 6.500000 719000.00 1776.69 Agency Mortgage-Backed Securities 06.000 FGPC C90220 G 2018-06-01 6.000000 13835461.00 1778.62 Agency Mortgage-Backed Securities 05.500 FGPC C90676 G 2023-05-01 5.500000 5736963.00 119096.34 Agency Mortgage-Backed Securities 06.500 FGPC C90215 G 2018-05-01 6.500000 1660000.00 38.78 Agency Mortgage-Backed Securities 05.500 FGPC C90825 G 2024-04-01 5.500000 708330.00 31652.87 Agency Mortgage-Backed Securities 05.000 FGPC C90653 G 2023-04-01 5.000000 2690692.00 55028.56 Agency Mortgage-Backed Securities FNMS 05.500 CIAB1685 2021-12-01 5.500000 1238934.00 28726.43 Agency Mortgage-Backed Securities FNMS 05.500 CI735370 2020-01-01 5.500000 611985.00 2246.43 Agency Mortgage-Backed Securities FNMS 05.500 CI735611 2020-03-01 5.500000 19524932.00 8352.01 Agency Mortgage-Backed Securities FNMS 04.000 CI735059 2019-10-01 4.000000 6000000.00 68662.08 Agency Mortgage-Backed Securities FNMS 05.500 CI735357 2018-05-01 5.500000 275000.00 413.34 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 B1V7KEBTPIMZEU4LTD58 2035-04-01 5.000000 56595.00 2833.31 Agency Mortgage-Backed Securities FNMS 05.000 CL735578 2035-06-01 5.000000 660000.00 27864.91 Agency Mortgage-Backed Securities FNMS 06.500 CT735873 2025-06-01 6.500000 8673761.00 376439.31 Agency Mortgage-Backed Securities FNMS 05.000 CL735484 2035-05-01 5.000000 28000.00 1357.32 Agency Mortgage-Backed Securities FNMS 06.000 CT735573 2020-05-01 6.000000 95000.00 4565.59 Agency Mortgage-Backed Securities FNMS 06.500 CT735721 2025-04-01 6.500000 7100000.00 343762.52 Agency Mortgage-Backed Securities FNMS 05.500 CI735521 2020-03-01 5.500000 714861.00 5979.17 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0322 2020-02-01 4.000000 1109733.00 36069.43 Agency Mortgage-Backed Securities FNMS 04.500 CLMA0640 2041-01-01 4.500000 25000.00 6043.31 Agency Mortgage-Backed Securities 05.000 FGPC A93625 G 2040-08-01 5.000000 62869.00 11978.19 Agency Mortgage-Backed Securities 05.000 FGPC A93473 G 2040-08-01 5.000000 68984.00 8347.40 Agency Mortgage-Backed Securities 05.000 FGPC A93428 G 2040-08-01 5.000000 188414.00 10247.22 Agency Mortgage-Backed Securities 05.000 FGPC A93485 G 2040-08-01 5.000000 1345416.00 283627.22 Agency 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5.500000 151000.00 6606.41 Agency Mortgage-Backed Securities FNMS 05.500 CI735392 2020-02-01 5.500000 3020136.00 34324.24 Agency Mortgage-Backed Securities FNMS 05.500 CL735141 2035-01-01 5.500000 12189868.00 487244.99 Agency Mortgage-Backed Securities 05.000 FGPC C90699 G 2023-08-01 5.000000 2438745.00 71735.11 Agency Mortgage-Backed Securities 06.000 FGPC C90228 G 2018-08-01 6.000000 500000.00 277.61 Agency Mortgage-Backed Securities 05.500 FGPC C90691 G 2023-07-01 5.500000 1915000.00 59031.29 Agency Mortgage-Backed Securities 04.500 FGPC C90689 G 2023-07-01 4.500000 17294719.00 500339.37 Agency Mortgage-Backed Securities 05.000 FGPC C90836 G 2024-06-01 5.000000 1156624.00 41424.34 Agency Mortgage-Backed Securities 05.500 FGPC C90687 G 2023-06-01 5.500000 6362816.00 162630.65 Agency Mortgage-Backed Securities 05.000 FGPC G05169 G 2039-01-01 5.000000 4555707.00 187065.95 Agency Mortgage-Backed Securities 06.000 FGPC G05368 G 2038-09-01 6.000000 976288.00 42746.62 Agency 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5.500000 12441944.00 187922.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAE0138 2040-03-01 4.500000 2280000.00 332632.81 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0828 2041-02-01 3.500000 22000.00 7016.60 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0105 2038-02-01 5.500000 28000.00 2565.02 Agency Mortgage-Backed Securities FNMS 03.500 CIAE0676 2026-01-01 3.500000 461170.00 83693.59 Agency Mortgage-Backed Securities FNMS 05.500 CI725519 2019-05-01 5.500000 2200000.00 7557.27 Agency Mortgage-Backed Securities FNMS 06.000 CI725684 2018-05-01 6.000000 1900000.00 248.12 Agency Mortgage-Backed Securities FNMS 05.500 CI725528 2019-04-01 5.500000 1800000.00 7108.85 Agency Mortgage-Backed Securities 06.500 FGPC C91013 G 2027-01-01 6.500000 760000.00 70389.07 Agency Mortgage-Backed Securities FMAR 1J1732 G 2037-06-01 3.720000 5190000.00 428162.04 Agency Mortgage-Backed Securities FMAR 1J1380 G 2036-03-01 4.201000 60000.00 3649.76 Agency Mortgage-Backed Securities FMAR 1H1350 G 2036-10-01 3.320000 75000.00 4921.16 Agency Mortgage-Backed Securities 05.000 FGPC C91175 G 2028-05-01 5.000000 1317065.00 33694.17 Agency Mortgage-Backed Securities 04.500 FGPC C91047 G 2027-05-01 4.500000 1000000.00 65801.12 Agency Mortgage-Backed Securities 05.000 FGPC C91296 G 2030-04-01 5.000000 507402.00 68359.32 Agency Mortgage-Backed Securities 05.500 FGPC C91026 G 2027-04-01 5.500000 2722656.00 80254.45 Agency Mortgage-Backed Securities 05.000 FGPC C91164 G 2028-03-01 5.000000 1535180.00 41105.96 Agency Mortgage-Backed Securities 05.500 FGPC C91165 G 2028-03-01 5.500000 5500000.00 183649.22 Agency Mortgage-Backed Securities 06.000 FGPC C91208 G 2028-07-01 6.000000 288802.00 18723.65 Agency Mortgage-Backed Securities 06.000 FGPC C91199 G 2028-06-01 6.000000 98926.00 8268.63 Agency Mortgage-Backed Securities 05.500 FGPC C91033 G 2027-06-01 5.500000 2451919.00 76321.26 Agency Mortgage-Backed Securities 05.000 FGPC C91054 G 2027-06-01 5.000000 2000000.00 84282.28 Agency Mortgage-Backed Securities 05.000 FGPC C90987 G 2026-06-01 5.000000 1470000.00 55997.19 Agency Mortgage-Backed Securities 05.500 FGPC C90902 G 2025-06-01 5.500000 1247833.00 56103.75 Agency Mortgage-Backed Securities 05.500 FGPC C91092 G 2027-09-01 5.500000 3000000.00 80102.92 Agency Mortgage-Backed Securities 05.500 FGPC C90988 G 2026-09-01 5.500000 1000000.00 36771.55 Agency Mortgage-Backed Securities 05.000 FGPC C90918 G 2025-09-01 5.000000 1287538.00 54184.94 Agency Mortgage-Backed Securities 04.000 FGPC C91385 G 2031-08-01 4.000000 80000.00 20463.14 Agency Mortgage-Backed Securities 05.000 FGPC C91214 G 2028-08-01 5.000000 2026469.00 53178.23 Agency Mortgage-Backed Securities 04.000 FGPC J12083 G 2020-04-01 4.000000 2402958.00 114767.54 Agency Mortgage-Backed Securities 04.000 FGPC J11871 G 2025-03-01 4.000000 2000000.00 294350.09 Agency Mortgage-Backed Securities 04.000 FGPC J09931 G 2024-06-01 4.000000 2000000.00 157125.56 Agency Mortgage-Backed Securities FMAR 2B0416 G 2042-05-01 2.686000 45685018.00 11467880.03 Agency Mortgage-Backed Securities 05.500 FGPC A79390 G 2038-07-01 5.500000 30220.00 1265.82 Agency Mortgage-Backed Securities FNMS 06.500 CL898418 2036-10-01 6.500000 8379754.00 121756.85 Agency Mortgage-Backed Securities 05.500 FGPC G02252 G 2036-07-01 5.500000 30740000.00 742497.61 Agency Mortgage-Backed Securities 05.000 FGPC G01840 G 2035-07-01 5.000000 3940000.00 183198.11 Agency Mortgage-Backed Securities 05.000 FGPC G01837 G 2035-07-01 5.000000 4545000.00 214693.62 Agency Mortgage-Backed Securities 05.500 FGPC G02162 G 2036-05-01 5.500000 850000.00 28140.95 Agency Mortgage-Backed Securities 05.000 FGPC G02184 G 2036-04-01 5.000000 973000.00 49090.74 Agency Mortgage-Backed Securities 05.500 FGPC G02055 G 2036-02-01 5.500000 140579.00 7071.76 Agency Mortgage-Backed Securities 06.500 FGPC G02335 G 2036-09-01 6.500000 13000000.00 263878.86 Agency Mortgage-Backed Securities 06.500 FGPC G02315 G 2036-09-01 6.500000 16750000.00 623076.75 Agency Mortgage-Backed Securities 05.000 FGPC G01865 G 2033-09-01 5.000000 370000.00 18718.29 Agency Mortgage-Backed Securities 05.000 FGPC G01887 G 2035-08-01 5.000000 206000.00 9701.62 Agency Mortgage-Backed Securities 05.000 FGPC G01880 G 2035-08-01 5.000000 1057055.00 63783.76 Agency Mortgage-Backed Securities 05.000 FGPC G02291 G 2036-07-01 5.000000 75000.00 3723.89 Agency Mortgage-Backed Securities 05.500 FGPC G11936 G 2021-03-01 5.500000 305000.00 12030.96 Agency Mortgage-Backed Securities 05.000 FGPC G12051 G 2019-01-01 5.000000 77388000.00 487670.67 Agency Mortgage-Backed Securities 05.000 FGPC G01974 G 2035-12-01 5.000000 1114000.00 39737.28 Agency Mortgage-Backed Securities 05.000 FGPC G02016 G 2035-11-01 5.000000 975000.00 64159.57 Agency Mortgage-Backed Securities 05.500 FGPC G02348 G 2036-10-01 5.500000 218042.00 5839.80 Agency Mortgage-Backed Securities 05.000 FGPC G01910 G 2035-10-01 5.000000 4147000.00 178068.88 Agency Mortgage-Backed Securities 05.500 FGPC G12255 G 2021-07-01 5.500000 585000.00 13145.01 Agency Mortgage-Backed Securities 05.500 FGPC G12009 G 2020-07-01 5.500000 11255968.00 88269.73 Agency Mortgage-Backed Securities 06.000 FGPC G30376 G 2027-12-01 6.000000 151208.00 6139.05 Agency Mortgage-Backed Securities 06.500 FGPC G30416 G 2027-12-01 6.500000 268521.00 20818.75 Agency Mortgage-Backed Securities 06.000 FGPC G30381 G 2027-12-01 6.000000 33645000.00 1462252.68 Agency Mortgage-Backed Securities FNMS 05.500 CIAL1460 2025-05-01 5.500000 4557410.00 167217.94 Agency Mortgage-Backed Securities FNMS 06.000 CTAL1441 2029-03-01 6.000000 272366.00 48171.81 Agency Mortgage-Backed Securities FNMS 03.000 CIAL1099 2026-12-01 3.000000 880000.00 246472.02 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0933 2041-10-01 5.000000 200049.00 38272.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAL1697 2041-10-01 4.000000 1045000.00 314023.26 Agency Mortgage-Backed Securities FNMS 05.000 CLAL1052 2041-09-01 5.000000 787464.00 189865.46 Agency Mortgage-Backed Securities FNMS 05.000 CIAL0953 2025-09-01 5.000000 2500000.00 196182.41 Agency Mortgage-Backed Securities FNMS 06.000 CIAL2220 2024-05-01 6.000000 308804.00 848.40 Agency Mortgage-Backed Securities FNMS 06.000 CIAL1854 2024-05-01 6.000000 620665.00 7236.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2489 2042-03-01 4.000000 50000.00 17473.66 Agency Mortgage-Backed Securities FNMS 05.500 CLAL2071 2040-03-01 5.500000 78000.00 13178.80 Agency Mortgage-Backed Securities FNMS 05.500 CIAL1901 2023-02-01 5.500000 1399144.00 62414.48 Agency Mortgage-Backed Securities 06.000 FGPC G30384 G 2028-02-01 6.000000 740508.00 20221.85 Agency Mortgage-Backed Securities 05.500 FGPC G30306 G 2027-01-01 5.500000 32922.00 1520.65 Agency Mortgage-Backed Securities 05.500 FGPC C79349 G 2033-05-01 5.500000 257000.00 4652.40 Agency Mortgage-Backed Securities 03.500 FGPC T40081 G 2026-09-01 3.500000 1635000.00 211900.57 Agency Mortgage-Backed Securities 05.500 FGPC G30566 G 2030-06-01 5.500000 2132200.00 349619.13 Agency Mortgage-Backed Securities 06.500 FGPC G30194 G 2021-04-01 6.500000 5000000.00 18784.46 Agency Mortgage-Backed Securities 05.000 FGPC G30389 G 2028-03-01 5.000000 1286994.00 51706.78 Agency Mortgage-Backed Securities 06.000 FGPC G30546 G 2026-03-01 6.000000 300000.00 58751.63 Agency Mortgage-Backed Securities 06.500 FGPC G30234 G 2022-11-01 6.500000 35643209.00 531657.69 Agency Mortgage-Backed Securities 05.500 FGPC G30470 G 2026-10-01 5.500000 3990132.00 335685.33 Agency Mortgage-Backed Securities 05.000 FGPC G30555 G 2031-09-01 5.000000 299830.00 50787.03 Agency Mortgage-Backed Securities 05.000 FGPC G30372 G 2027-09-01 5.000000 1307000.00 41458.91 Agency Mortgage-Backed Securities 05.500 FGPC G30280 G 2024-09-01 5.500000 90000.00 3121.17 Agency Mortgage-Backed Securities 05.000 FGPC G30556 G 2031-07-01 5.000000 335000.00 78766.21 Agency Mortgage-Backed Securities 05.000 FGPC L10219 G 2034-01-01 5.000000 30000000.00 758930.95 Agency Mortgage-Backed Securities FNMS 05.500 CI990962 2023-09-01 5.500000 11679408.00 476448.83 Agency Mortgage-Backed Securities FNMS 05.500 CI988457 2023-10-01 5.500000 737770.00 58278.48 Agency Mortgage-Backed Securities FNMS 05.500 CI988940 2023-09-01 5.500000 817000.00 26828.46 Agency Mortgage-Backed Securities FNMS 05.500 CI988953 2023-08-01 5.500000 1355944.00 62106.28 Agency Mortgage-Backed Securities FNMS 05.500 CI987807 2023-09-01 5.500000 10156345.00 471831.76 Agency Mortgage-Backed Securities FNMS 05.500 CI991583 2023-11-01 5.500000 4603755.00 240925.62 Agency Mortgage-Backed Securities FNMS 05.500 CI991827 2023-10-01 5.500000 1467022.00 9754.43 Agency Mortgage-Backed Securities FNMS 05.500 CI991849 2023-10-01 5.500000 3659098.00 89535.53 Agency Mortgage-Backed Securities FNMS 05.500 CI745752 2021-08-01 5.500000 133555.00 4154.92 Agency Mortgage-Backed Securities FNMS 05.500 CI747851 2018-12-01 5.500000 27148.00 94.11 Agency Mortgage-Backed Securities FNMS 05.500 CI747852 2019-06-01 5.500000 45030.00 416.71 Agency Mortgage-Backed Securities FNMS 04.000 RE746364 2033-09-01 4.000000 3500000.00 388633.71 Agency Mortgage-Backed Securities FNMS 04.500 RI745321 2019-12-01 4.500000 25000.00 192.22 Agency Mortgage-Backed Securities FNMS 05.500 CI745367 2018-12-01 5.500000 3082846.00 3454.16 Agency Mortgage-Backed Securities FNMS 05.500 CI752240 2018-11-01 5.500000 168750.00 899.79 Agency Mortgage-Backed Securities FNMS 05.500 CI748917 2018-12-01 5.500000 54490.00 28.94 Agency Mortgage-Backed Securities FNMS 05.500 CI748886 2018-11-01 5.500000 1404000.00 13004.21 Agency Mortgage-Backed Securities 05.000 FGPC G01737 G 2034-12-01 5.000000 200000.00 9797.21 Agency Mortgage-Backed Securities 05.000 FGPC G01625 G 2033-11-01 5.000000 3916000.00 181170.69 Agency Mortgage-Backed Securities 05.000 FGPC G01589 G 2033-09-01 5.000000 7760000.00 216542.62 Agency Mortgage-Backed Securities 06.500 FGPC G30290 G 2026-03-01 6.500000 70934000.00 3167118.35 Agency Mortgage-Backed Securities 06.500 FGPC G30107 G 2018-03-01 6.500000 23825000.00 3624.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAE1618 2040-10-01 4.000000 1000000.00 186696.73 Agency Mortgage-Backed Securities FNMS 04.000 CIAE0968 2019-07-01 4.000000 859806.00 10000.21 Agency Mortgage-Backed Securities FNMS 05.500 CI987293 2023-07-01 5.500000 7583408.00 55936.88 Agency Mortgage-Backed Securities FNMS 05.500 CI985771 2022-11-01 5.500000 2063320.00 49636.24 Agency Mortgage-Backed Securities FNMS 05.500 CI986103 2023-09-01 5.500000 1541484.00 65884.51 Agency Mortgage-Backed Securities FNMS 05.500 CI984260 2023-05-01 5.500000 1516938.00 122234.28 Agency Mortgage-Backed Securities FNMS 05.500 CI987576 2023-08-01 5.500000 118841.00 5825.36 Agency Mortgage-Backed Securities FNMS 05.500 CI988113 2023-08-01 5.500000 5800000.00 154785.97 Agency Mortgage-Backed Securities FNMS 05.500 CI986903 2023-10-01 5.500000 1068016.00 37710.22 Agency Mortgage-Backed Securities FNMS 05.500 CI986642 2022-10-01 5.500000 641070.00 11981.49 Agency Mortgage-Backed Securities FNMS 05.000 CL987000 2038-07-01 5.000000 68006.00 899.11 Agency Mortgage-Backed Securities FNMS 05.500 CI986998 2023-07-01 5.500000 3079099.00 41841.72 Agency Mortgage-Backed Securities FNMS 05.500 CI990888 2023-09-01 5.500000 16925719.00 225726.04 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0126 2020-06-01 5.000000 2000000.00 46910.08 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0443 2039-10-01 6.500000 7746000.00 543233.63 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0382 2024-10-01 5.500000 1341743.00 110584.06 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0823 2040-09-01 6.000000 600000.00 48155.96 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0371 2039-09-01 6.000000 302693.00 17568.62 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0811 2039-09-01 6.000000 552690.00 41452.37 Agency Mortgage-Backed Securities FNMS 04.000 CIAE0401 2025-09-01 4.000000 16500000.00 1726944.35 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0949 2041-02-01 4.000000 75000.00 19740.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0654 2040-12-01 3.777000 90000.00 10621.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAE0673 2040-12-01 4.500000 1055000.00 313011.91 Agency Mortgage-Backed Securities FNMS 05.500 CTAE0213 2029-12-01 5.500000 7985169.00 622375.03 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0050 2022-12-01 5.500000 2350000.00 145237.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0624 2040-11-01 4.000000 20000.00 6743.27 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 B1V7KEBTPIMZEU4LTD58 2025-09-01 3.500000 690608.00 84566.95 Agency Mortgage-Backed Securities FNMS 03.500 CIAE3398 2025-09-01 3.500000 1409472.00 287474.00 Agency Mortgage-Backed Securities FNMS 03.500 CIAE2771 2026-08-01 3.500000 6908587.00 2227954.25 Agency Mortgage-Backed Securities FNMS 05.000 CLAE1553 2040-12-01 5.000000 319840.00 111830.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ7689 2041-12-01 4.000000 110000.00 27904.61 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ7717 2026-12-01 3.000000 7811440.00 2201766.56 Agency Mortgage-Backed Securities FNMS 03.500 CTAJ7968 2031-11-01 3.500000 5000000.00 1312957.43 Agency Mortgage-Backed Securities FNMS 05.000 CLAJ5432 2041-11-01 5.000000 43888.00 14308.46 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ5336 2026-11-01 3.000000 5520000.00 1445533.40 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3264 2027-02-01 3.000000 8503000.00 2586745.89 Agency Mortgage-Backed Securities FNMS 05.500 CIAK0203 2022-10-01 5.500000 1407292.00 47118.80 Agency Mortgage-Backed Securities FNMS 03.000 CIAK0797 2027-01-01 3.000000 295561.00 95034.30 Agency Mortgage-Backed Securities FNMS 03.500 CIAK0798 2027-01-01 3.500000 344901.00 96874.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9278 2041-12-01 3.500000 50000.00 18156.48 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ9386 2026-12-01 3.000000 5430512.00 1347027.34 Agency Mortgage-Backed Securities FNMS 04.500 CLAE0218 2040-08-01 4.500000 1390740.00 184125.32 Agency Mortgage-Backed Securities FNMS 05.500 CTAE0561 2025-08-01 5.500000 996125.00 129419.57 Agency Mortgage-Backed Securities FNMS 03.500 CIAE0139 2025-07-01 3.500000 2846402.00 375818.81 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0818 2024-07-01 5.500000 608688.00 12861.11 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0324 2024-06-01 5.500000 164000.00 6378.42 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0704 2021-04-01 4.000000 510000.00 48500.21 Agency Mortgage-Backed Securities FNMS 03.500 CNMA0703 2021-04-01 3.500000 3775328.00 391961.03 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0380 2020-04-01 4.000000 5000000.00 191110.81 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0045 2019-04-01 4.000000 1509000.00 22398.21 Agency Mortgage-Backed Securities FNMS 04.500 CLAI1191 2041-04-01 4.500000 166000.00 51903.18 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9856 2041-09-01 5.000000 39164.00 10816.20 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9013 2041-08-01 5.000000 158193.00 18586.65 Agency Mortgage-Backed Securities FNMS 03.500 CIAI7838 2026-07-01 3.500000 500160.00 120283.11 Agency Mortgage-Backed Securities FNMS 05.000 CLAI6513 2041-06-01 5.000000 117986.00 30392.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAI6572 2041-06-01 4.500000 1551816.00 156011.41 Agency Mortgage-Backed Securities FNMS 04.500 CLAI4815 2041-06-01 4.500000 340000.00 45743.21 Agency Mortgage-Backed Securities FNMS 03.500 CIAJ4135 2026-10-01 3.500000 34504.00 5769.52 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ4087 2026-10-01 3.000000 185000.00 46977.24 Agency Mortgage-Backed Securities FNMS 03.500 CIAJ4093 2026-10-01 3.500000 1088250.00 222685.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ1300 2041-10-01 3.575000 530000.00 51323.04 Agency Mortgage-Backed Securities FNMS 05.000 CLAJ1422 2041-09-01 5.000000 61819.00 5034.01 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ1413 2041-09-01 4.500000 135000.00 44633.53 Agency Mortgage-Backed Securities FNMS 05.500 CI257454 2023-10-01 5.500000 1481704.00 54415.28 Agency Mortgage-Backed Securities FNMS 06.000 CT256885 2027-09-01 6.000000 45870017.00 1776287.56 Agency Mortgage-Backed Securities FNMS 06.000 CI257412 2023-09-01 6.000000 24674.00 787.36 Agency Mortgage-Backed Securities FNMS 05.500 CT257499 2028-12-01 5.500000 4553144.00 131681.56 Agency Mortgage-Backed Securities FNMS 05.500 CT257006 2027-12-01 5.500000 4663454.00 119287.95 Agency Mortgage-Backed Securities FNMS 05.500 CI257008 2022-12-01 5.500000 937343.00 11870.92 Agency Mortgage-Backed Securities FNMS 05.500 CI257079 2022-12-01 5.500000 1042906.00 39742.01 Agency Mortgage-Backed Securities FNMS 06.000 CT257500 2028-11-01 6.000000 1257763.00 61543.44 Agency Mortgage-Backed Securities FNMS 06.500 CZ257485 2048-10-01 6.500000 3954926.00 38602.41 Agency Mortgage-Backed Securities FNMS 06.000 CT323266 2018-08-01 6.000000 217968.00 11.91 Agency Mortgage-Backed Securities FNAR XX.XXX AS313434 2028-08-01 4.732000 7038928.00 45699.15 Agency Mortgage-Backed Securities FNAR XX.XXX WS313731 2029-01-01 2.375000 35843917.00 149136.12 Agency Mortgage-Backed Securities FNAR XX.XXX WS312434 2025-02-01 2.535000 26749873.00 175090.86 Agency Mortgage-Backed Securities FNMS 05.500 CI257539 2023-12-01 5.500000 3506296.00 83064.29 Agency Mortgage-Backed Securities FNMS 05.500 CT257537 2029-01-01 5.500000 4186768.00 145044.88 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0071 2019-05-01 4.500000 2000000.00 30589.51 Agency Mortgage-Backed Securities FNMS 04.000 CIMA0043 2024-04-01 4.000000 16500000.00 742255.04 Agency Mortgage-Backed Securities FNMS 06.000 CT256556 2027-01-01 6.000000 339755.00 15331.95 Agency Mortgage-Backed Securities FNMS 03.500 CIAB4036 2026-12-01 3.500000 1050000.00 327329.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAB3936 2041-11-01 3.500000 1000000.00 346854.76 Agency Mortgage-Backed Securities FNMS 03.000 CIAB3902 2026-11-01 3.000000 1750000.00 446536.71 Agency Mortgage-Backed Securities FNMS 05.500 CI256236 2021-05-01 5.500000 4563115.00 63719.81 Agency Mortgage-Backed Securities FNMS 06.000 CT256213 2026-04-01 6.000000 18685835.00 1083645.60 Agency Mortgage-Backed Securities FNMS 05.500 CT256153 2026-03-01 5.500000 133805.00 5557.22 Agency Mortgage-Backed Securities FNMS 05.500 CI256200 2021-03-01 5.500000 3220062.00 55471.60 Agency Mortgage-Backed Securities FNMS 05.500 CT256600 2027-02-01 5.500000 306238.00 11848.77 Agency Mortgage-Backed Securities FNMS 06.000 CT256116 2026-02-01 6.000000 8895281.00 430266.61 Agency Mortgage-Backed Securities FNMS 06.000 CT256351 2026-08-01 6.000000 1598551.00 64025.72 Agency Mortgage-Backed Securities FNMS 05.500 CI256353 2021-08-01 5.500000 11065045.00 145665.75 Agency Mortgage-Backed Securities FNMS 05.500 CL255770 2035-07-01 5.500000 135000.00 5624.42 Agency Mortgage-Backed Securities FNMS 06.000 CT255858 2025-07-01 6.000000 650000.00 40271.96 Agency Mortgage-Backed Securities FNMS 05.500 CI256277 2021-06-01 5.500000 2349239.00 55370.08 Agency Mortgage-Backed Securities FNMS 05.500 CT256234 2026-05-01 5.500000 3593100.00 123460.49 Agency Mortgage-Backed Securities FNMS 06.000 CT256001 2025-11-01 6.000000 5772836.00 464934.53 Agency Mortgage-Backed Securities FNMS 05.500 CI977130 2023-08-01 5.500000 477488.00 11704.11 Agency Mortgage-Backed Securities 03.500 FGPC A96409 G 2041-01-01 3.500000 60000.00 20262.64 Agency Mortgage-Backed Securities FNMS 05.500 CL962129 2038-03-01 5.500000 52104.00 2187.50 Agency Mortgage-Backed Securities FNMS 05.000 CL962002 2038-03-01 5.000000 345593.00 21610.22 Agency Mortgage-Backed Securities FNMS 05.500 CI965214 2023-09-01 5.500000 27339560.00 1006207.41 Agency Mortgage-Backed Securities FNMS 05.500 CI964793 2023-08-01 5.500000 797170.00 21481.69 Agency Mortgage-Backed Securities FNMS 05.500 CI964828 2023-08-01 5.500000 7078888.00 375857.62 Agency 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29987266.00 30097576.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0917 2047-12-01 3.500000 1155073.00 1167583.34 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0541 2047-10-01 3.500000 172314.00 173420.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0343 2047-09-01 4.500000 17823932.00 18927036.24 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 152000000.00 152000000.00 0.0058 N Y Y N The Charles Schwab Family of Funds 2018-02-07 Mark Fischer Mark Fischer Chief Financial Officer