0001145549-18-002957.txt : 20180507 0001145549-18-002957.hdr.sgml : 20180507 20180507162152 ACCESSION NUMBER: 0001145549-18-002957 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180430 FILED AS OF DATE: 20180507 DATE AS OF CHANGE: 20180507 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: 18811506 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 2018-04-30 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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3.500000 3847578.00 1226151.20 Agency Mortgage-Backed Securities GNRA 2017-1O FC 549300M8ZYFG0OCMTT87 2066-12-20 2.525000 3500000.00 3514758.10 Agency Collateralized Mortgage Obligation GNMI SF BA0244 X 2047-04-15 4.000000 138432.00 129297.84 Agency Mortgage-Backed Securities GNMI SP 780378 X 2019-01-15 11.000000 645762.00 0.09 Agency Mortgage-Backed Securities GNII SF MA5138 M 2048-04-20 4.500000 593377.00 620898.42 Agency Mortgage-Backed Securities GNII SF 004195 M 2038-07-20 6.000000 595987.00 27857.81 Agency Mortgage-Backed Securities GNII SF 004063 M 2037-12-20 7.500000 578154.00 26453.86 Agency Mortgage-Backed Securities GNII SF MA4455 M 2047-05-20 5.500000 579309.00 443858.61 Agency Mortgage-Backed Securities GNMI SF AJ3086 X 2046-06-15 4.000000 104440.00 56023.39 Agency Mortgage-Backed Securities GNMI SP 782461 X 2032-03-15 7.500000 100000.00 26274.74 Agency Mortgage-Backed Securities GNMI SF 654673 X 2041-09-15 4.500000 100000.00 7387.68 Agency Mortgage-Backed Securities GNMI SP 782442 X 2038-10-15 5.000000 100000.00 5268.57 Agency Mortgage-Backed Securities GNII SF AY2390 C 2047-11-20 3.500000 1578703.00 1573479.49 Agency Mortgage-Backed Securities GNMI SF AV1814 X 2046-08-15 3.000000 1460247.00 1360170.39 Agency Mortgage-Backed Securities GNII SF MA3737 M 2046-06-20 4.000000 1485000.00 918912.32 Agency Mortgage-Backed Securities GNMI SP 782405 X 2038-09-15 5.500000 2958065.00 176932.22 Agency Mortgage-Backed Securities GNII SF 005069 M 2031-07-20 7.500000 109122.00 7946.65 Agency Mortgage-Backed Securities GNMI SF 681615 X 2038-11-15 5.000000 110000.00 24251.48 Agency Mortgage-Backed Securities GNMI SF 681706 X 2038-12-15 6.000000 113276.00 17927.37 Agency Mortgage-Backed Securities GNMI SF AV7558 X 2046-09-15 2.500000 307292.00 280450.30 Agency Mortgage-Backed Securities GNMI SF 685628 X 2038-04-15 5.000000 285757.00 29925.59 Agency Mortgage-Backed Securities GNMI SP 782028 X 2035-11-15 7.500000 278000.00 32487.55 Agency Mortgage-Backed Securities GNII 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1336.99 Agency Mortgage-Backed Securities GNII SF 003555 M 2034-05-20 5.000000 25000.00 1727.80 Agency Mortgage-Backed Securities GNMI SF 552152 X 2031-11-15 6.000000 25000.00 970.80 Agency Mortgage-Backed Securities GNMI SF 490070 X 2028-12-15 6.000000 25000.00 1159.82 Agency Mortgage-Backed Securities GNII SF MA5135 M 2048-04-20 3.000000 1253000.00 1224803.32 Agency Mortgage-Backed Securities GNMI SF BD5955 X 2047-11-15 5.000000 1051937.00 1112271.98 Agency Mortgage-Backed Securities GNMI SP 781315 X 2031-07-15 6.500000 1063480.00 7964.36 Agency Mortgage-Backed Securities GNMI SF 661591 X 2037-01-15 6.500000 1067123.00 40759.37 Agency Mortgage-Backed Securities GNMI SP 782076 X 2036-03-15 5.500000 1140668.00 55055.76 Agency Mortgage-Backed Securities GNMI SF 710137 X 2040-11-15 4.000000 23801.00 6535.71 Agency Mortgage-Backed Securities GNII SF MA1519 M 2043-08-20 2.500000 25000.00 16615.18 Agency Mortgage-Backed Securities GNMI SF 714529 X 2039-06-15 4.000000 25000.00 7885.32 Agency Mortgage-Backed Securities GNMI SF 720822 X 2039-06-15 4.500000 14084.00 1071.53 Agency Mortgage-Backed Securities GNMI SF 659686 X 2036-10-15 6.500000 15012.00 411.11 Agency Mortgage-Backed Securities GNMI SF 717109 X 2039-05-15 4.000000 20028.00 3001.66 Agency Mortgage-Backed Securities GNMI SP 780386 X 2023-12-15 7.000000 21000.00 75.70 Agency Mortgage-Backed Securities GNMI SF 431842 X 2026-12-15 8.500000 25000.00 442.61 Agency Mortgage-Backed Securities GNMI SF 282746 X 2020-04-15 9.000000 25000.00 3.39 Agency Mortgage-Backed Securities GNMI SF 604944 X 2034-01-15 4.500000 25000.00 2106.97 Agency Mortgage-Backed Securities GNMI SF 613853 X 2033-08-15 4.500000 25000.00 2149.91 Agency Mortgage-Backed Securities GNMI SF 598644 X 2033-04-15 5.000000 25000.00 1513.56 Agency Mortgage-Backed Securities FNRM CL112PD R10F112 2040-10-25 3.000000 56534958.00 4495869.27 Agency Collateralized Mortgage Obligation GNMI SF 635077 X 2046-05-15 2.500000 432635.00 377737.26 Agency Mortgage-Backed 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5.500000 2732640.00 93758.93 Agency Mortgage-Backed Securities GNMI SF 360226 X 2024-02-15 6.500000 1915297.00 3624.94 Agency Mortgage-Backed Securities GNMI SF 372212 X 2025-09-15 7.000000 1968216.00 22242.89 Agency Mortgage-Backed Securities GNMI SF 343426 X 2024-02-15 6.000000 1000000.00 20622.07 Agency Mortgage-Backed Securities GNII SF 002501 M 2027-10-20 9.000000 859653.00 2487.57 Agency Mortgage-Backed Securities GNMI SF 486538 X 2028-09-15 7.000000 100700.00 1830.98 Agency Mortgage-Backed Securities GNMI SF 417226 X 2026-01-15 7.000000 96200.00 244.99 Agency Mortgage-Backed Securities GNMI SF 406475 X 2026-04-15 7.000000 96400.00 671.98 Agency Mortgage-Backed Securities GNMI SF 427302 X 2026-06-15 7.000000 96700.00 1221.27 Agency Mortgage-Backed Securities GNMI SF 595887 X 2033-06-15 5.500000 100000.00 12581.20 Agency Mortgage-Backed Securities GNMI SF 579204 X 2032-03-15 6.000000 100000.00 3150.61 Agency Mortgage-Backed Securities GNMI SF 416033 X 2025-12-15 7.000000 92700.00 1159.21 Agency Mortgage-Backed Securities GNMI SF 585115 X 2033-01-15 6.000000 1213117.00 32131.27 Agency Mortgage-Backed Securities GNII SF 002143 M 2025-12-20 9.000000 1000000.00 2591.69 Agency Mortgage-Backed Securities GNMI SF 424629 X 2027-01-15 7.000000 94000.00 121.13 Agency Mortgage-Backed Securities GNMI SF 577638 X 2032-08-15 6.000000 75000.00 1565.44 Agency Mortgage-Backed Securities GNII SF 002713 M 2029-02-20 6.000000 80160.00 1019.51 Agency Mortgage-Backed Securities GNMI SF 412583 X 2026-04-15 6.500000 1014247.00 5788.05 Agency Mortgage-Backed Securities GNMI SF 290406 X 2020-07-15 10.000000 1020000.00 541.23 Agency Mortgage-Backed Securities GNMI SF 352045 X 2023-10-15 6.500000 1078400.00 4941.49 Agency Mortgage-Backed Securities GNMI SF 604661 X 2033-10-15 5.000000 1099400.00 106587.17 Agency Mortgage-Backed Securities GNII SF 000058 M 2022-07-20 9.000000 930000.00 1356.65 Agency Mortgage-Backed Securities GNMI SF 431529 X 2026-11-15 7.750000 935025.00 3210.87 Agency Mortgage-Backed Securities GNMI SF 345910 X 2023-12-15 6.000000 2003013.00 8565.87 Agency Mortgage-Backed Securities GNII SF 001940 M 2025-01-20 9.000000 1450590.00 2319.05 Agency Mortgage-Backed Securities GNII SF 003238 M 2032-05-20 6.000000 1300000.00 19441.13 Agency Mortgage-Backed Securities GNMI SF 602212 X 2033-03-15 6.000000 1309906.00 40687.46 Agency Mortgage-Backed Securities GNII SF 003231 M 2032-04-20 8.000000 1363507.00 11131.58 Agency Mortgage-Backed Securities GNII SF 002038 M 2025-07-20 8.500000 1400000.00 974.71 Agency Mortgage-Backed Securities GNMI SF 584019 X 2032-08-15 6.000000 1428251.00 32930.10 Agency Mortgage-Backed Securities GNMI SF 383551 X 2024-02-15 6.500000 1448208.00 10020.40 Agency Mortgage-Backed Securities GNMI SF 247370 X 2026-04-15 6.500000 1109963.00 21803.07 Agency Mortgage-Backed Securities GNMI SF 350926 X 2023-08-15 7.000000 93600.00 16.63 Agency Mortgage-Backed Securities GNMI SF 349721 X 2023-08-15 7.000000 93600.00 594.75 Agency Mortgage-Backed Securities GNMI SF 362571 X 2023-08-15 7.000000 93600.00 1449.69 Agency Mortgage-Backed Securities GNMI SF 457801 X 2028-08-15 7.000000 93600.00 958.34 Agency Mortgage-Backed Securities GNMI SF 685796 X 2038-05-15 6.500000 93140.00 6549.83 Agency Mortgage-Backed Securities GNMI SP 780468 X 2023-12-15 7.000000 94400.00 475.10 Agency Mortgage-Backed Securities GNII SF MA1265 M 2028-09-20 3.000000 75000.00 32088.25 Agency Mortgage-Backed Securities GNMI SF 751645 X 2040-10-15 4.000000 500000.00 125260.96 Agency Mortgage-Backed Securities GNMI SF BC3613 X 2047-08-15 5.000000 490044.00 422243.54 Agency Mortgage-Backed Securities GNMI SP 780113 X 2024-10-15 7.000000 490500.00 2704.65 Agency Mortgage-Backed Securities GNMI SF AK0616 X 2044-11-15 4.000000 493483.00 193565.97 Agency Mortgage-Backed Securities GNII SF 004149 M 2038-05-20 7.500000 495486.00 14187.50 Agency Mortgage-Backed Securities GNMI SF 253461 X 2019-12-15 9.000000 25000.00 85.50 Agency Mortgage-Backed Securities GNMI SF 278770 X 2019-11-15 9.500000 25000.00 51.92 Agency Mortgage-Backed Securities GNMI SF 287226 X 2020-04-15 9.500000 25000.00 26.29 Agency Mortgage-Backed Securities GNMI SF 668585 X 2037-08-15 6.000000 536627.00 37039.80 Agency Mortgage-Backed Securities GNMI SF AS0118 X 2046-04-15 2.500000 536966.00 482638.39 Agency Mortgage-Backed Securities GNMI SF AV9701 X 2047-01-15 3.000000 516862.00 494878.47 Agency Mortgage-Backed Securities GNMI SF 343633 X 2023-07-15 7.000000 143100.00 886.75 Agency Mortgage-Backed Securities GNMI SF 612039 X 2033-09-15 6.000000 125000.00 3914.64 Agency Mortgage-Backed Securities GNMI SF 339023 X 2023-08-15 7.000000 127000.00 1169.05 Agency Mortgage-Backed Securities GNMI SF 352025 X 2023-11-15 7.500000 128099.00 208.34 Agency Mortgage-Backed Securities GNMI SF 646918 X 2035-09-15 4.500000 131962.00 11770.04 Agency Mortgage-Backed Securities GNMI SF 670351 X 2037-09-15 5.000000 30000.00 2735.08 Agency Mortgage-Backed Securities GNMI SF 662122 X 2037-02-15 6.000000 30231.00 9807.30 Agency Mortgage-Backed Securities GNII SF MA1229 M 2039-01-20 6.000000 30544.00 8227.33 Agency Mortgage-Backed Securities GNMI SP 780898 X 2028-11-15 7.000000 30700.00 205.44 Agency Mortgage-Backed Securities GNMI SF 701563 X 2039-01-15 5.000000 25000.00 1209.29 Agency Mortgage-Backed Securities GNMI SF 662560 X 2037-08-15 6.500000 25008.00 2618.19 Agency Mortgage-Backed Securities GNMI SF 682907 X 2040-11-15 6.000000 25386.00 5802.73 Agency Mortgage-Backed Securities GNMI SF 304488 X 2021-03-15 9.000000 160000.00 306.60 Agency Mortgage-Backed Securities GNMI SF 366808 X 2024-06-15 7.000000 164000.00 904.14 Agency Mortgage-Backed Securities GNMI SF 433649 X 2028-03-15 7.000000 167100.00 1079.01 Agency Mortgage-Backed Securities GNMI SF 385710 X 2024-05-15 7.000000 167300.00 525.88 Agency Mortgage-Backed Securities GNMI SF 354618 X 2023-07-15 7.000000 168000.00 328.70 Agency Mortgage-Backed Securities GNMI SF 486056 X 2031-02-15 7.000000 144000.00 934.85 Agency Mortgage-Backed Securities GNMI SF 503405 X 2029-04-15 6.500000 150000.00 668.68 Agency Mortgage-Backed Securities GNII SF 001398 M 2020-05-20 9.000000 150030.00 43.48 Agency Mortgage-Backed Securities GNMI SF 345071 X 2023-11-15 7.000000 150100.00 3501.41 Agency Mortgage-Backed Securities GNMI SF 396018 X 2024-06-15 7.500000 155000.00 1139.39 Agency Mortgage-Backed Securities GNMI SF 356952 X 2023-06-15 7.000000 140300.00 388.04 Agency Mortgage-Backed Securities GNMI SF 622603 X 2033-11-15 6.000000 140649.00 6533.35 Agency Mortgage-Backed Securities GNMI SF 325576 X 2028-06-15 7.000000 140808.00 121.96 Agency Mortgage-Backed Securities GNMI SF 462883 X 2028-01-15 7.000000 141300.00 852.86 Agency Mortgage-Backed Securities GNMI SF 461028 X 2027-11-15 7.000000 141800.00 1309.96 Agency Mortgage-Backed Securities GNMI SF 274845 X 2019-11-15 9.000000 365000.00 442.51 Agency Mortgage-Backed Securities GNMI SF 648346 X 2035-10-15 4.500000 371707.00 17224.66 Agency Mortgage-Backed Securities GNMI SF 299710 X 2021-03-15 9.000000 375000.00 420.78 Agency Mortgage-Backed Securities GNMI SF 621697 X 2033-10-15 4.500000 377000.00 21628.47 Agency Mortgage-Backed Securities GNMI SF 622071 X 2033-09-15 4.500000 305000.00 24805.71 Agency Mortgage-Backed Securities GNMI SF 468231 X 2028-09-15 7.000000 308600.00 3940.17 Agency Mortgage-Backed Securities GNMI SF 378055 X 2023-12-15 7.500000 319876.00 3905.02 Agency Mortgage-Backed Securities GNII SF 003024 M 2031-01-20 6.000000 272643.00 3991.42 Agency Mortgage-Backed Securities GNMI SF 570503 X 2031-12-15 6.500000 276928.00 979.82 Agency Mortgage-Backed Securities GNMI SF 433419 X 2027-02-15 7.000000 283900.00 1410.79 Agency Mortgage-Backed Securities GNMI SF 619584 X 2033-08-15 4.500000 296242.00 21240.72 Agency Mortgage-Backed Securities GNMI SF 278752 X 2019-10-15 9.000000 235000.00 345.00 Agency Mortgage-Backed Securities GNMI SF 386697 X 2025-03-15 9.000000 240000.00 165.56 Agency Mortgage-Backed Securities GNMI SF 494837 X 2029-06-15 7.000000 255500.00 1413.08 Agency Mortgage-Backed Securities GNII SF 002476 M 2027-08-20 9.000000 217585.00 579.74 Agency Mortgage-Backed Securities GNMI SF 354827 X 2024-05-15 7.000000 218500.00 812.30 Agency Mortgage-Backed Securities GNMI SF 462680 X 2028-04-15 7.000000 221200.00 798.94 Agency Mortgage-Backed Securities GNMI SP 782925 X 2040-03-15 4.500000 75000.00 12609.47 Agency Mortgage-Backed Securities GNMI SF 743107 X 2040-08-15 5.000000 75000.00 15081.60 Agency Mortgage-Backed Securities GNMI SF 487833 X 2039-04-15 4.000000 75000.00 12095.48 Agency Mortgage-Backed Securities GNMI SF 748495 X 2040-08-15 4.000000 75000.00 13726.56 Agency Mortgage-Backed Securities GNMI SF 768132 X 2041-07-15 4.500000 75000.00 9264.78 Agency Mortgage-Backed Securities GNMI SF 761750 X 2041-05-15 4.500000 75000.00 7236.96 Agency Mortgage-Backed Securities GNMI SF 706016 X 2039-01-15 6.000000 68778.00 6953.61 Agency Mortgage-Backed Securities GNMI SF 744371 X 2041-09-15 4.000000 70000.00 25627.05 Agency Mortgage-Backed Securities GNMI SF 674446 X 2037-09-15 6.000000 497000.00 20154.99 Agency Mortgage-Backed Securities GNMI SF 676361 X 2037-10-15 7.000000 498628.00 7285.83 Agency Mortgage-Backed Securities GNMI SF 435016 X 2031-01-15 9.000000 398104.00 2907.70 Agency Mortgage-Backed Securities GNMI SF 648132 X 2036-07-15 6.000000 75000.00 5641.48 Agency Mortgage-Backed Securities GNII SF MA4776 M 2047-10-20 2.500000 76917.00 71717.52 Agency Mortgage-Backed Securities GNMI SF 700825 X 2038-10-15 6.000000 78018.00 5513.99 Agency Mortgage-Backed Securities GNMI SF AX5926 X 2047-01-15 4.000000 78446.00 68847.67 Agency Mortgage-Backed Securities GNMI SF BA9799 X 2047-06-15 4.500000 386143.00 372200.83 Agency Mortgage-Backed Securities GNMI SP 781587 X 2033-02-15 6.000000 350000.00 6760.48 Agency Mortgage-Backed Securities GNMI SF 680581 X 2040-07-15 5.500000 335343.00 24117.81 Agency Mortgage-Backed Securities GNMI SF BC8602 X 2047-09-15 3.000000 310210.00 300500.72 Agency Mortgage-Backed Securities GNMI SP 781807 X 2034-09-15 4.500000 62000.00 5396.80 Agency Mortgage-Backed Securities GNMI SF 726375 X 2039-10-15 5.000000 65000.00 17242.27 Agency Mortgage-Backed Securities GNMI SP 780105 X 2025-01-15 7.000000 67500.00 331.36 Agency Mortgage-Backed Securities GNMI SF 632233 X 2038-03-15 6.000000 58725.00 2494.07 Agency Mortgage-Backed Securities GNII SF 004752 M 2038-11-20 7.500000 59530.00 4412.96 Agency Mortgage-Backed Securities Y 2018-05-02 2018-05-02 2018-05-02 N N N 0.0170 489999706.00 489999706.00 0.0199 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.680000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0GOXU2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.000 FGPC G08697 G 2046-03-01 3.000000 268475858.00 206000000.46 Agency Mortgage-Backed Securities Y 2018-05-02 2018-05-02 2018-05-02 N N N 0.0170 199999760.00 199999760.00 0.0081 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.690000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0GOXW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 05.000 FGPC G08393 G 2040-03-01 5.000000 1027416.00 147413.68 Agency Mortgage-Backed Securities 05.500 FGPC V80890 G 2039-12-01 5.500000 1032642.00 490132.34 Agency Mortgage-Backed Securities 05.500 FGPC A29948 G 2035-02-01 5.500000 1079270.00 44880.27 Agency Mortgage-Backed Securities FNMS 06.500 CL968381 2038-10-01 6.500000 1107430.00 72858.17 Agency Mortgage-Backed Securities 06.500 FGPC D97671 G 2028-03-01 6.500000 894040.00 111615.99 Agency Mortgage-Backed Securities FNMS 06.500 CL949358 2037-08-01 6.500000 895378.00 62377.68 Agency Mortgage-Backed Securities FNMS 05.000 CIAL2926 2025-09-01 5.000000 905489.00 64147.55 Agency Mortgage-Backed Securities FNMS 04.000 CIAO9573 2027-06-01 4.000000 912271.00 86134.98 Agency Mortgage-Backed Securities FNMS 04.500 CN257240 2018-06-01 4.500000 1000000.00 111.60 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0323 2020-02-01 4.500000 1010000.00 27117.13 Agency Mortgage-Backed Securities 06.500 FGPC G08066 G 2035-06-01 6.500000 761000.00 41781.51 Agency Mortgage-Backed Securities 05.500 FGPC G07703 G 2041-06-01 5.500000 825985.00 274188.66 Agency Mortgage-Backed Securities 04.500 FGPC Q51467 G 2047-10-01 4.500000 853795.00 862213.47 Agency Mortgage-Backed Securities 04.500 FGPC Q27614 G 2044-05-01 4.500000 863747.00 564471.22 Agency Mortgage-Backed Securities FNMS 05.000 CI899044 2022-02-01 5.000000 880684.00 12765.68 Agency Mortgage-Backed Securities 05.000 FGPC Q31864 G 2040-11-01 5.000000 881287.00 426941.26 Agency Mortgage-Backed Securities 06.500 FGPC A67394 G 2037-11-01 6.500000 615384.00 25587.98 Agency Mortgage-Backed Securities 06.500 FGPC G05580 G 2039-04-01 6.500000 678637.00 30297.94 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0286 2025-04-01 5.000000 683720.00 34518.01 Agency Mortgage-Backed Securities 06.000 FGPC G06534 G 2038-12-01 6.000000 748357.00 46257.03 Agency Mortgage-Backed Securities FNMS 04.000 CNAL5453 2023-05-01 4.000000 751292.00 39706.93 Agency Mortgage-Backed Securities 06.500 FGPC A79286 G 2038-07-01 6.500000 500000.00 28001.85 Agency Mortgage-Backed Securities 06.500 FGPC C01151 G 2031-03-01 6.500000 522991.00 2057.41 Agency Mortgage-Backed Securities 06.500 FGPC A68719 G 2037-10-01 6.500000 569374.00 10532.92 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0808 2040-05-01 6.500000 593946.00 61961.71 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0552 2025-09-01 5.000000 597400.00 43166.36 Agency Mortgage-Backed Securities 06.500 FGPC G04173 G 2037-12-01 6.500000 603821.00 28797.47 Agency Mortgage-Backed Securities FNMS 05.500 CL735178 2034-12-01 5.500000 398455.00 17441.07 Agency Mortgage-Backed Securities FNMS 05.500 CIAL3189 2025-09-01 5.500000 400031.00 42883.74 Agency Mortgage-Backed Securities 04.500 FGPC G60018 G 2043-12-01 4.500000 418000.00 231889.33 Agency Mortgage-Backed Securities FNMS 05.500 CL725943 2034-10-01 5.500000 422852.00 16175.00 Agency Mortgage-Backed Securities FNMS 06.500 CL955791 2037-10-01 6.500000 462653.00 32171.81 Agency Mortgage-Backed Securities FNMS 06.500 CT253802 2021-05-01 6.500000 500000.00 1478.94 Agency Mortgage-Backed Securities FNMS 05.000 CIAL1374 2025-09-01 5.000000 182783.00 15910.38 Agency Mortgage-Backed Securities FNMS 03.500 CIAH3431 2026-01-01 3.500000 251000.00 40839.76 Agency Mortgage-Backed Securities 06.500 FGPC A84116 G 2039-01-01 6.500000 326933.00 32269.28 Agency Mortgage-Backed Securities FNMS 06.000 CLAL0309 2040-01-01 6.000000 341017.00 32498.10 Agency Mortgage-Backed Securities 04.500 FGPC G60384 G 2046-01-01 4.500000 352675.00 199962.38 Agency Mortgage-Backed Securities 05.500 FGPC G04359 G 2038-06-01 5.500000 1666505.00 60440.50 Agency Mortgage-Backed Securities FNMS 05.000 CIAL3197 2026-06-01 5.000000 1281351.00 140499.10 Agency Mortgage-Backed Securities FNMS 03.500 CIAB2130 2026-01-01 3.500000 1299846.00 208656.34 Agency Mortgage-Backed Securities 05.500 FGPC A93514 G 2040-08-01 5.500000 1314047.00 456476.08 Agency Mortgage-Backed Securities FNMS 05.000 CI852932 2021-04-01 5.000000 1322616.00 12594.95 Agency Mortgage-Backed Securities 05.500 FGPC G05073 G 2039-01-01 5.500000 1346434.00 36987.98 Agency Mortgage-Backed Securities 06.000 FGPC A88904 G 2039-09-01 6.000000 1149418.00 198602.96 Agency Mortgage-Backed Securities FNMS 05.500 CL782244 2034-07-01 5.500000 1177570.00 101274.67 Agency Mortgage-Backed Securities FNMS 04.000 CIAB0943 2020-08-01 4.000000 5964684.00 79789.62 Agency Mortgage-Backed Securities 06.000 FGPC G08271 G 2038-05-01 6.000000 4024996.00 183778.16 Agency Mortgage-Backed Securities FNMS 06.500 CL888813 2037-03-01 6.500000 4203655.00 215765.33 Agency Mortgage-Backed Securities 06.000 FGPC G03969 G 2038-02-01 6.000000 4311563.00 175056.94 Agency Mortgage-Backed Securities 06.000 FGPC A79180 G 2037-10-01 6.000000 4752815.00 168230.56 Agency Mortgage-Backed Securities 06.500 FGPC A83780 G 2038-12-01 6.500000 4910174.00 163663.90 Agency Mortgage-Backed Securities FNMS 04.500 CNAC7932 2019-08-01 4.500000 3541644.00 17753.01 Agency Mortgage-Backed Securities 05.500 FGPC A83066 G 2038-11-01 5.500000 3776120.00 41115.13 Agency Mortgage-Backed Securities 06.000 FGPC A69830 G 2037-12-01 6.000000 4003599.00 58516.73 Agency Mortgage-Backed Securities 06.000 FGPC C91075 G 2027-08-01 6.000000 3025000.00 134135.55 Agency Mortgage-Backed Securities 06.500 FGPC A66740 G 2037-10-01 6.500000 3302805.00 42631.07 Agency Mortgage-Backed Securities FNMS 04.500 CI665164 2018-05-25 4.500000 3308441.00 212.10 Agency Mortgage-Backed Securities 05.500 FGPC A90380 G 2039-12-01 5.500000 3331416.00 733070.84 Agency Mortgage-Backed Securities 06.000 FGPC A82380 G 2038-10-01 6.000000 2472559.00 42950.91 Agency Mortgage-Backed Securities FNMS 06.500 CT254191 2021-12-01 6.500000 2494024.00 15294.82 Agency Mortgage-Backed Securities FNMS 05.500 CI761495 2019-09-01 5.500000 2636638.00 28823.96 Agency Mortgage-Backed Securities 05.500 FGPC A92986 G 2040-07-01 5.500000 2701346.00 449637.90 Agency Mortgage-Backed Securities FNMS 05.000 CI555549 2018-06-01 5.000000 2800000.00 165.61 Agency Mortgage-Backed Securities FNMS 06.500 CL256801 2037-06-01 6.500000 2230000.00 66100.61 Agency Mortgage-Backed Securities FNMS 06.500 CL888814 2037-08-01 6.500000 2364120.00 44601.10 Agency Mortgage-Backed Securities FNMS 04.500 CIAA1254 2019-04-01 4.500000 2403596.00 12688.86 Agency Mortgage-Backed Securities FNMS 04.500 CI720688 2018-06-01 4.500000 2000000.00 401.60 Agency Mortgage-Backed Securities 05.500 FGPC A77057 G 2038-05-01 5.500000 2000000.00 33626.10 Agency Mortgage-Backed Securities 06.000 FGPC C91213 G 2028-10-01 6.000000 2000000.00 67528.01 Agency Mortgage-Backed Securities 06.000 FGPC D97493 G 2027-12-01 6.000000 2000000.00 132401.28 Agency Mortgage-Backed Securities 06.000 FGPC C91112 G 2027-10-01 6.000000 2048309.00 48308.51 Agency Mortgage-Backed Securities FNMS 06.500 CL879737 2036-02-01 6.500000 2093181.00 347186.67 Agency Mortgage-Backed Securities 05.500 FGPC A80400 G 2037-08-01 5.500000 1676450.00 62878.56 Agency Mortgage-Backed Securities FNMS 06.000 CLAL9562 2041-07-01 6.000000 1710541.00 1380747.00 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1176 2039-10-01 6.500000 1731147.00 193638.96 Agency Mortgage-Backed Securities FNMS 04.500 CI773529 2019-03-01 4.500000 1793300.00 12712.77 Agency Mortgage-Backed Securities FNMS 05.000 CN257378 2018-09-01 5.000000 1426690.00 3142.29 Agency Mortgage-Backed Securities 04.500 FGPC Q00876 G 2041-05-01 4.500000 1440781.00 240495.91 Agency Mortgage-Backed Securities 05.500 FGPC G03927 G 2038-01-01 5.500000 1474015.00 39768.79 Agency Mortgage-Backed Securities FNMS 04.500 CN929525 2018-06-01 4.500000 1541563.00 838.89 Agency Mortgage-Backed Securities 06.500 FGPC G04955 G 2038-11-01 6.500000 1625363.00 28318.69 Agency Mortgage-Backed Securities FNMS 06.000 CT256171 2026-03-01 6.000000 155600000.00 7313331.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5548 2038-05-01 3.553000 30400000.00 13566556.88 Agency Mortgage-Backed Securities FNMS 04.000 CI747785 2018-10-01 4.000000 54129654.00 206501.51 Agency Mortgage-Backed Securities FNMS 04.000 CIAB0400 2020-04-01 4.000000 75065095.00 454605.94 Agency Mortgage-Backed Securities FNMS 05.500 CL555880 2033-11-01 5.500000 112553131.00 3125341.68 Agency Mortgage-Backed Securities 04.500 FGPC Q26373 G 2044-05-01 4.500000 17576023.00 7262634.54 Agency Mortgage-Backed Securities 06.000 FGPC G03551 G 2037-11-01 6.000000 18276751.00 450867.13 Agency Mortgage-Backed Securities FNMS 06.000 CL889983 2038-10-01 6.000000 18808790.00 584269.28 Agency Mortgage-Backed Securities FNMS 06.000 CL889455 2038-05-01 6.000000 19058057.00 567189.32 Agency Mortgage-Backed Securities FNMS 04.500 CI697060 2018-05-25 4.500000 19417540.00 3471.57 Agency Mortgage-Backed Securities FNMS 06.000 CL995251 2038-11-01 6.000000 22862795.00 1063797.14 Agency Mortgage-Backed Securities FNMS 04.000 CI722702 2018-08-01 4.000000 15723275.00 42073.09 Agency Mortgage-Backed Securities FNMS 04.500 CI705649 2018-05-25 4.500000 12606930.00 271.31 Agency Mortgage-Backed Securities 05.500 FGPC G08046 G 2035-03-01 5.500000 12768317.00 625539.46 Agency Mortgage-Backed Securities FNMS 04.500 CI727369 2018-08-01 4.500000 13591074.00 20753.33 Agency Mortgage-Backed Securities FNMS 06.000 CL745458 2036-04-01 6.000000 14395676.00 442915.06 Agency Mortgage-Backed Securities 06.500 FGPC A68726 G 2037-11-01 6.500000 10259051.00 126349.51 Agency Mortgage-Backed Securities 06.000 FGPC A62706 G 2037-06-01 6.000000 10272321.00 206169.89 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0801 2039-09-01 6.000000 10608428.00 924436.60 Agency Mortgage-Backed Securities FNMS 04.500 CN257290 2018-07-01 4.500000 11477059.00 6220.84 Agency Mortgage-Backed Securities 05.000 FGPC G08589 G 2044-05-01 5.000000 379035.00 216177.82 Agency Mortgage-Backed Securities FNMS 06.000 CL966851 2037-12-01 6.000000 88557.00 3483.06 Agency Mortgage-Backed Securities 06.500 FGPC A80793 G 2038-08-01 6.500000 144824.00 10570.89 Agency Mortgage-Backed Securities 04.500 FGPC G60126 G 2041-11-01 4.500000 179163.00 93788.00 Agency Mortgage-Backed Securities FNMS 06.000 CL929959 2038-09-01 6.000000 27511.00 2754.55 Agency Mortgage-Backed Securities FNMS 06.000 CL981726 2038-07-01 6.000000 36270.00 4541.12 Agency Mortgage-Backed Securities FNMS 06.000 CL995069 2038-10-01 6.000000 50000.00 2373.63 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1308 2039-05-01 6.500000 67466.00 5591.25 Agency Mortgage-Backed Securities FNMS 05.500 CT831437 2026-04-01 5.500000 71879.00 731.17 Agency Mortgage-Backed Securities 05.500 FGPC G07795 G 2041-06-01 5.500000 25132.00 9058.47 Agency Mortgage-Backed Securities FNMS 06.000 CL938394 2037-07-01 6.000000 25935.00 1592.34 Agency Mortgage-Backed Securities FNMS 06.000 CL890248 2037-08-01 6.000000 26116.00 3602.63 Agency Mortgage-Backed Securities FNMS 06.500 CT254375 2022-07-01 6.500000 1200000.00 9752.84 Agency Mortgage-Backed Securities 05.000 FGPC A91351 G 2040-03-01 5.000000 1201282.00 169297.29 Agency Mortgage-Backed Securities FNMS 04.500 CI744296 2018-09-01 4.500000 1270300.00 1880.92 Agency Mortgage-Backed Securities 05.500 FGPC A90472 G 2039-12-01 5.500000 1014889.00 322748.04 Agency Mortgage-Backed Securities 05.500 FGPC A89607 G 2039-11-01 5.500000 1021426.00 341360.10 Agency Mortgage-Backed Securities 05.500 FGPC G06209 G 2040-05-01 5.500000 156000.00 10609.99 Agency Mortgage-Backed Securities 06.500 FGPC G06670 G 2039-09-01 6.500000 175000.00 12652.36 Agency Mortgage-Backed Securities FNMS 05.500 CL796197 2034-11-01 5.500000 176471.00 6317.71 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0349 2040-04-01 6.000000 10147060.00 695214.29 Agency Mortgage-Backed Securities 05.500 FGPC G02648 G 2036-12-01 5.500000 9468237.00 247549.59 Agency Mortgage-Backed Securities 05.500 FGPC G04788 G 2038-09-01 5.500000 8993829.00 230454.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBD6973 2046-10-01 4.000000 9184077.00 7752300.89 Agency Mortgage-Backed Securities 05.500 FGPC G03812 G 2038-02-01 5.500000 9315187.00 213391.23 Agency Mortgage-Backed Securities FNMS 04.500 CI738204 2018-10-01 4.500000 8973488.00 31198.09 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 2036-11-01 6.500000 6981339.00 187032.84 Agency Mortgage-Backed Securities 05.500 FGPC A82656 G 2038-10-01 5.500000 7041202.00 98101.97 Agency Mortgage-Backed Securities 05.500 FGPC A90726 G 2040-01-01 5.500000 7112245.00 807934.90 Agency Mortgage-Backed Securities 06.500 FGPC A65070 G 2037-09-01 6.500000 6437794.00 169757.23 Agency Mortgage-Backed Securities 04.500 FGPC C90705 G 2023-09-01 4.500000 154864996.00 5174003.95 Agency Mortgage-Backed Securities FNMS 05.500 CTAL6938 2030-04-01 5.500000 15630264.00 7507344.29 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0174 2019-09-01 4.000000 734044.00 14539.57 Agency Mortgage-Backed Securities 05.500 FGPC G03400 G 2037-03-01 5.500000 3622490.00 90140.01 Agency Mortgage-Backed Securities 05.500 FGPC G03202 G 2037-09-01 5.500000 3126597.00 97357.03 Agency Mortgage-Backed Securities 05.000 FGPC A16321 G 2029-09-01 5.000000 2611542.00 176410.38 Agency Mortgage-Backed Securities FNMS 05.500 CI928345 2022-05-02 5.500000 2250000.00 59966.01 Agency Mortgage-Backed Securities FNMS 04.000 CIAE0968 2019-07-01 4.000000 2322687.00 12610.72 Agency Mortgage-Backed Securities FNMS 05.500 CI889985 2023-11-01 5.500000 2450000.00 68588.34 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1704 2040-05-01 6.500000 1933190.00 213007.80 Agency Mortgage-Backed Securities FNMS 05.500 CT255893 2025-09-01 5.500000 127620000.00 6881122.70 Agency Mortgage-Backed Securities 05.500 FGPC G03150 G 2037-08-01 5.500000 16012676.00 397393.72 Agency Mortgage-Backed 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(including strips) FNMS 05.000 CLAE0495 2040-08-01 5.000000 6969.00 1057.32 Agency Mortgage-Backed Securities FNMS 03.500 CIAL1006 2026-09-01 3.500000 206304.00 31308.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 300.00 304.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 21377300.00 20604134.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 25697400.00 23802813.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 400.00 377.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 744900.00 725927.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 1997000.00 1900824.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 5399900.00 5263388.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 21138400.00 21008090.61 U.S. Treasuries (including strips) Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 319000000.00 319000000.00 0.0129 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.710000% ZBUT11V806EZRVTWT807 0001168163 ARP0GQ769 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 8600.00 8370.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 157600.00 166111.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 3506300.00 3720557.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 15044400.00 14545798.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 20285400.00 20090053.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 40980000.00 40632772.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 24408300.00 23406668.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 30257000.00 30644843.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 30348100.00 30333761.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 37631100.00 36549419.60 U.S. Treasuries (including strips) FNMS 03.500 CRAS9048 2043-09-01 3.500000 1024.00 612.79 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9977 2047-07-01 4.000000 35866731.00 35229717.11 Agency Mortgage-Backed Securities 04.000 FGPC Q37476 G 2045-11-01 4.000000 105242496.00 71416864.16 Agency Mortgage-Backed Securities FNAR XX.XXX H2AN4403 2027-02-01 3.069000 265072.00 256908.64 Agency Mortgage-Backed Securities FNMS 03.000 CLCA0671 2047-11-01 3.000000 3100656.00 2877820.16 Agency Mortgage-Backed Securities 03.500 FGPC C91442 G 2032-04-01 3.500000 3850568.00 1499087.77 Agency Mortgage-Backed Securities 04.000 FGPC G60084 G 2045-05-01 4.000000 11312127.00 7093718.37 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6284 2042-12-01 3.500000 32940736.00 20832933.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAP4796 2042-09-01 3.500000 38582635.00 16244629.71 Agency Mortgage-Backed Securities FNMS 05.500 CZ995375 2048-08-01 5.500000 63693418.00 2189176.07 Agency Mortgage-Backed Securities 04.500 FGPC U49004 G 2026-07-01 4.500000 72904641.00 13981281.06 Agency Mortgage-Backed Securities 04.500 FGPC G60972 G 2047-05-01 4.500000 82720859.00 80675439.78 Agency Mortgage-Backed Securities GNII SF MA3454 M 2046-02-20 3.500000 93158971.00 60641750.94 Agency Mortgage-Backed Securities Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0171 500000000.00 500000000.00 0.0203 N Y Y N Trade was executed as a Treasury Repurchase Agreement, however, counterparty incorrectly delivered non-treasury securities as collateral. WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.720000% VYVVCKR63DVZZN70PB21 0000827124 ARP0GQ777 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 93.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 4548700.00 4676222.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 4664800.00 4503974.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 100.00 98.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 100.00 129.99 U.S. Treasuries (including strips) Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0172 9000000.00 9000000.00 0.0004 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.740000% VYVVCKR63DVZZN70PB21 0000827124 ARP0GQ785 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBJ3846 2047-12-01 4.000000 1647339.00 1677846.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3874 2048-01-01 4.000000 1951952.00 1987896.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8134 2048-01-01 4.000000 110304.00 112389.54 Agency Mortgage-Backed Securities FNMS 03.500 CIBJ5444 2033-05-01 3.500000 1611444.00 1641789.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1802 2047-10-01 4.000000 1648513.00 1678810.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5858 2047-11-01 4.000000 1919440.00 1955949.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8556 2048-03-01 4.000000 5717577.00 5831756.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8552 2048-03-01 4.000000 6537591.00 6666374.14 Agency Mortgage-Backed Securities 04.000 FGPC G61263 G 2047-07-01 4.000000 25301502.00 25764829.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3461 2048-01-01 4.000000 51856738.00 52808150.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4605 2048-02-01 4.000000 124394833.00 126744748.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0639 2048-03-01 4.000000 214541642.00 218539847.88 Agency Mortgage-Backed Securities 04.000 FGPC Q54410 G 2048-02-01 4.000000 2191459.00 2235364.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4779 2048-01-01 4.000000 2306689.00 2351773.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4745 2048-01-01 4.000000 4870917.00 4966716.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8546 2048-02-01 4.000000 5244740.00 5347174.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3284 2047-12-01 4.000000 5399446.00 5496916.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4634 2048-03-01 4.000000 1151050.00 1174235.32 Agency Mortgage-Backed Securities Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0174 449000000.00 449000000.00 0.0182 N Y Y N CREDIT SUISSE AG CREDIT SUISSE AG 1.710000% ANGGYXNX0JLX3X63JN86 0001053092 ARP0GQ793 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 31970000.00 31718930.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-05-31 1.000000 111945000.00 112344452.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 118063000.00 113592574.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-05-31 1.000000 10529000.00 10566570.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 210539800.00 205177309.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 119245500.00 111525311.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 58933200.00 57239323.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 119187000.00 115298436.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 124996100.00 118936344.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 12625000.00 12523526.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 126002800.00 123996972.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 122666300.00 118063196.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 129951500.00 125915154.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 128845000.00 138775682.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-15 1.125000 136096000.00 135535707.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 118806700.00 117851790.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 131434000.00 117841923.62 U.S. Treasuries (including strips) Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0171 1732250005.00 1732250005.00 0.0703 N Y Y N The Charles Schwab Family of Funds 2018-05-07 Mark Fischer Mark Fischer Chief Financial Officer