0001145549-18-004689.txt : 20180807
0001145549-18-004689.hdr.sgml : 20180807
20180807142815
ACCESSION NUMBER: 0001145549-18-004689
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180731
FILED AS OF DATE: 20180807
DATE AS OF CHANGE: 20180807
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: 18997428
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
S000036659
Schwab Treasury Obligations Money Fund
C000112046
Investor Shares
SNOXX
C000112047
Sweep Shares
SNTXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-07-31
0000857156
549300I77JNLD629OV19
S000036659
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Exempt Government
Treasury
N
4
4
3967647402.37
3880634800.48
3907154592.37
4001506681.95
4917847513.46
4955647654.48
4982150991.37
5076502549.20
0.00
0.8067
0.7826
0.7838
0.7878
1.0000
0.9994
0.9994
0.9994
0.0000
0.03
5378795015.75
5378806648.06
1402707.26
304136112.84
5076073242.51
5076059613.4410
1.0000
0.0191
1.0000
1.0000
1.0000
1.0000
0.0000
C000112046
0.00
4797035296.45
4797022865.8610
1.0000
1.0000
1.0000
1.0000
0.0000
215739721.28
101373908.55
218627301.33
127073353.94
200668210.36
167751683.31
246417263.46
106906352.25
0.00
0.00
997034380.52
611380117.71
0.0156
Y
Investment Advisor and its affiliates Contractual 538,119
C000112047
0.00
279037946.06
279036747.5800
1.0000
1.0000
1.0000
1.0000
0.0000
35060989.57
76737750.51
36231172.34
89071574.26
40654633.63
42933471.22
24326272.33
71191240.54
0.00
0.00
138911970.08
289144364.38
0.0131
Y
Investment Advisor and its affiliates Contractual 11,641
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796PV5
254900HROIFWPRGM1V77
US912796PV59
U.S. Treasury Debt
Y
2018-08-23
2018-08-23
2018-08-23
N
N
N
0.0190
49942784.50
49942784.50
0.0098
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796PW3
254900HROIFWPRGM1V77
US912796PW33
U.S. Treasury Debt
Y
2018-08-30
2018-08-30
2018-08-30
N
N
N
0.0193
349465406.50
349465406.50
0.0688
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828RE2
254900HROIFWPRGM1V77
US912828RE27
U.S. Treasury Debt
Y
2018-08-31
2018-08-31
2018-08-31
N
N
N
0.0191
102264706.50
102264706.50
0.0201
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.880000%
549300QJJX6CVVUXLE15
0000050916
ARP0HGST7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
334800.00
330435.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
100.00
97.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
48600.00
47595.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
1695000.00
1643429.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
600.00
581.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.250000
14190500.00
14085395.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.125000
300.00
294.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
3443000.00
3401468.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
54413300.00
53952600.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
40428900.00
38244036.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
9631900.00
11966759.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
100.00
97.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
900.00
879.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
100.00
97.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
78600.00
72173.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
1300.00
1233.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
2000.00
1939.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
2239900.00
2213309.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-15
1.000000
27500.00
27615.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
68000.00
68089.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
1486700.00
1488480.57
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0192
124999843.75
124999843.75
0.0246
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.910000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HH5J2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-31
0.750000
100.00
100.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.375000
8745300.00
8652075.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
0.00
288000.00
284336.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-30
0.00
921000.00
919508.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-23
0.00
1232700.00
1224756.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
9.000000
2303100.00
2392348.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
100.00
120.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
26200.00
32100.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
109800.00
108237.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
2565800.00
2525943.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.125000
562600.00
557719.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.125000
6611000.00
6574308.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
200.00
195.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
1248700.00
1242286.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
2735700.00
2686344.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
3.750000
2981000.00
3018365.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
6125000.00
5949552.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-15
1.125000
9913300.00
9870168.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
0.750000
5024600.00
5001432.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
1222100.00
1178651.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-15
0.875000
1232600.00
1217537.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
18591800.00
18250188.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
2638900.00
2618558.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
1513900.00
1488022.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
66970000.00
64470437.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
3056800.00
3025392.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.500000
288700.00
289204.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
127253200.00
154564690.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
200.00
198.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
8865200.00
7970879.41
U.S. Treasuries (including strips)
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0193
299999649.00
299999649.00
0.0591
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.900000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HH5S2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
401900.00
427695.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
731800.00
782105.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
15748600.00
30941718.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
37094200.00
54362295.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
59819400.00
59073283.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
100.00
103.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
100.00
98.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
42046900.00
41639591.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
700.00
699.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
14532100.00
16845425.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
2000.00
2403.05
U.S. Treasuries (including strips)
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0194
199999594.00
199999594.00
0.0394
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.900000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HH651
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
2084000.00
2090653.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
3195900.00
3092896.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
752800.00
727990.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
719000.00
700126.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
48543300.00
47765683.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
2090400.00
2063674.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
3085100.00
3027593.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
19031500.00
18388765.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
6800.00
6458.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
13691500.00
13299314.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
274900.00
266798.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
175700.00
164645.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
26596700.00
25777122.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
14904000.00
14635115.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
628400.00
600252.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
981500.00
1035359.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
43554700.00
39283425.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
46156300.00
44435054.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
3722200.00
3743548.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
35572200.00
33962889.89
U.S. Treasuries (including strips)
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0191
249999847.50
249999847.50
0.0493
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.900000%
549300QJJX6CVVUXLE15
0000050916
ARP0HH6Y8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
97200.00
96555.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
88000.00
88115.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
7465200.00
7367878.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
5000.00
4906.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
400.00
379.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
1000.00
911.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
2700.00
2649.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
11661500.00
11316965.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
22200.00
21740.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
85609300.00
82787902.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
365800.00
349678.21
U.S. Treasuries (including strips)
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0192
99999878.00
99999878.00
0.0197
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.900000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HHJ99
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
30256500.00
31916820.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
8900.00
8027.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1538900.00
1491478.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
1961200.00
1925817.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
457700.00
444210.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
681300.00
638435.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
220600.00
214281.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
20947700.00
20272555.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
496700.00
488743.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
46735600.00
44621250.21
U.S. Treasuries (including strips)
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0191
99999903.00
99999903.00
0.0197
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.910000%
AC28XWWI3WIBK2824319
0001484219
ARP0HI824
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
125000.00
119208.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-20
0.00
100.00
99.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
1066800.00
1033675.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
96.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
2.000000
100.00
99.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
49999700.00
49846866.22
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
50000000.00
50000000.00
0.0099
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.910000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HI840
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-18
0.00
10852400.00
10805376.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
6166100.00
7275160.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
1000200.00
1208540.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
70821000.00
85718909.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
9732100.00
11946275.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
59437300.00
72063875.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
1.500000
196200.00
193344.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
29018700.00
27843455.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-15
1.000000
6829000.00
6725188.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.250000
31425800.00
31028075.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-15
1.375000
5904000.00
5818971.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
1900900.00
1864455.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
1.375000
4314200.00
4260683.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-15
1.625000
100.00
99.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
19500000.00
19852562.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
51174100.00
51261225.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
95507000.00
95530240.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.625000
1528100.00
1525950.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
100.00
98.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
37832400.00
35322533.82
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
461000000.00
461000000.00
0.0908
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 1.900000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0HI899
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
500.00
484.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.212900
4958100.00
4988624.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
3009000.00
2916623.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
14000.00
13814.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
200.00
193.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
100.00
93.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
4962300.00
4727930.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.375000
4000000.00
4002226.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
23817800.00
22996959.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
100.00
95.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
138500.00
132240.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
3.500000
5342500.00
5459256.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
1907900.00
1820852.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
2999800.00
2970374.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
3478000.00
3354745.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.750000
100.00
100.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
9265000.00
9074648.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
7074100.00
6906868.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
7238800.00
7108203.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
8340700.00
8062676.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
3.750000
7198300.00
7288526.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
24207000.00
22991718.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
15283100.00
14728680.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
100.00
102.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
15600.00
15169.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
349700.00
364323.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
100.00
100.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
20279200.00
20305900.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.500000
5105000.00
5113915.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
5874700.00
5765194.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
4510000.00
4452449.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
336900.00
328213.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
1700000.00
1673924.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
2.250000
6826400.00
6850801.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
1321400.00
1312643.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
600000.00
594187.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
21001900.00
21027259.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.857500
3938000.00
3957622.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-15
0.875000
355600.00
350376.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
10616000.00
10148124.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
200.00
259.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
200.00
253.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
100.00
114.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
200.00
239.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
200.00
221.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.500000
101800.00
99592.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
2268100.00
2178977.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
1000.00
991.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
9568200.00
9211385.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.875000
100.00
99.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
392100.00
465620.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
200.00
203.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
100.00
98.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
16970600.00
16324964.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
300.00
298.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
766800.00
766119.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
700000.00
697246.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
0.00
498800.00
493348.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-25
0.00
4047600.00
3979551.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-01
0.00
86000.00
85555.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-23
0.00
429300.00
421224.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
800.00
783.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
1607800.00
1535783.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
5918900.00
5638964.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
800.00
816.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
11274000.00
10763956.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
2435600.00
2360546.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
8160500.00
8011978.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-20
0.00
807300.00
790464.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
9497400.00
9452857.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
1100.00
1095.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
2.500000
10600700.00
10590268.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
10365000.00
10335991.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
100.00
99.90
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0193
300000000.00
300000000.00
0.0591
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.910000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HI8E8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
1000.00
981.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
500.00
529.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
2980700.00
3016852.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
74999700.00
87858926.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
3.625000
5669300.00
5849033.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.250000
100.00
99.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
2200.00
2181.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
200.00
196.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
1200.00
1149.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
71688900.00
71783290.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
154076600.00
154114091.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
600.00
645.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
5756200.00
11309368.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
100.00
200.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
20262400.00
25764103.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
191600.00
359235.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
523000.00
766467.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
1798900.00
2522288.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
100.00
94.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
100.00
92.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
1.000000
74900.00
73590.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.125000
4000800.00
3908431.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
100.00
100.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
16669500.00
16366115.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
2400.00
2398.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
300.00
267.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
56599600.00
55794027.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
19652000.00
18415576.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
400.00
394.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
95.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
300.00
388.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
24934400.00
33899162.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
300.00
357.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
100.00
124.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
78994100.00
80437413.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
200.00
179.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
2000.00
1992.04
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
561000000.00
561000000.00
0.1105
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.910000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0HI8H1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
253237500.00
249999902.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
191259000.00
184126633.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
94974700.00
91114726.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
261846000.00
249999911.92
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
760000000.00
760000000.00
0.1497
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.910000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HI8S7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
27588800.00
28661602.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
36800.00
35200.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
18307400.00
22196536.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
93900.00
95583.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
15500.00
13829.43
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
50000000.00
50000000.00
0.0099
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.910000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0HI8U2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-09
0.00
593900.00
593592.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-30
0.00
2040000.00
2036697.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
135000.00
129532.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
30000.00
29076.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
150000.00
144309.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.125000
1872000.00
1828780.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
800000.00
789408.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
1.375000
125000.00
123449.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.125000
40000000.00
39924612.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.625000
1150000.00
1143133.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
1.500000
1000000.00
985445.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
2474000.00
2363082.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
1956000.00
1925615.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
1000000.00
982296.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.125000
1500000.00
1486987.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
20000.00
19626.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
75000.00
79283.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
999600.00
946181.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.875000
109000.00
108184.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
585700.00
595158.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
550000.00
522500.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-15
0.875000
2010000.00
1985437.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-31
1.500000
6140800.00
6176216.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
94900.00
96051.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-15
0.875000
5000000.00
5000990.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-15
1.125000
700000.00
696954.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
1.375000
811000.00
784293.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
80000.00
80875.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
100000.00
95437.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
11395000.00
11010166.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
2914800.00
2881542.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
5000000.00
4784375.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
3300.00
3148.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
200000.00
196351.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
2.750000
8651400.00
8782126.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
2000000.00
2007501.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
57000.00
54969.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
5000000.00
4917592.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.250000
7938200.00
7874027.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-27
0.00
829600.00
822375.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
14126500.00
15306765.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
2338000.00
2834673.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
20085600.00
23851726.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
15000000.00
15274067.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-27
0.00
138300.00
137873.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-04
0.00
271400.00
270444.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-25
0.00
2609000.00
2565137.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-18
0.00
6943000.00
6912915.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-29
0.00
8630200.00
8570832.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
5212100.00
5207471.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
584000.00
582627.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
1769500.00
1762538.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-02
0.00
1100000.00
1099836.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
4521000.00
4510052.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
107000.00
107026.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
10500000.00
11173937.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
100000.00
98723.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
15791000.00
15744942.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
2.000000
932000.00
923770.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
537000.00
533617.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
2.250000
4305000.00
4320388.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
1211000.00
1202975.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
35000.00
34660.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
5000000.00
5006037.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
103000.00
102312.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
10100000.00
10204320.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
40800.00
39001.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-10
0.00
195000.00
193125.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-20
0.00
1464900.00
1434350.98
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
250000000.00
250000000.00
0.0493
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.910000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HI8W8
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
23582300.00
22822242.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
35087400.00
34525334.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
80976600.00
77313164.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
5885800.00
5704429.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
14583700.00
14320593.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
23965000.00
23258696.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
17091000.00
15991650.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
3832100.00
3689194.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
25179700.00
25324118.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
1283800.00
1259869.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
186000.00
176662.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
958300.00
1010886.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
4549300.00
4103164.20
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
225000000.00
225000000.00
0.0443
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.910000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HIA47
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.500000
20647700.00
20612487.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
50251400.00
68318481.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
21699900.00
23512920.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
551000.00
521196.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
2986900.00
3040165.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
4999900.00
5089518.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
5839700.00
6043791.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
100550000.00
96178858.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
13718300.00
13680889.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.625000
738400.00
733990.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
4950000.00
4859910.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
39338300.00
37576271.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
1738300.00
1713527.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
75000.00
70175.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
350000.00
334574.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
13032800.00
12832896.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
2784600.00
2769479.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
3.750000
20361000.00
20616214.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
50000000.00
48955835.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-15
1.000000
2678900.00
2685677.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-15
1.250000
23000.00
22960.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
16627000.00
16167763.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-15
1.125000
468500.00
466461.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
878000.00
887608.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
100.00
91.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.125000
4993000.00
4918704.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.500000
50000000.00
50087320.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
315000.00
384821.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
22556100.00
21754169.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
17572000.00
17484140.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.500000
321100.00
320999.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
307000.00
293125.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
1.000000
17000000.00
16702880.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.212900
26700.00
26864.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
17645600.00
17502693.18
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
507000000.00
507000000.00
0.0999
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.910000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0HIA62
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
43072400.00
42861797.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
115414400.00
106866578.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
409000.00
390914.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
0.750000
250351600.00
249999605.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.250000
801000.00
801876.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
249889200.00
249999670.04
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
638123403.00
638123403.00
0.1257
N
Y
Y
N
The Charles Schwab Family of Funds
2018-08-07
Mark Fischer
Mark Fischer
Chief Financial Officer