0001145549-19-000659.txt : 20190108
0001145549-19-000659.hdr.sgml : 20190108
20190108160245
ACCESSION NUMBER: 0001145549-19-000659
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190108
DATE AS OF CHANGE: 20190108
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: 19515994
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
2018-12-31
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
10
10
5453644034.88
6802014967.59
6914358678.28
7367943941.45
6854169182.72
7027168349.42
7139555836.50
7693022893.33
0.00
0.7956
0.9679
0.9684
0.9577
1.0000
1.0000
1.0000
1.0000
0.0000
0.44
7880469683.54
7880438552.28
6332950.72
269206423.37
7617565080.07
7617551451.0200
1.0000
0.0256
1.0000
1.0000
1.0000
1.0000
0.0000
C000112046
0.00
7432425630.25
7432412371.4800
1.0000
1.0000
1.0000
1.0000
0.0000
413668374.27
267930888.64
472590833.25
202548946.70
576472693.91
480231810.53
567992229.70
231288645.10
0.00
0.00
2272290424.63
1229618224.76
0.0221
Y
Investment Advisor and its affiliates Contractual 786,934
C000112047
0.00
185139449.82
185139079.5400
1.0000
1.0000
1.0000
1.0000
0.0000
64974026.10
24166749.74
30508756.41
30692599.36
39861278.65
26942619.57
33486717.76
69692121.46
0.00
0.00
173837736.31
157963768.06
0.0196
Y
Investment Advisor and its affiliates Contractual 6,669
UNITED STATES TREASURY
UNITED STATES TREASURY 1.375000%
912828SH4
254900HROIFWPRGM1V77
US912828SH49
U.S. Treasury Debt
Y
2019-02-28
2019-02-28
2019-02-28
N
N
N
0.0239
149758519.50
149758519.50
0.0197
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796UG2
254900HROIFWPRGM1V77
US912796UG28
U.S. Treasury Debt
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0000
150000000.00
150000000.00
0.0197
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796UH0
254900HROIFWPRGM1V77
US912796UH01
U.S. Treasury Debt
Y
2019-01-08
2019-01-08
2019-01-08
N
N
N
0.0227
99962625.00
99962625.00
0.0131
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796UL1
254900HROIFWPRGM1V77
US912796UL13
U.S. Treasury Debt
Y
2019-01-29
2019-01-29
2019-01-29
N
N
N
0.0245
299457186.00
299457186.00
0.0393
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828B33
254900HROIFWPRGM1V77
US912828B337
U.S. Treasury Debt
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0232
199868690.00
199868690.00
0.0262
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.750000%
912828P53
254900HROIFWPRGM1V77
US912828P535
U.S. Treasury Debt
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0236
89826515.10
89826515.10
0.0118
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.250000%
912828SD3
254900HROIFWPRGM1V77
US912828SD35
U.S. Treasury Debt
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0232
179617964.54
179617964.54
0.0236
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.250000%
912828ST8
254900HROIFWPRGM1V77
US912828ST86
U.S. Treasury Debt
Y
2019-04-30
2019-04-30
2019-04-30
N
N
N
0.0246
169332617.40
169332617.40
0.0222
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.125000%
912828V56
254900HROIFWPRGM1V77
US912828V566
U.S. Treasury Debt
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0232
324691692.00
324691692.00
0.0426
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.440000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IT7Y0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
6482400.00
6303409.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
54789900.00
55677413.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
36709600.00
37526801.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
2719000.00
2699831.95
U.S. Treasuries (including strips)
Y
2019-01-07
2019-01-07
2019-01-25
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0248
99997319.00
99997319.00
0.0131
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.520000%
549300QJJX6CVVUXLE15
0000050916
ARP0ITWG1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
43700.00
42641.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
454900.00
424067.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
1300.00
1257.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
392700.00
374553.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
345600.00
340253.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
0.750000
534100.00
534350.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
15121000.00
15039193.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
17991400.00
17561700.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
100.00
105.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
9300.00
9173.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
55500.00
53739.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
100.00
98.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
782000.00
805280.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
525100.00
539487.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
7433000.00
7572373.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
100.00
101.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
100.00
99.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
1204000.00
1199998.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
98083800.00
96467983.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
54000.00
54769.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-10
0.00
400.00
399.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
600.00
1156.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
128.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
200.00
241.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
100.00
99.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
100.00
106.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
1862200.00
1834214.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
856900.00
847781.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
600.00
588.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
800.00
793.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
4214100.00
4262656.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
38400.00
38850.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
207100.00
207396.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
6100.00
6175.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
103800.00
104951.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
891100.00
1121811.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
34826000.00
38885414.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
41376600.00
41275730.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
700.00
646.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
96.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
100.00
99.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
2000.00
1970.38
U.S. Treasuries (including strips)
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0252
225000000.00
225000000.00
0.0295
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.950000%
AC28XWWI3WIBK2824319
0001484219
ARP0IU6A0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
493400.00
499541.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
50646000.00
49205627.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
50000000.00
48713050.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
37027200.00
36221782.71
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
132000000.00
132000000.00
0.0173
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.850000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0IU6J1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.132900
100.00
100.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
118963400.00
113466272.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
109504200.00
107971978.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
87074100.00
84610190.03
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0289
300000000.00
300000000.00
0.0394
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.950000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6L6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
67431000.00
68224964.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
28810000.00
29559524.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
69399000.00
69000391.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.435190
400.00
401.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
65923600.00
65971270.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
154375700.00
155861980.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
3.375000
1135900.00
1147655.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
80000.00
80849.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
200.00
199.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-07
0.00
118300.00
115699.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
7183600.00
14116812.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
900.00
1159.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
18373100.00
23985503.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
15071000.00
20648281.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
39422000.00
37438600.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
105334100.00
103754088.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
65988600.00
65040013.88
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
642000000.00
642000000.00
0.0843
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.950000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0IU6Q5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
225243500.00
248401459.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
57434500.00
59072460.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
200259300.00
202609680.34
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
500000000.00
500000000.00
0.0656
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.720000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6S1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
0.00
2128900.00
2124254.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-15
0.00
200.00
199.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
46164700.00
44687564.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-15
1.375000
200.00
197.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
100.00
99.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-15
0.875000
900.00
893.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.125000
133038000.00
132684617.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
300.00
298.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
126934000.00
120393980.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
300.00
301.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
100.00
116.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
35708700.00
36088096.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
0.750000
100.00
100.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-15
1.000000
797000.00
796865.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
4667900.00
4688577.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.875000
400.00
398.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
4000.00
3960.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
100.00
105.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
8003400.00
7853120.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
550000.00
542408.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-10
0.00
100.00
99.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-17
0.00
600.00
599.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-17
0.00
49999400.00
49936600.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-21
0.00
100.00
99.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
4991100.00
4949953.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
34637400.00
34124431.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
100.00
98.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
758200.00
746827.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
800.00
845.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.125000
900.00
901.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
100.00
100.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
100.00
97.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
400.00
399.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-15
1.000000
200.00
197.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-15
1.000000
300.00
296.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
200.00
198.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
8.125000
2300.00
2447.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
4800.00
5459.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-07
0.00
600.00
597.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-21
0.00
800.00
795.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-04
0.00
100.00
99.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-09
0.00
100.00
99.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-08
0.00
3850100.00
3847478.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
100.00
98.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
322600.00
374269.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
239100.00
327203.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
1700.00
2117.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
100.00
98.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
90.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
700.00
680.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.500000
200.00
198.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
19075800.00
18792324.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
20942000.00
20821714.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
200.00
238.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
100.00
101.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
3.375000
189000.00
190955.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
300.00
311.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.625000
100.00
100.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
100.00
99.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
100.00
99.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
3000.00
2972.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
600.00
599.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
100.00
101.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
1189800.00
1196185.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
24872500.00
24890485.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
28100.00
28555.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
500.00
507.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
200.00
184.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
96.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
8.125000
2500.00
2660.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-29
0.00
300.00
299.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-13
0.00
100.00
98.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
1000.00
1002.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-12
0.00
150900.00
150471.44
U.S. Treasuries (including strips)
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0276
500000000.00
500000000.00
0.0656
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.950000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU6V4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
100.00
90.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
48772400.00
46458831.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
242771200.00
249998600.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
166562400.00
162542480.54
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
450000000.00
450000000.00
0.0591
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.950000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU6Z5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
52308000.00
51711374.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
225976000.00
228788718.28
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
275000000.00
275000000.00
0.0361
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.950000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IU792
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-24
0.00
186491800.00
186172899.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
2837100.00
3170469.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
62949000.00
61645955.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
34846100.00
34657578.39
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
280000000.00
280000000.00
0.0368
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.630000%
549300QJJX6CVVUXLE15
0000050916
ARP0IU7F8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
17120300.00
15608320.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
10225600.00
9831997.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
200.00
171.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
17467100.00
17107817.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
92200.00
92331.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
12700.00
12709.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
18446700.00
18127846.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
236800.00
234280.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
22739600.00
23063480.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
2000.00
2380.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
26568600.00
25880591.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
52800.00
51521.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
172700.00
160994.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
24932600.00
24116365.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
11661500.00
11481108.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
92000.00
93725.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
800.00
813.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
6672400.00
6617041.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
605100.00
594539.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
100.00
97.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
200.00
196.60
U.S. Treasuries (including strips)
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0267
150000000.00
150000000.00
0.0197
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.950000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IU7O9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-15
0.875000
256700.00
254195.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
100.00
98.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
20675300.00
20918740.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
300.00
299.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.500000
1019900.00
1016899.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
400.00
400.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
5893400.00
5787705.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
100.00
97.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
100.00
98.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
400.00
394.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-15
1.625000
32582500.00
32357165.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
15532000.00
15290120.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.250000
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.750000
100.00
98.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
2337800.00
2315582.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
5495200.00
5416206.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
200.00
193.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
15300.00
15290.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
100.00
99.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.125000
272800.00
273237.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.625000
3340200.00
3346613.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
2869900.00
2854373.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
1.375000
8368200.00
8271424.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
23601500.00
23280047.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
77574600.00
75711496.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
24395800.00
24879904.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-15
1.375000
150585000.00
148250063.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
9624900.00
9470395.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
42779000.00
42715891.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.435190
477100.00
478753.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
234761000.00
239987073.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
59419900.00
60348365.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
800.00
1019.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
200.00
191.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
108987000.00
108725666.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
24289700.00
24169761.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-28
0.00
10987700.00
10923421.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-07
0.00
25000.00
24932.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-09
0.00
162700.00
161268.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
8.750000
9999500.00
10934081.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
45627000.00
54223012.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
10000.00
11950.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
3780900.00
3724906.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
636000.00
622165.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
1000.00
972.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
304700.00
300498.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
217516000.00
215722822.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
12403600.00
12104243.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
97000.00
94255.22
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
1141956555.00
1141956555.00
0.1499
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.900000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IU7Q4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
10400.00
11844.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
17272100.00
16333922.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
49215000.00
49782079.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
2.250000
103300000.00
103435510.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
35540000.00
36331164.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
48372500.00
49178748.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
100000000.00
98621000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
70949600.00
70110013.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
50000000.00
47423850.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
50000000.00
49421025.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
116079700.00
113268423.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
42272000.00
41339855.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
101230000.00
101087670.62
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
761000000.00
761000000.00
0.0999
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.950000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7R2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
11000.00
13290.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
446000.00
561472.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
4000000.00
4911613.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
151100.00
182915.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
620000.00
705734.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
1000.00
1016.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
75501000.00
74878578.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.250000
100000.00
99583.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
5000000.00
4858516.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
33740000.00
32706712.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.020860
1752000.00
1757762.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
147000.00
181866.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.625000
250200.00
250522.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
5000000.00
5012398.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
153152000.00
150405300.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
33000.00
32282.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
1.500000
107000.00
105632.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
200.00
199.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
42227900.00
36276405.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
5001000.00
4766015.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
124295700.00
120981985.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
9662100.00
8929567.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
158000.00
156617.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
249000.00
237188.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
260000.00
250736.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
4925400.00
4710965.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
575000.00
642023.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
230000.00
259981.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
3829000.00
4077994.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
4800000.00
4869600.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
0.00
66800.00
66525.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-28
0.00
2714900.00
2699017.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-25
0.00
83400.00
82749.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
2220000.00
2180543.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
5400900.00
5325943.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
1.125000
50000.00
49247.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
102600.00
101941.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
1000.00
975.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
20000.00
19790.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
7000.00
7045.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
1212000.00
1209588.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
10500000.00
9977039.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
45995000.00
44489231.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
0.875000
300.00
298.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
5000000.00
5283778.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.375000
8000.00
7939.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
9885000.00
9742903.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
1565000.00
1484366.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
20000.00
21672.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
4500.00
4518.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.500000
37100.00
37147.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
300.00
295.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
3.500000
1157000.00
1175704.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
16792000.00
16970410.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
5300000.00
5282384.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
14000000.00
13845932.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
200000.00
198000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.250000
100.00
99.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
12000.00
12073.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
4000.00
3931.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
2.875000
10721500.00
10833749.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
16530000.00
17646881.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.125000
800.00
800.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
11001000.00
11201245.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
22000.00
21899.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
27067000.00
28793360.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
1300.00
1304.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
2.250000
2000.00
2002.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
183200.00
182812.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
40000.00
39070.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
97000.00
93564.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
400.00
398.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
4014000.00
3966500.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
11000.00
10633.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
476000.00
452051.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
70000.00
69223.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
11155000.00
10470013.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
0.750000
4310400.00
4312419.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
40212500.00
40390626.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.875000
192000.00
191481.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
2000.00
2035.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
1700000.00
1889963.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
12135400.00
11956087.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
147200.00
144436.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
1800000.00
1766504.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
242000.00
316868.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
6.625000
1030100.00
1350877.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
16000.00
20384.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-21
0.00
7349000.00
7309521.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-08
0.00
2810000.00
2808086.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
8.875000
990000.00
1030064.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
8.125000
185600.00
197483.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
50000.00
50206.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
9999800.00
10179975.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
13063000.00
13188766.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.750000
2086000.00
2107017.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
400.00
387.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.181240
1000000.00
1004410.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
1001000.00
984509.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
2800000.00
2765102.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
60100.00
59720.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.435190
2000.00
2006.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
35000.00
67447.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
200.00
247.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
340000.00
622974.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
1471000.00
1423371.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.375000
1100.00
1098.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
225000.00
219060.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
100100.00
114004.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
833200.00
995675.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
533600.00
631065.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-13
0.00
1290000.00
1275518.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-19
0.00
77000.00
76748.21
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
761000000.00
761000000.00
0.0999
N
Y
Y
N
The Charles Schwab Family of Funds
2019-01-08
Mark Fischer
Mark Fischer
Chief Financial Officer