0001145549-20-064990.txt : 20201106 0001145549-20-064990.hdr.sgml : 20201106 20201106153301 ACCESSION NUMBER: 0001145549-20-064990 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201031 FILED AS OF DATE: 20201106 DATE AS OF CHANGE: 20201106 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: 201294156 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Investor Shares SNVXX C000222229 Ultra Shares SGUXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2020-10-31 0000857156 549300I77JNLD629OV19 S000004506 3 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 38 98 15860310771.33 16358037441.68 16606479346.31 16625763539.17 17602651431.48 24241081111.06 23742834129.46 24273187162.63 25135792284.58 24936470530.52 0.4859 0.5037 0.5031 0.5062 0.5333 0.7427 0.7310 0.7354 0.7653 0.7554 0.59 32989348985.13 32982644259.43 20493740.76 301662817.14 32701475183.64 32701222269.1530 1.0000 0.0017 1.0003 1.0002 1.0002 1.0002 1.0002 C000012381 0.00 18794224745.45 18794083942.3600 1.0003 1.0002 1.0002 1.0002 1.0002 1652721489.29 1542941433.96 1621579238.55 1405632690.91 1516890360.59 1250655343.00 1380829631.51 1222652540.19 1763171923.73 1578683155.91 7125848514.74 6231941312.04 0.0001 Y Investment Advisor and its affiliates Contractual 171,281 Investment Advisor and its affiliates Voluntary 4,412,069 C000151955 0.00 13324811165.25 13324699053.8530 1.0003 1.0002 1.0002 1.0002 1.0002 135497225.53 443086585.17 122200188.52 350271131.33 90130025.48 327979597.67 83323156.68 332939988.14 128294725.24 255902242.14 472643890.11 1458571600.30 0.0001 Y Investment Advisor and its affiliates Contractual 128,290 Investment Advisor and its affiliates Voluntary 2,080,910 C000222229 1000000.00 582439272.94 582439272.9400 1.0003 1.0002 1.0002 1.0002 1.0002 260586454.47 354025.00 69348717.04 6883218.03 39250877.32 6212427.68 66616601.43 7072839.93 158457596.25 11298463.93 435155791.39 31820974.57 0.0001 Y Investment Advisor and its affiliates Contractual 3,691 Investment Advisor and its affiliates Voluntary 8,488 Alabama HFA M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.220000% 01030PFP6 549300VFN7EHPOFS7D76 US01030PFP62 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0022 10100000.00 10100000.00 0.0003 N N Y N Aurora M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.180000% 051655CT3 US051655CT30 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2027-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0018 11410000.00 11410000.00 0.0003 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (DUBLIN RANCH SR APTS) SERIES 2003OO 0.110000% 13077V4K5 549300KTNI2GCJNX2U48 US13077V4K51 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 27590000.00 27590000.00 0.0008 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.110000% 13077V4M1 549300KTNI2GCJNX2U48 US13077V4M18 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 24000000.00 24000000.00 0.0007 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (OAKMONT SR LIVING OF ESCONDIDO) SERIES 2001Y 0.110000% 13077VF98 549300KTNI2GCJNX2U48 US13077VF982 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2031-08-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 13240000.00 13240000.00 0.0004 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (OAKMONT OF CONCORD) SERIES 2002Q 0.110000% 13077VQ88 549300KTNI2GCJNX2U48 US13077VQ880 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2035-06-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 23000000.00 23000000.00 0.0007 N N Y N Capital Area Housing Finance Corporation M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.180000% 139726BS1 549300XICE1XLI0VXV87 US139726BS14 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 13125000.00 13125000.00 0.0004 N N Y N Contra Costa Cnty M/F HOUSING RB (CREEKVIEW APTS) SERIES 2003B 0.110000% 212249BX3 US212249BX36 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2036-07-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 28700000.00 28700000.00 0.0009 N N Y N DeKalb Cnty Housing Auth M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.140000% 240471NE8 US240471NE84 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0014 12920000.00 12920000.00 0.0004 N N Y N Eden Prairie M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.160000% 279540MJ4 US279540MJ44 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2031-09-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0016 13605000.00 13605000.00 0.0004 N N Y N Emeryville Successor Redevelopment Agency M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.230000% 291200BN2 US291200BN21 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2036-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0023 53100000.00 53100000.00 0.0016 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.500000% 3130AFV61 2549001DPIFGXC1TOL40 US3130AFV614 U.S. Government Agency Debt Y 2021-03-12 2021-03-12 2021-03-12 N N N 0.0010 38384790.34 38384790.34 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.205000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-11-02 2021-03-12 2021-03-12 N N N 0.0011 97835123.89 97835123.89 0.0030 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.165000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2020-11-02 2021-06-11 2021-06-11 N N N 0.0012 88026884.88 88026884.88 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.165000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-11-02 2021-07-08 2021-07-08 N N N 0.0012 87528303.63 87528303.63 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.130000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-11-02 2021-02-09 2021-02-09 N N N 0.0010 55104323.15 55104323.15 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.145000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-11-02 2021-05-14 2021-05-14 N N N 0.0011 143025308.14 143025308.14 0.0044 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.155000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-11-02 2021-02-26 2021-02-26 N N N 0.0013 104506660.83 104506660.83 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.175000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2020-11-02 2021-09-10 2021-09-10 N N N 0.0013 137753236.20 137753236.20 0.0042 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.260000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-11-02 2021-04-09 2021-04-09 N N N 0.0011 33021976.68 33021976.68 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.205000% 3130AHJ53 2549001DPIFGXC1TOL40 US3130AHJ532 U.S. Government Agency Debt Y 2020-11-04 2021-05-04 2021-05-04 N N N 0.0015 114631570.01 114631570.01 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-11-02 2021-02-22 2021-02-22 N N N 0.0010 108332023.23 108332023.23 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.060000% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2021-01-08 2021-01-08 2021-01-08 N N N 0.0006 495786484.49 495786484.49 0.0152 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.060000% 3130AHVC4 2549001DPIFGXC1TOL40 US3130AHVC49 U.S. Government Agency Debt Y 2021-01-08 2021-01-08 2021-01-08 N N N 0.0011 53858083.73 53858083.73 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.096000% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 U.S. Government Agency Debt Y 2020-11-16 2021-02-16 2021-02-16 N N N 0.0010 181992880.16 181992880.16 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.096000% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 U.S. Government Agency Debt Y 2020-11-23 2021-02-22 2021-02-22 N N N 0.0010 49998037.50 49998037.50 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.130000% 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y 2020-11-05 2021-04-05 2021-04-05 N N N 0.0009 183233390.04 183233390.04 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.106000% 3130AJ5V7 2549001DPIFGXC1TOL40 US3130AJ5V72 U.S. Government Agency Debt Y 2020-11-16 2020-11-16 2020-11-16 N N N 0.0011 73999718.80 73999718.80 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.117000% 3130AJ6Q7 2549001DPIFGXC1TOL40 US3130AJ6Q78 U.S. Government Agency Debt Y 2020-11-19 2021-03-19 2021-03-19 N N N 0.0014 183275925.38 183275925.38 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.250000% 3130AJB32 2549001DPIFGXC1TOL40 US3130AJB329 U.S. Government Agency Debt Y 2021-03-02 2021-03-02 2021-03-02 N N N 0.0010 9034594.20 9034594.20 0.0003 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.210000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2020-11-02 2022-02-28 2022-02-28 N N N 0.0014 119106455.02 119106455.02 0.0036 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170000% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y 2020-11-02 2021-03-04 2021-03-04 N N N 0.0010 174338931.65 174338931.65 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.625000% 3130AJDF3 2549001DPIFGXC1TOL40 US3130AJDF38 U.S. Government Agency Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0010 14026007.24 14026007.24 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.225000% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 U.S. Government Agency Debt Y 2020-11-02 2021-03-10 2021-03-10 N N N 0.0011 15306513.82 15306513.82 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.500000% 3130AJEF2 2549001DPIFGXC1TOL40 US3130AJEF29 U.S. Government Agency Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0016 36746339.62 36746339.62 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190000% 3130AJPR4 2549001DPIFGXC1TOL40 US3130AJPR48 U.S. Government Agency Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0007 45005850.00 45005850.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.140000% 3130AJU98 2549001DPIFGXC1TOL40 US3130AJU980 U.S. Government Agency Debt Y 2020-11-02 2020-12-15 2020-12-15 N N N 0.0010 92504772.08 92504772.08 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.119000% 3130AJVY2 2549001DPIFGXC1TOL40 US3130AJVY25 U.S. Government Agency Debt Y 2020-11-24 2021-02-24 2021-02-24 N N N 0.0012 92997107.70 92997107.70 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.120000% 3130AJXF1 2549001DPIFGXC1TOL40 US3130AJXF18 U.S. Government Agency Debt Y 2020-11-03 2021-05-03 2021-05-03 N N N 0.0013 79496004.33 79496004.33 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.119000% 3130AJY94 2549001DPIFGXC1TOL40 US3130AJY941 U.S. Government Agency Debt Y 2020-11-12 2021-02-12 2021-02-12 N N N 0.0009 170995251.33 170995251.33 0.0052 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AJZ44 2549001DPIFGXC1TOL40 US3130AJZ443 U.S. Government Agency Debt Y 2021-08-20 2021-08-20 2021-08-20 N N N 0.0016 161357619.59 161357619.59 0.0049 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.100000% 3130AK3N4 2549001DPIFGXC1TOL40 US3130AK3N49 U.S. Government Agency Debt Y 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 118550197.98 118550197.98 0.0036 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AK5A0 2549001DPIFGXC1TOL40 US3130AK5A00 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0015 34262773.83 34262773.83 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.140000% 3130AK6S0 2549001DPIFGXC1TOL40 US3130AK6S09 U.S. Government Agency Debt Y 2020-11-02 2021-07-16 2021-07-16 N N N 0.0012 115517289.20 115517289.20 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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2020-12-11 N N N 0.0009 19985378.83 19985378.83 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.375000% 313378JP7 2549001DPIFGXC1TOL40 US313378JP78 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0013 13147642.46 13147642.46 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384M97 2549001DPIFGXC1TOL40 US313384M978 U.S. Government Agency Debt Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 138000000.00 138000000.00 0.0042 N Y Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384P37 2549001DPIFGXC1TOL40 US313384P377 U.S. Government Agency Debt Y 2020-11-12 2020-11-12 2020-11-12 N N N 0.0007 257994984.48 257994984.48 0.0079 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384Q69 2549001DPIFGXC1TOL40 US313384Q698 U.S. Government Agency Debt Y 2020-11-23 2020-11-23 2020-11-23 N N N 0.0007 230390592.77 230390592.77 0.0070 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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2549001DPIFGXC1TOL40 US3133EKHC37 U.S. Government Agency Debt Y 2020-11-02 2021-01-15 2021-01-15 N N N 0.0010 55110671.22 55110671.22 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190000% 3133EKKV7 2549001DPIFGXC1TOL40 US3133EKKV70 U.S. Government Agency Debt Y 2020-11-02 2021-05-07 2021-05-07 N N N 0.0011 27510946.65 27510946.65 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.125000% 3133EL3S1 US3133EL3S14 U.S. Government Agency Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0013 221974274.12 221974274.12 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.175000% 3133EL4V3 US3133EL4V34 U.S. Government Agency Debt Y 2020-11-02 2022-07-25 2022-07-25 N N N 0.0016 58216545.10 58216545.10 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2020-11-02 2022-03-10 2022-03-10 N N N 0.0015 66420163.69 66420163.69 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.625000% 3133ELFJ8 US3133ELFJ80 U.S. Government Agency Debt Y 2020-12-30 2020-12-30 2020-12-30 N N N 0.0001 56421469.76 56421469.76 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.114500% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y 2020-11-03 2021-03-03 2021-03-03 N N N 0.0012 137999024.34 137999024.34 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.700000% 3133ELSM7 US3133ELSM72 U.S. Government Agency Debt Y 2021-04-12 2021-04-12 2021-04-12 N N N 0.0009 46626314.00 46626314.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.390000% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y 2020-11-02 2021-04-27 2021-04-27 N N N 0.0011 119362033.33 119362033.33 0.0037 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 2.250000% 3134GBX56 S6XOOCT0IEG5ABCC6L87 US3134GBX568 U.S. Government Agency Debt Y 2020-11-24 2020-11-24 2020-11-24 N N N 0.0011 21368912.11 21368912.11 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.120000% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 U.S. Government Agency Debt Y 2020-11-02 2021-02-19 2021-02-19 N N N 0.0011 68702636.71 68702636.71 0.0021 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2020-11-02 2022-03-04 2022-03-04 N N N 0.0016 150453181.25 150453181.25 0.0046 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.290000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2020-11-02 2022-03-11 2022-03-11 N N N 0.0015 36872184.67 36872184.67 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.410000% 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y 2020-11-02 2021-09-23 2021-09-23 N N N 0.0013 18446425.22 18446425.22 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.280000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2020-11-02 2022-06-02 2022-06-02 N N N 0.0015 187376215.95 187376215.95 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.185000% 3134GW2U9 S6XOOCT0IEG5ABCC6L87 US3134GW2U94 U.S. Government Agency Debt Y 2020-11-02 2022-08-19 2022-08-19 N N N 0.0017 230942457.89 230942457.89 0.0071 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.185000% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y 2020-11-02 2022-09-09 2022-09-09 N N N 0.0017 131741962.25 131741962.25 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.160000% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y 2020-11-02 2020-12-11 2020-12-11 N N N 0.0009 315222186.93 315222186.93 0.0096 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000% 3135G02Q5 B1V7KEBTPIMZEU4LTD58 US3135G02Q53 U.S. Government Agency Debt Y 2020-11-02 2021-09-24 2021-09-24 N N N 0.0013 94720890.92 94720890.92 0.0029 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2020-11-02 2022-04-07 2022-04-07 N N N 0.0015 112267734.31 112267734.31 0.0034 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.480000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2020-11-02 2022-04-15 2022-04-15 N N N 0.0015 129924115.58 129924115.58 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430000% 3135G03K7 B1V7KEBTPIMZEU4LTD58 US3135G03K74 U.S. Government Agency Debt Y 2020-11-02 2021-10-20 2021-10-20 N N N 0.0013 94773071.93 94773071.93 0.0029 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2020-11-02 2022-05-19 2022-05-19 N N N 0.0015 186367761.06 186367761.06 0.0057 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2020-11-02 2022-05-27 2022-05-27 N N N 0.0009 110083063.81 110083063.81 0.0034 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.500000% 3135G0F73 B1V7KEBTPIMZEU4LTD58 US3135G0F731 U.S. Government Agency Debt Y 2020-11-30 2020-11-30 2020-11-30 N N N 0.0012 10010728.50 10010728.50 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000% 3135G0J20 B1V7KEBTPIMZEU4LTD58 US3135G0J204 U.S. Government Agency Debt Y 2021-02-26 2021-02-26 2021-02-26 N N N 0.0010 131345889.86 131345889.86 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.330000% 3136G4VL4 B1V7KEBTPIMZEU4LTD58 US3136G4VL49 U.S. Government Agency Debt Y 2020-11-02 2022-04-29 2022-04-29 N N N 0.0015 93249305.10 93249305.10 0.0029 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000% 3136G4VP5 B1V7KEBTPIMZEU4LTD58 US3136G4VP52 U.S. Government Agency Debt Y 2020-11-02 2022-05-09 2022-05-09 N N N 0.0015 139292729.83 139292729.83 0.0043 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 2.375000% 3137EAEL9 S6XOOCT0IEG5ABCC6L87 US3137EAEL94 U.S. Government Agency Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0011 35129254.64 35129254.64 0.0011 N N N N Florida Housing Finance Corp M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.180000% 34073JSQ3 549300W0PCIJCI0JCF10 US34073JSQ30 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2034-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 11840000.00 11840000.00 0.0004 N N Y N Hillsborough Cnty HFA M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.180000% 43232ECK3 5493003JJ1KK4FWWU787 US43232ECK38 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2039-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0018 17335000.00 17335000.00 0.0005 N N Y N Lisle M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.200000% 53655KAA0 US53655KAA07 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2025-12-15 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0020 24900000.00 24900000.00 0.0008 N N Y N Marietta Housing Auth M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.210000% 567663HE2 US567663HE29 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0021 13200000.00 13200000.00 0.0004 N N Y N Maryland Community Development Administration M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.140000% 57419PTB5 US57419PTB57 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0014 9845000.00 9845000.00 0.0003 N N Y N Metro Government of Nashville & Davidson Cnty Health & Educational Facilities Board M/F HOUSING REFUNDING RB (BRENTWOOD OAKS APTS) SERIES 1991 0.180000% 592040C64 US592040C649 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2031-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0018 10420000.00 10420000.00 0.0003 N N Y N Montgomery Cnty Housing Opportunities Commission HOUSING RB (OAKFIELD APTS) SERIES 2005I 0.190000% 613344TB6 549300HDL0LLRHMDL092 US613344TB68 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2039-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0019 31050000.00 31050000.00 0.0009 N N Y N Nevada Housing Division RB (SONOMA PALMS APTS) SERIES 2005 0.160000% 641272FT1 549300RE377OK3CTT852 US641272FT12 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2039-04-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0016 15000000.00 15000000.00 0.0005 N N Y N Nevada Housing Division HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.160000% 641272GB9 549300RE377OK3CTT852 US641272GB94 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-04-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0016 16515000.00 16515000.00 0.0005 N N Y N New York City Housing Development Corp M/F RENTAL HOUSING RB (RIVEREAST APTS) SERIES A 0.170000% 64970HCM4 549300SQWVHKBRF8D702 US64970HCM43 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2036-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 14275000.00 14275000.00 0.0004 N N Y N New York State HFA HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.140000% 64986M2V6 5493000LS7KCDB02O506 US64986M2V67 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0014 23900000.00 23900000.00 0.0007 N N Y N New York State HFA HOUSING RB (CLINTON GREEN) SERIES 2006A 0.140000% 64986M2W4 5493000LS7KCDB02O506 US64986M2W41 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0014 42000000.00 42000000.00 0.0013 N N Y N New York State HFA HOUSING RB (39TH ST) SERIES 2000A 0.140000% 64986MJY2 5493000LS7KCDB02O506 US64986MJY21 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2031-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0014 21400000.00 21400000.00 0.0007 N N Y N New York State HFA HOUSING RB (316 11TH AVE) SERIES 2007A 0.140000% 64986MK79 5493000LS7KCDB02O506 US64986MK791 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0014 46700000.00 46700000.00 0.0014 N N Y N New York State HFA HOUSING RB (360 W 43RD ST) SERIES 2002A 0.140000% 64986MSG1 5493000LS7KCDB02O506 US64986MSG14 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2033-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0014 31000000.00 31000000.00 0.0009 N N Y N New York State HFA HOUSING RB (CAROLINE APTS) SERIES 2008A 0.170000% 64986MT54 5493000LS7KCDB02O506 US64986MT545 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2043-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 12900000.00 12900000.00 0.0004 N N Y N New York State HFA HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.150000% 64986URA7 5493000LS7KCDB02O506 US64986URA78 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0015 84195000.00 84195000.00 0.0026 N N Y N Orange Cnty HFA M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.170000% 684906EG1 US684906EG12 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2035-08-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0017 10480000.00 10480000.00 0.0003 N N Y N Orange Cnty HFA M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.170000% 684906EV8 US684906EV88 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0017 10530000.00 10530000.00 0.0003 N N Y N Oregon Facilities Auth RB (QUATAMA HOUSING LP) SERIES 2005A 0.210000% 68608JDT5 US68608JDT51 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2035-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0021 6775000.00 6775000.00 0.0002 N N Y N Panhandle Regional Housing Financial Corp M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.180000% 698487BS3 US698487BS34 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 12395000.00 12395000.00 0.0004 N N Y N Sacramento Housing Auth M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.110000% 78587NBJ4 549300SID2HD62FLL025 US78587NBJ46 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2039-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 9250000.00 9250000.00 0.0003 N N Y N Sacramento Cnty Housing Auth M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.160000% 786111KQ6 US786111KQ65 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0016 42300000.00 42300000.00 0.0013 N N Y N St. Louis Park M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.200000% 79177DEV0 549300F6X6Q4H3ALF786 US79177DEV01 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2035-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0020 11400000.00 11400000.00 0.0003 N N Y N St. Tammany Parish Development District RB (MAIN ST HOLDINGS) SERIES 2006A 0.160000% 793513AG7 US793513AG77 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2042-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0016 4245000.00 4245000.00 0.0001 N N Y N San Antonio Housing Finance Corp M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.180000% 796265HC3 549300V9VFLLKMTZ4J58 US796265HC36 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2049-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 12200000.00 12200000.00 0.0004 N N Y N San Jose M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.110000% 798165KP0 549300QHIHSH68W22O38 US798165KP09 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-07-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 14600000.00 14600000.00 0.0004 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.180000% 88275ACD0 549300J3RRLLZZN4WP77 US88275ACD00 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 11230000.00 11230000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.180000% 88275ACF5 549300J3RRLLZZN4WP77 US88275ACF57 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2045-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 10210000.00 10210000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.180000% 88275ACL2 549300J3RRLLZZN4WP77 US88275ACL26 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2042-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 12550000.00 12550000.00 0.0004 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.220000% 88275BLX4 549300J3RRLLZZN4WP77 US88275BLX46 Variable Rate Demand Note Y 2020-11-06 2020-11-06 2038-04-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0022 13800000.00 13800000.00 0.0004 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127962Z1 254900HROIFWPRGM1V77 US9127962Z13 U.S. Treasury Debt Y 2020-11-12 2020-11-12 2020-11-12 N N N 0.0006 436992413.68 436992413.68 0.0134 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963A5 254900HROIFWPRGM1V77 US9127963A52 U.S. Treasury Debt Y 2020-11-19 2020-11-19 2020-11-19 N N N 0.0007 628979205.26 628979205.26 0.0192 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963B3 254900HROIFWPRGM1V77 US9127963B36 U.S. Treasury Debt Y 2020-11-27 2020-11-27 2020-11-27 N N N 0.0007 788860278.90 788860278.90 0.0241 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963K3 254900HROIFWPRGM1V77 US9127963K35 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0008 128987502.48 128987502.48 0.0039 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963L1 254900HROIFWPRGM1V77 US9127963L18 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0008 889300440.57 889300440.57 0.0272 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963T4 254900HROIFWPRGM1V77 US9127963T44 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 558923137.50 558923137.50 0.0171 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963U1 254900HROIFWPRGM1V77 US9127963U17 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0008 130980342.14 130980342.14 0.0040 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963V9 254900HROIFWPRGM1V77 US9127963V99 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0008 468620321.00 468620321.00 0.0143 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127963W7 254900HROIFWPRGM1V77 US9127963W72 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0009 216050599.54 216050599.54 0.0066 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964Q9 254900HROIFWPRGM1V77 US9127964Q95 U.S. Treasury Debt Y 2020-11-03 2020-11-03 2020-11-03 N N N 0.0005 507999283.72 507999283.72 0.0155 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964T3 254900HROIFWPRGM1V77 US9127964T35 U.S. Treasury Debt Y 2020-11-24 2020-11-24 2020-11-24 N N N 0.0007 895360324.83 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SF MA2445 M 549300M8ZYFG0OCMTT87 2044-12-20 3.500000 14795584.00 3708640.03 Agency Mortgage-Backed Securities GNII SF MA2827 M 549300M8ZYFG0OCMTT87 2045-05-20 4.000000 107310.00 29303.29 Agency Mortgage-Backed Securities GNII SF MA4900 M 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 155000.00 85543.28 Agency Mortgage-Backed Securities GNII SF MA6414 M 549300M8ZYFG0OCMTT87 2049-12-20 5.500000 443351.00 318583.03 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 2050-08-20 3.000000 184830208.00 193799969.61 Agency Mortgage-Backed Securities GNII SF BB4474 C 549300M8ZYFG0OCMTT87 2047-07-20 5.000000 2444988.00 1410965.37 Agency Mortgage-Backed Securities GNMI SF BC9137 X 549300M8ZYFG0OCMTT87 2048-01-15 5.000000 897647.00 145751.63 Agency Mortgage-Backed Securities GNMI SF BL6869 X 549300M8ZYFG0OCMTT87 2049-08-15 3.500000 52599.00 24787.20 Agency Mortgage-Backed Securities GNMI SF AD1732 X 549300M8ZYFG0OCMTT87 2043-02-15 2.500000 180000.00 65099.46 Agency Mortgage-Backed 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2035-07-01 5.000000 1051132.00 43827.66 Agency Mortgage-Backed Securities FNMS 06.500 CL928497 B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 109120.00 3099.21 Agency Mortgage-Backed Securities GNMI SF AE7714 X 549300M8ZYFG0OCMTT87 2043-08-15 3.000000 151229.00 45680.42 Agency Mortgage-Backed Securities GNMI SF 670220 X 549300M8ZYFG0OCMTT87 2038-04-15 5.000000 5000000.00 634960.31 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 21173000.00 21163536.13 U.S. Treasuries (including strips) Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 574000000.00 574000000.00 0.0176 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.090000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0OLQE3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 128414200.00 168301319.90 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Securities GNHF RF AC0996 H 549300M8ZYFG0OCMTT87 2063-08-20 4.652000 4938138.00 3417387.26 Agency Mortgage-Backed Securities GNAR AF MA1855 M 549300M8ZYFG0OCMTT87 2044-04-20 2.875000 20000000.00 1013298.49 Agency Mortgage-Backed Securities GNII SF BE6501 C 549300M8ZYFG0OCMTT87 2048-01-20 3.500000 1450133.00 885423.17 Agency Mortgage-Backed Securities GNHA AL BN4396 H 549300M8ZYFG0OCMTT87 2069-05-20 3.096000 8264185.00 6608712.94 Agency Mortgage-Backed Securities GNII SF BY5047 C 549300M8ZYFG0OCMTT87 2050-10-20 3.125000 6272765.00 6793068.03 Agency Mortgage-Backed Securities GNII SF BY5048 C 549300M8ZYFG0OCMTT87 2050-10-20 3.250000 2612422.00 2837140.07 Agency Mortgage-Backed Securities GNII SF BY5049 C 549300M8ZYFG0OCMTT87 2050-09-20 3.375000 2119997.00 2308867.00 Agency Mortgage-Backed Securities GNHF RF AF7269 H 549300M8ZYFG0OCMTT87 2064-09-20 4.695000 2800000.00 2396657.76 Agency Mortgage-Backed Securities GNII SF 004877 M 549300M8ZYFG0OCMTT87 2025-12-20 3.500000 4100000.00 383138.80 Agency Mortgage-Backed Securities GNAR FB 082449 M 549300M8ZYFG0OCMTT87 2039-12-20 3.500000 17740094.00 1192321.10 Agency Mortgage-Backed Securities GNAR AF 083053 M 549300M8ZYFG0OCMTT87 2042-03-20 3.000000 3118481.00 216022.50 Agency Mortgage-Backed Securities GNHF RF 767657 H 549300M8ZYFG0OCMTT87 2063-08-20 4.638000 3288753.00 1183659.92 Agency Mortgage-Backed Securities GNII SF MA1225 M 549300M8ZYFG0OCMTT87 2043-08-20 4.000000 50000000.00 9092542.30 Agency Mortgage-Backed Securities GNII SF MA4838 M 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 13090000.00 6502175.81 Agency Mortgage-Backed Securities GNII SF MA5193 M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 40000000.00 15931865.61 Agency Mortgage-Backed Securities GNII SF MA6218 M 549300M8ZYFG0OCMTT87 2049-10-20 3.000000 10340000.00 7911798.91 Agency Mortgage-Backed Securities GNII SF MA5467 M 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 29872842.00 12098672.58 Agency Mortgage-Backed Securities GNII SF MA5877 M 549300M8ZYFG0OCMTT87 2049-04-20 4.500000 10000000.00 4785021.67 Agency Mortgage-Backed Securities GNII SF MA6342 M 549300M8ZYFG0OCMTT87 2049-11-20 5.000000 12500000.00 9850615.79 Agency Mortgage-Backed Securities GNHF RF AH1131 H 549300M8ZYFG0OCMTT87 2065-09-20 4.643000 1000000.00 978668.25 Agency Mortgage-Backed Securities GNHF RF AP6957 H 549300M8ZYFG0OCMTT87 2065-09-20 4.654000 950000.00 1042159.14 Agency Mortgage-Backed Securities GNII SF 003598 M 549300M8ZYFG0OCMTT87 2034-08-20 6.000000 36880477.00 1083550.72 Agency Mortgage-Backed Securities GNII SF 004771 M 549300M8ZYFG0OCMTT87 2040-08-20 4.500000 150000000.00 15687927.91 Agency Mortgage-Backed Securities GNII SF 736993 C 549300M8ZYFG0OCMTT87 2034-02-20 6.000000 1901677.00 128625.12 Agency Mortgage-Backed Securities GNII SF 759317 C 549300M8ZYFG0OCMTT87 2041-02-20 4.500000 1917784.00 596802.08 Agency Mortgage-Backed Securities GNII SF MA0513 M 549300M8ZYFG0OCMTT87 2027-11-20 2.500000 6000000.00 1319438.08 Agency Mortgage-Backed Securities GNII SF 005174 M 549300M8ZYFG0OCMTT87 2041-09-20 4.000000 50000000.00 7133844.11 Agency Mortgage-Backed Securities Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 228000000.00 228000000.00 0.0070 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.080000% ZBUT11V806EZRVTWT807 0000782124 ARP0OLQK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SP 784934 M 549300M8ZYFG0OCMTT87 2048-08-20 3.000000 26162351.00 19894112.15 Agency Mortgage-Backed Securities GNII SP 784966 C 549300M8ZYFG0OCMTT87 2050-04-20 3.500000 84146944.00 84783046.14 Agency Mortgage-Backed Securities GNII SP 785041 C 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 155661760.00 152822841.78 Agency Mortgage-Backed Securities Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 250000000.00 250000000.00 0.0076 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.080000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0OLQL7 U.S. Treasury Repurchase Agreement, if 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Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 25000000.00 25329190.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 3700000.00 3748197.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 6778200.00 7023912.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.125000 3293800.00 3327666.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 1164000.00 1186446.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 15464700.00 16037151.25 U.S. Treasuries (including strips) Y 2020-11-06 2020-11-06 2020-11-06 N N N 0.0008 200000000.00 200000000.00 0.0061 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.090000% 549300QJJX6CVVUXLE15 0001317808 ARP0OLQO1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2019-11 KF 549300M8ZYFG0OCMTT87 2049-09-20 0.721380 129661000.00 112997402.26 Agency Collateralized Mortgage Obligation GNII SF MA3804 M 549300M8ZYFG0OCMTT87 2046-07-20 4.000000 23536635.00 8014884.25 Agency Mortgage-Backed Securities GNII SF MA5397 M 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 61632.00 31965.90 Agency Mortgage-Backed Securities GNII SF MA5709 M 549300M8ZYFG0OCMTT87 2049-01-20 3.500000 23020667.00 12652229.44 Agency Mortgage-Backed Securities GNII SF MA6089 M 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 9701100.00 6678234.60 Agency Mortgage-Backed Securities GNII SF MA6475 M 549300M8ZYFG0OCMTT87 2050-02-20 3.500000 1300.00 1250.28 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 2050-02-20 3.000000 14482883.00 14389072.83 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 660100.00 1015387.72 U.S. 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2030-08-15 0.625000 200.00 196.29 U.S. Treasuries (including strips) Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 156000000.00 156000000.00 0.0048 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 0.090000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0OLQP8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 11422100.00 11956433.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 8953000.00 9369207.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 5045000.00 5286615.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 89396800.00 93747754.40 U.S. Treasuries (including strips) Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 118000000.00 118000000.00 0.0036 N Y Y N ROYAL BANK OF CANADA ROYAL 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Agency Mortgage-Backed Securities GNII SF MA6933 M 549300M8ZYFG0OCMTT87 2050-09-20 3.500000 10808427.00 11550419.51 Agency Mortgage-Backed Securities GNII SF BV9027 C 549300M8ZYFG0OCMTT87 2050-05-20 3.500000 1768695.00 1890612.17 Agency Mortgage-Backed Securities GNII SF BW5577 C 549300M8ZYFG0OCMTT87 2050-09-20 2.000000 12477.00 12949.74 Agency Mortgage-Backed Securities GNII SF BW7260 C 549300M8ZYFG0OCMTT87 2050-09-20 4.000000 1110130.00 1184984.51 Agency Mortgage-Backed Securities GNII SF BW7615 C 549300M8ZYFG0OCMTT87 2050-08-20 3.500000 249236.00 275086.16 Agency Mortgage-Backed Securities GNII SF BX1758 C 549300M8ZYFG0OCMTT87 2050-08-20 4.000000 1090906.00 1187382.95 Agency Mortgage-Backed Securities GNII SF BX2402 C 549300M8ZYFG0OCMTT87 2050-10-20 2.500000 14461841.00 15172233.95 Agency Mortgage-Backed Securities GNII SF BX5316 C 549300M8ZYFG0OCMTT87 2050-10-20 2.500000 8216004.00 8619589.64 Agency Mortgage-Backed Securities GNII SF BY2320 C 549300M8ZYFG0OCMTT87 2050-10-20 2.500000 1645.00 1725.81 Agency Mortgage-Backed Securities GNII SF BY5037 C 549300M8ZYFG0OCMTT87 2050-10-20 3.000000 4127767.00 4457437.99 Agency Mortgage-Backed Securities GNII SF BY5024 C 549300M8ZYFG0OCMTT87 2050-10-20 3.500000 2106907.00 2239000.47 Agency Mortgage-Backed Securities GNII SF BY5025 C 549300M8ZYFG0OCMTT87 2050-10-20 3.500000 1562071.00 1660005.74 Agency Mortgage-Backed Securities GNII SF BY5563 C 549300M8ZYFG0OCMTT87 2050-09-20 3.000000 9911950.00 10371405.23 Agency Mortgage-Backed Securities FNMS 02.000 CTBK3050 B1V7KEBTPIMZEU4LTD58 2040-09-01 2.000000 6851757.00 7060759.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6497 B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 144693577.00 148478494.18 Agency Mortgage-Backed Securities FNMS 02.000 CKBQ7086 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 6811000.00 6944407.81 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4799 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 10851436.00 11289388.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.500000 8690774.00 8750943.48 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4100 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.000000 44978163.00 45851894.96 Agency Mortgage-Backed Securities GNII JM MA6080 M 549300M8ZYFG0OCMTT87 2049-08-20 3.000000 1958630.00 911537.87 Agency Mortgage-Backed Securities GNII SF MA6476 M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 10615217.00 9882718.68 Agency Mortgage-Backed Securities GNMI SF BF4914 X 549300M8ZYFG0OCMTT87 2048-02-15 4.500000 916768.00 766468.37 Agency Mortgage-Backed Securities GNII SF BT9273 C 549300M8ZYFG0OCMTT87 2050-05-20 4.000000 734817.00 811787.02 Agency Mortgage-Backed Securities GNII SF BW4223 C 549300M8ZYFG0OCMTT87 2050-09-20 3.500000 1501008.00 1642271.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3863 B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 5948134.00 5056746.97 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 2049-11-01 3.000000 6757641.00 6588603.63 Agency Mortgage-Backed Securities FNMS 03.500 CICA1819 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.500000 13000000.00 8157560.64 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2197 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 13452037.00 9661517.30 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3506 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 11076322.00 9305805.32 Agency Mortgage-Backed Securities Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1041000000.00 1041000000.00 0.0318 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.090000% VYVVCKR63DVZZN70PB21 0001224385 ARP0OLR10 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CLFM1130 B1V7KEBTPIMZEU4LTD58 2044-10-01 3.000000 1300000.00 1047982.67 Agency Mortgage-Backed Securities FNMS 04.000 CLFM4129 B1V7KEBTPIMZEU4LTD58 2050-09-01 4.000000 2285059.00 2143314.14 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3038 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1000.00 369.52 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 7000.00 4820.27 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4075 B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 65000.00 65336.88 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4173 B1V7KEBTPIMZEU4LTD58 2030-10-01 2.000000 1996475.00 2079051.42 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 62494506.00 64565330.89 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4184 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 242600.00 256291.54 Agency Mortgage-Backed Securities FMAR 841036 G 2049-06-01 3.000000 3100000.00 2239046.88 Agency Mortgage-Backed Securities FNMS 02.000 CIBQ3010 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.000000 11628591.00 12211242.84 Agency Mortgage-Backed Securities FNMS 02.000 CIBQ3011 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.000000 16749827.00 17537204.73 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2672 B1V7KEBTPIMZEU4LTD58 2036-07-01 3.000000 41792000.00 21046061.71 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3008 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 4000.00 1660.07 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 7000.00 3760.59 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1000.00 557.92 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3212 B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 1000.00 512.73 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 14000.00 5442.06 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 1000.00 431.13 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3797 B1V7KEBTPIMZEU4LTD58 2034-10-01 2.500000 1495214.00 1041622.11 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3827 B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 36483000.00 27115368.29 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3871 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 10000.00 7697.20 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3896 B1V7KEBTPIMZEU4LTD58 2035-01-01 2.500000 2725000.00 2167599.18 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3939 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 121625.00 95921.29 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 414897.00 349731.75 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4013 B1V7KEBTPIMZEU4LTD58 2035-05-01 2.500000 2200409.00 2070822.18 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4124 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.500000 189966.00 195156.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5988 B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 2199999.00 849780.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1450 B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 1515000.00 988836.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1164 B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1000.00 480.38 Agency Mortgage-Backed Securities FNMS 05.500 CL745747 B1V7KEBTPIMZEU4LTD58 2036-08-01 5.500000 53410000.00 1029759.22 Agency Mortgage-Backed Securities Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 153000000.00 153000000.00 0.0047 N Y Y N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.070000% 549300D0YARF5HYP1809 0001053092 ARP0OLR28 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-19 0.00 1100.00 1099.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 1000.00 1009.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 1000.00 1012.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 1000.00 1033.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 1000.00 1012.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 1000.00 1017.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 1000.00 1005.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 1000.00 1013.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 1000.00 1010.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 1000.00 1032.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 1000.00 1032.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 1000.00 1034.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.500000 1000.00 1020.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 1881700.00 1944965.41 U.S. Treasuries (including strips) Y 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 1919811.00 1919811.00 0.0001 N Y Y N The Charles Schwab Family of Funds 2020-11-06 Mark Fischer Mark Fischer Chief Financial Officer