0001145549-21-000656.txt : 20210108 0001145549-21-000656.hdr.sgml : 20210108 20210108154530 ACCESSION NUMBER: 0001145549-21-000656 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210108 DATE AS OF CHANGE: 20210108 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: 21517362 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 2020-12-31 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 46 95 19530202616.80 20295185899.42 21134379359.09 21774020158.91 26396024607.45 26512857609.57 27027753605.40 27784150030.52 0.00 0.5871 0.6100 0.6169 0.6174 0.7934 0.7968 0.7889 0.7878 0.0000 0.09 33821702367.87 33815746162.77 32696891.45 268556077.85 33579886976.46 33579636551.1210 1.0000 0.0012 1.0002 1.0002 1.0002 1.0002 0.0000 C000012381 0.00 20118930081.59 20118790769.4800 1.0002 1.0002 1.0002 1.0002 0.0000 1869851125.18 1471703302.67 1878288182.77 1865047674.12 2276219974.72 1802931534.94 2650078896.80 2130091804.76 0.00 0.00 10078081075.57 8972357634.41 0.0001 Y Investment Advisor and its affiliates Contractual 208,376 Investment Advisor and its affiliates Voluntary 5,884,317 C000151955 0.00 11958591872.89 11958480648.0110 1.0002 1.0002 1.0002 1.0002 0.0000 78211163.07 261475721.01 69098878.11 285879283.37 98169455.99 322513360.02 979156985.34 252994789.90 0.00 0.00 1364280694.01 2162104512.20 0.0001 Y Investment Advisor and its affiliates Contractual 130,264 Investment Advisor and its affiliates Voluntary 2,530,602 C000222229 1000000.00 1502365021.98 1502365133.6300 1.0002 1.0002 1.0002 1.0002 0.0000 485109629.41 27514244.21 398795385.33 41068710.48 57288816.79 32058054.16 104874696.40 253119315.23 0.00 0.00 1127010190.85 403428797.51 0.0001 Y Investment Advisor and its affiliates Contractual 15,127 Investment Advisor and its affiliates Voluntary 94,806 Alabama HFA M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.190000% 01030PFP6 549300VFN7EHPOFS7D76 US01030PFP62 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0019 10100000.00 10100000.00 0.0003 N N Y N Aurora M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.170000% 051655CT3 US051655CT30 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2027-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0017 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 0.100000% 13077V4K5 549300KTNI2GCJNX2U48 US13077V4K51 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 27590000.00 27590000.00 0.0008 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.100000% 13077V4M1 549300KTNI2GCJNX2U48 US13077V4M18 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 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 0.100000% 13077VF98 549300KTNI2GCJNX2U48 US13077VF982 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2031-08-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 13240000.00 13240000.00 0.0004 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (OAKMONT OF CONCORD) SERIES 2002Q 0.100000% 13077VQ88 549300KTNI2GCJNX2U48 US13077VQ880 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2035-06-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 23000000.00 23000000.00 0.0007 N N Y N Capital Area Housing Finance Corporation M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.170000% 139726BS1 549300XICE1XLI0VXV87 US139726BS14 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 13035000.00 13035000.00 0.0004 N N Y N DeKalb Cnty Housing Auth M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.110000% 240471NE8 US240471NE84 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 12920000.00 12920000.00 0.0004 N N Y N Eden Prairie M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.150000% 279540MJ4 US279540MJ44 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2031-09-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0015 13605000.00 13605000.00 0.0004 N N Y N Emeryville Successor Redevelopment Agency M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.190000% 291200BN2 US291200BN21 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2036-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0019 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 0.0015 38223725.98 38223725.98 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.205000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2021-01-04 2021-03-12 2021-03-12 N N N 0.0009 97820993.75 97820993.75 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.165000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2021-01-04 2021-06-11 2021-06-11 N N N 0.0010 88025168.00 88025168.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.165000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2021-01-04 2021-07-08 2021-07-08 N N N 0.0010 87529167.25 87529167.25 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.130000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2021-01-04 2021-02-09 2021-02-09 N N N 0.0009 55102239.82 55102239.82 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.145000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2021-01-04 2021-05-14 2021-05-14 N N N 0.0011 143018841.68 143018841.68 0.0043 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.155000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2021-01-04 2021-02-26 2021-02-26 N N N 0.0009 104509874.21 104509874.21 0.0031 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.175000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2021-01-04 2021-09-10 2021-09-10 N N N 0.0011 137757564.11 137757564.11 0.0041 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.260000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2021-01-04 2021-04-09 2021-04-09 N N N 0.0009 33014777.73 33014777.73 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.217000% 3130AHJ53 2549001DPIFGXC1TOL40 US3130AHJ532 U.S. Government Agency Debt Y 2021-01-04 2021-05-04 2021-05-04 N N N 0.0015 114620991.28 114620991.28 0.0034 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2021-01-04 2021-02-22 2021-02-22 N N N 0.0009 108314793.78 108314793.78 0.0032 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 0.0012 495796970.66 495796970.66 0.0148 N N Y 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 0.0009 53864879.88 53864879.88 0.0016 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.103000% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 U.S. Government Agency Debt Y 2021-01-19 2021-02-16 2021-02-16 N N N 0.0011 181997055.24 181997055.24 0.0054 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.094000% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 U.S. Government Agency Debt Y 2021-01-22 2021-02-22 2021-02-22 N N N 0.0011 49999151.50 49999151.50 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.143000% 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y 2021-01-05 2021-04-05 2021-04-05 N N N 0.0006 183233818.72 183233818.72 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.121600% 3130AJ6Q7 2549001DPIFGXC1TOL40 US3130AJ6Q78 U.S. Government Agency Debt Y 2021-01-19 2021-03-19 2021-03-19 N N N 0.0015 183286818.90 183286818.90 0.0055 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 0.0006 9017226.81 9017226.81 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 2021-01-04 2022-02-28 2022-02-28 N N N 0.0011 119138846.82 119138846.82 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170000% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y 2021-01-04 2021-03-04 2021-03-04 N N N 0.0009 174322875.13 174322875.13 0.0052 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 0.0006 14014190.54 14014190.54 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 2021-01-04 2021-03-10 2021-03-10 N N N 0.0009 15303715.61 15303715.61 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 0.0013 36727449.03 36727449.03 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.113000% 3130AJVY2 2549001DPIFGXC1TOL40 US3130AJVY25 U.S. Government Agency Debt Y 2021-01-25 2021-02-24 2021-02-24 N N N 0.0012 92998682.19 92998682.19 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.128000% 3130AJXF1 2549001DPIFGXC1TOL40 US3130AJXF18 U.S. Government Agency Debt Y 2021-01-04 2021-05-03 2021-05-03 N N N 0.0013 79497351.06 79497351.06 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.070000% 3130AJY94 2549001DPIFGXC1TOL40 US3130AJY941 U.S. Government Agency Debt Y 2021-02-12 2021-02-12 2021-02-12 N N N 0.0011 170998144.65 170998144.65 0.0051 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 0.0011 161419919.99 161419919.99 0.0048 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 0.0011 34272351.95 34272351.95 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 2021-01-04 2021-07-16 2021-07-16 N N N 0.0010 115524860.22 115524860.22 0.0034 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.120000% 3130AKAH9 2549001DPIFGXC1TOL40 US3130AKAH93 U.S. Government Agency Debt Y 2021-06-23 2021-06-23 2021-06-23 N N N 0.0011 85905842.06 85905842.06 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313EV6 US313313EV65 U.S. Government Agency Debt Y 2021-04-26 2021-04-26 2021-04-26 N N N 0.0008 9997511.10 9997511.10 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313EX2 US313313EX22 U.S. Government Agency Debt Y 2021-04-28 2021-04-28 2021-04-28 N N N 0.0008 34991133.45 34991133.45 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313HX9 US313313HX94 U.S. Government Agency Debt Y 2021-07-09 2021-07-09 2021-07-09 N N N 0.0009 7996280.00 7996280.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313KN7 US313313KN75 U.S. Government Agency Debt Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0009 15491281.25 15491281.25 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313KQ0 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6993466.69 0.0002 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 0.0014 13097040.28 13097040.28 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt Y 2021-01-29 2021-01-29 2021-01-29 N N N 0.0006 214991040.95 214991040.95 0.0064 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BR6 2549001DPIFGXC1TOL40 US313385BR67 U.S. Government Agency Debt Y 2021-02-09 2021-02-09 2021-02-09 N N N 0.0007 19998600.00 19998600.00 0.0006 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CF1 2549001DPIFGXC1TOL40 US313385CF11 U.S. Government Agency Debt Y 2021-02-23 2021-02-23 2021-02-23 N N N 0.0007 175982889.28 175982889.28 0.0052 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CG9 2549001DPIFGXC1TOL40 US313385CG93 U.S. Government Agency Debt Y 2021-02-24 2021-02-24 2021-02-24 N N N 0.0007 81991868.06 81991868.06 0.0024 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y 2021-02-26 2021-02-26 2021-02-26 N N N 0.0007 244474801.83 244474801.83 0.0073 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CU8 2549001DPIFGXC1TOL40 US313385CU87 U.S. Government Agency Debt Y 2021-03-08 2021-03-08 2021-03-08 N N N 0.0008 85488030.00 85488030.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CV6 2549001DPIFGXC1TOL40 US313385CV60 U.S. Government Agency Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0008 85487840.19 85487840.19 0.0025 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 U.S. Government Agency Debt Y 2021-03-19 2021-03-19 2021-03-19 N N N 0.0008 49691827.33 49691827.33 0.0015 N N N N FEDERAL HOME 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Debt Y 2021-01-04 2021-05-07 2021-05-07 N N N 0.0011 27507398.05 27507398.05 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 0.0007 222046807.33 222046807.33 0.0066 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 2021-01-04 2022-07-25 2022-07-25 N N N 0.0016 58211914.12 58211914.12 0.0017 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 2021-01-04 2022-03-10 2022-03-10 N N N 0.0013 66428366.75 66428366.75 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.122600% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y 2021-01-04 2021-03-03 2021-03-03 N N N 0.0012 137999515.62 137999515.62 0.0041 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 0.0005 46581799.08 46581799.08 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 2021-01-04 2021-04-27 2021-04-27 N N N 0.0011 119304595.62 119304595.62 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2021-01-04 2022-10-21 2022-10-21 N N N 0.0016 117977568.20 117977568.20 0.0035 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 2021-01-04 2021-02-19 2021-02-19 N N N 0.0010 68701815.05 68701815.05 0.0020 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 2021-01-04 2022-03-04 2022-03-04 N N N 0.0011 150537558.17 150537558.17 0.0045 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 2021-01-04 2022-03-11 2022-03-11 N N N 0.0014 36866557.95 36866557.95 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 2021-01-04 2021-09-23 2021-09-23 N N N 0.0012 18438605.78 18438605.78 0.0005 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 2021-01-04 2022-06-02 2022-06-02 N N N 0.0015 187355357.97 187355357.97 0.0056 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 2021-01-04 2022-08-19 2022-08-19 N N N 0.0012 231128106.11 231128106.11 0.0069 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 2021-01-04 2022-09-09 2022-09-09 N N N 0.0015 131768173.19 131768173.19 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000% 3135G02Q5 B1V7KEBTPIMZEU4LTD58 US3135G02Q53 U.S. Government Agency Debt Y 2021-01-04 2021-09-24 2021-09-24 N N N 0.0010 94700108.48 94700108.48 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2021-01-04 2022-04-07 2022-04-07 N N N 0.0011 112268979.76 112268979.76 0.0033 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.480000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-01-04 2022-04-15 2022-04-15 N N N 0.0012 129901975.55 129901975.55 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430000% 3135G03K7 B1V7KEBTPIMZEU4LTD58 US3135G03K74 U.S. Government Agency Debt Y 2021-01-04 2021-10-20 2021-10-20 N N N 0.0010 94750211.43 94750211.43 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2021-01-04 2022-05-19 2022-05-19 N N N 0.0012 186412920.00 186412920.00 0.0056 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-01-04 2022-05-27 2022-05-27 N N N 0.0012 109997540.03 109997540.03 0.0033 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 0.0009 131063055.71 131063055.71 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.330000% 3136G4VL4 B1V7KEBTPIMZEU4LTD58 US3136G4VL49 U.S. Government Agency Debt Y 2021-01-04 2022-04-29 2022-04-29 N N N 0.0012 93260148.90 93260148.90 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000% 3136G4VP5 B1V7KEBTPIMZEU4LTD58 US3136G4VP52 U.S. Government Agency Debt Y 2021-01-04 2022-05-09 2022-05-09 N N N 0.0012 139321313.79 139321313.79 0.0041 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 0.0007 34994875.31 34994875.31 0.0010 N N N N Florida Housing Finance Corp M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.170000% 34073JSQ3 549300W0PCIJCI0JCF10 US34073JSQ30 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2034-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 11750000.00 11750000.00 0.0003 N N Y N Florida Housing Finance Corp M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.090000% 34074HBQ4 549300W0PCIJCI0JCF10 US34074HBQ48 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0009 2160000.00 2160000.00 0.0001 N N Y N Hillsborough Cnty HFA M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.170000% 43232ECK3 5493003JJ1KK4FWWU787 US43232ECK38 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2039-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0017 17335000.00 17335000.00 0.0005 N N Y N Lisle M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.170000% 53655KAA0 US53655KAA07 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2025-12-15 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 24900000.00 24900000.00 0.0007 N N Y N Marietta Housing Auth M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.180000% 567663HE2 US567663HE29 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0018 13200000.00 13200000.00 0.0004 N N Y N Maryland Community Development Administration M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.110000% 57419PTB5 US57419PTB57 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 9745000.00 9745000.00 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 0.170000% 592040C64 US592040C649 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2031-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0017 10420000.00 10420000.00 0.0003 N N Y N Nevada Housing Division RB (SONOMA PALMS APTS) SERIES 2005 0.100000% 641272FT1 549300RE377OK3CTT852 US641272FT12 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2039-04-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 15000000.00 15000000.00 0.0004 N N Y N Nevada Housing Division HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.120000% 641272GB9 549300RE377OK3CTT852 US641272GB94 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-04-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0012 16515000.00 16515000.00 0.0005 N N Y N New York City Housing Development Corp M/F MORTGAGE RB (201 PEARL STREET DEVELOPMENT) SERIES 2006A 0.090000% 64966TAF1 549300SQWVHKBRF8D702 US64966TAF12 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0009 1510000.00 1510000.00 0.0000 N N Y N New York City Housing Development Corp M/F RENTAL HOUSING RB SERIES 2006B 0.110000% 64970HCJ1 549300SQWVHKBRF8D702 US64970HCJ14 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2036-03-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 6100000.00 6100000.00 0.0002 N N Y N New York City Housing Development Corp M/F RENTAL HOUSING RB (RIVEREAST APTS) SERIES A 0.110000% 64970HCM4 549300SQWVHKBRF8D702 US64970HCM43 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2036-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 14275000.00 14275000.00 0.0004 N N Y N New York City Housing Development Corp M/F HOUSING RB (155 WEST 21ST STREET) SERIES 2007B 0.110000% 64970HDJ0 549300SQWVHKBRF8D702 US64970HDJ05 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2037-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 6600000.00 6600000.00 0.0002 N N Y N New York State HFA HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.100000% 64986M2V6 5493000LS7KCDB02O506 US64986M2V67 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 23900000.00 23900000.00 0.0007 N N Y N New York State HFA HOUSING RB (CLINTON GREEN) SERIES 2006A 0.100000% 64986M2W4 5493000LS7KCDB02O506 US64986M2W41 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 42000000.00 42000000.00 0.0013 N N Y N New York State HFA HOUSING RB (NORTH END AVE) SERIES 2004A 0.090000% 64986MJ55 5493000LS7KCDB02O506 US64986MJ553 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2036-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0009 1300000.00 1300000.00 0.0000 N N Y N New York State HFA HOUSING RB (39TH ST) SERIES 2000A 0.100000% 64986MJY2 5493000LS7KCDB02O506 US64986MJY21 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2031-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 21400000.00 21400000.00 0.0006 N N Y N New York State HFA HOUSING RB (316 11TH AVE) SERIES 2007A 0.100000% 64986MK79 5493000LS7KCDB02O506 US64986MK791 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 46700000.00 46700000.00 0.0014 N N Y N New York State HFA HOUSING RB SERIES 2007B 0.110000% 64986MK87 5493000LS7KCDB02O506 US64986MK874 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0011 6900000.00 6900000.00 0.0002 N N Y N New York State HFA HOUSING RB (360 W 43RD ST) SERIES 2002A 0.100000% 64986MSG1 5493000LS7KCDB02O506 US64986MSG14 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2033-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 31000000.00 31000000.00 0.0009 N N Y N New York State HFA HOUSING RB (CAROLINE APTS) SERIES 2008A 0.110000% 64986MT54 5493000LS7KCDB02O506 US64986MT545 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2043-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0011 12900000.00 12900000.00 0.0004 N N Y N New York State HFA HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.120000% 64986URA7 5493000LS7KCDB02O506 US64986URA78 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 84195000.00 84195000.00 0.0025 N N Y N Orange Cnty HFA M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.160000% 684906EG1 US684906EG12 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2035-08-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0016 10390000.00 10390000.00 0.0003 N N Y N Orange Cnty HFA M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.160000% 684906EV8 US684906EV88 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0016 10530000.00 10530000.00 0.0003 N N Y N Oregon Facilities Auth RB (QUATAMA HOUSING LP) SERIES 2005A 0.180000% 68608JDT5 US68608JDT51 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2035-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0018 6775000.00 6775000.00 0.0002 N N Y N Panhandle Regional Housing Financial Corp M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.170000% 698487BS3 US698487BS34 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 12395000.00 12395000.00 0.0004 N N Y N Sacramento Housing Auth M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.100000% 78587NBJ4 549300SID2HD62FLL025 US78587NBJ46 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2039-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 9250000.00 9250000.00 0.0003 N N Y N Sacramento Cnty Housing Auth M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.150000% 786111KQ6 US786111KQ65 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0015 42300000.00 42300000.00 0.0013 N N Y N St. Louis Park M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.170000% 79177DEV0 549300F6X6Q4H3ALF786 US79177DEV01 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2035-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 11400000.00 11400000.00 0.0003 N N Y N San Antonio Housing Finance Corp M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.170000% 796265HC3 549300V9VFLLKMTZ4J58 US796265HC36 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2049-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 12200000.00 12200000.00 0.0004 N N Y N San Jose M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.100000% 798165KP0 549300QHIHSH68W22O38 US798165KP09 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-07-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 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 0.170000% 88275ACD0 549300J3RRLLZZN4WP77 US88275ACD00 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 11140000.00 11140000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.170000% 88275ACF5 549300J3RRLLZZN4WP77 US88275ACF57 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2045-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 10120000.00 10120000.00 0.0003 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.170000% 88275ACL2 549300J3RRLLZZN4WP77 US88275ACL26 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2042-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0017 12445000.00 12445000.00 0.0004 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.190000% 88275BLX4 549300J3RRLLZZN4WP77 US88275BLX46 Variable Rate Demand Note Y 2021-01-07 2021-01-07 2038-04-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0019 13800000.00 13800000.00 0.0004 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127962F5 254900HROIFWPRGM1V77 US9127962F58 U.S. Treasury Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0007 743092652.19 743092652.19 0.0221 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127962Q1 254900HROIFWPRGM1V77 US9127962Q14 U.S. Treasury Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0007 136971230.00 136971230.00 0.0041 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 0.0002 558999066.47 558999066.47 0.0166 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 0.0004 130998726.68 130998726.68 0.0039 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 0.0004 468692252.39 468692252.39 0.0140 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 0.0005 216091626.13 216091626.13 0.0064 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964C0 254900HROIFWPRGM1V77 US9127964C00 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0005 247986910.56 247986910.56 0.0074 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964D8 254900HROIFWPRGM1V77 US9127964D82 U.S. Treasury Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0006 140990306.25 140990306.25 0.0042 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964X4 254900HROIFWPRGM1V77 US9127964X47 U.S. Treasury Debt Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0007 76986931.56 76986931.56 0.0023 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796A58 254900HROIFWPRGM1V77 US912796A585 U.S. Treasury Debt Y 2021-01-05 2021-01-05 2021-01-05 N N N 0.0001 299000041.86 299000041.86 0.0089 N Y Y N UNITED STATES 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549300M8ZYFG0OCMTT87 2050-08-20 3.500000 313616.00 349820.86 Agency Mortgage-Backed Securities GNII SF BW5986 C 549300M8ZYFG0OCMTT87 2050-07-20 4.000000 1284770.00 1421947.16 Agency Mortgage-Backed Securities GNII SF BW7614 C 549300M8ZYFG0OCMTT87 2050-08-20 3.500000 948659.00 1059315.09 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN5231 B1V7KEBTPIMZEU4LTD58 2049-02-01 3.843000 3706866.00 1384601.30 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN5842 B1V7KEBTPIMZEU4LTD58 2049-02-01 3.897000 3396400.00 1730829.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN8678 B1V7KEBTPIMZEU4LTD58 2049-05-01 2.990000 90549.00 33440.86 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO0805 B1V7KEBTPIMZEU4LTD58 2049-07-01 3.073000 3064324.00 1138979.05 Agency Mortgage-Backed Securities GNII SF BX6572 C 549300M8ZYFG0OCMTT87 2050-08-20 3.500000 1325853.00 1482964.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP8497 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.506000 149771.00 155733.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP8757 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.637000 1574295.00 1640542.78 Agency Mortgage-Backed Securities FNAR XX.XXX LBBQ1461 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.519000 24792.00 23379.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBBQ2159 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.241000 954363.00 994940.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBBQ5241 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.345000 258829.00 270465.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1141 B1V7KEBTPIMZEU4LTD58 2039-03-01 2.754000 15424742.00 1725528.94 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4508 B1V7KEBTPIMZEU4LTD58 2037-06-01 2.675000 8961315.00 1550543.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5406 B1V7KEBTPIMZEU4LTD58 2044-06-01 3.236000 11911271.00 1747441.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6673 B1V7KEBTPIMZEU4LTD58 2041-02-01 2.814000 8500000.00 1483253.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8295 B1V7KEBTPIMZEU4LTD58 2040-09-01 2.671000 5600000.00 1559230.70 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW2263 B1V7KEBTPIMZEU4LTD58 2044-09-01 2.084000 25089485.00 1609010.24 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW5122 B1V7KEBTPIMZEU4LTD58 2044-05-01 3.300000 1375000.00 40740.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5620 B1V7KEBTPIMZEU4LTD58 2045-08-01 2.401000 10049576.00 1160813.23 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5609 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.085000 10083447.00 1583246.78 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5611 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.465000 10011125.00 1409808.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5614 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.523000 10007052.00 1477715.48 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5638 B1V7KEBTPIMZEU4LTD58 2045-10-01 2.874000 6100000.00 1508503.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH0735 B1V7KEBTPIMZEU4LTD58 2049-03-01 3.670000 5447461.00 1176656.80 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH6744 B1V7KEBTPIMZEU4LTD58 2047-08-01 2.852000 3052661.00 627005.42 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ4354 B1V7KEBTPIMZEU4LTD58 2048-02-01 2.817000 4962098.00 1552992.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ4356 B1V7KEBTPIMZEU4LTD58 2048-06-01 3.319000 4466990.00 1691223.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ6723 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.291000 1987590.00 761908.59 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ7726 B1V7KEBTPIMZEU4LTD58 2049-03-01 3.785000 5384338.00 1422998.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBBQ7552 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.097000 671845.00 696724.24 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6730 B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 586642.00 634544.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.500000 6885261.00 6283378.48 Agency Mortgage-Backed Securities FNAR XX.XXX WS920851 B1V7KEBTPIMZEU4LTD58 2035-11-01 2.939000 26518226.00 1515534.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC3955 B1V7KEBTPIMZEU4LTD58 2039-09-01 2.432000 23762000.00 1586019.38 Agency Mortgage-Backed Securities FEPC 02.000 CLQB2747 2050-09-01 2.000000 200140061.00 203457059.84 Agency Mortgage-Backed Securities FMAR 840665 G 2047-02-01 3.171000 3793228.00 1518041.00 Agency Mortgage-Backed Securities FMAR 840754 G 2047-09-01 3.206000 389579.00 167483.43 Agency Mortgage-Backed Securities FMAR 2B6273 G 2047-06-01 2.921000 7681228.00 1757410.59 Agency Mortgage-Backed Securities FMAR 2B6300 G 2047-07-01 2.859000 234179.00 80926.33 Agency Mortgage-Backed Securities FMAR 2B6071 G 2047-04-01 2.663000 5110242.00 1631061.11 Agency Mortgage-Backed Securities FMAR 2B6043 G 2047-04-01 2.837000 5346452.00 1161792.27 Agency Mortgage-Backed Securities GNII SF AS1289 C 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 532540.00 276276.26 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4159 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 275814.00 286591.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD0820 B1V7KEBTPIMZEU4LTD58 2040-03-01 3.488000 83083751.00 1552860.74 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE9718 B1V7KEBTPIMZEU4LTD58 2040-12-01 2.294000 46956908.00 1597985.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO7079 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.232000 2114044.00 1389099.04 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO7338 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.610000 167073.00 69246.79 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO7432 B1V7KEBTPIMZEU4LTD58 2049-10-01 2.894000 19417.00 13163.26 Agency Mortgage-Backed Securities FNAR XX.XXX WSBP0632 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.223000 2322912.00 1769435.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP4100 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.252000 2197767.00 1698742.52 Agency Mortgage-Backed Securities FNAR XX.XXX LBBA4639 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.420000 9762121.00 1359445.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC7126 B1V7KEBTPIMZEU4LTD58 2046-06-01 2.775000 3324000.00 1686110.97 Agency Mortgage-Backed Securities GNII SF BP7913 C 549300M8ZYFG0OCMTT87 2050-01-20 4.000000 1097584.00 246281.76 Agency Mortgage-Backed Securities GNII SF BR8629 C 549300M8ZYFG0OCMTT87 2050-08-20 4.000000 373307.00 398946.85 Agency Mortgage-Backed Securities GNHF RF AC0986 H 549300M8ZYFG0OCMTT87 2063-06-20 4.689000 640000.00 245117.94 Agency Mortgage-Backed Securities GNII SF BG1901 C 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 1070661.00 393158.54 Agency Mortgage-Backed Securities GNII SF BH7655 C 549300M8ZYFG0OCMTT87 2048-08-20 6.000000 1154762.00 302086.70 Agency Mortgage-Backed Securities GNII SF BJ9577 C 549300M8ZYFG0OCMTT87 2049-01-20 6.000000 1242421.00 190770.71 Agency Mortgage-Backed Securities GNII SF BY2197 C 549300M8ZYFG0OCMTT87 2050-08-20 4.500000 215743.00 237852.81 Agency Mortgage-Backed Securities GNII SF BY5055 C 549300M8ZYFG0OCMTT87 2050-10-20 3.500000 715040.00 783771.70 Agency Mortgage-Backed Securities GNII SF BZ0850 C 549300M8ZYFG0OCMTT87 2050-12-20 3.000000 416255.00 456090.60 Agency Mortgage-Backed Securities GNII SF BZ1074 C 549300M8ZYFG0OCMTT87 2050-10-20 2.000000 657468.00 685857.97 Agency Mortgage-Backed Securities GNII SF BZ3548 C 549300M8ZYFG0OCMTT87 2050-11-20 3.500000 150548.00 164368.30 Agency Mortgage-Backed Securities GNII SF BZ7306 C 549300M8ZYFG0OCMTT87 2050-11-20 2.500000 872200.00 923096.80 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1906 2049-03-01 4.500000 14608601.00 9978743.69 Agency Mortgage-Backed Securities GNII SF BX1760 C 549300M8ZYFG0OCMTT87 2050-08-20 4.000000 1160293.00 1266501.00 Agency Mortgage-Backed Securities GNII SF BW9173 C 549300M8ZYFG0OCMTT87 2050-09-20 3.500000 208643.00 221836.92 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7605 B1V7KEBTPIMZEU4LTD58 2050-11-01 3.000000 6700107.00 7354092.85 Agency Mortgage-Backed Securities GNII SF CA2769 C 549300M8ZYFG0OCMTT87 2050-11-20 2.500000 1215606.00 1288886.78 Agency Mortgage-Backed Securities GNII SF CA2787 C 549300M8ZYFG0OCMTT87 2050-11-20 3.500000 1496536.00 1660548.36 Agency Mortgage-Backed Securities GNMI SF AX6229 X 549300M8ZYFG0OCMTT87 2047-05-15 4.000000 780393.00 422994.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7283 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 16491998.00 16630405.87 Agency Mortgage-Backed Securities GNMI SF 779396 X 549300M8ZYFG0OCMTT87 2042-06-15 3.500000 8481800.00 1272637.91 Agency Mortgage-Backed Securities Y 2021-01-06 2021-01-06 2021-01-06 N N N 0.0010 750000000.00 750000000.00 0.0223 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 0.060000% 549300H47WTHXPU08X20 ARP0P22V2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 585000000.00 701967240.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 0.125000 666511900.00 721249166.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 139299600.00 151663637.35 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0006 1544000000.00 1544000000.00 0.0460 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 0.050000% 549300H47WTHXPU08X20 ARP0P22X8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 422245000.00 651288422.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 208818200.00 266711649.98 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0005 900000000.00 900000000.00 0.0268 N Y Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 0.060000% 549300H47WTHXPU08X20 ARP0P22Y6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 84211100.00 99960090.66 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0006 98000000.00 98000000.00 0.0029 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.080000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0P23W9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.000 CLZT0542 2048-07-01 4.000000 241549878.00 160064928.56 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7526 2050-10-01 2.500000 237678843.00 249999999.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7517 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 74491971.00 78162667.04 Agency Mortgage-Backed Securities Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 474000000.00 474000000.00 0.0141 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 0.080000% 549300HN4UKV1E2R3U73 0001675365 ARP0P23X7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNAR XX.XXX LBAH3822 B1V7KEBTPIMZEU4LTD58 2041-02-01 3.557000 20189390.00 822190.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3989 B1V7KEBTPIMZEU4LTD58 2043-07-01 2.544000 9884205.00 3422245.73 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4634 B1V7KEBTPIMZEU4LTD58 2044-01-01 2.229000 7100000.00 945106.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5527 B1V7KEBTPIMZEU4LTD58 2044-07-01 2.632000 34425808.00 1933931.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6382 B1V7KEBTPIMZEU4LTD58 2043-06-01 3.178000 1100000.00 115956.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8221 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.483000 10198227.00 2754741.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8218 B1V7KEBTPIMZEU4LTD58 2046-06-01 2.586000 10217822.00 2252536.61 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8237 B1V7KEBTPIMZEU4LTD58 2046-11-01 2.550000 5091228.00 1259797.12 Agency Mortgage-Backed Securities FNAR XX.XXX LBBD2872 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.454000 2724856.00 1626045.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBBD6059 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.472000 2200000.00 962829.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE3657 B1V7KEBTPIMZEU4LTD58 2047-06-01 3.033000 5000000.00 1624322.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE7218 B1V7KEBTPIMZEU4LTD58 2047-04-01 2.730000 10193247.00 2005560.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH1188 B1V7KEBTPIMZEU4LTD58 2047-06-01 3.029000 11000000.00 3680442.32 Agency Mortgage-Backed Securities FNAR XX.XXX WSBH4524 B1V7KEBTPIMZEU4LTD58 2046-06-01 2.627000 13406581.00 5715785.73 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH7093 B1V7KEBTPIMZEU4LTD58 2048-01-01 2.991000 25178389.00 8280554.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ0777 B1V7KEBTPIMZEU4LTD58 2047-10-01 2.125000 699769.00 356334.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ1685 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.847000 3863771.00 1502261.04 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ2725 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.384000 20149258.00 7021024.13 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK5620 B1V7KEBTPIMZEU4LTD58 2050-09-01 1.982000 15526610.00 16051494.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1076 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.429000 28543299.00 3647982.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3182 B1V7KEBTPIMZEU4LTD58 2044-10-01 2.772000 1100000.00 316714.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3895 B1V7KEBTPIMZEU4LTD58 2048-04-01 2.898000 2012109.00 979073.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6350 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.489000 26000168.00 20272013.70 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM6389 B1V7KEBTPIMZEU4LTD58 2035-09-01 3.781000 239628.00 247202.22 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6390 B1V7KEBTPIMZEU4LTD58 2035-03-01 2.221000 358229.00 291261.10 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM6385 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.762000 636795.00 565818.77 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6411 B1V7KEBTPIMZEU4LTD58 2040-09-01 2.806000 1552453.00 1181591.49 Agency Mortgage-Backed Securities FNAR XX.XXX WS559799 B1V7KEBTPIMZEU4LTD58 2040-08-01 2.144000 7000000.00 3733.82 Agency Mortgage-Backed Securities FNAR XX.XXX WS606116 B1V7KEBTPIMZEU4LTD58 2031-09-01 2.439000 1100000.00 3829.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8407 B1V7KEBTPIMZEU4LTD58 2045-11-01 3.132000 12000000.00 871887.94 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8486 B1V7KEBTPIMZEU4LTD58 2045-04-01 2.791000 93000.00 23917.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8780 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.693000 1600000.00 551722.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI4881 B1V7KEBTPIMZEU4LTD58 2041-07-01 3.777000 29819026.00 1551073.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI6925 B1V7KEBTPIMZEU4LTD58 2042-02-01 3.750000 9375553.00 155222.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI8982 B1V7KEBTPIMZEU4LTD58 2041-09-01 3.952000 15004355.00 1766601.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI8153 B1V7KEBTPIMZEU4LTD58 2041-08-01 2.528000 25052448.00 459172.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK9748 B1V7KEBTPIMZEU4LTD58 2042-04-01 2.931000 11011340.00 3168232.94 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL0811 B1V7KEBTPIMZEU4LTD58 2040-12-01 2.488000 22898010.00 3786293.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0812 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.692000 25359506.00 2581445.85 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL0813 B1V7KEBTPIMZEU4LTD58 2037-10-01 2.683000 24067828.00 2671576.28 Agency Mortgage-Backed Securities FNAR XX.XXX XYAL0024 B1V7KEBTPIMZEU4LTD58 2021-01-25 3.990000 3500000.00 50206.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0349 B1V7KEBTPIMZEU4LTD58 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3022863.51 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 90439500.00 97491067.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 226709300.00 249999984.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-15 0.125000 250129400.00 249999951.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.125000 65597300.00 65594676.11 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 1488000000.00 1488000000.00 0.0443 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.080000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0P24U2 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 2024-05-31 2.000000 51389400.00 54617954.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 98878100.00 98383412.87 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 150000000.00 150000000.00 0.0045 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.060000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0P24Z1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.125000 1869400.00 1869718.99 U.S. Treasuries (including strips) Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0006 1833038.00 1833038.00 0.0001 N Y Y N The Charles Schwab Family of Funds 2021-01-08 Mark Fischer Mark Fischer Chief Financial Officer