0001145549-22-006018.txt : 20220207 0001145549-22-006018.hdr.sgml : 20220207 20220207164803 ACCESSION NUMBER: 0001145549-22-006018 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220207 DATE AS OF CHANGE: 20220207 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: 22598197 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 S000053802 Schwab Retirement Government Money Fund C000169257 Schwab Retirement Government Money Fund SNRXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2022-01-31 0000857156 549300I77JNLD629OV19 S000053802 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government Government/Agency N 32 65 900411077.93 959922802.83 954927770.73 947088060.80 1336221798.84 1329324410.73 1328300622.69 1326462325.49 0.00 0.5584 0.5979 0.5941 0.5859 0.8287 0.8279 0.8264 0.8206 0.0000 0.41 1611914695.48 1612282310.03 1410092.72 11014332.70 1602678070.46 1602676870.0140 1.0000 0.0009 0.9999 0.9999 0.9998 0.9998 0.0000 C000169257 1000000.00 1602678070.46 1602676870.0140 0.9999 0.9999 0.9998 0.9998 0.0000 10444200.63 41167812.97 1355550.57 8242266.82 2644853.70 4546893.68 6203261.16 4396915.61 0.00 0.00 20922239.00 61303856.55 0.0001 Y Investment Advisor and its affiliates Contractual 22,458 Investment Advisor and its affiliates Voluntary 142,395 ABAG Finance Auth M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.060000% 00037NLM6 549300EWVCCTI6O2KU84 US00037NLM64 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0006 3175000.00 3175000.00 0.0020 N N Y N Alabama HFA M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.160000% 01030PFP6 549300VFN7EHPOFS7D76 US01030PFP62 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2038-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0016 800000.00 800000.00 0.0005 N N Y N BRIDGE WF II PARKWAY CLUB LLC TAXABLE M/F HOUSING RB SERIES 2021A 0.120000% 10807BAA7 2549005XOAOA3RHT9B41 US10807BAA70 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2061-10-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0012 3100000.00 3100000.00 0.0019 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (BAY VISTA AT MEADOW PARK APTS) SERIES 2003NN-1 0.060000% 13077V4F6 549300KTNI2GCJNX2U48 US13077V4F66 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2037-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0006 1485000.00 1485000.00 0.0009 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.090000% 13079FAT2 549300KTNI2GCJNX2U48 US13079FAT21 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2041-02-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0009 600000.00 600000.00 0.0004 N N Y N California Statewide Communities Development Auth M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.090000% 13079PRV7 549300KTNI2GCJNX2U48 US13079PRV75 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0009 600000.00 600000.00 0.0004 N N Y N CAPITAL AREA HOUSING FINANCE CORP M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.120000% 139726BS1 549300XICE1XLI0VXV87 US139726BS14 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 1060000.00 1060000.00 0.0007 N N Y N Eden Prairie M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.100000% 279540MJ4 US279540MJ44 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2031-09-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 1200000.00 1200000.00 0.0007 N N Y N Emeryville Successor Redevelopment Agency M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.100000% 291200BN2 US291200BN21 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2036-10-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 4315000.00 4315000.00 0.0027 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2022-02-01 2022-02-28 2022-02-28 N N N 0.0004 10300996.32 10300996.32 0.0064 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AJY52 2549001DPIFGXC1TOL40 US3130AJY529 U.S. Government Agency Debt Y 2022-08-12 2022-08-12 2022-08-12 N N N 0.0061 2214333.73 2214333.73 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.210000% 3130APSD8 2549001DPIFGXC1TOL40 US3130APSD84 U.S. Government Agency Debt Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0058 6180742.68 6180742.68 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313C48 US313313C481 U.S. Government Agency Debt Y 2022-08-18 2022-08-18 2022-08-18 N N N 0.0050 1994548.86 1994548.86 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313D96 US313313D968 U.S. Government Agency Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0050 1794772.31 1794772.31 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313XQ6 US313313XQ69 U.S. Government Agency Debt Y 2022-06-03 2022-06-03 2022-06-03 N N N 0.0036 499390.75 499390.75 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313YZ5 US313313YZ59 U.S. Government Agency Debt Y 2022-07-06 2022-07-06 2022-07-06 N N N 0.0045 1297486.13 1297486.13 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313ZN1 US313313ZN11 U.S. Government Agency Debt Y 2022-07-19 2022-07-19 2022-07-19 N N N 0.0045 3093503.64 3093503.64 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.125000% 313383WD9 2549001DPIFGXC1TOL40 US313383WD94 U.S. Government Agency Debt Y 2022-09-09 2022-09-09 2022-09-09 N N N 0.0057 1218509.72 1218509.72 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385VS2 2549001DPIFGXC1TOL40 US313385VS21 U.S. Government Agency Debt Y 2022-04-18 2022-04-18 2022-04-18 N N N 0.0018 10795897.51 10795897.51 0.0067 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 2.200000% 3133EKNR3 US3133EKNR32 U.S. Government Agency Debt Y 2022-06-03 2022-06-03 2022-06-03 N N N 0.0029 805173.26 805173.26 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.135000% 3133EL4V3 US3133EL4V34 U.S. Government Agency Debt Y 2022-02-01 2022-07-25 2022-07-25 N N N 0.0003 4502182.50 4502182.50 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.130000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2022-02-01 2022-03-10 2022-03-10 N N N 0.0005 5200440.44 5200440.44 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000% 3133ELE75 US3133ELE754 U.S. Government Agency Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0032 2699401.52 2699401.52 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.700000% 3133ELEW0 US3133ELEW01 U.S. Government Agency Debt Y 2022-09-19 2022-09-19 2022-09-19 N N N 0.0052 402969.34 402969.34 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.200000% 3133ELT95 US3133ELT950 U.S. Government Agency Debt Y 2022-07-13 2022-07-13 2022-07-13 N N N 0.0055 8786311.86 8786311.86 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000% 3133ELYR9 US3133ELYR95 U.S. Government Agency Debt Y 2022-05-06 2022-05-06 2022-05-06 N N N 0.0022 940078.57 940078.57 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.212600% 3133EM4G4 US3133EM4G49 U.S. Government Agency Debt Y 2022-02-01 2023-05-01 2023-05-01 N N N 0.0021 6500342.03 6500342.03 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000% 3133EM4W9 US3133EM4W98 U.S. Government Agency Debt Y 2022-02-01 2022-09-08 2022-09-08 N N N 0.0002 10400638.98 10400638.98 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.190000% 3133EMCU4 US3133EMCU46 U.S. Government Agency Debt Y 2022-10-13 2022-10-13 2022-10-13 N N N 0.0044 898421.02 898421.02 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000% 3133EMJV5 US3133EMJV55 U.S. Government Agency Debt Y 2022-02-01 2023-12-08 2023-12-08 N N N 0.0008 2404046.88 2404046.88 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-02-01 2022-10-21 2022-10-21 N N N 0.0006 6402219.14 6402219.14 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000% 3133EMMM1 US3133EMMM10 U.S. Government Agency Debt Y 2022-02-01 2022-07-08 2022-07-08 N N N 0.0006 5000764.55 5000764.55 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.100000% 3133EMPR7 US3133EMPR79 U.S. Government Agency Debt Y 2022-08-02 2022-08-02 2022-08-02 N N N 0.0056 3591674.86 3591674.86 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.215100% 3133EMQ96 US3133EMQ962 U.S. Government Agency Debt Y 2022-02-01 2023-07-13 2023-07-13 N N N 0.0022 2599725.21 2599725.21 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000% 3133EMQA3 US3133EMQA36 U.S. Government Agency Debt Y 2022-05-09 2022-05-09 2022-05-09 N N N 0.0028 1299287.60 1299287.60 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000% 3133EMU75 US3133EMU758 U.S. Government Agency Debt Y 2022-02-01 2023-07-21 2023-07-21 N N N 0.0009 8793459.31 8793459.31 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000% 3133EMZJ4 US3133EMZJ44 U.S. Government Agency Debt Y 2022-05-17 2022-05-17 2022-05-17 N N N 0.0023 6496762.68 6496762.68 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000% 3133ENDS6 US3133ENDS63 U.S. Government Agency Debt Y 2022-11-16 2022-11-16 2022-11-16 N N N 0.0057 4883818.00 4883818.00 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.105000% 3133ENGH7 US3133ENGH71 U.S. Government Agency Debt Y 2022-02-01 2023-11-07 2023-11-07 N N N 0.0009 2200416.68 2200416.68 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133ENGM6 US3133ENGM66 U.S. Government Agency Debt Y 2022-02-01 2023-12-08 2023-12-08 N N N 0.0008 1299938.86 1299938.86 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-02-01 2023-12-13 2023-12-13 N N N 0.0010 1700320.86 1700320.86 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000% 3133ENMB3 US3133ENMB38 U.S. Government Agency Debt Y 2022-02-01 2023-08-28 2023-08-28 N N N 0.0007 2700450.25 2700450.25 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2022-02-01 2022-03-04 2022-03-04 N N N 0.0005 11801487.27 11801487.27 0.0074 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2022-02-01 2022-03-11 2022-03-11 N N N 0.0005 3000629.19 3000629.19 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2022-02-01 2022-06-02 2022-06-02 N N N 0.0005 12507987.38 12507987.38 0.0078 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000% 3134GW2U9 S6XOOCT0IEG5ABCC6L87 US3134GW2U94 U.S. Government Agency Debt Y 2022-02-01 2022-08-19 2022-08-19 N N N 0.0005 17809892.17 17809892.17 0.0111 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y 2022-02-01 2022-09-09 2022-09-09 N N N 0.0007 17507928.73 17507928.73 0.0109 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2022-02-01 2022-04-07 2022-04-07 N N N 0.0004 7504845.52 7504845.52 0.0047 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2022-02-01 2022-04-15 2022-04-15 N N N 0.0005 5003953.75 5003953.75 0.0031 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2022-02-01 2022-05-19 2022-05-19 N N N 0.0007 12806516.60 12806516.60 0.0080 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.250000% 3135G0V59 B1V7KEBTPIMZEU4LTD58 US3135G0V597 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0013 1305433.74 1305433.74 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000% 3135G0W33 B1V7KEBTPIMZEU4LTD58 US3135G0W330 U.S. Government Agency Debt Y 2022-09-06 2022-09-06 2022-09-06 N N N 0.0056 602914.90 602914.90 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.000000% 3136G05L1 B1V7KEBTPIMZEU4LTD58 US3136G05L13 U.S. Government Agency Debt Y 2022-08-26 2022-08-26 2022-08-26 N N N 0.0051 958022.28 958022.28 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000% 3136G4VL4 B1V7KEBTPIMZEU4LTD58 US3136G4VL49 U.S. Government Agency Debt Y 2022-02-01 2022-04-29 2022-04-29 N N N 0.0007 6503440.97 6503440.97 0.0041 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000% 3136G4VP5 B1V7KEBTPIMZEU4LTD58 US3136G4VP52 U.S. Government Agency Debt Y 2022-02-01 2022-05-09 2022-05-09 N N N 0.0007 10205006.77 10205006.77 0.0064 N N N N Florida Housing Finance Corp M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.120000% 34073JSQ3 549300W0PCIJCI0JCF10 US34073JSQ30 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2034-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 910000.00 910000.00 0.0006 N N Y N Hillsborough Cnty HFA M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.120000% 43232ECK3 5493003JJ1KK4FWWU787 US43232ECK38 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2039-12-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0012 1440000.00 1440000.00 0.0009 N N Y N Lenawee Cnty Economic Development Corp REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.090000% 526010AD5 US526010AD56 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2029-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0009 200000.00 200000.00 0.0001 N N Y N Lisle M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.090000% 53655KAA0 US53655KAA07 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2025-12-15 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0009 2100000.00 2100000.00 0.0013 N N Y N Louisiana Local Government Environmental Facilities & Community Development Auth RB (LOUISE S. MCGEHEE SCHOOL) SERIES 2010 0.100000% 546282CH5 5493004WIZ1HV87IVF85 US546282CH59 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2040-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0010 3445000.00 3445000.00 0.0021 N N Y N Marietta Housing Auth M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.150000% 567663HE2 US567663HE29 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2038-12-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0015 1100000.00 1100000.00 0.0007 N N Y N Orange Cnty HFA M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.080000% 684906EG1 US684906EG12 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2035-08-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0008 835000.00 835000.00 0.0005 N N Y N Orange Cnty HFA M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.080000% 684906EV8 US684906EV88 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0008 810000.00 810000.00 0.0005 N N Y N Oregon Facilities Auth RB (QUATAMA HOUSING LP) SERIES 2005A 0.100000% 68608JDT5 US68608JDT51 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2035-07-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0010 560000.00 560000.00 0.0003 N N Y N Panhandle Regional Housing Financial Corp M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.120000% 698487BS3 US698487BS34 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 980000.00 980000.00 0.0006 N N Y N RIVERSIDE HOME LENDING TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.120000% 769141AA0 549300O0KPP43OWB4Y15 US769141AA08 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0012 4200000.00 4200000.00 0.0026 N N Y N Sacramento Housing Auth M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.060000% 78587NBJ4 549300SID2HD62FLL025 US78587NBJ46 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2039-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0006 800000.00 800000.00 0.0005 N N Y N Sacramento Cnty Housing Auth M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.100000% 786111KQ6 US786111KQ65 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2042-05-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0010 3490000.00 3490000.00 0.0022 N N Y N St. Louis Park M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.140000% 79177DEV0 549300F6X6Q4H3ALF786 US79177DEV01 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2035-10-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0014 900000.00 900000.00 0.0006 N N Y N St. Tammany Parish Development District RB (BCS DEVELOPMENT) SERIES 2008 0.100000% 793509AM2 US793509AM26 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2040-04-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0010 2545000.00 2545000.00 0.0016 N N Y N San Antonio Housing Finance Corp M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.120000% 796265HC3 549300V9VFLLKMTZ4J58 US796265HC36 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2049-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 1000000.00 1000000.00 0.0006 N N Y N San Jose M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.060000% 798165JQ0 549300QHIHSH68W22O38 US798165JQ01 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2037-02-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0006 990000.00 990000.00 0.0006 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.120000% 88275ACD0 549300J3RRLLZZN4WP77 US88275ACD00 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2041-08-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 860000.00 860000.00 0.0005 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.120000% 88275ACF5 549300J3RRLLZZN4WP77 US88275ACF57 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2045-03-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 760000.00 760000.00 0.0005 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.120000% 88275ACL2 549300J3RRLLZZN4WP77 US88275ACL26 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2042-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0012 970000.00 970000.00 0.0006 N N Y N Texas Dept of Housing & Community Affairs M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.160000% 88275BLX4 549300J3RRLLZZN4WP77 US88275BLX46 Variable Rate Demand Note Y 2022-02-07 2022-02-07 2038-04-01 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0016 1100000.00 1100000.00 0.0007 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N 0.0043 8882974.39 8882974.39 0.0055 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y 2022-08-11 2022-08-11 2022-08-11 N N N 0.0046 5586481.43 5586481.43 0.0035 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796N47 254900HROIFWPRGM1V77 US912796N471 U.S. Treasury Debt Y 2022-04-07 2022-04-07 2022-04-07 N N N 0.0014 3599130.64 3599130.64 0.0022 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796R35 254900HROIFWPRGM1V77 US912796R357 U.S. Treasury Debt Y 2022-06-09 2022-06-09 2022-06-09 N N N 0.0031 1798046.41 1798046.41 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0018 12994722.00 12994722.00 0.0081 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796U72 254900HROIFWPRGM1V77 US912796U724 U.S. Treasury Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0021 22388109.40 22388109.40 0.0140 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796V22 254900HROIFWPRGM1V77 US912796V227 U.S. Treasury Debt Y 2022-05-24 2022-05-24 2022-05-24 N N N 0.0027 899263.60 899263.60 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0048 6343469.81 6343469.81 0.0040 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.625000% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0054 11269447.84 11269447.84 0.0070 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0056 5547662.73 5547662.73 0.0035 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.500000% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y 2022-02-15 2022-02-15 2022-02-15 N N N 0.0007 8207568.35 8207568.35 0.0051 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375000% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y 2022-03-15 2022-03-15 2022-03-15 N N N 0.0007 14839548.27 14839548.27 0.0093 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.250000% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y 2022-04-15 2022-04-15 2022-04-15 N N N 0.0017 8033341.68 8033341.68 0.0050 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.750000% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 16842769.61 16842769.61 0.0105 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0053 6046345.08 6046345.08 0.0038 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.750000% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0057 8162916.59 8162916.59 0.0051 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828W55 254900HROIFWPRGM1V77 US912828W556 U.S. Treasury Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0006 23131209.26 23131209.26 0.0144 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 7520586.30 7520586.30 0.0047 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y 2022-04-30 2022-04-30 2022-04-30 N N N 0.0020 9438119.35 9438119.35 0.0059 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0032 11759184.33 11759184.33 0.0073 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.000000% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0047 4534214.04 4534214.04 0.0028 N Y Y N 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254900HROIFWPRGM1V77 2027-08-31 0.500000 100.00 93.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 1842000.00 1714749.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 1100.00 1248.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 0.500000 43200.00 40431.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 100.00 93.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.125000 100.00 115.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 100.00 95.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 200.00 203.99 U.S. Treasuries (including strips) Y 2022-02-07 2022-02-07 2022-02-25 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0006 7000000.00 7000000.00 0.0044 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 0.055000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0SA1R1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA5398 M 549300M8ZYFG0OCMTT87 2048-08-20 4.000000 314032640.00 58143081.52 Agency Mortgage-Backed Securities GNII SF BP3984 C 549300M8ZYFG0OCMTT87 2050-03-20 4.000000 1913467.00 1022691.75 Agency Mortgage-Backed Securities GNII SF BT4119 C 549300M8ZYFG0OCMTT87 2050-06-20 4.000000 9312288.00 4009141.75 Agency Mortgage-Backed Securities GNPL PN CH6587 549300M8ZYFG0OCMTT87 2055-07-15 2.100000 1074200.00 1073117.17 Agency Mortgage-Backed Securities GNII SF CJ7899 C 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 1004984.00 1031967.82 Agency Mortgage-Backed Securities Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0006 64000000.00 64000000.00 0.0399 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.050000% ZBUT11V806EZRVTWT807 0000782124 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Securities GNII RG CI8465 C 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 6242.00 6463.05 Agency Mortgage-Backed Securities Y 2022-02-07 2022-02-07 2022-03-17 Y BANK OF MONTREAL 1.0000 7 N N N 0.0006 14000000.00 14000000.00 0.0087 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.050000% ZBUT11V806EZRVTWT807 0000782124 ARP0SADV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 200.00 202.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 1700.00 1693.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 100.00 82.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-24 0.00 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-14 0.00 1600.00 1596.99 U.S. Treasuries (including 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B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 8682956.00 8067916.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 135957093.00 136132083.91 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 140000000.00 140000000.00 0.0874 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.050000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0SB1D0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 604800.00 672754.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 100.00 128.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 200.00 214.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 10639200.00 11412340.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 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2052-02-01 2.500000 93218632.00 94228966.61 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 145000000.00 145000000.00 0.0905 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 ARP0SB1M0 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 2029-08-15 6.125000 1271000.00 1701605.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 12100.00 14184.71 U.S. Treasuries (including strips) GNII SF MA6338 M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 62681.00 20699.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6359 B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 8821368.00 7385264.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5544 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 77014.00 62640.85 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9431 B1V7KEBTPIMZEU4LTD58 2050-09-01 4.500000 245648.00 218620.92 Agency Mortgage-Backed Securities GNII SF MA7828 M 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 67646884.00 69463135.19 Agency Mortgage-Backed Securities GNII SF MA7829 M 549300M8ZYFG0OCMTT87 2052-01-20 3.500000 1575257.00 1645917.78 Agency Mortgage-Backed Securities GNII SF MA7831 M 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 186872.00 198515.43 Agency Mortgage-Backed Securities GNII SF MA7826 M 549300M8ZYFG0OCMTT87 2052-01-20 2.000000 2066212.00 2043104.86 Agency Mortgage-Backed Securities GNII SF MA7830 M 549300M8ZYFG0OCMTT87 2052-01-20 4.000000 392702.00 412668.28 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 80000000.00 80000000.00 0.0499 N Y Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000% 7LTWFZYICNSX8D621K86 0001022437 ARP0SB1N8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FKRM 0M039A 04/15/45 S6XOOCT0IEG5ABCC6L87 2045-04-15 3.250000 79681895.00 83200116.27 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 80000000.00 80000000.00 0.0499 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.050000% ZBUT11V806EZRVTWT807 0000782124 ARP0SB1U2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 05.500 CLBJ9175 B1V7KEBTPIMZEU4LTD58 2048-05-01 5.500000 9580752.00 2186517.08 Agency Mortgage-Backed Securities GNII SF 627021 C 549300M8ZYFG0OCMTT87 2045-11-20 4.000000 42999.00 22933.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC4799 B1V7KEBTPIMZEU4LTD58 2046-11-01 2.368000 17653.00 3604.45 Agency Mortgage-Backed Securities GNII SF BM9743 C 549300M8ZYFG0OCMTT87 2049-11-20 4.000000 500000.00 286624.43 Agency Mortgage-Backed Securities GNII SF BN9743 C 549300M8ZYFG0OCMTT87 2049-09-20 3.500000 1090986.00 827463.68 Agency Mortgage-Backed Securities FNAR XX.XXX GW458126 B1V7KEBTPIMZEU4LTD58 2028-10-15 6.354000 25845400.00 415997.16 Agency Mortgage-Backed Securities FNAR XX.XXX LB773246 B1V7KEBTPIMZEU4LTD58 2035-02-01 1.966000 779998.00 18023.09 Agency Mortgage-Backed Securities FNMS 03.500 CIBD1542 B1V7KEBTPIMZEU4LTD58 2031-06-01 3.500000 2617956.00 906587.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBE6634 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1201874.00 703380.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBE6657 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 2251820.00 1101954.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBU5968 B1V7KEBTPIMZEU4LTD58 2051-11-01 3.500000 1422776.00 1503618.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0424 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 5709696.00 5753177.24 Agency Mortgage-Backed Securities FNMS 07.000 CLAE0755 B1V7KEBTPIMZEU4LTD58 2040-01-01 7.000000 1496840.00 84954.12 Agency Mortgage-Backed Securities GNII SF CE4250 C 549300M8ZYFG0OCMTT87 2051-10-20 4.000000 1695826.00 1824498.99 Agency Mortgage-Backed Securities GNII SF CK1543 C 549300M8ZYFG0OCMTT87 2051-12-20 4.000000 2092092.00 2286640.52 Agency Mortgage-Backed Securities GNII SF 738680 C 549300M8ZYFG0OCMTT87 2035-07-20 5.000000 2494312.00 213872.27 Agency Mortgage-Backed Securities GNII SF 711773 C 549300M8ZYFG0OCMTT87 2033-06-20 3.500000 2803076.00 1430152.45 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 19000000.00 19000000.00 0.0119 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 0.050000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0SB1V0 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 2028-12-31 1.375000 4176300.00 4080067.55 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 4000000.00 4000000.00 0.0025 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.050000% 549300QJJX6CVVUXLE15 0001317808 ARP0SB249 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 2038-02-15 4.375000 100.00 135.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 800.00 902.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 1000.00 1028.04 U.S. Treasuries (including strips) FNMS 04.000 CLAH1130 B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 1836.00 157.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.500000 166000.00 161548.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 900.00 863.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 100.00 96.51 U.S. Treasuries (including strips) GNRM 2020-115 YA 549300M8ZYFG0OCMTT87 2050-08-20 1.000000 74707380.00 61633809.75 Agency Collateralized Mortgage Obligation Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 60000000.00 60000000.00 0.0374 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.050000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0SB2B3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 768500.00 1108103.88 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1086236.00 1086236.00 0.0007 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.050000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0SB2C1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLBM5137 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 186420.00 88452.49 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6343 B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 16297853.00 7834380.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4774 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 3758200.00 2017840.44 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6051 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 15453863.00 12719358.03 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 22000000.00 22000000.00 0.0137 N Y Y N The Charles Schwab Family of Funds 2022-02-07 Mark Fischer Mark Fischer Chief Financial Officer