0001145549-23-046406.txt : 20230807 0001145549-23-046406.hdr.sgml : 20230807 20230807145623 ACCESSION NUMBER: 0001145549-23-046406 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230807 DATE AS OF CHANGE: 20230807 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: 231147176 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000036659 Schwab Treasury Obligations Money Fund C000112046 Investor Shares SNOXX C000222231 Ultra Shares SCOXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2023-07-31 0000857156 549300I77JNLD629OV19 S000036659 2 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 Treasury N 6 26 62466669504.41 59235474962.08 58638369290.54 58464447290.58 67134412960.80 66907401962.09 66506865120.00 65818793623.92 0.00 0.9305 0.8853 0.8817 0.8883 1.0000 1.0000 1.0000 1.0000 0.0000 0.96 65038317936.45 65037895646.30 19230324.16 134435044.28 64922690927.14 64922153442.6000 1.0000 0.0531 1.0000 1.0000 1.0000 1.0000 0.0000 C000112046 0.00 32421697262.13 32421416768.5300 1.0000 1.0000 1.0000 1.0000 0.0000 906290977.52 723044671.57 1073915596.46 1074474910.06 1167914065.99 1052645642.24 1002736516.68 1725575105.03 0.00 0.00 4398816315.13 4754368815.45 0.0497 Y Investment Advisor and its affiliates Contractual 417,067 C000222231 1000000.00 32500993665.01 32500736674.0700 1.0000 1.0000 1.0000 1.0000 0.0000 895567952.35 835798381.87 1316984425.98 1783839255.18 1119185431.30 1068004147.17 1059796670.90 1828375256.23 0.00 0.00 4563343383.37 5740306279.36 0.0512 Y Investment Advisor and its affiliates Contractual 422,997 United States Treasury UNITED STATES TREASURY 0.000000% 912797FA0 254900HROIFWPRGM1V77 US912797FA06 U.S. Treasury Debt Y 2023-10-12 2023-10-12 2023-10-12 N N N 0.0540 164844869.00 164844869.00 0.0025 N Y Y N United States Treasury UNITED STATES TREASURY 0.000000% 912797GF8 254900HROIFWPRGM1V77 US912797GF83 U.S. Treasury Debt Y 2023-08-08 2023-08-08 2023-08-08 N N N 0.0531 479012492.35 479012492.35 0.0074 N Y Y N United States Treasury UNITED STATES TREASURY 0.000000% 912797GG6 254900HROIFWPRGM1V77 US912797GG66 U.S. Treasury Debt Y 2023-08-15 2023-08-15 2023-08-15 N N N 0.0535 397184899.98 397184899.98 0.0061 N Y Y N United States Treasury UNITED STATES TREASURY 0.000000% 912797GJ0 254900HROIFWPRGM1V77 US912797GJ06 U.S. Treasury Debt Y 2023-08-29 2023-08-29 2023-08-29 N N N 0.0535 100288319.27 100288319.27 0.0015 N Y Y N United States Treasury UNITED STATES TREASURY 0.000000% 912797HC4 254900HROIFWPRGM1V77 US912797HC44 U.S. Treasury Debt Y 2023-10-24 2023-10-24 2023-10-24 N N N 0.0538 387503477.35 387503477.35 0.0060 N Y Y N United States Treasury UNITED STATES TREASURY 2.250000% 9128286R6 254900HROIFWPRGM1V77 US9128286R69 U.S. Treasury Debt Y 2024-04-30 2024-04-30 2024-04-30 N N N 0.0542 131410221.62 131410221.62 0.0020 N Y Y N United States Treasury UNITED STATES TREASURY 0.250000% 91282CCG4 254900HROIFWPRGM1V77 US91282CCG42 U.S. Treasury Debt Y 2024-06-15 2024-06-15 2024-06-15 N N N 0.0539 236616244.32 236616244.32 0.0036 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 91282CCL3 254900HROIFWPRGM1V77 US91282CCL37 U.S. Treasury Debt Y 2024-07-15 2024-07-15 2024-07-15 N N N 0.0539 71927868.46 71927868.46 0.0011 N Y Y N United States Treasury UNITED STATES TREASURY 2.500000% 91282CEK3 254900HROIFWPRGM1V77 US91282CEK36 U.S. Treasury Debt Y 2024-04-30 2024-04-30 2024-04-30 N N N 0.0545 379610293.84 379610293.84 0.0058 N Y Y N United States Treasury UNITED STATES TREASURY 5.481200% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2023-08-01 2024-10-31 2024-10-31 N N N 0.0537 57277008.93 57277008.93 0.0009 N Y Y N United States Treasury UNITED STATES TREASURY 5.541200% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2023-08-01 2025-01-31 2025-01-31 N N N 0.0539 728430792.56 728430792.56 0.0112 N Y Y N United States Treasury UNITED STATES TREASURY 5.510200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2023-08-01 2025-04-30 2025-04-30 N N N 0.0544 582470408.14 582470408.14 0.0090 N Y Y N United States Treasury UNITED STATES TREASURY 5.466200% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2023-08-01 2025-07-31 2025-07-31 N N N 0.0546 721838428.63 721838428.63 0.0111 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.340000% 549300HN4UKV1E2R3U73 0001675365 ARP0XQJX8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 43521600.00 63636025.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 97900000.00 144560250.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 117573100.00 132165584.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 313303700.00 249999980.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 221263200.00 235084950.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 239026000.00 249999925.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 196559300.00 214553491.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 240543400.00 249999952.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 256457700.00 249999984.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 291131500.00 249999991.31 U.S. Treasuries (including strips) Y 2023-08-07 2023-08-07 2023-09-25 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0534 2000000000.00 2000000000.00 0.0308 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0XQK24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 107418600.00 88618215.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 106721600.00 80194023.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 115193500.00 82735851.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 162467500.00 128647371.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 87985400.00 74106734.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 85859300.00 56184869.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 12453300.00 10706585.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 4.500000 96147100.00 95871061.68 U.S. Treasuries (including strips) Y 2023-08-07 2023-08-07 2023-09-21 Y Barclays Bank PLC 1.0000 7 N N N 0.0532 600000000.00 600000000.00 0.0092 N N Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.310000% MBNUM2BPBDO7JBLYG310 0000315030 ARP0XQKR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-21 0.00 24999800.00 24588778.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-10 0.00 133300.00 131932.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-17 0.00 21219800.00 20980186.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-24 0.00 2185100.00 2158256.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-24 0.00 13006200.00 12846418.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 0.00 4148000.00 4092715.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 0.00 21395400.00 21110242.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-26 0.00 9491000.00 9412860.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-26 0.00 3999700.00 3966770.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-10 0.00 3984500.00 3943630.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-14 0.00 2986900.00 2927786.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-21 0.00 406000.00 397548.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-21 0.00 100772200.00 98674425.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-04 0.00 6905800.00 6748202.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-11 0.00 1702800.00 1662159.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-18 0.00 7803000.00 7608947.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-16 0.00 28109700.00 27667309.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-07 0.00 275000.00 269832.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-28 0.00 17071700.00 16926488.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 4.750000 195435000.00 194999961.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-07 0.00 12615300.00 12433791.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-14 0.00 3594100.00 3538650.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-21 0.00 17187800.00 16616168.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 500.00 417.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 100.00 104.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-12 0.00 322000.00 320016.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-19 0.00 1930400.00 1916533.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-03 0.00 17341200.00 17181244.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-08 0.00 1049000.00 1047928.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-08 0.00 5844000.00 5838033.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 134524900.00 134248316.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-22 0.00 872300.00 869624.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-05 0.00 229000.00 227828.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-05 0.00 26981800.00 26843815.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-26 0.00 116900.00 115429.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-09 0.00 102200.00 100698.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-09 0.00 3463900.00 3413022.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-24 0.00 280000.00 275283.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 0.00 24999900.00 24556251.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-28 0.00 23605600.00 23089109.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-25 0.00 736900.00 717764.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-12 0.00 36415000.00 36030275.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-19 0.00 9266500.00 9159388.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-26 0.00 221000.00 218219.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-22 0.00 11894600.00 11545041.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-17 0.00 500000.00 498827.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-17 0.00 773100.00 771286.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-24 0.00 2231600.00 2224088.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-14 0.00 499000.00 495781.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-14 0.00 10326300.00 10259705.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-21 0.00 387000.00 384110.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-21 0.00 1500000.00 1488801.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-18 0.00 12110700.00 11657905.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 158180600.00 159409752.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 3670500.00 3699021.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 37013400.00 35144627.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 94810900.00 92740811.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 745300.00 479853.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2.250000 2539700.00 1808138.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 731800.00 515590.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 4900500.00 3976249.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 53802000.00 45200346.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 700300.00 588338.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 100000000.00 80521533.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 1117100.00 899506.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 528900.00 301408.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 81016000.00 52737370.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 23009700.00 17422119.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 213487800.00 143121424.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 27900.00 23606.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 1436800.00 1198985.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 86390400.00 72234288.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 211500.00 215376.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 161900.00 115998.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 342175400.00 249999995.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-24 0.00 25050000.00 24965681.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 0.00 128467900.00 127903925.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-10 0.00 49066800.00 49001737.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-03 0.00 35165800.00 35155496.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-07 0.00 4503700.00 4479226.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-05 0.00 1457000.00 1443094.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-05 0.00 3500000.00 3466596.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-02 0.00 12199100.00 12032045.52 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 2000000000.00 2000000000.00 0.0308 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.310000% K5HU16E3LMSVCCJJJ255 ARP0XQLC1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 323000.00 338620.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 177000.00 182152.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 19239200.00 18560520.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 76067000.00 61683953.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 9494000.00 8231954.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 62682600.00 48065273.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 2710000.00 1641539.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 60000600.00 45532768.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 106600.00 107428.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 103434200.00 74623915.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 112579400.00 93933989.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 139092000.00 116300093.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 16315500.00 11689789.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 53150000.00 29107836.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 300.00 170.96 U.S. Treasuries (including strips) Y 2023-08-07 2023-08-07 2023-09-21 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N N N 0.0531 500000000.00 500000000.00 0.0077 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.320000% 549300QJJX6CVVUXLE15 0001317808 ARP0XQLP2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-10 0.00 999800.00 989383.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 0.00 101063300.00 99697732.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-07 0.00 46783200.00 46102925.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-11 0.00 31173900.00 29645443.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-11 0.00 1601300.00 1562852.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 4.500000 3428200.00 3431016.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-14 0.00 253948800.00 249998626.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 4852000.00 4702762.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 9094700.00 8614732.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 8840800.00 8357852.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 120600.00 117563.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 3198200.00 3101557.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 17468000.00 16380528.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 3.875000 1921800.00 1846388.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 600.00 581.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 800.00 512.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 569300.00 399523.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 100.00 80.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 8767000.00 7332682.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 2205900.00 1989237.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 15980500.00 15645621.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 2315100.00 1499446.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 646300.00 487637.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 2100.00 3100.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 15563300.00 14958558.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 5300.00 10356.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-16 0.00 100.00 95.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-09 0.00 99999800.00 98516702.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-19 0.00 80937900.00 80345758.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-03 0.00 999000.00 989664.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 15998600.00 14508794.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 100.00 90.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 9148000.00 10174712.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 6600.00 5969.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 0.625000 100.00 85.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-15 0.125000 900.00 882.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 9883200.00 10250737.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 21800.00 19599.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 25019900.00 19964572.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 700.00 640.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 7542000.00 8023013.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 0.250000 15700.00 14314.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 231100.00 183582.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 24546100.00 21103234.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 286600.00 327668.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 2000.00 1907.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 303700.00 275067.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 100.00 85.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 13955000.00 15636135.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 9900.00 9139.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 81116000.00 98981674.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 87900.00 81647.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 300.00 294.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 900.00 1118.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 200.00 245.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 1.625000 199800.00 174971.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 1039800.00 990434.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 26005600.00 29733111.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 23341600.00 25432475.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 7285300.00 9348780.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 49999800.00 49022848.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 3600.00 3480.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 15100.00 13959.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2.250000 5000700.00 4807019.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 32818000.00 37921404.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 50314400.00 47804239.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 20929000.00 22774856.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 11500.00 9731.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 1013700.00 973955.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 17074400.00 15370613.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 13531400.00 11583352.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 0.125000 2863300.00 2852160.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 50300.00 43091.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 1300.00 1068.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 18337700.00 16529085.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 11895000.00 10444721.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-03 0.00 1000.00 999.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-05 0.00 430800.00 426626.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-02 0.00 100.00 98.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 0.00 128300.00 127719.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-12 0.00 84468800.00 83564645.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-19 0.00 121676900.00 120252063.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 4.000000 800000.00 795255.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 12800.00 12399.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 16800.00 16372.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 6434900.00 6294874.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 181700.00 179640.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 162963600.00 158519582.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 2868800.00 2751893.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2.750000 7000000.00 6432583.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 501300.00 499884.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 4.125000 100.00 100.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-31 4.125000 2213400.00 2219448.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 119000.00 121198.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 74337000.00 73444529.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 3.250000 25005800.00 24084205.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 3.000000 100.00 96.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 358300.00 343642.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 3.000000 99700.00 97378.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2.750000 130500.00 122889.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2.625000 5000900.00 4594576.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 2.625000 500.00 483.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 0.125000 106650800.00 106502454.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2.750000 689600.00 655494.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 3100100.00 2862153.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2.750000 6853800.00 6381596.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2.625000 100.00 94.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 105439000.00 94700424.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-12-31 1.250000 20000000.00 18023159.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 1.125000 12000000.00 11319973.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 13398000.00 11805379.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 100.00 96.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 899000.00 824397.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 300.00 333.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 126929100.00 90961336.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 69910700.00 50591187.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 100.00 75.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 1900.00 1318.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 700.00 710.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 38141600.00 30609543.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 200.00 108.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 216462700.00 136534679.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 5061100.00 3050553.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 14894500.00 9746708.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 300.00 215.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 999800.00 1034554.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 79.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 186800.00 194143.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 1405000.00 1239277.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 300.00 249.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 133800.00 109264.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 98700.00 91886.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 3808100.00 3537515.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 21605200.00 16493800.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 40259100.00 42107435.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 8788400.00 6603884.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 400.00 637.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 100.00 151.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1600.00 2339.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 883100.00 972532.22 U.S. Treasuries (including strips) Y 2023-08-07 2023-08-07 2023-09-21 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0532 2250000000.00 2250000000.00 0.0347 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.300000% 549300H47WTHXPU08X20 ARP0XRDM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 506563600.00 493680048.91 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 484000000.00 484000000.00 0.0075 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.300000% MBNUM2BPBDO7JBLYG310 0000315030 ARP0XRK97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 6878400.00 7878783.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 36250000.00 33143571.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 2800000.00 3055681.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-28 1.875000 279359400.00 249999988.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 272273100.00 249999980.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 220935000.00 241109656.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 1.625000 1349900.00 1183790.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 3941400.00 3457883.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 288803200.00 249999980.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 492100.00 430820.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 25095700.00 21970607.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 200.00 191.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 100.00 95.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 51800.00 59333.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 6279800.00 6231987.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-15 4.000000 252857400.00 249999940.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 149418800.00 147811392.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 1.375000 358200.00 310673.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 1.375000 5031900.00 4364263.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-31 3.125000 61668600.00 59134916.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 7900.00 8363.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 105701600.00 218587009.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 91740200.00 103843761.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 259624400.00 229066348.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 11000000.00 9705289.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 882900.00 1293402.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 107324400.00 157224664.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 267381400.00 246588339.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 252638700.00 249999917.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 3.625000 2769000.00 2719231.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-06-30 3.250000 261611400.00 249999979.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2.625000 66103000.00 60820180.45 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 3000000000.00 3000000000.00 0.0462 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.300000% K5HU16E3LMSVCCJJJ255 ARP0XRKL0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 838000.00 906670.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 10912000.00 12281662.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-02-15 4.375000 9305000.00 9918573.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 16359000.00 15666437.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 7684800.00 6519001.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 79934000.00 65521699.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 45136500.00 37184695.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 2136000.00 1992593.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 3235000.00 2871560.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 4.625000 12600000.00 13746644.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 9921946.00 10379449.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 893000.00 877349.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 493100.00 464435.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 3.875000 2696000.00 2599348.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 62390100.00 44910831.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 253200.00 183992.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 117987000.00 82232793.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 16658500.00 10725395.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 10132300.00 8221314.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 2935000.00 2465763.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 103096800.00 86032517.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 137100.00 121465.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 19800.00 16033.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 4008200.00 2928468.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 79325600.00 53504742.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 50400.00 32807.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 125678800.00 108040674.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 110976000.00 83774115.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 41000.00 33884.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 74868000.00 59554536.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 50940000.00 40153407.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 1179000.00 983440.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 155100.00 153696.09 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 750000000.00 750000000.00 0.0116 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.300000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0XRKU0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 78472300.00 77432092.09 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 75902612.00 75902612.00 0.0012 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 5.300000% 254900Y8NKGV541U8Q32 0001457970 ARP0XRKZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 24758396800.00 24452564668.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 10016223000.00 10393416048.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 16158748300.00 14101224346.96 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 48940000000.00 48940000000.00 0.7538 N Y Y N The Charles Schwab Family of Funds 2023-08-07 Dana Smith Dana Smith CFO