0001145549-23-061768.txt : 20231006 0001145549-23-061768.hdr.sgml : 20231006 20231006170808 ACCESSION NUMBER: 0001145549-23-061768 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231006 DATE AS OF CHANGE: 20231006 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: 231314857 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 2023-09-30 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 12 46 62722894911.80 61078552839.49 60991143727.57 60547190215.65 60030756928.95 68218675950.13 68781131267.82 68699380944.23 68067218582.32 68367775973.96 0.9194 0.8880 0.8878 0.8895 0.8781 1.0000 1.0000 1.0000 1.0000 1.0000 0.83 68278449871.79 68281481607.87 91075331.27 186200988.01 68186355951.96 68185818467.4200 1.0000 0.0539 1.0000 1.0000 1.0000 1.0000 1.0000 C000112046 0.00 34314338720.42 34314058226.8200 1.0000 1.0000 1.0000 1.0000 1.0000 1206369028.17 1079506909.94 1028582970.65 851888166.05 1072399542.30 1159027878.24 1171571887.58 1380219297.34 1302249054.53 1017590036.13 4824507076.86 4601173272.17 0.0505 Y Investment Advisor and its affiliates Contractual 1,019,055 C000222231 1000000.00 33872017231.54 33871760240.6000 1.0000 1.0000 1.0000 1.0000 1.0000 1312756080.62 1064153290.68 1120601805.66 785868555.05 1056075364.77 1122260177.91 1292063249.77 1470826786.71 1097676173.55 1187795861.63 4935936686.96 4722792510.21 0.0520 Y Investment Advisor and its affiliates Contractual 1,014,585 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 0.0535 166356000.97 166356000.97 0.0024 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 0.0536 391036276.17 391036276.17 0.0057 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 0.0549 779015768.40 779015768.40 0.0114 N Y Y N United States Treasury UNITED STATES TREASURY 2.500000% 912828WJ5 254900HROIFWPRGM1V77 US912828WJ58 U.S. Treasury Debt Y 2024-05-15 2024-05-15 2024-05-15 N N N 0.0547 294629973.00 294629973.00 0.0043 N Y Y N United States Treasury UNITED STATES TREASURY 2.000000% 912828XT2 254900HROIFWPRGM1V77 US912828XT22 U.S. Treasury Debt Y 2024-05-31 2024-05-31 2024-05-31 N N N 0.0550 242437481.52 242437481.52 0.0036 N Y Y N United States Treasury UNITED STATES TREASURY 0.250000% 91282CCC3 254900HROIFWPRGM1V77 US91282CCC38 U.S. Treasury Debt Y 2024-05-15 2024-05-15 2024-05-15 N N N 0.0556 550856535.17 550856535.17 0.0081 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 0.0553 238430461.85 238430461.85 0.0035 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 0.0551 72463346.43 72463346.43 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 0.0551 381319466.58 381319466.58 0.0056 N Y Y N United States Treasury UNITED STATES TREASURY 3.000000% 91282CFA4 254900HROIFWPRGM1V77 US91282CFA45 U.S. Treasury Debt Y 2024-07-31 2024-07-31 2024-07-31 N N N 0.0554 40657043.29 40657043.29 0.0006 N Y Y N United States Treasury UNITED STATES TREASURY 5.542800% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2023-10-02 2024-10-31 2024-10-31 N N N 0.0543 57267430.79 57267430.79 0.0008 N Y Y N United States Treasury UNITED STATES TREASURY 5.602800% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2023-10-02 2025-01-31 2025-01-31 N N N 0.0548 878197561.46 878197561.46 0.0129 N Y Y N United States Treasury UNITED STATES TREASURY 5.571800% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2023-10-02 2025-04-30 2025-04-30 N N N 0.0554 1027016380.84 1027016380.84 0.0151 N Y Y N United States Treasury UNITED STATES TREASURY 5.527800% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2023-10-02 2025-07-31 2025-07-31 N N N 0.0557 1941825457.32 1941825457.32 0.0285 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.310000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0YEU86 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 800.00 519.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 115700.00 67924.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 330400.00 231759.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 47351200.00 22601842.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 200.00 159.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 24800.00 25487.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 1539800.00 1493025.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 39800.00 43803.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 7882400.00 5747583.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 82500.00 125129.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 2687500.00 4065032.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 81915.00 79140.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 100.00 89.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 248200.00 336609.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 1262200.00 1099624.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 3.625000 1539300.00 1504363.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 587800.00 544154.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 17686700.00 16370296.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.750000 42000.00 40834.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2.625000 100.00 93.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 3.250000 220499600.00 211312194.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 20376400.00 18967717.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 1005000.00 772743.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 4425700.00 4945131.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 115100.00 97761.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 63400.00 57093.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 83435100.00 75752354.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 3169000.00 3300233.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 2764900.00 3434798.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 4884800.00 5984794.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 508400.00 599452.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 1313700.00 1623120.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 11190500.00 12716981.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 200.00 145.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 59216200.00 57592507.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 13300.00 9766.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 2034700.00 1839530.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 1004300.00 847061.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 12700.00 14740.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 12631600.00 14457234.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 4646700.00 6038481.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 111090200.00 54505116.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 531100.00 303016.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 100.00 57.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 50000300.00 32427934.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 3618200.00 2518188.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 37895100.00 22017532.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 166315600.00 122945394.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 5690100.00 4541476.72 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-10-16 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0531 700000000.00 700000000.00 0.0103 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0YEU94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 49105340.00 47212248.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 53096300.00 38817031.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 22413400.00 20257103.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 39345800.00 37723042.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 37411600.00 36149202.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 201009300.00 173772347.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 43887100.00 37799806.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-31 3.125000 45219700.00 41709281.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 149286000.00 146436845.69 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-11-02 Y Barclays Bank PLC 1.0000 7 N N N 0.0532 565000000.00 565000000.00 0.0083 N N Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.320000% K5HU16E3LMSVCCJJJ255 ARP0YEV10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 60754000.00 44749299.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 509000.00 374229.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 7632300.00 3744699.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 260300.00 138194.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 9494000.00 7395990.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 50008400.00 43226440.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 12678600.00 8666432.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 68841900.00 51997765.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 296000.00 215833.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 1617000.00 1092205.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 10500400.00 8575561.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 47151000.00 42567229.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 60679000.00 53195789.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 6291500.00 5306466.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 10000000.00 9150921.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 47685100.00 30926400.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 57458500.00 32521815.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2.250000 12384000.00 7654170.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 9573000.00 6659670.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 125790200.00 90750978.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 793000.00 582302.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 30927500.00 22862519.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 53167300.00 37645094.63 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-11-02 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N N N 0.0532 500000000.00 500000000.00 0.0073 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.320000% 549300QJJX6CVVUXLE15 0001317808 ARP0YEV51 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-23 0.00 58784000.00 57772327.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-02 0.00 5928000.00 5844569.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-09 0.00 123916200.00 122052004.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-05 0.00 700.00 665.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-05 0.00 100.00 99.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-22 0.00 100.00 97.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 0.00 101300.00 100370.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-28 0.00 10906800.00 10761477.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-16 0.00 1600.00 1546.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-07 0.00 200.00 197.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 5824300.00 5571601.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 4.750000 15404500.00 15413042.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 64628800.00 60405179.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 100.00 97.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 1.250000 11027000.00 10753417.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 2000.00 1897.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 6500.00 6280.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 200.00 196.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 75300.00 69109.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 3.625000 12800.00 12403.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 2354300.00 2302196.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 2050400.00 1987766.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 500.00 490.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 446300.00 431044.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-28 4.000000 500.00 482.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 4465000.00 4284542.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 3.125000 100.00 96.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2.750000 14300500.00 12404479.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 100.00 97.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 4.250000 5900.00 5954.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 4.250000 842300.00 844912.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 200.00 201.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 40999500.00 38541690.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 0.125000 88365600.00 87896921.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 154226100.00 136737033.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.750000 17567500.00 17068016.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2.750000 131018000.00 119673744.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 100.00 91.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-15 0.375000 38100.00 36291.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 556100.00 497979.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 7779000.00 8099495.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 42700.00 33604.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 1.125000 1605200.00 1524662.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 25385000.00 23479208.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 4909800.00 5351179.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 1070700.00 1037316.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 7397200.00 6345621.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 33250000.00 29589508.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 339800.00 286663.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 100.00 84.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 36800.00 29008.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 25000100.00 21490393.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 8999800.00 8095512.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 600.00 585.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 786300.00 720564.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 24999800.00 24183983.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 100.00 92.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 100.00 93.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 1000.00 1126.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 5957000.00 4930649.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 800.00 681.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 26500.00 23110.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 2104000.00 1762132.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 43500.00 39539.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 71178000.00 82562130.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 5598800.00 3581785.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 111800.00 67344.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 4264500.00 3053608.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 439700.00 354560.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 5398500.00 3934137.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 16990100.00 15239241.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 160500.00 144048.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 998700.00 698771.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 1463700.00 692469.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 700.00 340.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 175600.00 92451.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 655600.00 389725.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 3811500.00 3737989.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 59694700.00 37832194.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 746800.00 690365.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 9603500.00 6702693.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 200.00 140.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 1744700.00 1383818.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 15000000.00 11000591.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 40200.00 30096.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 23700.00 20380.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 3809600.00 3173125.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 97150800.00 66021941.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 14883300.00 12913537.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 13268700.00 12033815.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-15 0.375000 100.00 97.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 200.00 168.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 4117400.00 4599604.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 141500.00 128305.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 47000.00 42478.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.125000 15300.00 15067.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 22541700.00 22661469.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 100.00 94.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 100.00 77.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 0.500000 100.00 85.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 0.500000 1905500.00 1632097.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 1632500.00 1688536.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 2490400.00 1908802.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 81700.00 100072.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 300.00 340.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 388700.00 449314.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 23340800.00 22515414.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-30 1.625000 179004000.00 163244356.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 1400.00 1344.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 264742400.00 249999966.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 1000.00 1512.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 100.00 142.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1600.00 2306.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 200.00 173.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 8326000.00 6619693.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 2108000.00 2163376.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-21 0.00 9203500.00 8966970.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 6.875000 346900.00 360447.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 82733000.00 168485884.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 5300.00 9983.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 12077000.00 19456543.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-14 0.00 251701500.00 249999997.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-28 0.00 4900.00 4856.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-05 0.00 300.00 297.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-26 0.00 205137400.00 202472460.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-14 0.00 16895500.00 16706287.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-11 0.00 4782700.00 4709261.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-18 0.00 100.00 98.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-24 0.00 3155000.00 3143421.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-07 0.00 42539900.00 42296146.37 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-11-02 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0532 2250000000.00 2250000000.00 0.0330 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.320000% 549300QJJX6CVVUXLE15 0001317808 ARP0YFEZ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-05 0.00 200.00 190.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-02 0.00 700.00 690.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-28 0.00 146629600.00 144675907.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-18 0.00 200.00 196.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-07 0.00 300.00 298.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-26 0.00 41461000.00 40922380.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 200.00 196.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 150000000.00 144002631.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-31 4.125000 200.00 198.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 34380100.00 33619222.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 7881600.00 7329046.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 119134000.00 114319075.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 3.875000 20321600.00 20301260.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 1089000.00 1033021.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 18796700.00 17385528.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 100.00 91.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 200.00 184.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 37469000.00 33220057.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2.750000 9135200.00 8538659.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 100.00 100.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 100.00 78.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-15 0.125000 7700.00 7549.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 51822400.00 44547172.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 883300.00 757730.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.375000 87000.00 83627.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 59675100.00 62133722.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 76600800.00 70388720.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 70764100.00 73193120.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 100.00 84.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 20600.00 17398.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 17644800.00 19711249.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.125000 100.00 98.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 8510200.00 11057305.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 5078100.00 4956536.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 24600.00 22312.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 5759500.00 5344337.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 0.500000 100.00 86.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 0.500000 639100.00 547401.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 100.00 87.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 97.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 3312800.00 3035847.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 157200.00 153395.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 31700.00 29327.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 15949600.00 15294070.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 75600.00 53231.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 75.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 69.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 25000100.00 13162292.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 3100.00 2144.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 2207800.00 1879918.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 2800.00 2096.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 9989000.00 8320125.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 9820300.00 7933354.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 21530000.00 16101349.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 100.00 98.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 315200.00 231531.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 400.00 814.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 1550500.00 2344650.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 811100.00 804356.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 10603900.00 10231388.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 100.00 86.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 111289600.00 88482224.49 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-11-02 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0532 1000000000.00 1000000000.00 0.0147 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.320000% 549300HN4UKV1E2R3U73 0001675365 ARP0YFVG4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 212189900.00 191776024.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 209113200.00 180108470.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2.625000 203199000.00 190371306.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 3.000000 157571000.00 152715079.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 89006500.00 84117346.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 168665600.00 164741784.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 193531800.00 185710010.31 U.S. Treasuries (including strips) Y 2023-10-06 2023-10-06 2023-11-02 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0532 1127000000.00 1127000000.00 0.0165 N N Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.310000% MBNUM2BPBDO7JBLYG310 0000315030 ARP0YGGN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 36084300.00 41006512.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 65354400.00 56632596.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 138392700.00 124619928.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 290690200.00 249999976.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 295595400.00 249999938.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 201.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 595800.00 1202470.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 320100.00 333919.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 5811600.00 5448858.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 9458200.00 8867848.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 269657600.00 249999999.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 19999400.00 19881995.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 3.875000 251097100.00 249999914.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 63467000.00 61443578.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 3.625000 42268300.00 41040333.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 3.625000 13278700.00 12892931.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 4.000000 210810700.00 207361901.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 112900.00 112237.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 42907600.00 36391149.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 1.250000 231160400.00 197999942.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 22468200.00 22078574.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 104154200.00 102550300.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 1.250000 24100.00 23511.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 1.250000 500.00 487.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 132800.00 150915.08 U.S. Treasuries (including strips) Y 2023-10-03 2023-10-03 2023-10-03 N N N 0.0531 1902000000.00 1902000000.00 0.0279 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% 549300HN4UKV1E2R3U73 0001675365 ARP0YHHY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 32903700.00 37640122.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 247576500.00 249999978.48 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-06 2024-02-14 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 282000000.00 282000000.00 0.0041 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.300000% 549300H47WTHXPU08X20 ARP0YIFT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 92216500.00 119816930.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 281757100.00 354483170.46 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 465000000.00 465000000.00 0.0068 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.300000% MBNUM2BPBDO7JBLYG310 0000315030 ARP0YIJ64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 76958700.00 72905266.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 145518600.00 138187885.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 56241200.00 53389758.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 278422500.00 249999937.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 233000.00 218802.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 130304100.00 124219727.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 148271700.00 145988422.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 1484100.00 1461245.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 135877000.00 133663333.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 265378700.00 239063326.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 176401000.00 158853748.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 112467800.00 102111709.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 100000000.00 90387082.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 9099100.00 8193562.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 78817700.00 71883856.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 140287000.00 171877851.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 45528500.00 42259148.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 1.625000 18400300.00 17048956.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 100.00 111.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 1100.00 998.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 275545900.00 249999971.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 8573100.00 13002991.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 241498900.00 221424390.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 49100.00 47762.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2.875000 45780200.00 44225906.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 135878300.00 130026859.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 341200.00 325209.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-15 4.625000 2607200.00 2594017.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-15 4.625000 225315600.00 224176369.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 101898000.00 100859012.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 130200.00 127984.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 1536200.00 1510054.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 4.500000 2420700.00 2435647.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-15 4.000000 194045300.00 192275548.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 41257100.00 39953631.48 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 2985000000.00 2985000000.00 0.0438 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.300000% K5HU16E3LMSVCCJJJ255 ARP0YIJJ6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 434000.00 279733.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 19274600.00 13414704.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 43318000.00 25168306.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 44849100.00 28082710.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 5337500.00 3509281.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 76918000.00 57044371.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 41322500.00 31091054.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 362900.00 304941.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 15707000.00 13157341.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 26016400.00 20009872.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 11522000.00 11481274.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 358000.00 343965.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 36996800.00 32231486.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 81100.00 64852.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 214300.00 168992.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 2769800.00 2154038.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 22428500.00 13167181.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 6211000.00 2964656.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 7266000.00 4145584.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 20894000.00 12097211.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 29861900.00 17839794.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 3895400.00 2197300.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 16364000.00 12468023.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 89826800.00 66085799.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 37245100.00 29726675.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 476800.00 345765.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 10763500.00 6736426.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 8331200.00 5415052.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 92000.00 69206.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 107235000.00 72963022.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 103429200.00 65969559.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 3769700.00 2749065.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 8831900.00 6586711.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 16275700.00 11423389.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 5930000.00 4373314.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 100.00 105.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 16641000.00 14467933.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 569300.00 551996.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 10227999.00 9881580.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 641100.00 573048.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 312000.00 295545.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 80185100.00 64998377.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 72189500.00 58956373.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 8081200.00 6735791.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 3.875000 18452400.00 16337477.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 25000000.00 16371102.49 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 750000000.00 750000000.00 0.0110 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 5.300000% 254900Y8NKGV541U8Q32 0001457970 ARP0YIJV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 21079397400.00 20138139297.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 4311052600.00 3834191772.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 375442800.00 358953488.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 26672770100.00 20634361106.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 1758250100.00 1314918727.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 149200200.00 146768986.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 1004216800.00 858831258.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 1281638800.00 1062610880.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 211558400.00 172645319.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 209753900.00 165072939.30 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 48665000000.00 48665000000.00 0.7137 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.300000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0YIK47 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 29857000.00 26471249.79 U.S. Treasuries (including strips) Y 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 25940688.00 25940688.00 0.0004 N Y Y N The Charles Schwab Family of Funds 2023-10-06 Dana Smith Dana Smith CFO