0001145549-12-000741.txt : 20120229 0001145549-12-000741.hdr.sgml : 20120229 20120109133624 ACCESSION NUMBER: 0001145549-12-000741 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120109 DATE AS OF CHANGE: 20120109 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-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 12516979 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Schwab Government Money Fund SWGXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-12-31 0000857156 S000004506 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. 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4654281.00 718990.83 GNMA 2037-01-15 7.000000 Government Agency Debt 5216367.00 715486.91 GNMA 2037-05-15 7.000000 Government Agency Debt 2091266.00 714932.18 GNMA 2037-11-16 2.750000 Government Agency Debt 452539.00 435522.45 GNMA 2037-12-15 6.500000 Government Agency Debt 2013207.00 509416.27 GNMA 2038-01-15 7.000000 Government Agency Debt 1630339.00 463131.18 GNMA 2039-01-15 7.000000 Government Agency Debt 1578998.00 514780.77 GNMA 2039-05-20 4.000000 Government Agency Debt 385537.00 227038.09 GNMA 2039-09-15 5.000000 Government Agency Debt 1089062.00 725251.26 GNMA 2040-06-15 5.000000 Government Agency Debt 3365.00 3209.65 GNMA 2041-03-20 5.000000 Government Agency Debt 16196146.00 17567595.42 GNMA 2041-11-20 7.000000 Government Agency Debt 1914127.00 2210013.35 GNMA 2058-08-20 1.204000 Government Agency Debt 660000.00 561178.21 GNMA 2059-08-20 2.931000 Government Agency Debt 1573517.00 1557561.40 GNMA 2060-06-20 2.065000 Government Agency Debt 170000.00 163720.85 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y Deutsche Bank Securities Inc N/A N/A N N 300000000.00 300000000.00 0.0168 N 300000000.00 300000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120106_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2022-11-01 6.000000 Government Agency Debt 4659613.00 2096654.58 Fannie Mae 2035-07-01 5.000000 Government Agency Debt 398895571.00 138495542.72 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 617130.00 231309.03 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 979306.00 265974.03 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 10107522.00 4504042.01 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 9795158.00 5989399.05 Fannie Mae 2040-07-25 4.000000 Government Agency Debt 6996443.00 6457432.46 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 256188.00 266180.58 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 6046690.00 5710407.16 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 162423.00 154650.23 Freddie Mac 2030-03-15 0.628300 Government Agency Debt 764540.00 740116.37 Freddie Mac 2033-11-15 1.247800 Government Agency Debt 6237914.00 2389927.27 Freddie Mac 2038-10-01 5.500000 Government Agency Debt 15257.00 10854.91 GNMA 2037-11-16 2.750000 Government Agency Debt 244772.00 235567.99 GNMA 2039-11-16 0.942500 Government Agency Debt 288168.00 118760.94 GNMA 2040-06-15 5.000000 Government Agency Debt 2451.00 2337.84 GNMA 2040-07-20 4.500000 Government Agency Debt 122547.00 130411.54 GNMA 2041-04-20 0.834800 Government Agency Debt 40817712.00 40616587.83 GNMA 2041-11-20 7.000000 Government Agency Debt 38002.00 43876.36 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Deutsche Bank Securities Inc N/A N/A N N 200000000.00 200000000.00 0.0112 N 200000000.00 200000000.00 Fannie Mae Fannie Mae 0.140000% 313588RP2 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 50000000.00 49998444.44 0.0028 N 49999900.00 49999900.00 Fannie Mae Fannie Mae 0.045000% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 100000000.00 99998750.00 0.0056 N 99999800.00 99999800.00 Fannie Mae Fannie Mae 0.150000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 150000000.00 149990000.01 0.0084 N 149999400.00 149999400.00 Fannie Mae Fannie Mae 0.190000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 50000000.00 49995777.78 0.0028 N 49999800.00 49999800.00 Fannie Mae Fannie Mae 0.140000% 313588TD7 Government Agency Debt N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 150000000.00 149973166.65 0.0084 N 149998200.00 149998200.00 Fannie Mae Fannie Mae 0.100000% 313588TT2 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 650000000.00 649891666.71 0.0365 N 649989600.00 649989600.00 Fannie Mae Fannie Mae 0.170000% 313588TT2 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 200000000.00 199943333.32 0.0112 N 199996800.00 199996800.00 Fannie Mae Fannie Mae 0.180000% 313588TT2 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 150000000.00 149955000.00 0.0084 N 149997600.00 149997600.00 Fannie Mae Fannie Mae 0.080000% 313588TX3 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 50000000.00 49992888.89 0.0028 N 49999150.00 49999150.00 Fannie Mae Fannie Mae 0.030000% 313588VR3 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 125000000.00 124988958.33 0.0070 N 124996375.00 124996375.00 Fannie Mae Fannie Mae 0.120000% 313588VR3 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 100000000.00 99964666.66 0.0056 N 99997100.00 99997100.00 Fannie Mae Fannie Mae 0.060000% 313588WN1 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 250000000.00 249947083.30 0.0140 N 249991250.00 249991250.00 Fannie Mae Fannie Mae 0.080000% 313588YG4 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 75000000.00 74971833.33 0.0042 N 74993025.00 74993025.00 Fannie Mae Fannie Mae 0.050000% 313588ZD0 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 95000000.00 94974930.55 0.0053 N 94980145.00 94980145.00 Fannie Mae Fannie Mae 0.240000% 3135G0AE3 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2013-01-10 N N N 5000000.00 5002609.11 0.0003 N 5003570.00 5003570.00 Fannie Mae Fannie Mae 0.077500% 31381SGD8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 31132000.00 31131865.96 0.0017 N 31131930.82 31131930.82 Fannie Mae Fannie Mae 0.160000% 31381SK76 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 19130000.00 19122177.95 0.0011 N 19126503.46 19126503.46 Fannie Mae Fannie Mae 0.073800% 31381SL42 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 187000000.00 186999233.82 0.0105 N 186999584.49 186999584.49 Fannie Mae Fannie Mae 0.082500% 31381SLL4 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 175000000.00 174999197.91 0.0098 N 174999611.15 174999611.15 Fannie Mae Fannie Mae 0.076300% 31381SMP4 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 59529000.00 59528747.82 0.0033 N 59528867.73 59528867.73 Fannie Mae Fannie Mae 0.076300% 31381SMQ2 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 37415000.00 37414841.51 0.0021 N 37414916.86 37414916.86 Fannie Mae Fannie Mae 0.076300% 31381SMR0 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 27012000.00 27011885.57 0.0015 N 27011939.98 27011939.98 Fannie Mae Fannie Mae 0.075000% 31381SMV1 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 30000000.00 29999875.00 0.0017 N 29999933.34 29999933.34 Fannie Mae Fannie Mae 0.075000% 31381SMW9 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 125000000.00 124999479.17 0.0070 N 124999722.25 124999722.25 Fannie Mae Fannie Mae 0.072500% 31381SPE6 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 152362500.00 152361886.31 0.0085 N 152362161.45 152362161.45 Fannie Mae Fannie Mae 0.078800% 31381SQM7 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 149236000.00 149225879.95 0.0084 N 149230527.96 149230527.96 Fannie Mae Fannie Mae 0.078800% 31381SQN5 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 37500000.00 37497457.03 0.0021 N 37498624.99 37498624.99 Fannie Mae Fannie Mae 0.078800% 31381SQP0 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 111920000.00 111912410.44 0.0063 N 111915896.23 111915896.23 Fannie Mae Fannie Mae 0.078800% 31381SQQ8 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 58600000.00 58596026.19 0.0033 N 58597851.31 58597851.31 Fannie Mae Fannie Mae 0.066300% 31381SSL7 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 140000000.00 139999484.72 0.0079 N 139999688.92 139999688.92 Fannie Mae Fannie Mae 0.075000% 31381SSW3 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 15750000.00 15748982.81 0.0009 N 15749422.49 15749422.49 Fannie Mae Fannie Mae 0.075000% 31381SSX1 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 49250000.00 49246819.27 0.0028 N 49248194.15 49248194.15 Fannie Mae Fannie Mae 0.076300% 31381ST69 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 105188000.00 105181093.40 0.0059 N 105184143.07 105184143.07 Fannie Mae Fannie Mae 0.076300% 31381ST77 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 32346898.00 32344774.11 0.0018 N 32345711.94 32345711.94 Fannie Mae Fannie Mae 0.076300% 31381ST85 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 122482348.00 122474305.86 0.0069 N 122477856.94 122477856.94 Fannie Mae Fannie Mae 0.076300% 31381ST93 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 79262000.00 79256795.69 0.0044 N 79259093.70 79259093.70 Fannie Mae Fannie Mae 0.075000% 31381SU83 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 39045612.00 39043090.30 0.0022 N 39044180.31 39044180.31 Fannie Mae Fannie Mae 0.076300% 31381SUA8 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 155918000.00 155907762.48 0.0087 N 155912282.95 155912282.95 Fannie Mae Fannie Mae 0.080000% 31381SUX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 184740000.00 184727273.49 0.0104 N 184733226.14 184733226.14 Fannie Mae Fannie Mae 0.080000% 31381SW99 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 25201158.00 25199421.92 0.0014 N 25200233.95 25200233.95 Fannie Mae Fannie Mae 0.077500% 31381SZA3 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 82876000.00 82865295.17 0.0046 N 82867436.17 82867436.17 Fannie Mae Fannie Mae 0.062500% 31381TJ35 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 37415000.00 37409153.91 0.0021 N 37408161.36 37408161.36 Fannie Mae Fannie Mae 0.062500% 31381TJ43 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 59529000.00 59519698.59 0.0033 N 59518119.41 59518119.41 Fannie Mae Fannie Mae 0.062500% 31381TJ50 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 26870000.00 26865801.56 0.0015 N 26865088.76 26865088.76 Fannie Mae Fannie Mae 0.050000% 31381TKF6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 39513000.00 39511408.50 0.0022 N 39511551.18 39511551.18 Fannie Mae Fannie Mae 0.050000% 31381TKG4 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 31460000.00 31458732.86 0.0018 N 31458846.46 31458846.46 Fannie Mae Fannie Mae 0.066300% 31381TKH2 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 39300000.00 39293490.94 0.0022 N 39292816.82 39292816.82 Fannie Mae Fannie Mae 0.070000% 31381TMT4 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 66020000.00 66008446.50 0.0037 N 66007933.00 66007933.00 Fannie Mae Fannie Mae 0.072500% 31381TMW7 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 187000000.00 186966106.25 0.0105 N 186965820.51 186965820.51 Fannie Mae Fannie Mae 0.283600% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-01-26 2012-07-26 N N N 200000000.00 200028832.16 0.0112 N 200145600.00 200145600.00 Fannie Mae Fannie Mae 0.311900% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-08-23 N N N 100000000.00 99980454.16 0.0056 N 100096100.00 100096100.00 Fannie Mae Fannie Mae 0.270000% 31398A6V9 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-12-03 N N N 217255000.00 217282743.14 0.0122 N 217475948.34 217475948.34 Fannie Mae Fannie Mae 0.875000% 31398AB43 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 43526000.00 43536314.84 0.0024 N 43534356.99 43534356.99 Fannie Mae Fannie Mae 0.066300% 31399F001 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 17299500.00 17296634.77 0.0010 N 17296338.03 17296338.03 Farm Credit System Farm Credit System 0.191400% 31331KP38 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2013-02-04 N N N 75000000.00 75000283.02 0.0042 N 75027600.00 75027600.00 Farm Credit System Farm Credit System 0.180000% 31331KUN8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-08-15 N N N 45000000.00 44997915.13 0.0025 N 45014220.00 45014220.00 Farm Credit System Farm Credit System 0.207400% 31331KV23 Government Agency Debt N First Tier Security N/A N/A 2012-01-21 2013-02-21 N N N 95000000.00 95011797.16 0.0053 N 95031445.00 95031445.00 Federal Home Loan Bank Federal Home Loan Bank 0.650000% 313370BJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 1000000.00 1000450.54 0.0001 N 1000416.00 1000416.00 Federal Home Loan Bank Federal Home Loan Bank 0.241000% 313370HZ4 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-02-03 N N N 125000000.00 125004600.00 0.0070 N 125012750.00 125012750.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-13 N N N 100000000.00 99999335.88 0.0056 N 100002000.00 100002000.00 Federal Home Loan Bank Federal Home Loan Bank 0.195000% 313372GF5 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-07-24 N N N 75000000.00 74989361.17 0.0042 N 75030225.00 75030225.00 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313372K94 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 100000000.00 99999745.20 0.0056 N 100017500.00 100017500.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313374FH8 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 50000000.00 50008897.24 0.0028 N 50022700.00 50022700.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313374WP1 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 250000000.00 249968079.00 0.0140 N 250010000.00 250010000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313375C54 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 15000000.00 14997219.79 0.0008 N 15002010.00 15002010.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313375FX0 Government Agency Debt N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 77500000.00 77506637.36 0.0043 N 77507672.50 77507672.50 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313375G27 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-08-24 N N N 100000000.00 99995093.00 0.0056 N 100031300.00 100031300.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313375GA9 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 150000000.00 149984142.87 0.0084 N 150010500.00 150010500.00 Federal Home Loan Bank Federal Home Loan Bank 0.370000% 313375JB4 Government Agency Debt N First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 100000000.00 100000000.00 0.0056 N 100038900.00 100038900.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313375NQ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-09-19 N N N 100000000.00 99985504.10 0.0056 N 100022600.00 100022600.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313375RL3 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 40755000.00 40755769.54 0.0023 N 40756304.16 40756304.16 Federal Home Loan Bank Federal Home Loan Bank 0.255000% 313375X77 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2013-04-11 N N N 90000000.00 90017449.95 0.0050 N 90063270.00 90063270.00 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313376A70 Government Agency Debt N First Tier Security N/A N/A 2012-11-23 2012-11-23 N N N 50000000.00 50000000.00 0.0028 N 50026350.00 50026350.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313376G74 Government Agency Debt N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 50000000.00 50000000.00 0.0028 N 50024950.00 50024950.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313376LU7 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2013-06-07 N N N 122500000.00 122500000.00 0.0069 N 122555247.50 122555247.50 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 94500000.00 94370193.74 0.0053 N 94472028.00 94472028.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384RJ0 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 50000000.00 49999833.33 0.0028 N 50000000.00 50000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 150000000.00 149999270.82 0.0084 N 149999850.00 149999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384RR2 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 92000000.00 91999361.11 0.0052 N 91999816.00 91999816.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384RR2 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 85000000.00 84999055.55 0.0048 N 84999830.00 84999830.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 50000000.00 49999409.72 0.0028 N 49999800.00 49999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 9539000.00 9538647.59 0.0005 N 9538904.61 9538904.61 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 90000000.00 89997000.01 0.0050 N 89999010.00 89999010.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313384TA7 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 6500000.00 6498447.22 0.0004 N 6499928.50 6499928.50 Federal Home Loan Bank Federal Home Loan Bank 0.005000% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 267000000.00 266998257.09 0.0150 N 266996529.00 266996529.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 9400000.00 9399815.92 0.0005 N 9399877.80 9399877.80 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384WW5 Government Agency Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 75000000.00 74957812.50 0.0042 N 74997225.00 74997225.00 Federal Home Loan Bank Federal Home Loan Bank 0.236300% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-08-10 N N N 100000000.00 99975474.48 0.0056 N 100104700.00 100104700.00 Freddie Mac Freddie Mac 0.242600% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2012-01-16 2012-02-16 N N N 100000000.00 99994921.08 0.0056 N 100011200.00 100011200.00 Freddie Mac Freddie Mac 0.223600% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-01-27 2012-12-27 N N N 100460000.00 100490160.04 0.0056 N 100502695.50 100502695.50 Freddie Mac Freddie Mac 0.070000% 313396A45 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 75000000.00 74968937.50 0.0042 N 74978025.00 74978025.00 Freddie Mac Freddie Mac 0.015000% 313396SE4 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 19558000.00 19557812.57 0.0011 N 19557882.65 19557882.65 Freddie Mac Freddie Mac 0.100000% 313396SE4 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 5000000.00 4999680.55 0.0003 N 4999970.00 4999970.00 Freddie Mac Freddie Mac 0.050000% 313396SE4 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 33000.00 32998.94 0.0000 N 32999.80 32999.80 Freddie Mac Freddie Mac 0.100000% 313396TL7 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 100000000.00 99985277.78 0.0056 N 99998600.00 99998600.00 Freddie Mac Freddie Mac 0.010000% 313396UH4 Government Agency Debt N 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2012-04-03 N N N 200000000.00 199979323.16 0.0112 N 200059200.00 200059200.00 Freddie Mac Freddie Mac 0.256300% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-05-11 N N N 100000000.00 99982061.82 0.0056 N 100043800.00 100043800.00 Freddie Mac Freddie Mac 0.210000% 3134G1WN0 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-10-12 N N N 75000000.00 75013013.18 0.0042 N 75037950.00 75037950.00 Freddie Mac Freddie Mac 0.240000% 3134G1X90 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2013-01-24 N N N 120000000.00 120021551.05 0.0067 N 120083160.00 120083160.00 Freddie Mac Freddie Mac 0.247400% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-21 2013-03-21 N N N 115000000.00 115068952.90 0.0065 N 115133055.00 115133055.00 Freddie Mac Freddie Mac 0.221400% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2013-02-04 N N N 200000000.00 199888488.08 0.0112 N 200138400.00 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86354442.46 GNMA 2038-06-20 2.500000 Government Agency Debt 200000000.00 194095557.82 GNMA 2041-12-20 3.500000 Government Agency Debt 234387354.00 249999999.82 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 515000000.00 515000000.00 0.0289 N 515000000.00 515000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000% 06399V008_0.2300_M120103_2M52 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2034-03-25 0.693600 Government Agency Debt 50000000.00 31672214.42 Freddie Mac 2028-07-15 3.500000 Government Agency Debt 29919973.00 27342662.12 Freddie Mac 2030-06-15 4.000000 Government Agency Debt 32800000.00 31368361.63 Freddie Mac 2035-10-15 6.000000 Government Agency Debt 163210000.00 31966809.54 Freddie Mac 2038-06-15 3.962000 Government Agency Debt 39345946.00 20038310.91 GNMA 2037-07-20 0.584800 Government Agency Debt 100000000.00 31805820.73 GNMA 2037-07-20 0.584800 Government Agency Debt 100000000.00 31805820.73 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 200000000.00 200000000.00 0.0112 N 200000000.00 200000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.060000% 55799C003_0.0600_M120103_2M52 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2041-09-01 4.500000 Government Agency Debt 96154045.00 102000000.81 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 100000000.00 100000000.00 0.0056 N 100000000.00 100000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257ECS5 Government Agency Debt N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 94000000.00 93984124.45 0.0053 N 93997180.00 93997180.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDA3 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 52000000.00 51989296.66 0.0029 N 51997400.00 51997400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDH8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15009000.00 15005831.46 0.0008 N 15008249.55 15008249.55 Straight A Funding, LLC Straight A Funding, LLC 0.100000% 86257EEV6 Government Agency Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19999000.01 0.0011 N 19999600.00 19999600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FBS3 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 70000000.00 69999261.11 0.0039 N 69999594.00 69999594.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FBW4 Government Agency Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 130000000.00 129997255.55 0.0073 N 129998700.00 129998700.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCP8 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 24000000.00 23995820.00 0.0013 N 23999040.00 23999040.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDA0 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49985750.00 0.0028 N 49996000.00 49996000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDL6 Government Agency Debt N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30126000.00 30115188.12 0.0017 N 30122083.62 30122083.62 Straight A Funding, LLC Straight A Funding, LLC 0.100000% 86257FDN2 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9999694.44 0.0006 N 9999900.00 9999900.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ53 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N 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2012-03-14 2012-03-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60036000.00 60012869.46 0.0034 N 60014987.40 60014987.40 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JD38 Government Agency Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998944.44 0.0028 N 49999500.00 49999500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JG68 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 41025000.00 41010926.15 0.0023 N 41013102.75 41013102.75 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M4H0 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 70000000.00 69996675.00 0.0039 N 69997900.00 69997900.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M5J5 Government Agency Debt N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998311.11 0.0006 N 9998900.00 9998900.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M5R7 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 91000000.00 90982710.00 0.0051 N 90989080.00 90989080.00 Straight A Funding, LLC Straight A Funding, LLC 0.140000% 86257M5U0 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 2013000.00 2012921.72 0.0001 N 2012939.61 2012939.61 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M6A3 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49988388.89 0.0028 N 49992000.00 49992000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M6M7 Government Agency Debt N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15009000.00 15004405.58 0.0008 N 15005547.93 15005547.93 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M6U9 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 23000000.00 22992231.11 0.0013 N 22993560.00 22993560.00 United States Treasury Department United States Treasury Department 0.060000% 9127952Y6 Treasury Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 115000000.00 114997891.66 0.0064 N 114999655.00 114999655.00 United States Treasury Department United States Treasury Department 0.030000% 9127954A6 Treasury Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 100000000.00 99999666.66 0.0056 N 99999900.00 99999900.00 United States Treasury Department United States Treasury Department 0.060000% 9127954A6 Treasury Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 50000000.00 49999666.67 0.0028 N 49999950.00 49999950.00 United States Treasury Department United States Treasury Department 0.020000% 912795Y62 Treasury Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 215000000.00 214997850.00 0.0121 N 214998925.00 214998925.00 United States Treasury Department United States Treasury Department 0.070000% 912795Y62 Treasury Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 75000000.00 74997375.00 0.0042 N 74999625.00 74999625.00 United States Treasury Department United States Treasury Department 0.050000% 912795Y70 Treasury Debt N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N N 95000000.00 94996701.39 0.0053 N 94999335.00 94999335.00 United States Treasury Department United States Treasury Department 1.125000% 912828KB5 Treasury Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 35000000.00 35014631.95 0.0020 N 35017780.00 35017780.00 United States Treasury Department United States Treasury Department 1.875000% 912828KX7 Treasury Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 100000000.00 100789976.28 0.0057 N 100832100.00 100832100.00