0001145549-12-002673.txt : 20120430 0001145549-12-002673.hdr.sgml : 20120430 20120307141254 ACCESSION NUMBER: 0001145549-12-002673 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120229 FILED AS OF DATE: 20120307 DATE AS OF CHANGE: 20120307 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: 12673689 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 2012-02-29 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. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Government/Agency 48 96 16923662995.35 3921806.40 323001700.33 16604583101.42 0.0014 1.0002 2012-02-29 1.0002 2012-02-29 C000012381 1.00 16604583101.42 1.00 -446602937.12 5180245060.59 5626847997.71 0.0001 1.0002 2012-02-29 1.0002 2012-02-29 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 00799J004_0.1800_M120301_2M52 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-03-31 2.500000 Treasury Debt 232983200.00 249999946.64 United States Treasury Department 2016-03-31 2.250000 Treasury Debt 187703800.00 201775815.42 United States Treasury Department 2019-02-28 1.375000 Treasury Debt 53710000.00 53810706.25 United States Treasury Department 2019-05-15 3.125000 Treasury Debt 84811000.00 95819491.10 United States Treasury Department 2020-08-15 2.625000 Treasury Debt 63540600.00 68558948.61 United States Treasury Department 2021-02-15 3.625000 Treasury Debt 72380600.00 83949497.52 United 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2040-01-15 2.000000 Government Agency Debt 186493000.00 125103010.33 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 450000000.00 450000000.00 0.0271 N 450000000.00 450000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.130000% 07699U005_0.1300_M120305_2M52 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2012-11-01 5.000000 Government Agency Debt 22750000.00 201091.74 Fannie Mae 2013-04-01 5.000000 Government Agency Debt 9000000.00 196180.26 Fannie Mae 2015-09-01 6.000000 Government Agency Debt 1376092.00 188596.64 Fannie Mae 2016-11-01 6.000000 Government Agency Debt 1104561.00 183654.33 Fannie Mae 2018-03-01 4.500000 Government Agency Debt 1000000.00 187178.79 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 900901.00 191939.14 Fannie Mae 2018-10-25 9.250000 Government Agency Debt 86050000.00 240135.91 Fannie Mae 2018-11-01 6.000000 Government Agency Debt 1035212.00 193178.11 Fannie Mae 2019-03-01 4.000000 Government Agency 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2042-03-01 2.604000 Government Agency Debt 11921257.00 12417471.37 Fannie Mae 2044-04-01 1.396000 Government Agency Debt 54152574.00 5475428.86 Fannie Mae 2048-02-01 4.710000 Government Agency Debt 15017349.00 4374514.30 Freddie Mac 2014-03-15 5.500000 Government Agency Debt 586019.00 22645.71 Freddie Mac 2016-04-01 6.000000 Government Agency Debt 8430395.00 79890.08 Freddie Mac 2017-02-01 6.000000 Government Agency Debt 2519054.00 79556.81 Freddie Mac 2017-11-15 5.000000 Government Agency Debt 750000.00 41832.78 Freddie Mac 2018-12-01 5.500000 Government Agency Debt 487000.00 81197.59 Freddie Mac 2018-12-15 2.000000 Government Agency Debt 1303746.00 697021.29 Freddie Mac 2021-10-01 5.500000 Government Agency Debt 152130.00 24528.90 Freddie Mac 2024-01-15 4.000000 Government Agency Debt 5250000.00 2592053.73 Freddie Mac 2024-11-01 4.000000 Government Agency Debt 4000000.00 1843719.10 Freddie Mac 2025-01-01 4.500000 Government Agency Debt 2340171.00 2033442.99 Freddie Mac 2029-08-15 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124996750.00 124996750.00 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 99984666.66 0.0060 N 99997400.00 99997400.00 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 249972083.30 0.0151 N 249986000.00 249986000.00 Fannie Mae Fannie Mae 0.060000% 313588XS9 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 95000000.00 94984958.33 0.0057 N 94987460.00 94987460.00 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 74981833.33 0.0045 N 74988675.00 74988675.00 Fannie Mae Fannie Mae 0.060000% 313588YP4 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N N 50000000.00 49990333.34 0.0030 N 49991950.00 49991950.00 Fannie Mae Fannie Mae 0.090000% 313588YZ2 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 12700000.00 12695999.50 0.0008 N 12696888.50 12696888.50 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 94982847.22 0.0057 N 94975965.00 94975965.00 Fannie Mae Fannie Mae 0.100000% 313588ZV0 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 54000000.00 53978100.01 0.0033 N 53984664.00 53984664.00 Fannie Mae Fannie Mae 4.375000% 31359MPF4 Government Agency Debt N First Tier Security N/A N/A 2012-09-15 2012-09-15 N N N 26383000.00 26989912.43 0.0016 N 26985165.59 26985165.59 Fannie Mae Fannie Mae 0.270000% 3135G0AE3 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-01-10 N N N 5000000.00 5002191.65 0.0003 N 5007735.00 5007735.00 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 19127279.29 0.0012 N 19133682.53 19133682.53 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 82876000.00 0.0050 N 82891953.63 82891953.63 Fannie Mae Fannie Mae 0.120000% 31381T5H9 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 322867000.00 322767987.47 0.0194 N 322742696.21 322742696.21 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 37412921.39 0.0023 N 37426598.65 37426598.65 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 59525692.83 0.0036 N 59547453.99 59547453.99 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 26868507.22 0.0016 N 26878329.70 26878329.70 Fannie Mae Fannie Mae 0.066300% 31381TKE9 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 17299500.00 17298481.25 0.0010 N 17304862.85 17304862.85 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 39297685.67 0.0024 N 39312183.00 39312183.00 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 66015892.09 0.0040 N 66040466.20 66040466.20 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 186987948.90 0.0113 N 187057970.00 187057970.00 Fannie Mae Fannie Mae 0.070000% 31381TSF8 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 184105000.00 184083163.09 0.0111 N 184162072.55 184162072.55 Fannie Mae Fannie Mae 0.077500% 31381TTD2 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 38954387.00 38949271.53 0.0023 N 38966462.86 38966462.86 Fannie Mae Fannie Mae 0.077500% 31381TUR9 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 32217857.00 32213626.17 0.0019 N 32227844.54 32227844.54 Fannie Mae Fannie Mae 0.077500% 31381TUU2 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 10325000.00 10323644.13 0.0006 N 10328200.75 10328200.75 Fannie Mae Fannie Mae 0.234000% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-03-26 2012-07-26 N N N 200000000.00 200020475.00 0.0120 N 200121400.00 200121400.00 Fannie Mae Fannie Mae 0.265500% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-08-23 N N N 125310000.00 125309559.77 0.0075 N 125410874.55 125410874.55 Fannie Mae Fannie Mae 0.300000% 31398A6V9 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-12-03 N N N 217255000.00 217277803.68 0.0131 N 217605432.32 217605432.32 Fannie Mae Fannie Mae 1.000000% 31398AH54 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 51675000.00 51720336.95 0.0031 N 51717838.58 51717838.58 Fannie Mae Fannie Mae 1.250000% 31398AP71 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 38940000.00 39080683.09 0.0024 N 39078626.40 39078626.40 Fannie Mae Fannie Mae 1.125000% 31398AT77 Government Agency Debt N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 8025000.00 8057695.06 0.0005 N 8059194.53 8059194.53 Farm Credit System Farm Credit System 0.182500% 31331KP38 Government Agency Debt N First Tier Security N/A N/A 2012-03-04 2013-02-04 N N N 75000000.00 75000240.57 0.0045 N 75036075.00 75036075.00 Farm Credit System Farm Credit System 0.210000% 31331KUN8 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-08-15 N N N 45000000.00 44998466.20 0.0027 N 45027765.00 45027765.00 Farm Credit System Farm Credit System 0.165500% 31331KV23 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2013-02-21 N N N 95000000.00 95010099.72 0.0057 N 95046645.00 95046645.00 Federal Home Loan Bank Federal Home Loan Bank 0.225000% 313372GF5 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-07-24 N N N 75000000.00 74992474.97 0.0045 N 75045225.00 75045225.00 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 50002830.94 0.0030 N 50010150.00 50010150.00 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 250000000.00 0.0151 N 250000000.00 250000000.00 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 14998282.29 0.0009 N 15001785.00 15001785.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313375EU7 Government Agency Debt N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N N 50000000.00 50001154.08 0.0030 N 50008650.00 50008650.00 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 77501720.80 0.0047 N 77502015.00 77502015.00 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313375G27 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-08-24 N N N 100000000.00 99996340.54 0.0060 N 100064700.00 100064700.00 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 149997000.00 0.0090 N 150002100.00 150002100.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313375J40 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 55585000.00 55614823.49 0.0033 N 55616683.45 55616683.45 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 0.0060 N 100005600.00 100005600.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313375NQ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-09-19 N N N 100000000.00 99988823.76 0.0060 N 100067400.00 100067400.00 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 40755192.38 0.0025 N 40755326.04 40755326.04 Federal Home Loan Bank Federal Home Loan Bank 0.285000% 313375X77 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-04-11 N N N 90000000.00 90015203.18 0.0054 N 90172080.00 90172080.00 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 0.0030 N 50022600.00 50022600.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313376BY0 Government Agency Debt N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 33610000.00 33613142.38 0.0020 N 33612419.92 33612419.92 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313376DS1 Government Agency Debt N First Tier Security N/A N/A 2012-11-21 2012-11-21 N N N 14450000.00 14452053.54 0.0009 N 14450794.75 14450794.75 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313376EJ0 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 14475000.00 14479005.35 0.0009 N 14477764.73 14477764.73 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 0.0030 N 50037200.00 50037200.00 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313376LU7 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-06-07 N N N 122500000.00 122500000.00 0.0074 N 122721235.00 122721235.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313376RJ6 Government Agency Debt N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 50000000.00 49992200.74 0.0030 N 49996200.00 49996200.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3133785R8 Government Agency Debt N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 100000000.00 99968495.68 0.0060 N 99962100.00 99962100.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313378B42 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 85000000.00 84973099.59 0.0051 N 84983255.00 84983255.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313378DG3 Government Agency Debt N First Tier Security N/A N/A 2013-03-19 2013-03-19 N N N 100000000.00 100000000.00 0.0060 N 100029100.00 100029100.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 300000000.00 299872499.88 0.0181 N 299885400.00 299885400.00 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 94406418.75 0.0057 N 94463428.50 94463428.50 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 150000000.00 149999625.00 0.0090 N 150000000.00 150000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 38764000.00 38763930.01 0.0023 N 38764000.00 38764000.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384TY5 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 81955000.00 81954203.21 0.0049 N 81954918.05 81954918.05 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384TZ2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 40000000.00 39999466.67 0.0024 N 39999920.00 39999920.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384UW7 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 179200000.00 179190592.00 0.0108 N 179198745.60 179198745.60 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 68000000.00 67994862.22 0.0041 N 67998708.00 67998708.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 102100000.00 102086386.66 0.0061 N 102097243.30 102097243.30 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 44400000.00 44395683.34 0.0027 N 44398756.80 44398756.80 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 29000000.00 28996979.16 0.0017 N 28999188.00 28999188.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 27000000.00 26994142.49 0.0016 N 26998407.00 26998407.00 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 74976562.50 0.0045 N 74995350.00 74995350.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 14595000.00 14590183.65 0.0009 N 14591249.09 14591249.09 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 23000000.00 22992295.00 0.0014 N 22994020.00 22994020.00 Federal Home Loan Bank Federal Home Loan Bank 2.875000% 3133XVKW0 Government Agency Debt N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 22000000.00 22418469.19 0.0014 N 22416152.00 22416152.00 Federal Home Loan Bank Federal Home Loan Bank 1.375000% 3133XWKU2 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 4550000.00 4565969.26 0.0003 N 4565683.85 4565683.85 Federal Home Loan Bank Federal Home Loan Bank 0.214800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-03-10 2012-08-10 N N N 100000000.00 99982103.00 0.0060 N 100083000.00 100083000.00 Freddie Mac Freddie Mac 0.174000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-03-27 2012-12-27 N N N 100460000.00 100485147.29 0.0061 N 100511234.60 100511234.60 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 74977687.50 0.0045 N 74971350.00 74971350.00 Freddie Mac Freddie Mac 0.070000% 313396C43 Government Agency Debt N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 50000000.00 49983569.44 0.0030 N 49978900.00 49978900.00 Freddie Mac Freddie Mac 0.100000% 313396J20 Government Agency Debt N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 100000000.00 99940277.78 0.0060 N 99934300.00 99934300.00 Freddie Mac Freddie Mac 0.010000% 313396UH4 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 150000000.00 149999416.68 0.0090 N 149999400.00 149999400.00 Freddie Mac Freddie Mac 0.010000% 313396UV3 Government Agency Debt N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 92000000.00 91999335.56 0.0055 N 91999356.00 91999356.00 Freddie Mac Freddie Mac 0.090000% 313396VC4 Government Agency Debt N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 148000000.00 147987790.00 0.0089 N 147997336.00 147997336.00 Freddie Mac Freddie Mac 0.150000% 313396VC4 Government Agency Debt N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 60000000.00 59991750.00 0.0036 N 59998920.00 59998920.00 Freddie Mac Freddie Mac 0.010000% 313396VE0 Government Agency Debt N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 340000000.00 339996694.45 0.0205 N 339993540.00 339993540.00 Freddie Mac Freddie Mac 0.090000% 313396VZ3 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 26040000.00 26036484.60 0.0016 N 26039218.80 26039218.80 Freddie Mac Freddie Mac 0.070000% 313396VZ3 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 6585000.00 6584308.57 0.0004 N 6584802.45 6584802.45 Freddie Mac Freddie Mac 0.050000% 313396WG4 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 185000000.00 184984326.39 0.0111 N 184990565.00 184990565.00 Freddie Mac Freddie Mac 0.020000% 313396WH2 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 400000000.00 399986222.24 0.0241 N 399979200.00 399979200.00 Freddie Mac Freddie Mac 0.040000% 313396WQ2 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 100000000.00 99992333.34 0.0060 N 99994200.00 99994200.00 Freddie Mac Freddie Mac 0.050000% 313396WQ2 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 85000000.00 84991854.16 0.0051 N 84995070.00 84995070.00 Freddie Mac Freddie Mac 0.060000% 313396XC2 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 46000000.00 45993790.00 0.0028 N 45996872.00 45996872.00 Freddie Mac Freddie Mac 0.100000% 313396XD0 Government Agency Debt N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 180000000.00 179959000.00 0.0108 N 179987760.00 179987760.00 Freddie Mac Freddie Mac 0.040000% 313396XD0 Government Agency Debt N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 50000000.00 49995444.44 0.0030 N 49996600.00 49996600.00 Freddie Mac Freddie Mac 0.060000% 313396XG3 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 150000000.00 149978750.01 0.0090 N 149989350.00 149989350.00 Freddie Mac Freddie Mac 0.140000% 313396XP3 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 50000000.00 49982111.11 0.0030 N 49993600.00 49993600.00 Freddie Mac Freddie Mac 0.040000% 313396XT5 Government Agency Debt N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 45000000.00 44995200.00 0.0027 N 44994015.00 44994015.00 Freddie Mac Freddie Mac 0.050000% 313396YH0 Government Agency Debt N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 125000000.00 124980902.78 0.0075 N 124980875.00 124980875.00 Freddie Mac Freddie Mac 0.070000% 313396YJ6 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 50000000.00 49989208.33 0.0030 N 49992300.00 49992300.00 Freddie Mac Freddie Mac 0.070000% 313396ZE6 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 215000000.00 214945234.73 0.0129 N 214945175.00 214945175.00 Freddie Mac Freddie Mac 0.100000% 313396ZF3 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 200000000.00 199926666.64 0.0120 N 199948600.00 199948600.00 Freddie Mac Freddie Mac 0.481500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2013-02-08 N N N 150000000.00 150000000.00 0.0090 N 150246600.00 150246600.00 Freddie Mac Freddie Mac 0.234000% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2012-03-03 2012-04-03 N N N 200000000.00 199992663.04 0.0120 N 200021200.00 200021200.00 Freddie Mac Freddie Mac 0.233500% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2012-03-11 2012-05-11 N N N 100000000.00 99990277.78 0.0060 N 100026600.00 100026600.00 Freddie Mac Freddie Mac 0.240000% 3134G1WN0 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-10-12 N N N 75000000.00 75010273.57 0.0045 N 75073425.00 75073425.00 Freddie Mac Freddie Mac 0.270000% 3134G1X90 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-01-24 N N N 123690000.00 123711586.34 0.0075 N 123888398.76 123888398.76 Freddie Mac Freddie Mac 0.205500% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2013-03-21 N N N 115000000.00 115059655.89 0.0069 N 115138345.00 115138345.00 Freddie Mac Freddie Mac 0.212500% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-03-04 2013-02-04 N N N 200000000.00 199905214.88 0.0120 N 200151000.00 200151000.00 Freddie Mac Freddie Mac 0.212500% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2013-05-06 N N N 350000000.00 349941341.29 0.0211 N 350661150.00 350661150.00 Freddie Mac Freddie Mac 0.214000% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-03 2013-06-03 N N N 25000000.00 24997048.70 0.0015 N 25016800.00 25016800.00 Freddie Mac Freddie Mac 0.196000% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-03-17 2013-06-17 N N N 163840000.00 163747561.58 0.0099 N 163984506.88 163984506.88 Freddie Mac Freddie Mac 2.125000% 3137EABY4 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46367194.39 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 28140206.00 29363963.83 Freddie Mac 2027-03-01 3.000000 Government Agency Debt 33997190.00 35420425.70 First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 150000000.00 150000000.00 0.0090 N 150000000.00 150000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M120307_2M52 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2037-08-01 6.000000 Government Agency Debt 52814042.00 39458050.06 Fannie Mae 2039-01-01 6.000000 Government Agency Debt 22400014.00 8291071.46 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 54063913.00 57250878.55 First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 100000000.00 100000000.00 0.0060 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.200000% 46899T004_0.2000_M120301_2M52 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 75000000.00 48749986.81 Fannie Mae 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0.180000% 86257FEV3 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19993300.00 0.0012 N 19993600.00 19993600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GM42 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60036000.00 60031880.86 0.0036 N 60033598.56 60033598.56 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GP31 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 79000000.00 78983322.22 0.0048 N 78986570.00 78986570.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR39 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24991375.00 0.0015 N 24991500.00 24991500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GS95 Government Agency Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30018000.00 30005392.44 0.0018 N 30004191.72 30004191.72 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GT29 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30125000.00 30112196.88 0.0018 N 30111142.50 30111142.50 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 41023917.40 0.0025 N 41024179.50 41024179.50 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JJ40 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49991027.78 0.0030 N 49993000.00 49993000.00 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 22999514.44 0.0014 N 22999540.00 22999540.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257YAT1 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 70000000.00 69985591.66 0.0042 N 69988800.00 69988800.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YBM5 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10005000.00 10001898.45 0.0006 N 10002098.55 10002098.55 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YBQ6 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 83000000.00 82973440.00 0.0050 N 82975100.00 82975100.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YBZ6 Government Agency Debt N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50028000.00 50009489.64 0.0030 N 50009489.64 50009489.64 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YCK8 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 18395000.00 18387182.13 0.0011 N 18386538.30 18386538.30 United States Treasury Department United States Treasury Department 0.080000% 9127955D9 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 180000000.00 179994399.98 0.0108 N 179997480.00 179997480.00 United States Treasury Department United States Treasury Department 0.060000% 9127955E7 Treasury Debt N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 125000000.00 124995624.98 0.0075 N 124997500.00 124997500.00 United States Treasury 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