0001145549-13-001450.txt : 20130401 0001145549-13-001450.hdr.sgml : 20130401 20130207130142 ACCESSION NUMBER: 0001145549-13-001450 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130131 FILED AS OF DATE: 20130207 DATE AS OF CHANGE: 20130207 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: 13581223 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-01-31 0000857156 S000004499 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 Prime 51 72 14096645677.33 5134673.11 37725818.36 14064054532.08 0.0031 1.0001 2013-01-31 1.0001 2013-01-31 C000012373 1.00 14064054532.08 1.00 -524543750.65 3491804300.25 4016348050.90 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.360000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National North America LLC Abbey National North America LLC 0.360000% 0027A0SG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N Y Santander UK Plc N/A N/A N 69000000.00 68928240.00 0.0049 N 68927550.00 68927550.00 Alpine Securitization Corp Alpine Securitization Corp 0.460000% 02086LP42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999770.00 0.0004 N 5999880.00 5999880.00 Alpine Securitization Corp Alpine Securitization Corp 0.400000% 02086LPS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 11251000.00 11247874.72 0.0008 N 11249537.37 11249537.37 ANZ New Zealand (Int'l) Ltd ANZ New Zealand (Int'l) Ltd 0.200000% 0018A2RS7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N Y ANZ National Bank Ltd N/A N/A N 31000000.00 30985533.34 0.0022 N 30986980.00 30986980.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TQ47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Cash Rabobank Nederland N/A N/A 29000000.00 28987513.89 0.0021 N 28996810.00 28996810.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.410000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 15000000.00 14989920.83 0.0011 N 14997300.00 14997300.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 9000000.00 8994247.50 0.0006 N 8998380.00 8998380.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 260000000.00 260000000.00 0.0185 Security is a time deposit. N 260000000.00 260000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005_M130205 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 126000000.00 126000000.00 0.0090 Security is a time deposit. N 126000000.00 126000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUQ4 Other Note N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 23000000.00 23000000.00 0.0016 N 22997930.00 22997930.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUS0 Other Note N First Tier Security N/A N/A 2013-04-23 2013-04-23 N N N 158000000.00 158000000.00 0.0112 N 157985780.00 157985780.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUY7 Other Note N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 15000000.00 15000000.00 0.0011 N 14998500.00 14998500.00 Bank of Montreal Bank of Montreal 0.310000% 06366VD86 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 5000000.00 5000008.32 0.0004 N 5000150.00 5000150.00 Bank of Montreal Bank of Montreal 0.300000% 06366VT63 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 64000000.00 64000000.00 0.0046 N 64006400.00 64006400.00 Bank of Montreal Bank of Montreal 0.220000% 06366XCN0 Certificate of Deposit N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 103000000.00 103000000.00 0.0073 N 103001030.00 103001030.00 Bank of Montreal Bank of Montreal 0.220000% 06366XDG4 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 91000000.00 91000000.00 0.0065 N 91000910.00 91000910.00 Bank of Montreal Bank of Montreal 0.160000% 06366XUQ3 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 89000000.00 89000000.00 0.0063 N 89000000.00 89000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.410000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-07-26 N N N 176000000.00 176000000.00 0.0125 N 176188320.00 176188320.00 Bank of Nova Scotia Bank of Nova Scotia 0.284700% 06417FAK6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-21 2013-05-21 N N N 38000000.00 37999429.53 0.0027 N 38012160.00 38012160.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FFH8 Certificate of Deposit N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 1000000.00 999999.31 0.0001 N 1000020.00 1000020.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FKG4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 77000000.00 77000000.00 0.0055 N 77002310.00 77002310.00 Bank of the West Bank of the West 0.325000% 06426GAJ6 Certificate of Deposit N First Tier Security N/A N/A 2013-03-19 2013-03-19 N N N 43000000.00 43000000.00 0.0031 N 43009890.00 43009890.00 Bank of the West Bank of the West 0.210000% 06426GAP2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538EU21 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0001 N 2000020.00 2000020.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGM0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 7000000.00 7000000.00 0.0005 N 7002240.00 7002240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGT5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 32000000.00 32000000.00 0.0023 N 32010240.00 32010240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 73000000.00 73000000.00 0.0052 N 73018980.00 73018980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538FHZ0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 7000000.00 7000000.00 0.0005 N 7000280.00 7000280.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 33000000.00 33000000.00 0.0023 N 33009240.00 33009240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 66000000.00 66000000.00 0.0047 N 66018480.00 66018480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 14000000.00 14000000.00 0.0010 N 14004060.00 14004060.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 62000000.00 62000000.00 0.0044 N 62017980.00 62017980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1000000.00 1000000.00 0.0001 N 1000290.00 1000290.00 Barclays Bank Plc Barclays Bank Plc 0.740000% 06741XEL8 Certificate of Deposit N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 14000000.00 14000000.00 0.0010 N 14004340.00 14004340.00 Barclays Bank Plc Barclays Bank Plc 0.740000% 06741XEM6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 10000000.00 10000000.00 0.0007 N 10003200.00 10003200.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFP8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 48000000.00 48000000.00 0.0034 N 48028320.00 48028320.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFS2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 1000000.00 1000000.00 0.0001 N 1000590.00 1000590.00 Barclays Bank Plc Barclays Bank Plc 0.670000% 06741XFT0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N N 14000000.00 14000000.00 0.0010 N 14008260.00 14008260.00 Barclays Bank Plc Barclays Bank Plc 0.440000% 06741XGY8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 6000000.00 6000000.00 0.0004 N 6003360.00 6003360.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHL5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 48000000.00 48000000.00 0.0034 N 48023520.00 48023520.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XHY7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 46000000.00 46000000.00 0.0033 N 46030820.00 46030820.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06741XJB5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 20000000.00 20000000.00 0.0014 N 20014800.00 20014800.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XJD1 Certificate of Deposit N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 46000000.00 46000000.00 0.0033 N 46000460.00 46000460.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 992JYM004_0.1500_M130201_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2014-11-01 3.627000 Government Agency Debt 4300000.00 4176562.68 Fannie Mae 2019-12-25 1.520000 Government Agency Debt 175000.00 177430.17 Fannie Mae 2021-01-01 2.268000 Government Agency Debt 43250332.00 3349317.33 Fannie Mae 2023-06-25 6.500000 Government Agency Debt 750000.00 157668.83 Fannie Mae 2033-06-25 5.750000 Government Agency Debt 100000.00 108991.17 Fannie Mae 2033-08-01 2.935000 Government Agency Debt 25000000.00 3291625.84 Fannie Mae 2033-09-25 6.000000 Government Agency Debt 9900000.00 1117028.35 Fannie Mae 2034-01-01 2.415000 Government Agency Debt 50000000.00 3279645.54 Fannie Mae 2034-03-01 2.711000 Government Agency Debt 30008668.00 3324132.07 Fannie Mae 2034-12-25 5.500000 Government Agency Debt 887150.00 1070300.64 Fannie Mae 2035-03-01 2.792000 Government Agency Debt 21493663.00 3271008.82 Fannie Mae 2035-04-25 5.500000 Government Agency Debt 172644.00 197705.06 Fannie Mae 2035-07-01 2.732000 Government Agency Debt 19664526.00 4171833.71 Fannie Mae 2036-10-01 6.457000 Government Agency Debt 25009453.00 3418971.77 Fannie Mae 2036-11-01 5.875000 Government Agency Debt 31105810.00 3786113.65 Fannie Mae 2037-08-01 3.092000 Government Agency Debt 16879870.00 3414315.72 Fannie Mae 2037-09-01 5.992000 Government Agency Debt 20075386.00 3346042.47 Fannie Mae 2038-01-01 6.139000 Government Agency Debt 12387693.00 2782438.11 Fannie Mae 2040-01-01 3.556000 Government Agency Debt 8060649.00 4407041.18 Fannie Mae 2041-06-01 3.646000 Government Agency Debt 217464.00 214505.18 Fannie Mae 2041-09-01 3.493000 Government Agency Debt 4222399.00 3433701.79 Fannie Mae 2042-01-01 2.563000 Government Agency Debt 4500000.00 3424026.86 Fannie Mae 2042-12-01 2.112000 Government Agency Debt 3458146.00 3575031.33 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 1376000.00 1372170.59 Fannie Mae 2043-06-01 1.366000 Government Agency Debt 50576713.00 3820712.02 Freddie Mac 2018-10-15 4.000000 Government Agency Debt 200000.00 168732.46 Freddie Mac 2019-09-15 4.000000 Government Agency Debt 200000.00 108235.84 Freddie Mac 2024-03-15 7.000000 Government Agency Debt 100000.00 50861.18 GNMA 2026-06-20 7.500000 Government Agency Debt 600000.00 128170.18 GNMA 2027-12-18 6.850000 Government Agency Debt 200000.00 45440.02 GNMA 2032-02-16 5.500000 Government Agency Debt 5000000.00 389549.12 GNMA 2032-06-20 6.500000 Government Agency Debt 150000.00 47137.04 GNMA 2037-04-20 3.000000 Government Agency Debt 1250000.00 759145.22 GNMA 2038-10-20 2.000000 Government Agency Debt 1358380.00 1085431.91 GNMA 2043-01-20 3.000000 Government Agency Debt 1194000.00 1246847.63 GNMA 2043-01-20 3.000000 Government Agency Debt 1006000.00 1050522.54 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 67000000.00 67000000.00 0.0048 N 67000000.00 67000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.400000% 06737HRV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N Y Barclays Bank Plc N/A N/A N 1000000.00 999033.33 0.0001 N 999350.00 999350.00 BNP Paribas BNP Paribas 0.380000% 05572NKL9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 72000000.00 72000000.00 0.0051 N 72001440.00 72001440.00 BNP Paribas BNP Paribas 0.600000% 05572NKU9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 77000000.00 77000000.00 0.0055 N 77057750.00 77057750.00 BNP Paribas BNP Paribas 0.600000% 05572NKW5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 63000000.00 63000000.00 0.0045 N 63047880.00 63047880.00 BNP Paribas BNP Paribas 0.585000% 05572NKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 8000000.00 8000000.00 0.0006 N 8005920.00 8005920.00 BNP Paribas BNP Paribas 0.340000% 05572NKZ8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-13 2013-03-13 N N N 121000000.00 121000000.00 0.0086 N 121020570.00 121020570.00 BNP Paribas BNP Paribas 0.280000% 05572NLK0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-25 2013-03-25 N N N 10000000.00 10000000.00 0.0007 N 10001300.00 10001300.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.285000% 921AES008_0.2850_M130207_2M54 0001197610 Other Repurchase Agreement N IRONSHORE HOLDINGS INC 2020-05-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085170.00 1225964.78 ROYAL BK OF CANADA 2015-12-15 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 117745.00 124115.50 WOORI BANK GBL NT PGM 2015-02-02 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3520705.00 3899920.14 First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 5000000.00 5000000.00 0.0004 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 5000000.00 5000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130207_2M54 0001197610 Other Repurchase Agreement N ALCOA INC 2020-08-15 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3107680.00 3493804.05 AVNET INC 2014-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 193519.00 206098.60 AVNET INC 2014-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33861.00 36062.12 Bank of Montreal 2015-06-09 2.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 5285533.33 BARCLAYS BK PLC 2022-11-21 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5119318.00 5178296.81 BARCLAYS BK PLC 2022-11-21 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348437.00 1363972.12 BBVA BANCO CONTL 2022-08-26 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3979576.00 4278044.20 BBVA U.S. SENIOR, S.A. UNIPERSONAL 2015-10-09 4.664000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115052.00 120552.61 BBVA US SENIOR S A UNIPERSONAL 2014-05-16 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 855036.00 872188.73 BRASKEM FINANCE LIMITED 2018-06-05 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925485.00 1067804.03 DIRECTV HOLDINGS LLC 2016-03-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13361.00 14374.48 GTL TRADE FIN 2017-10-20 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1303339.00 1562495.29 HEWLETT PACKARD CO,CA 2014-03-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2577232.00 2770526.55 JEFFERIES GROUP INC 2021-04-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 607675.00 705050.70 JEFFERIES GROUP INC 2021-04-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28272.00 32802.39 LIFE TECH CORP 2015-03-01 4.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 294329.00 316425.26 LORILLARD TOBACCO COMPANY 2017-08-21 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1925118.00 1959562.64 MARSH & MCLENNAN CO,INC 2019-04-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1107820.00 1500360.63 NEVADA POWER CO 1ST MTG SER L 2041-05-15 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2454096.00 2945959.55 NEWS AMERICA INC 2037-03-01 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 698827.00 849385.78 PERNOD RICHARD S A 2017-01-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1739488.00 1816321.18 PETROBRAS INTL FIN CO 2040-01-20 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 751229.00 891138.41 ROYAL BK OF CANADA 2015-12-15 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 59747.00 62979.56 ROYAL BK OF CANADA 2015-12-15 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15012.00 15824.21 SCOTLND INTL FIN N0.2 2013-05-23 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3721449.00 3778155.61 SHELL INTL FIN B V 2015-12-04 0.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4014199.00 4026281.74 First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 43000000.00 43000000.00 0.0031 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 43000000.00 43000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.140000% 977BXL003_0.1400_M130207_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2024-12-25 1.203700 Government Agency Debt 7663333.00 5549608.78 Fannie Mae 2032-02-25 2.000000 Government Agency Debt 1008062.00 945638.64 Fannie Mae 2038-07-25 0.653700 Government Agency Debt 18750000.00 7751443.14 Fannie Mae 2039-12-25 4.000000 Government Agency Debt 10000000.00 7378526.40 Freddie Mac 2027-08-15 4.000000 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987YEA006_0.2100_M130201_2M54 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2026-02-15 3.500000 Government Agency Debt 2637057.00 2862186.95 Freddie Mac 2037-11-15 1.205700 Government Agency Debt 100720000.00 12571471.77 Freddie Mac 2042-08-15 0.705700 Government Agency Debt 12964924.00 12916341.28 First Tier Security N/A N/A 2013-02-01 2013-02-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 27000000.00 27000000.00 0.0019 N 27000000.00 27000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X0P57 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N Y Bank of New Zealand N/A N/A N 30000000.00 29999266.67 0.0021 N 29999400.00 29999400.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.230000% 0556X0PM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-21 2013-02-21 N Y Bank of New Zealand N/A N/A N 1000000.00 999872.22 0.0001 N 999900.00 999900.00 Branch Banking & Trust 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COM NEW 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249984.15 E M C CORP MASS COM 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249999.80 ENTRAVISION COMMUNICATIONS CCL A 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 326364.90 EXXON MOBIL CORP COM 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249976.62 HERSHEY CO COM 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249975.04 INTERNATIONAL BUSINESS MACHSCOM 2013-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249816.32 LILLY ELI & CO COM 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Agency Debt 14752275.00 14641682.02 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 20442.00 13113.80 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 124096.00 136032.33 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 1000.00 1015.16 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 2786085.00 2867105.94 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 19631.00 21051.32 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 17000000.00 17000000.00 0.0012 N 17000000.00 17000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M130207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-11-01 2.500000 Government Agency Debt 2609144.00 2673858.27 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 26319277.00 27041288.48 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 28446182.00 25728380.74 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 21955.00 23372.71 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 33167.00 34959.05 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 252802.00 277118.07 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 24990072.00 27385774.16 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 11462046.00 11635848.00 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 1368810.00 1425513.05 Fannie Mae 2042-11-25 6.500000 Government Agency Debt 52304.00 58525.78 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 1385.00 1485.21 Freddie Mac 2027-08-01 2.500000 Government Agency Debt 438620.00 433877.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 93000000.00 93000000.00 0.0066 N 93000000.00 93000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M130207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-25 4.500000 Government Agency Debt 38944132.00 12890593.43 Fannie Mae 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28993910.00 0.0021 N 28997680.00 28997680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050TR86 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 2000000.00 1999156.67 0.0001 N 1999320.00 1999320.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050TSG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 7000000.00 6995146.67 0.0005 N 6994610.00 6994610.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83050TT43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 2000000.00 1997881.66 0.0001 N 1998060.00 1998060.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HDJ2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 41000000.00 41000000.00 0.0029 N 41004510.00 41004510.00 Skandinaviska Enskilda Banken AB 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Street Corp State Street Corp 0.230000% 85747JQ59 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 2000000.00 1999591.11 0.0001 N 1999720.00 1999720.00 State Street Corp State Street Corp 0.200000% 85747JSA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 2000000.00 1998911.11 0.0001 N 1999060.00 1999060.00 State Street Corp State Street Corp 0.200000% 85747JSW8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 65000000.00 64957388.88 0.0046 N 64963541.50 64963541.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 109000000.00 109000000.00 0.0078 N 108983650.00 108983650.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DA26 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0004 N 5001100.00 5001100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DA83 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 45000000.00 45000000.00 0.0032 N 45009450.00 45009450.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.420000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-03-07 N N N 49000000.00 49000000.00 0.0035 N 49003920.00 49003920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DF62 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 8000000.00 8000000.00 0.0006 N 8001840.00 8001840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DH29 Certificate of Deposit N First Tier Security N/A N/A 2013-05-21 2013-05-21 N N N 1000000.00 1000000.00 0.0001 N 1000240.00 1000240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DN97 Certificate of Deposit N First Tier Security N/A N/A 2013-03-13 2013-03-13 N N N 7000000.00 7000000.00 0.0005 N 7000420.00 7000420.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.460000% 86562DPD6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 51000000.00 51000000.00 0.0036 N 51002040.00 51002040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DQ94 Certificate of Deposit N First Tier Security N/A N/A 2013-03-26 2013-03-26 N N N 113000000.00 113000000.00 0.0080 N 113007910.00 113007910.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562DR77 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 17000000.00 17000000.00 0.0012 N 17000340.00 17000340.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DW55 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 74000000.00 74000000.00 0.0053 N 74006660.00 74006660.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DXV7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 9000000.00 9000000.00 0.0006 N 9001800.00 9001800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYL8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 29000000.00 29000000.00 0.0021 N 29006090.00 29006090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYR5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 39000000.00 39000000.00 0.0028 N 39008580.00 39008580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DZQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 3000000.00 3000000.00 0.0002 N 3000660.00 3000660.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DZT0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 9000000.00 9000000.00 0.0006 N 9001980.00 9001980.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86562WY44 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 49000000.00 49000000.00 0.0035 N 49000980.00 49000980.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86562WZ35 Certificate of Deposit N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 58000000.00 58000000.00 0.0041 N 58001160.00 58001160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562WZ92 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 17000000.00 17000000.00 0.0012 N 17000000.00 17000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.340000% 86958CFL3 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 85000000.00 85000000.00 0.0060 N 85004250.00 85004250.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.240000% 86958CLS1 Certificate of Deposit N First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 67000000.00 67000000.00 0.0048 N 67001340.00 67001340.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.235000% 86958CNE0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 9000000.00 9000000.00 0.0006 N 9000180.00 9000180.00 Swedbank AB Swedbank AB 0.330000% 87019QUZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 3000000.00 3000000.00 0.0002 N 3000270.00 3000270.00 Swedbank AB Swedbank AB 0.250000% 87019RRF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 6000000.00 5996958.33 0.0004 N 5997360.00 5997360.00 Swedbank AB Swedbank AB 0.350000% 87019RTL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 43000000.00 42941890.28 0.0031 N 42960440.00 42960440.00 Texas TRAN Series 2012 0.120000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y JPMorgan Chase Bank NA N/A N/A N N 35000000.00 35000000.00 0.0025 N 35000000.00 35000000.00 Texas TRAN Series 2012 0.120000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y JPMorgan Chase Bank NA N/A N/A N N 68000000.00 68000000.00 0.0048 N 68000000.00 68000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WFP7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 2000000.00 2000000.00 0.0001 N 2000120.00 2000120.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112WLK1 Certificate of Deposit N First Tier Security N/A N/A 2013-03-11 2013-03-11 N N N 24000000.00 24000000.00 0.0017 N 24001440.00 24001440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WPU5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 81000000.00 81000000.00 0.0058 N 81005670.00 81005670.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WTY3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 220000000.00 220000000.00 0.0156 N 220006600.00 220006600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112WUA3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 32000000.00 32000000.00 0.0023 N 32000000.00 32000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293700% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2013-02-27 2013-05-28 N N N 94000000.00 94000000.00 0.0067 N 94044180.00 94044180.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.294700% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2013-02-20 2013-04-22 N N N 20000000.00 20000000.00 0.0014 N 20007000.00 20007000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XV36 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 1000000.00 1000000.00 0.0001 N 1000030.00 1000030.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GPU4 Other Commercial Paper N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 10000000.00 9998125.00 0.0007 N 9999000.00 9999000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQB5 Other Commercial Paper N First Tier Security N/A N/A 2013-03-11 2013-03-11 N N Y Support Agreement Toyota Motor Corp N/A N/A 43000000.00 42985475.55 0.0031 N 42994410.00 42994410.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.270000% 89233GQC3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N Y Support Agreement Toyota Motor Corp N/A N/A 4000000.00 3998830.00 0.0003 N 3999440.00 3999440.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQE9 Other Commercial Paper N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 99000000.00 98963920.00 0.0070 N 98986140.00 98986140.00 Union Bank, NA Union Bank, NA 0.230000% 90527M3U8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 17000000.00 17000000.00 0.0012 N 17001020.00 17001020.00 Westpac Banking Corp Westpac Banking Corp 0.456700% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-07-11 N N N 40000000.00 40000000.00 0.0028 N 40036000.00 40036000.00 Westpac Banking Corp Westpac Banking Corp 0.424700% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-25 2013-08-23 N N N 107000000.00 107000000.00 0.0076 N 107098440.00 107098440.00 Westpac Banking Corp Westpac Banking Corp 0.397700% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 105000000.00 105000000.00 0.0075 N 105002100.00 105002100.00 Westpac Banking Corp Westpac Banking Corp 0.297700% 9612C4DV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 7000000.00 7000000.00 0.0005 N 7000000.00 7000000.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2014-01-17 N N N 105000000.00 105000000.00 0.0075 N 105004935.00 105004935.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 648644.45 648644.45 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 142977.69 142977.69 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1099923.06 1099923.06 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 209104.23 209104.23 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 186897.36 186897.36