0001145549-13-002488.txt : 20130429 0001145549-13-002488.hdr.sgml : 20130427 20130307141407 ACCESSION NUMBER: 0001145549-13-002488 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130228 FILED AS OF DATE: 20130307 DATE AS OF CHANGE: 20130307 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: 13672854 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 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-02-28 0000857156 S000004510 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 53 75 1145177605.33 353081.97 115611.90 1145415075.40 0.0030 1.0001 2013-02-28 1.0001 2013-02-28 C000012387 1.00 1145415075.40 1.00 -4194208.96 55558917.59 59753126.55 0.0001 1.0001 2013-02-28 1.0001 2013-02-28 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 5000000.00 4996200.00 0.0044 N 4996700.00 4996700.00 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 7000000.00 6997649.17 0.0061 N 6999300.00 6999300.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.310000% 04915TSE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999362.78 0.0009 N 999650.00 999650.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 15000000.00 15000000.00 0.0131 Security is a time deposit. N 15000000.00 15000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUX9 Other Note N First Tier Security N/A N/A 2013-04-25 2013-04-25 N N N 7000000.00 7000000.00 0.0061 N 7000420.00 7000420.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUZ4 Other Note N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 8000000.00 8000000.00 0.0070 N 8000560.00 8000560.00 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 16000000.00 16000000.00 0.0140 N 16000000.00 16000000.00 Bank of Montreal Bank of Montreal 0.170000% 06366XYR7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 3000000.00 3000000.00 0.0026 N 3000000.00 3000000.00 Bank of Montreal Bank of Montreal 0.140000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 5000000.00 5000000.00 0.0044 Security is a time deposit. N 5000000.00 5000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FJP6 Certificate of Deposit N First Tier Security N/A N/A 2013-03-26 2013-03-26 N N N 1000000.00 1000000.00 0.0009 N 1000070.00 1000070.00 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 11000000.00 11000000.00 0.0096 N 11000550.00 11000550.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417FNK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 7000000.00 7000000.00 0.0061 N 6999440.00 6999440.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417FNY2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 15000000.00 15000000.00 0.0131 N 14999250.00 14999250.00 Bank of the West Bank of the West 0.325000% 06426GAK3 Certificate of Deposit N First Tier Security N/A N/A 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0009 N 1000180.00 1000180.00 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 4000000.00 4000000.00 0.0035 N 4001160.00 4001160.00 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 7000000.00 7000000.00 0.0061 N 7001750.00 7001750.00 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 12000000.00 12000000.00 0.0105 N 12005400.00 12005400.00 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 3000000.00 3000000.00 0.0026 N 3000540.00 3000540.00 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 1000000.00 1000000.00 0.0009 N 1000200.00 1000200.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHD3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 2000000.00 2000000.00 0.0017 N 2000800.00 2000800.00 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 8000000.00 8000000.00 0.0070 N 8003600.00 8003600.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XJH2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 1000000.00 1000000.00 0.0009 N 1000690.00 1000690.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XMJ4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 3000000.00 3000000.00 0.0026 N 3000450.00 3000450.00 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 6000000.00 6000000.00 0.0052 N 6005100.00 6005100.00 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 2000000.00 2000000.00 0.0017 N 2001720.00 2001720.00 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 4000000.00 4000000.00 0.0035 N 4000240.00 4000240.00 BNP Paribas BNP Paribas 0.270000% 05572NLL8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-25 2013-03-25 N N N 3000000.00 3000000.00 0.0026 N 3000210.00 3000210.00 BNP Paribas BNP Paribas 0.440000% 05572NLW4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 10000000.00 10000000.00 0.0087 N 9999500.00 9999500.00 BNP Paribas BNP Paribas 0.590000% 988VHP005 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 3000000.00 3000000.00 0.0026 N 3002550.00 3002550.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.285000% 921AES008_0.2850_M130301_2MN2 0001197610 Other Repurchase Agreement N AUTOZONE INC 2018-08-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3504908.00 4414932.54 BACO DO BRASIL S.A. ACTING THROUGH ITS 2017-01-23 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42276.00 44389.80 GCBREGS KOREA HYDRO 2022-09-19 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75.00 74.40 KFW KREDITANSTALT FUR WIEDERAUFBAU 2020-01-27 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3272.00 3801.23 ROGERS COMMUNICATIONS INC,CA 2018-08-15 6.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1453005.00 1834920.91 TELEMAR NORTE LESTE SA 2020-10-23 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1789.00 1881.31 First Tier Security N/A N/A 2013-03-01 2013-03-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 6000000.00 6000000.00 0.0052 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 6000000.00 6000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.200000% 0556X0S70 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N Y Bank of New Zealand N/A N/A N 2000000.00 1999255.55 0.0017 N 1999280.00 1999280.00 CAFCO, LLC CAFCO, LLC 1.004600% 12476EQ44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999666.67 0.0035 N 3999920.00 3999920.00 CAFCO, LLC CAFCO, LLC 0.380000% 12476ETS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2996295.00 0.0026 N 2996970.00 2996970.00 California RAN 2012-2013 Series A1 0.120000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2013-03-01 2013-03-01 Y JP Morgan Chase & Co N/A N/A N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.372200% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2013-03-18 2013-04-16 N N N 8000000.00 8000000.00 0.0070 N 8002400.00 8002400.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.283700% 13606YMY9 Certificate of Deposit N First Tier Security N/A N/A 2013-03-28 2013-05-28 N N N 5000000.00 5001028.00 0.0044 N 5001800.00 5001800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738JQE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999862.78 0.0017 N 1999860.00 1999860.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738JQJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999820.56 0.0017 N 1999800.00 1999800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JRF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999400.00 0.0017 N 1999480.00 1999480.00 Catholic Health Initiatives Taxable CP Notes Series A 0.180000% 14918ESD4 Other Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 2000000.00 1999270.00 0.0017 N 1999120.00 1999120.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TS18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 12000000.00 11994916.67 0.0105 N 11997480.00 11997480.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TTL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1998643.34 0.0017 N 1998820.00 1998820.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TUB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4994500.00 0.0044 N 4996050.00 4996050.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TVU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3994600.00 0.0035 N 3994771.20 3994771.20 Chase Bank USA, NA Chase Bank USA, NA 0.250000% 16144RSQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-26 2013-03-26 N N N 5000000.00 5000000.00 0.0044 N 5000600.00 5000600.00 Chase Bank USA, NA Chase Bank USA, NA 0.220000% 16144RSV6 Certificate of Deposit N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 4000000.00 4000000.00 0.0035 N 4000080.00 4000080.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTE3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 13000000.00 13000000.00 0.0113 N 13001560.00 13001560.00 Ciesco, LLC Ciesco, LLC 1.004600% 17178BQ40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7999333.33 0.0070 N 7999840.00 7999840.00 Ciesco, LLC Ciesco, LLC 0.370000% 17178BQE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999732.78 0.0017 N 1999820.00 1999820.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BV51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1995638.89 0.0017 N 1996620.00 1996620.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ46 Other Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 1000000.00 999980.00 0.0009 N 999990.00 999990.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ61 Other Commercial Paper N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 10000000.00 9999666.67 0.0087 N 9999900.00 9999900.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ79 Other Commercial Paper N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 10000000.00 9999600.00 0.0087 N 9999800.00 9999800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DSU5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 8200000.00 8196392.00 0.0072 N 8196392.00 8196392.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DSX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-31 2013-05-31 N N N 1000000.00 999545.00 0.0009 N 999540.00 999540.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.220000% 921BCA007 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 4000000.00 4000000.00 0.0035 N 4000040.00 4000040.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 921MYH004 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 4000000.00 4000000.00 0.0035 N 4000000.00 4000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 921PVM009 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 11000000.00 11000000.00 0.0096 N 11000000.00 11000000.00 CRC Funding, LLC CRC Funding, LLC 0.370000% 12622UQ66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999794.44 0.0035 N 3999840.00 3999840.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7982555.56 0.0070 N 7984480.00 7984480.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.340000% 22532UQC1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 5000000.00 5000000.00 0.0044 N 5000400.00 5000400.00 Credit Suisse AG Credit Suisse AG 5.000000% 2254C0TC1 Other Note N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 1000000.00 1009376.78 0.0009 N 1009048.00 1009048.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 13000000.00 13000000.00 0.0113 N 13002210.00 13002210.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 22799D001_0.1800_M130301_2MN2 0001230485 Government Agency Repurchase Agreement Y GNMA 2042-10-20 4.000000 Government Agency Debt 61740000.00 65102400.21 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 63825053.00 63825053.00 0.0557 N 63825053.00 63825053.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130510_2MN2 0001230485 Other Repurchase Agreement N 144A JPALT 2008-R2 A1 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 9394.08 144A JPALT 2008-R4 2A1 2037-06-27 0.709700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78600.00 34549.00 ARMT 2005-4 7M1 2035-08-25 0.651700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3385000.00 1420374.89 BOAA 2005-9 1CB2 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1295000.00 1019235.40 CARR 2006-NC1 A3 2036-01-25 0.411700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800000.00 1058229.52 CMALT 2006-A4 1A1 2036-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 830949.35 CMLTI 2007-AR8 1A3A 2037-08-25 5.541800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 9647.26 CNF 2000-2 A5 SERIES 00 A5 2031-12-01 8.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3030000.00 1484032.70 CSMC 2009-5R 2036-06-25 2.591200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485000.00 265894.76 CWALT 2035-10-25 0.511700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115000.00 209550.14 CWALT 2046-12-25 0.321700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90100.00 27385.82 CWALT 2005-J10 2A3 2035-10-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 428700.00 111866.54 CWHEL 2005-M A4 2036-02-15 0.531200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500.00 691.23 CWL 2035-11-25 4.867000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3035514.00 2895233.34 CWL 2006-11 1AF3 2046-09-25 5.396400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 30910.14 CWMBS INC. 2005-19 2036-03-25 0.601700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2974120.00 142871.55 FHAMS 2007-FA1 A2 2037-03-25 53.985800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2893500.00 2198500.15 HVMLT 2038-01-19 0.391700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 46854.51 IMM 2004-6 M5 2034-10-25 2.151700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 20170.22 LEHMAN MORTGAGE TRUST 200 2037-01-25 0.581700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23800.00 8169.88 LXS 2007-7N 2A1B 2047-06-25 0.401700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 119903.51 OAK 2001-D A4 2031-09-15 6.930000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34100.00 16637.27 RALI 2005-QA10 A31 2035-09-25 3.799400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 175945.24 RAMC 2002-3 M1 2032-12-25 1.201700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 240286.47 RFMS2 2007-HSA1 A 2037-02-25 0.311700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 67923.04 TBW 2006-2 2036-05-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83700.00 18949.89 WAMU 2005-AR8 B1 2045-07-25 0.871700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3940000.00 1278906.43 WAMU 2006-AR9 1A 2046-08-25 1.171700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 59367.03 First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 12000000.00 12000000.00 0.0105 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 12000000.00 12000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.730000% 988WZL002_0.7300_M130322_2MN2 0001230485 Other Repurchase Agreement N 144A BSCMS 2007-PW15 E 2044-02-11 5.582000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1345000.00 22860.44 CWL 2005-17 4A2A 2036-05-25 0.461700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 204241.63 CWL 2006-11 1AF3 2046-09-25 5.396400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2987800.00 2308832.84 HVMLT 2038-01-19 0.391700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 55864.99 LMT 2008-3 A1 2037-02-25 0.571700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2110000.00 669319.05 MSC 2007-HQ11 C 2044-02-12 5.558000 Other 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956041.57 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 6000000.00 6000000.00 0.0052 N 6000000.00 6000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.350000% 2284K0R98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1999241.67 0.0017 N 1999560.00 1999560.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.310000% 2284K0S71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1998846.11 0.0017 N 1999180.00 1999180.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.320000% 2284K0SQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-24 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0.0017 N 1999920.00 1999920.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0RN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 7000000.00 6996966.67 0.0061 N 6998880.00 6998880.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2XA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 2000000.00 1996159.44 0.0017 N 1997200.00 1997200.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.351700% 46636JAW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 8000000.00 8000000.00 0.0070 N 8000000.00 8000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.401700% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-03-21 2014-03-21 N N N 38000000.00 38000000.00 0.0332 N 38017784.00 38017784.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.220000% 48125PAJ2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 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2013-03-26 2013-03-26 N N N 1000000.00 1000000.00 0.0009 N 1000060.00 1000060.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.250000% 60688RAS2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 2000000.00 2000000.00 0.0017 N 1999920.00 1999920.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.230000% 60688RBM4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 5000000.00 5000000.00 0.0044 N 4999500.00 4999500.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.170000% 992JYJ001_0.1700_M130307_2MN2 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2042-05-01 3.500000 Government Agency Debt 32168236.00 32640000.36 First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 32000000.00 32000000.00 0.0279 N 32000000.00 32000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.380000% 988DCK001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 12000000.00 12000000.00 0.0105 N 12005760.00 12005760.00 Nationwide Building Society Nationwide Building Society 0.315000% 6385E0SQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 2000000.00 1998530.00 0.0017 N 1998920.00 1998920.00 Nationwide Building Society Nationwide Building Society 0.300000% 6385E0TT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 3000000.00 2997050.00 0.0026 N 2997450.00 2997450.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409RS84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 7000000.00 6997355.56 0.0061 N 6997340.00 6997340.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409RSD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 1000000.00 999553.89 0.0009 N 999580.00 999580.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.160000% 71838LQU9 Other Commercial Paper N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 4000000.00 3999520.00 0.0035 N 3999400.00 3999400.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAR5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 4000000.00 4000000.00 0.0035 N 4001080.00 4001080.00 Rabobank Nederland Rabobank Nederland 0.310000% 74977JSL7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 1000000.00 1000000.00 0.0009 N 1000260.00 1000260.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.410000% 74977KQJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N Y Rabobank Nederland N/A N/A N 1000000.00 999806.39 0.0009 N 999930.00 999930.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0U20 Other Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 2500000.00 2495558.33 0.0022 N 2498100.00 2498100.00 Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.450000% 78064TQK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-11 2013-04-11 N Y Kingdom of Belgium Govt N/A N/A N 2000000.00 1998975.00 0.0017 N 1999600.00 1999600.00 Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.400000% 78064TQP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-03 2013-05-03 N Y Kingdom of Belgium Govt N/A N/A N 3000000.00 2997900.00 0.0026 N 2999010.00 2999010.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.270000% 83050TQ12 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 3000000.00 3000000.00 0.0026 N 3000000.00 3000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.350000% 83050TT50 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 4000000.00 3996266.66 0.0035 N 3997640.00 3997640.00 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 4000000.00 4000000.00 0.0035 N 4000120.00 4000120.00 Societe Generale Societe Generale 0.680000% 83369TJZ1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 6000000.00 6000000.00 0.0052 N 6006540.00 6006540.00 Societe Generale Societe Generale 0.300000% 83369TMK0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 4000000.00 4000000.00 0.0035 N 4000200.00 4000200.00 Societe Generale Societe Generale 0.290000% 83369TMY0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0009 N 1000040.00 1000040.00 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 9000000.00 9000000.00 0.0079 N 9001170.00 9001170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.470000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-04-04 N N N 4000000.00 4000000.00 0.0035 N 4000200.00 4000200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DD23 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 3000000.00 3000000.00 0.0026 N 3000510.00 3000510.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DF96 Certificate of Deposit N First Tier Security N/A N/A 2013-05-20 2013-05-20 N N N 1000000.00 1000000.00 0.0009 N 1000200.00 1000200.00 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 0.0009 N 1000200.00 1000200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DQ78 Certificate of Deposit N First Tier Security N/A N/A 2013-03-26 2013-03-26 N N N 4000000.00 4000000.00 0.0035 N 4000160.00 4000160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DR28 Certificate of Deposit N First Tier Security N/A N/A 2013-03-27 2013-03-27 N N N 15000000.00 15000000.00 0.0131 N 15000600.00 15000600.00 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 1000000.00 1000000.00 0.0009 N 1000060.00 1000060.00 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 5000000.00 5000000.00 0.0044 N 5000700.00 5000700.00 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 1000000.00 1000000.00 0.0009 N 1000200.00 1000200.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562W3F3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 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 8000000.00 8000000.00 0.0070 N 8000560.00 8000560.00 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 2000000.00 2000000.00 0.0017 N 2000140.00 2000140.00 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 5000000.00 5000000.00 0.0044 N 5000000.00 5000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CSK1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 9000000.00 9000000.00 0.0079 N 8999640.00 8999640.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CSW5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 3000000.00 3000000.00 0.0026 N 2999850.00 2999850.00 Swedbank AB Swedbank AB 0.340000% 87019QUK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0026 N 3001200.00 3001200.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.230000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-03-07 2013-03-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.230000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-03-07 2013-03-07 Y Texas N/A N/A N N 1840000.00 1840000.00 0.0016 N 1840000.00 1840000.00 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 9000000.00 9000000.00 0.0079 N 9000180.00 9000180.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112WVL8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-08 2013-03-08 N N N 6000000.00 6000000.00 0.0052 N 6000000.00 6000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.160000% 89112WWC7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 6000000.00 6000000.00 0.0052 N 6000000.00 6000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.400000% 89112X2J3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 6000000.00 6000000.00 0.0052 N 6005100.00 6005100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293700% 89112X3E3 Certificate of Deposit N First Tier Security N/A N/A 2013-03-28 2013-05-29 N N N 2000000.00 2000000.00 0.0017 N 2000680.00 2000680.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.292200% 89112XN92 Certificate of Deposit N First Tier Security N/A N/A 2013-03-19 2013-04-19 N N N 2000000.00 2000000.00 0.0017 N 2000400.00 2000400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290700% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2013-03-20 2013-04-22 N N N 20000000.00 20000000.00 0.0175 N 20004400.00 20004400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQL3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 11000000.00 10998142.22 0.0096 N 10999450.00 10999450.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233GS98 Other Commercial Paper N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N Y Support Agreement Toyota Motor Corp N/A N/A 3000000.00 2998792.50 0.0026 N 2999160.00 2999160.00 UBS AG UBS AG 0.250000% 90267RNM7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 5000000.00 5000000.00 0.0044 N 4999850.00 4999850.00 UBS AG UBS AG 0.255000% 90267RNY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 2000000.00 2000000.00 0.0017 N 1999960.00 1999960.00 UBS AG UBS AG 0.250000% 90267RPC7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 9000000.00 9000000.00 0.0079 N 8999730.00 8999730.00 UBS AG UBS AG 0.250000% 90267RPF0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 1000000.00 1000000.00 0.0009 N 999970.00 999970.00 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 3000000.00 3000000.00 0.0026 N 3000000.00 3000000.00 Westpac Banking Corp Westpac Banking Corp 0.449200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-11 2013-07-11 N N N 4000000.00 4000000.00 0.0035 N 4002920.00 4002920.00 Westpac Banking Corp Westpac Banking Corp 0.442200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-03-18 2013-07-18 N N N 12000000.00 12000000.00 0.0105 N 12008760.00 12008760.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49258.47 49258.47 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 44209.48 44209.48 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 24610.09 24610.09 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 22087.56 22087.56 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24602.17 24602.17 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 22080.45 22080.45 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 24600.45 24600.45 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 22078.91 22078.91