0001145549-13-006002.txt : 20130829 0001145549-13-006002.hdr.sgml : 20130829 20130708133036 ACCESSION NUMBER: 0001145549-13-006002 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130708 DATE AS OF CHANGE: 20130708 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: 13956998 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 2013-06-30 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 58 97 20106505290.47 20123953.01 250635710.27 19875993533.21 0.0012 1.0000 2013-06-30 1.0000 2013-06-30 C000012381 1.00 19875993533.21 1.00 1362639338.98 8543691574.92 7181052235.94 0.0001 1.0000 2013-06-30 1.0000 2013-06-30 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M130701_2M52 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-05-15 4.125000 Treasury Debt 75878800.00 81623740.65 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 80000000.00 80000000.00 0.0040 N 80000000.00 80000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 07699U005_0.0800_M130705_2M52 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2040-01-25 0.993200 Government Agency Debt 1349484.00 532464.90 Freddie Mac 2028-06-15 2.000000 Government Agency Debt 6701785.00 6635088.84 GNMA 2038-04-20 2.600000 Government Agency Debt 28710383.00 22756646.30 GNMA 2039-10-16 3.000000 Government Agency Debt 4476171.00 1716734.38 GNMA 2040-04-20 2.000000 Government Agency Debt 27428663.00 27327012.37 GNMA 2043-06-16 0.550000 Government Agency Debt 78839889.00 77532053.50 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BARCLAYS CAPITAL INC N/A N/A N N 130000000.00 130000000.00 0.0065 N 130000000.00 130000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.090000% 07699U005_0.0900_M130705_2M52 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-12-25 3.500000 Government Agency Debt 6941000.00 7334492.23 Fannie Mae 2033-07-25 3.000000 Government Agency Debt 13923906.00 12747892.90 Fannie Mae 2033-07-25 3.000000 Government Agency Debt 11800000.00 11221316.20 Fannie Mae 2033-09-25 6.000000 Government Agency Debt 9900000.00 538751.52 Fannie Mae 2040-01-25 0.993200 Government Agency Debt 2042259.00 805812.61 Fannie Mae 2042-06-25 3.000000 Government Agency Debt 3686000.00 3749233.33 Fannie Mae 2042-06-25 3.500000 Government 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2013-08-01 N N N 200000000.00 200000000.00 0.0101 Y 200000000.00 200000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.160000% 992JYD004_0.1600_M130812_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2019-06-01 4.500000 Government Agency Debt 30264665.00 20610000.38 Fannie Mae 2026-01-01 4.000000 Government Agency Debt 30236469.00 23738009.71 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 30195825.00 22766160.25 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 12548918.00 12833700.05 Fannie Mae 2043-01-01 3.500000 Government Agency Debt 22385000.00 22056412.92 First Tier Security N/A N/A 2013-08-12 2013-08-12 N N N 100000000.00 100000000.00 0.0050 Y 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 992JYD004_0.1800_M130701_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2021-05-25 0.00 Government Agency Debt 8695782.00 78269.73 Fannie Mae 2022-08-25 2.934600 Government Agency Debt 3080000.00 3036321.36 Fannie Mae 2035-08-25 0.00 Government Agency Debt 6036260.00 374088.39 Fannie Mae 2035-12-25 6.000000 Government Agency Debt 6000000.00 628028.91 Fannie Mae 2037-08-25 7.066200 Government Agency Debt 1000000.00 160584.57 Fannie Mae 2039-03-25 3.097200 Government Agency Debt 5000000.00 2216583.79 Fannie Mae 2039-03-25 3.395100 Government Agency Debt 22450000.00 3736237.00 Fannie Mae 2039-03-25 3.693600 Government Agency Debt 10278059.00 4114564.58 Fannie Mae 2041-08-25 1.250000 Government Agency Debt 650000.00 628889.05 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 30331234.00 22924616.30 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 285662.00 298613.42 Fannie Mae 2041-10-25 3.718300 Government Agency Debt 10000000.00 9699512.72 Fannie Mae 2042-02-25 7.500000 Government Agency Debt 43783866.00 4020635.89 Fannie Mae 2043-05-25 1.750000 Government Agency Debt 37644890.00 36596458.42 Fannie Mae 2043-05-25 2.500000 Government Agency Debt 6000000.00 5970876.22 Fannie Mae 2043-06-25 2.500000 Government Agency Debt 76283048.00 75569628.58 Freddie Mac 2014-03-15 7.250000 Government Agency Debt 7365000.00 51232.04 Freddie Mac 2014-03-15 7.250000 Government Agency Debt 12000.00 83.47 Freddie Mac 2032-06-15 3.000000 Government Agency Debt 10000000.00 3150151.97 Freddie Mac 2032-07-25 7.500000 Government Agency Debt 64586000.00 7027002.61 Freddie Mac 2033-06-15 4.500000 Government Agency Debt 10000000.00 508591.68 Freddie Mac 2039-04-15 6.500000 Government Agency Debt 25286501.00 25886128.66 GNMA 2041-05-20 4.000000 Government Agency Debt 57400000.00 48325647.95 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 250000000.00 250000000.00 0.0126 N 250000000.00 250000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M130701_2M52 0001074042 Government Agency Repurchase Agreement Y GNMA 2042-07-20 2.000000 Government Agency Debt 17380246.00 16269541.76 GNMA 2042-10-20 2.000000 Government Agency Debt 95258854.00 89690519.45 GNMA 2043-01-20 3.000000 Government Agency Debt 101872591.00 102039938.86 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.0101 N 200000000.00 200000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M130705_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2036-07-01 2.998000 Government Agency Debt 108711262.00 43001835.41 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 142122043.00 20598699.79 Fannie Mae 2039-10-01 6.500000 Government Agency Debt 34869210.00 20615249.05 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 24194104.00 20831180.39 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 5476378.00 5419786.77 Fannie Mae 2042-08-01 2.651000 Government Agency Debt 40967219.00 41315735.50 Fannie Mae 2042-12-01 3.500000 Government Agency Debt 15527881.00 15469934.04 Freddie Mac 2028-05-15 2.500000 Government Agency Debt 26438266.00 26292323.39 Freddie Mac 2033-04-15 3.000000 Government Agency Debt 60301946.00 61496349.71 Freddie Mac 2041-05-15 0.749000 Government Agency Debt 108940453.00 46804716.85 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 43068302.00 41089039.72 GNMA 2037-10-16 2.250000 Government Agency Debt 101391000.00 75543351.24 GNMA 2038-08-20 7.000000 Government Agency Debt 42857142.00 38179299.65 GNMA 2042-03-20 7.000000 Government Agency Debt 34157412.00 34689697.65 GNMA 2047-12-16 2.650000 Government Agency Debt 40000000.00 36584140.00 GNMA 2052-12-16 3.600000 Government Agency Debt 40250000.00 41723512.25 GNMA 2053-06-15 3.460000 Government Agency Debt 19747200.00 20862600.84 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 568000000.00 568000000.00 0.0286 N 568000000.00 568000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 99ETSZ007_0.1200_M130705_2M52 0001074042 Government Agency Repurchase Agreement Y GNMA 2037-11-16 2.750000 Government Agency Debt 144085115.00 108745642.45 GNMA 2042-10-20 2.000000 Government Agency Debt 105416453.00 99254358.32 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 200000000.00 200000000.00 0.0101 N 199996000.00 199996000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.130000% 99ETSZ007_0.1300_M130705_2M52 0001074042 Government Agency Repurchase Agreement Y GNMA 2037-11-16 2.750000 Government Agency Debt 2479441.00 1871313.39 GNMA 2042-07-20 2.000000 Government Agency Debt 136613739.00 127883283.80 GNMA 2042-07-20 3.000000 Government Agency Debt 161590619.00 164048080.47 GNMA 2042-11-20 2.000000 Government Agency Debt 232855797.00 226197322.55 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 500000000.00 500000000.00 0.0252 N 500005000.00 500005000.00 Fannie Mae Fannie Mae 0.110000% 313589JL8 Government Agency Debt N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 100000000.00 99993583.34 0.0050 N 99999400.00 99999400.00 Fannie Mae Fannie Mae 0.120000% 313589JL8 Government Agency Debt N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 100000000.00 99993000.00 0.0050 N 99999400.00 99999400.00 Fannie Mae Fannie Mae 0.110000% 313589JM6 Government Agency Debt N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 50000000.00 49996638.89 0.0025 N 49999700.00 49999700.00 Fannie Mae Fannie Mae 0.050000% 313589JV6 Government Agency Debt N First Tier Security N/A N/A 2013-07-31 2013-07-31 N N N 4000000.00 3999833.34 0.0002 N 3999968.00 3999968.00 Fannie Mae Fannie Mae 0.130000% 313589JW4 Government Agency Debt N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 62000000.00 61993059.44 0.0031 N 61998946.00 61998946.00 Fannie Mae Fannie Mae 0.120000% 313589KL6 Government Agency Debt N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 75000000.00 74988750.00 0.0038 N 74998125.00 74998125.00 Fannie Mae Fannie Mae 0.060000% 313589KL6 Government Agency Debt N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 50000000.00 49996249.93 0.0025 N 49998750.00 49998750.00 Fannie Mae Fannie Mae 0.120000% 313589KS1 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 31200000.00 31194696.00 0.0016 N 31199126.40 31199126.40 Fannie Mae Fannie Mae 0.075000% 313589LG6 Government Agency Debt N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 21225000.00 21222125.77 0.0011 N 21223853.85 21223853.85 Fannie Mae Fannie Mae 0.150000% 313589LU5 Government Agency Debt N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 150000000.00 149951874.99 0.0075 N 149990400.00 149990400.00 Fannie Mae Fannie Mae 0.100000% 313589PZ0 Government Agency Debt N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 48000000.00 47979466.67 0.0024 N 47983584.00 47983584.00 Fannie Mae Fannie Mae 0.110000% 313589QJ5 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 50000000.00 49975097.23 0.0025 N 49981900.00 49981900.00 Fannie Mae Fannie Mae 0.100000% 313589RN5 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 100000000.00 99946944.44 0.0050 N 99952300.00 99952300.00 Fannie Mae Fannie Mae 0.125000% 313589SB0 Government Agency Debt N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 100000000.00 99929166.66 0.0050 N 99949000.00 99949000.00 Fannie Mae Fannie Mae 0.120000% 313589TM5 Government Agency Debt N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 50000000.00 49960333.33 0.0025 N 49966950.00 49966950.00 Fannie Mae Fannie Mae 4.625000% 31359MTG8 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 201169000.00 203747551.14 0.0103 N 203794456.62 203794456.62 Fannie Mae Fannie Mae 0.271000% 3135G0AZ6 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2014-03-04 N N N 22595000.00 22610225.10 0.0011 N 22616781.58 22616781.58 Fannie Mae Fannie Mae 0.182500% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2013-08-12 N N N 9200000.00 9200657.97 0.0005 N 9201140.80 9201140.80 Fannie Mae Fannie Mae 0.171600% 3135G0MH3 Government Agency Debt N First Tier Security N/A N/A 2013-07-20 2014-06-20 N N N 365095000.00 365190538.76 0.0184 N 365336327.80 365336327.80 Fannie Mae Fannie Mae 0.164400% 3135G0VK6 Government Agency Debt N First Tier Security N/A N/A 2013-07-27 2015-02-27 N N N 100000000.00 99958251.58 0.0050 N 100041500.00 100041500.00 Fannie Mae Fannie Mae 0.320000% 3136FP5Q6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2014-01-27 N N N 7800000.00 7809513.71 0.0004 N 7812253.80 7812253.80 Fannie Mae Fannie Mae 0.170000% 3138L3KP9 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 175000000.00 174923972.23 0.0088 N 174942250.00 174942250.00 Fannie Mae Fannie Mae 1.000000% 31398A2S0 Government Agency Debt N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 100000000.00 100184428.50 0.0050 N 100196900.00 100196900.00 Fannie Mae Fannie Mae 1.125000% 31398A3L4 Government Agency Debt N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N N 37308000.00 37382738.23 0.0019 N 37387503.35 37387503.35 Fannie Mae Fannie Mae 0.750000% 31398A5W8 Government Agency Debt N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 23508000.00 23570261.85 0.0012 N 23579746.42 23579746.42 Fannie Mae Fannie Mae 2.750000% 31398AVD1 Government Agency Debt N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 75000000.00 76147255.66 0.0038 N 76177200.00 76177200.00 Fannie Mae Fannie Mae 2.750000% 31398AVZ2 Government Agency Debt N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 109277000.00 111264073.10 0.0056 N 111236773.72 111236773.72 Farm Credit System Farm Credit System 0.152500% 31331K5Z9 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2014-05-12 N N N 4455000.00 4454799.05 0.0002 N 4457022.57 4457022.57 Farm Credit System Farm Credit System 0.163000% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2013-07-24 2013-07-24 N N N 92690000.00 92691820.62 0.0047 N 92695190.64 92695190.64 Farm Credit System Farm Credit System 0.220000% 31331KNP1 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-10 N N N 2000000.00 2000037.55 0.0001 N 2000078.00 2000078.00 Farm Credit System Farm Credit System 0.192500% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2014-01-15 N N N 1000000.00 1000301.74 0.0001 N 1000567.00 1000567.00 Farm Credit System Farm Credit System 0.190000% 3133EAZ43 Government Agency Debt N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 46500000.00 46499722.84 0.0023 N 46508137.50 46508137.50 Farm Credit System Farm Credit System 0.157900% 3133EC6M1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-03-10 N N N 100000000.00 100007408.04 0.0050 N 100043000.00 100043000.00 Farm Credit System Farm Credit System 0.152500% 3133ECHH0 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2014-09-15 N N N 100000000.00 99993814.76 0.0050 N 100043800.00 100043800.00 Federal Home Loan Bank Federal Home Loan Bank 0.875000% 313371UC8 Government Agency Debt N First Tier Security N/A N/A 2013-12-27 2013-12-27 N N N 50050000.00 50220601.91 0.0025 N 50233433.25 50233433.25 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 3133762C8 Government Agency Debt N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 33110000.00 33137521.27 0.0017 N 33144897.94 33144897.94 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313376PD1 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N N 35000000.00 35002671.90 0.0018 N 35002240.00 35002240.00 Federal Home Loan Bank Federal Home Loan Bank 0.350000% 313378U41 Government Agency Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 62755000.00 62779621.56 0.0032 N 62791460.66 62791460.66 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313379GG8 Government Agency Debt N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 140000000.00 140111350.49 0.0070 N 140108640.00 140108640.00 Federal Home Loan Bank Federal Home Loan Bank 0.290000% 313379H36 Government Agency Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 48900000.00 48923593.19 0.0025 N 48931833.90 48931833.90 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313379LP2 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-12-06 N N N 77500000.00 77533324.48 0.0039 N 77543787.50 77543787.50 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379R76 Government Agency Debt N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 89400000.00 89409841.90 0.0045 N 89421813.60 89421813.60 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313379SC4 Government Agency Debt N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 69000000.00 69036399.80 0.0035 N 69055545.00 69055545.00 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313379T58 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 101000000.00 101089803.26 0.0051 N 101080901.00 101080901.00 Federal Home Loan Bank Federal Home Loan Bank 0.093000% 313379WV7 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2014-01-03 N N N 75000000.00 74992276.68 0.0038 N 74990100.00 74990100.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379YN3 Government Agency Debt N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 100000000.00 99999948.06 0.0050 N 100000400.00 100000400.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379YQ6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 75000000.00 75000000.00 0.0038 N 75000000.00 75000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 3133804F1 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-17 N N N 10000000.00 10000178.97 0.0005 N 10000460.00 10000460.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3133805A1 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-17 N N N 225000000.00 224996450.71 0.0113 N 225007650.00 225007650.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3133805H6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-25 N N N 100000000.00 99997660.16 0.0050 N 100005400.00 100005400.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3133805R4 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-23 N N N 100000000.00 99999082.38 0.0050 N 100006000.00 100006000.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3133806U6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-08-01 N N N 100000000.00 99998641.10 0.0050 N 100008300.00 100008300.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3133807G6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-08-01 N N N 119150000.00 119150561.98 0.0060 N 119158102.20 119158102.20 Federal Home Loan Bank Federal Home Loan Bank 0.096000% 313380AC1 Government Agency Debt N First Tier Security N/A N/A 2013-07-27 2014-01-27 N N N 335000000.00 334929181.00 0.0169 N 334998325.00 334998325.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380BS5 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-26 N N N 100000000.00 99999315.06 0.0050 N 100007500.00 100007500.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313380CE5 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2014-02-03 N N N 100000000.00 99969959.92 0.0050 N 100062100.00 100062100.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313380EF0 Government Agency Debt N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 46000000.00 46032583.28 0.0023 N 46019642.00 46019642.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380JB4 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-08-22 N N N 95000000.00 94998619.50 0.0048 N 95014820.00 95014820.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380KE6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-08-22 N N N 95000000.00 95004831.53 0.0048 N 95014820.00 95014820.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380L88 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-08-22 N N N 78000000.00 78005333.09 0.0039 N 78012168.00 78012168.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380NN3 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-09-04 N N N 50000000.00 50002690.48 0.0025 N 50009600.00 50009600.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380NQ6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-09-06 N N N 7500000.00 7500972.48 0.0004 N 7501485.00 7501485.00 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313380SE8 Government Agency Debt N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N N 100000000.00 99996972.60 0.0050 N 100019600.00 100019600.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313380VN4 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2014-04-15 N N N 50000000.00 50023994.81 0.0025 N 50042550.00 50042550.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3133815J0 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2014-04-25 N N N 25000000.00 25012413.06 0.0013 N 25026750.00 25026750.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313381J48 Government Agency Debt N First Tier Security N/A N/A 2013-07-26 2014-06-26 N N N 75000000.00 75007910.83 0.0038 N 75041325.00 75041325.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313381UL7 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 125000000.00 124997570.35 0.0063 N 125012625.00 125012625.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313381UU7 Government Agency Debt N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 145655000.00 145654557.73 0.0073 N 145655145.66 145655145.66 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313381WV3 Government Agency Debt N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 100000000.00 99999116.60 0.0050 N 99999800.00 99999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313381XV2 Government Agency Debt N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 75000000.00 74999425.69 0.0038 N 75000225.00 75000225.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313381XW0 Government Agency Debt N First Tier Security N/A N/A 2013-07-24 2013-07-24 N N N 376950000.00 376949425.73 0.0190 N 376951130.85 376951130.85 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313382D59 Government Agency Debt N First Tier Security N/A N/A 2013-07-28 2014-02-28 N N N 200000000.00 199986795.42 0.0101 N 200051000.00 200051000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313382DE0 Government Agency Debt N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N N 80000000.00 79997974.80 0.0040 N 80003120.00 80003120.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313382EB5 Government Agency Debt N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 217160000.00 217145528.23 0.0109 N 217152616.56 217152616.56 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313382M42 Government Agency Debt N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 186500000.00 186470125.01 0.0094 N 186417380.50 186417380.50 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313382M91 Government Agency Debt N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 55000000.00 54996778.31 0.0028 N 54995380.00 54995380.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313382PT4 Government Agency Debt N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 20000000.00 20001250.31 0.0010 N 19995440.00 19995440.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313382RW5 Government Agency Debt N First Tier Security N/A N/A 2014-04-22 2014-04-22 N N N 105000000.00 105010805.24 0.0053 N 104980575.00 104980575.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313382RY1 Government Agency Debt N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 90000000.00 90009583.67 0.0045 N 89982720.00 89982720.00 Federal Home Loan Bank Federal Home Loan Bank 0.122500% 313382TZ6 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2014-02-12 N N N 125000000.00 124992401.40 0.0063 N 125022875.00 125022875.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313382UY7 Government Agency Debt N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 100000000.00 99999160.30 0.0050 N 99998300.00 99998300.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382VU4 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 50000000.00 49997450.55 0.0025 N 49997600.00 49997600.00 Federal Home Loan Bank Federal Home Loan Bank 0.133000% 313382W58 Government Agency Debt N First Tier Security N/A N/A 2013-07-25 2014-04-25 N N N 150000000.00 150000000.00 0.0075 N 150039450.00 150039450.00 Federal Home Loan Bank Federal Home Loan Bank 0.134000% 313382WW9 Government Agency Debt N First Tier Security N/A N/A 2013-07-02 2014-05-02 N N N 150000000.00 150000933.09 0.0075 N 150039000.00 150039000.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382X65 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 100000000.00 99996032.78 0.0050 N 99995000.00 99995000.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382XZ1 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 100000000.00 99996077.48 0.0050 N 99995000.00 99995000.00 Federal Home Loan Bank Federal Home Loan Bank 0.132500% 313382YZ0 Government 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Loan Bank Federal Home Loan Bank 0.058000% 313385JV9 Government Agency Debt N First Tier Security N/A N/A 2013-07-31 2013-07-31 N N N 37544000.00 37542185.37 0.0019 N 37543699.65 37543699.65 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385JX5 Government Agency Debt N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 50000000.00 49996888.88 0.0025 N 49999100.00 49999100.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385KC9 Government Agency Debt N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 285500000.00 285476525.45 0.0144 N 285494004.50 285494004.50 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313385KK1 Government Agency Debt N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 65000000.00 64988877.78 0.0033 N 64998440.00 64998440.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385KL9 Government Agency Debt N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 250000000.00 249984375.00 0.0126 N 249993750.00 249993750.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385KS4 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 164053000.00 164037893.51 0.0083 N 164048406.52 164048406.52 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385KT2 Government Agency Debt N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 150000000.00 149982666.66 0.0075 N 149995650.00 149995650.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385NH5 Government Agency Debt N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 13800000.00 13796067.00 0.0007 N 13798247.40 13798247.40 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313385NZ5 Government Agency Debt N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 34000000.00 33988336.11 0.0017 N 33992622.00 33992622.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PE0 Government Agency Debt N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 13700000.00 13694862.50 0.0007 N 13696917.50 13696917.50 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PG5 Government Agency Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 17200000.00 17193454.45 0.0009 N 17196078.40 17196078.40 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PP5 Government Agency Debt N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 17385000.00 17378045.99 0.0009 N 17380827.60 17380827.60 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385QD1 Government Agency Debt N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 10000000.00 9995611.11 0.0005 N 9996490.00 9996490.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313385QJ8 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 100000000.00 99936611.10 0.0050 N 99963800.00 99963800.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313385WF9 Government Agency Debt N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 75000000.00 74889166.67 0.0038 N 74917725.00 74917725.00 Federal Home Loan Bank Federal Home Loan Bank 4.500000% 3133X1BV8 Government Agency Debt N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 14385000.00 14516363.45 0.0007 N 14516335.05 14516335.05 Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3133XRX88 Government Agency Debt N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 50625000.00 50980667.87 0.0026 N 50979881.25 50979881.25 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XSAE8 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 60000000.00 60618059.20 0.0030 N 60621960.00 60621960.00 Federal Home Loan Bank Federal Home Loan Bank 3.125000% 3133XSP93 Government Agency Debt N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 21560000.00 21846025.39 0.0011 N 21851340.28 21851340.28 Freddie Mac Freddie Mac 8.090000% 3128X6R32 Government Agency Debt N First Tier Security N/A N/A 2013-07-28 2013-07-28 N N N 52472000.00 52781140.80 0.0027 N 52780692.78 52780692.78 Freddie Mac Freddie Mac 0.140000% 313397HX2 Government Agency Debt N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 65000000.00 64997977.78 0.0033 N 64999870.00 64999870.00 Freddie Mac Freddie Mac 0.100000% 313397HX2 Government Agency Debt N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 50000000.00 49998888.89 0.0025 N 49999900.00 49999900.00 Freddie Mac Freddie Mac 0.060000% 313397JM4 Government Agency Debt N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 34000000.00 33998753.33 0.0017 N 33999796.00 33999796.00 Freddie Mac Freddie Mac 0.150000% 313397LH2 Government Agency Debt N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 100000000.00 99972500.00 0.0050 N 99994500.00 99994500.00 Freddie Mac Freddie Mac 0.145000% 313397MU2 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 100000000.00 99959319.46 0.0050 N 99988800.00 99988800.00 Freddie Mac 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2014-02-14 2014-02-14 N N N 100000000.00 99905000.00 0.0050 N 99936700.00 99936700.00 Freddie Mac Freddie Mac 0.180000% 313397TM3 Government Agency Debt N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 75000000.00 74910750.00 0.0038 N 74950425.00 74950425.00 Freddie Mac Freddie Mac 0.229400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-05-09 N N N 150000000.00 150000000.00 0.0075 N 150065250.00 150065250.00 Freddie Mac Freddie Mac 4.500000% 3134A4TZ7 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 250000000.00 250422441.85 0.0126 N 250430000.00 250430000.00 Freddie Mac Freddie Mac 4.875000% 3134A4UK8 Government Agency Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 11843000.00 12050609.81 0.0006 N 12055416.05 12055416.05 Freddie Mac Freddie Mac 0.300000% 3134G2K43 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-09-12 N N N 50000000.00 50022300.54 0.0025 N 50026100.00 50026100.00 Freddie Mac Freddie Mac 0.132500% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2013-07-13 2013-09-13 N N N 370000000.00 370000585.47 0.0186 N 370044400.00 370044400.00 Freddie Mac Freddie Mac 0.625000% 3134G3BF6 Government Agency Debt N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 167556000.00 167920108.11 0.0084 N 167933168.56 167933168.56 Freddie Mac Freddie Mac 1.375000% 3137EACR8 Government Agency Debt N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 110811000.00 111695294.17 0.0056 N 111667458.22 111667458.22 Freddie Mac Freddie Mac 0.375000% 3137EACZ0 Government Agency Debt N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 73186000.00 73250354.98 0.0037 N 73263138.04 73263138.04 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M130703_2M52 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2019-12-01 9.000000 Government Agency Debt 16651730.00 4097627.84 Fannie Mae 2020-06-01 1.940000 Government 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6272635.00 4027001.13 Fannie Mae 2034-05-01 5.000000 Government Agency Debt 30931870.00 4052411.82 Fannie Mae 2035-06-01 2.596000 Government Agency Debt 25006761.00 4086539.58 Fannie Mae 2035-09-01 4.500000 Government Agency Debt 21000000.00 4118910.14 Fannie Mae 2036-08-01 2.907000 Government Agency Debt 31374635.00 4072772.33 Fannie Mae 2036-09-01 6.500000 Government Agency Debt 13500000.00 4097020.37 Fannie Mae 2036-10-01 2.673000 Government Agency Debt 6877657.00 4027517.46 Fannie Mae 2038-05-01 3.500000 Government Agency Debt 4123843.00 4122101.52 Fannie Mae 2038-12-01 4.755000 Government Agency Debt 14986983.00 4110625.75 Fannie Mae 2041-01-01 2.828000 Government Agency Debt 20300984.00 4052258.04 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 4665757.00 4102187.11 Fannie Mae 2041-05-01 5.500000 Government Agency Debt 4123443.00 4093187.30 Fannie Mae 2041-08-01 3.071000 Government Agency Debt 7724000.00 4116573.55 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 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2770557.63 Fannie Mae 2043-05-01 3.500000 Government Agency Debt 2766127.00 2813101.90 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 2751131.00 2801355.65 Freddie Mac 2026-03-01 4.500000 Government Agency Debt 3456473.00 2793555.20 Freddie Mac 2027-07-01 3.000000 Government Agency Debt 2888726.00 2809938.77 Freddie Mac 2027-08-01 3.000000 Government Agency Debt 2840341.00 2783892.79 Freddie Mac 2031-07-01 4.500000 Government Agency Debt 3571550.00 2793755.21 Freddie Mac 2032-04-01 4.000000 Government Agency Debt 2732871.00 2787457.35 Freddie Mac 2032-10-01 3.000000 Government Agency Debt 2860086.00 2820522.97 Freddie Mac 2033-01-01 2.500000 Government Agency Debt 2976427.00 2845339.26 Freddie Mac 2033-04-01 3.000000 Government Agency Debt 2793173.00 2808723.28 Freddie Mac 2033-09-01 5.000000 Government Agency Debt 16488600.00 2800797.23 Freddie Mac 2036-05-01 5.000000 Government Agency Debt 8406000.00 2847902.44 Freddie Mac 2037-08-01 6.000000 Government Agency Debt 8500000.00 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Government Agency Debt 7558837.00 7669446.33 Freddie Mac 2043-05-01 4.000000 Government Agency Debt 6812325.00 7139145.14 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 277000000.00 277000000.00 0.0139 N 277000000.00 277000000.00 UBS Securities LLC UBS Securities LLC 0.100000% 99EPPA003_0.1000_M130701_2M52 0001070766 Treasury Repurchase Agreement Y United States Treasury Department 2017-08-31 0.625000 Treasury Debt 60053400.00 58923077.52 United States Treasury Department 2023-05-15 1.750000 Treasury Debt 100258700.00 94076988.31 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 150000000.00 150000000.00 0.0075 N 150000000.00 150000000.00 United States Treasury Department United States Treasury Department 0.020000% 9127957A3 Treasury Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 298000000.00 297996026.65 0.0150 N 297997020.00 297997020.00 United States Treasury Department United States Treasury Department 4.250000% 912828BH2 Treasury Debt N First Tier 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