0001145549-14-002542.txt : 20140429 0001145549-14-002542.hdr.sgml : 20140429 20140307170922 ACCESSION NUMBER: 0001145549-14-002542 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140228 FILED AS OF DATE: 20140307 DATE AS OF CHANGE: 20140307 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: 14678195 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 2014-02-28 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 53 104 22543189276.09 7073188.26 100628194.46 22449634269.89 0.0010 1.0001 2014-02-28 1.0001 2014-02-28 C000012381 1.00 22449634269.89 1.00 225375290.06 7741793319.34 7516418029.28 0.0000 1.0001 2014-02-28 1.0001 2014-02-28 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 07699U005_0.0500_M140303_2M52 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2031-03-01 4.000000 Government Agency Debt 2299508.00 1325039.24 Fannie Mae 2031-10-01 4.000000 Government Agency Debt 2095000.00 1342400.66 Fannie Mae 2034-03-25 4.349999 Government Agency Debt 1.00 0.05 Fannie Mae 2034-11-01 2.560000 Government Agency Debt 26919289.00 2468378.51 Fannie Mae 2036-04-01 2.345000 Government Agency Debt 3000000.00 436102.75 Fannie Mae 2036-04-01 2.528000 Government Agency Debt 2740000.00 365143.11 Fannie Mae 2036-09-01 2.503000 Government Agency Debt 14271825.00 3347479.43 Fannie Mae 2036-12-01 2.599000 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5173854.24 Fannie Mae 2041-04-01 3.319999 Government Agency Debt 9335000.00 4760022.46 Fannie Mae 2041-04-01 3.395999 Government Agency Debt 1270000.00 417841.21 Fannie Mae 2041-06-01 3.363000 Government Agency Debt 4374081.00 2045104.46 Fannie Mae 2041-10-01 3.154999 Government Agency Debt 529403.00 247780.90 Fannie Mae 2041-10-01 3.307999 Government Agency Debt 34317438.00 16046695.55 Fannie Mae 2042-03-01 2.496000 Government Agency Debt 27187803.00 15543018.10 Fannie Mae 2042-04-01 2.375999 Government Agency Debt 88921.00 69523.77 Fannie Mae 2042-04-01 3.341000 Government Agency Debt 690000.00 465202.64 Fannie Mae 2042-08-01 2.234000 Government Agency Debt 267490.00 225007.10 Fannie Mae 2042-09-01 2.712000 Government Agency Debt 500000.00 467624.60 Fannie Mae 2042-10-01 2.298999 Government Agency Debt 1196911.00 1016564.21 Fannie Mae 2042-10-01 2.419000 Government Agency Debt 1953665.00 1495625.19 Fannie Mae 2042-11-01 3.206999 Government Agency Debt 9371161.00 9444120.87 Fannie Mae 2042-11-25 1.500000 Government Agency Debt 400000.00 342782.54 Fannie Mae 2042-12-01 2.244000 Government Agency Debt 912471.00 807652.34 Fannie Mae 2043-01-01 1.847000 Government Agency Debt 1785000.00 1248371.47 Fannie Mae 2043-01-25 4.000000 Government Agency Debt 4600000.00 4538054.71 Fannie Mae 2043-04-01 2.164000 Government Agency Debt 2869652.00 2870353.84 Fannie Mae 2043-05-01 1.998000 Government Agency Debt 1330000.00 1187715.37 Fannie Mae 2043-08-01 2.555000 Government Agency Debt 2325711.00 2276454.74 Fannie Mae 2043-09-01 2.992000 Government Agency Debt 5266797.00 5005851.97 Fannie Mae 2043-09-01 3.089000 Government Agency Debt 17071.00 17667.16 Fannie Mae 2043-10-01 2.879000 Government Agency Debt 12755346.00 12869339.54 Fannie Mae 2043-10-01 3.013999 Government Agency Debt 1067350.00 1108019.92 Fannie Mae 2043-12-01 3.016000 Government Agency Debt 1082705.00 1086634.96 Fannie Mae 2044-01-01 2.499899 Government Agency Debt 1438717.00 1464950.46 Fannie Mae 2044-01-01 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198535.49 Freddie Mac 2039-01-15 3.500000 Government Agency Debt 4000000.00 502388.31 Freddie Mac 2039-03-15 2.750000 Government Agency Debt 12638902.00 4640015.49 Freddie Mac 2039-08-15 5.000000 Government Agency Debt 2500000.00 740579.52 Freddie Mac 2039-09-15 2.000000 Government Agency Debt 114883000.00 34798465.29 Freddie Mac 2039-12-15 3.500000 Government Agency Debt 14000000.00 12494058.67 Freddie Mac 2040-02-15 4.000000 Government Agency Debt 4000000.00 1567197.51 Freddie Mac 2041-08-15 2.250000 Government Agency Debt 178140.00 165181.58 Freddie Mac 2041-12-15 2.000000 Government Agency Debt 1417000.00 1112110.65 GNMA 2038-04-20 2.600000 Government Agency Debt 79936676.00 56272295.42 GNMA 2039-08-16 3.500000 Government Agency Debt 1650000.00 981058.70 GNMA 2044-01-20 4.500000 Government Agency Debt 40279921.00 42630042.60 First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 500000000.00 500000000.00 0.0223 N 500000000.00 500000000.00 BNP Paribas Securities Corp BNP Paribas 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529812.48 GNMA 2038-06-20 3.500000 Government Agency Debt 4000000.00 1767111.18 GNMA 2041-05-16 2.500000 Government Agency Debt 4535610.00 3922141.03 GNMA 2041-05-20 4.000000 Government Agency Debt 4691120.00 4753095.56 GNMA 2050-11-16 3.504999 Government Agency Debt 200000.00 183306.29 GNMA 2053-05-16 1.923999 Government Agency Debt 229752.00 157802.38 First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 250000000.00 250000000.00 0.0111 N 250000000.00 250000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.110000% 992JYD004_0.1100_M140414_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2021-05-25 0.00 Government Agency Debt 8695782.00 69670.42 Fannie Mae 2023-01-25 2.388799 Government Agency Debt 47000000.00 44552165.51 Fannie Mae 2037-08-25 6.982999 Government Agency Debt 1000000.00 105312.06 Fannie Mae 2039-03-25 2.651199 Government Agency Debt 5000000.00 1795725.97 Fannie Mae 2039-03-25 3.063499 Government Agency Debt 22450000.00 2482129.04 Fannie Mae 2039-03-25 3.275700 Government Agency Debt 10278059.00 3295788.08 Fannie Mae 2039-12-25 2.000000 Government Agency Debt 25000000.00 22436639.67 Fannie Mae 2041-08-25 2.000000 Government Agency Debt 7500000.00 6069983.39 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 20535000.00 7407215.86 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 285662.00 294370.35 Fannie Mae 2041-10-25 3.595699 Government Agency Debt 10000000.00 8767383.10 Fannie Mae 2042-02-25 7.500000 Government Agency Debt 43783866.00 3835345.97 Fannie Mae 2043-08-25 4.000000 Government Agency Debt 2364376.00 2309198.54 Freddie Mac 2023-02-25 3.111000 Government Agency Debt 39600000.00 39984122.37 Freddie Mac 2023-05-25 3.310000 Government Agency Debt 117000000.00 119476125.24 Freddie Mac 2032-06-15 3.000000 Government Agency Debt 10000000.00 2058717.91 Freddie Mac 2032-07-25 7.500000 Government Agency Debt 64586000.00 6653029.29 Freddie Mac 2039-04-15 6.500000 Government Agency 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Securities, Inc Deutsche Bank Securities, Inc 0.060000% 21599B009_0.0600_M140303_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-01-25 3.500000 Government Agency Debt 67416.00 65782.17 Fannie Mae 2040-02-25 3.000000 Government Agency Debt 164258.00 154622.58 Fannie Mae 2042-11-25 2.500000 Government Agency Debt 33318.00 27350.28 Fannie Mae 2044-01-25 7.000000 Government Agency Debt 25217158.00 29057987.13 GNMA 2034-12-16 2.359999 Government Agency Debt 3181163.00 889738.77 GNMA 2039-09-16 3.000000 Government Agency Debt 800000.00 532944.72 United States Treasury Department 2019-02-28 1.500000 Treasury Debt 95152700.00 95212170.44 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 122891795.00 122891795.00 0.0055 N 122891795.00 122891795.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 991JCA005_0.0500_M140306_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-06-25 4.000000 Government Agency Debt 136546002.00 141309990.00 Fannie Mae 2043-07-25 4.000000 Government Agency Debt 53959680.00 55921585.56 Fannie Mae 2044-01-25 7.000000 Government Agency Debt 25079017.00 28898805.85 GNMA 2032-05-20 6.000000 Government Agency Debt 315091.00 104726.88 GNMA 2033-07-16 5.000000 Government Agency Debt 36640.00 40636.03 GNMA 2033-11-16 5.500000 Government Agency Debt 3778392.00 4259566.44 GNMA 2037-10-16 2.250000 Government Agency Debt 1228123.00 804114.40 GNMA 2037-11-16 2.750000 Government Agency Debt 109455933.00 72641945.65 GNMA 2040-11-20 7.000000 Government Agency Debt 33915.00 40018.15 GNMA 2043-05-20 3.000000 Government Agency Debt 2385133.00 2195586.48 GNMA 2043-06-16 6.500000 Government Agency Debt 49801054.00 57735185.71 GNMA 2044-02-16 2.149999 Government Agency Debt 51686.00 47839.04 First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 350000000.00 350000000.00 0.0156 N 350000000.00 350000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 991JCA005_0.0600_M140307_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-10-01 6.000000 Government Agency Debt 15107730.00 16574176.50 Fannie Mae 2042-10-25 7.000000 Government Agency Debt 34639862.00 35864353.05 GNMA 2052-12-16 3.600000 Government Agency Debt 1133031.00 1149796.46 United States Treasury Department 2014-04-24 0.00 Treasury Debt 14360300.00 14359179.90 United States Treasury Department 2018-09-30 1.375000 Treasury Debt 136178600.00 137083096.02 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 200000000.00 200000000.00 0.0089 N 200000000.00 200000000.00 Fannie Mae Fannie Mae 0.120000% 313589F81 Government Agency Debt N First Tier Security N/A N/A 2014-09-15 2014-09-15 N N N 75000000.00 74951000.00 0.0033 N 74979600.00 74979600.00 Fannie Mae Fannie Mae 0.100000% 313589XS7 Government Agency Debt N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 100000000.00 99973888.90 0.0045 N 99994800.00 99994800.00 Fannie Mae Fannie Mae 0.090000% 313589YD9 Government Agency Debt N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 100000000.00 99973750.00 0.0045 N 99994200.00 99994200.00 Fannie Mae Fannie Mae 0.110000% 313589ZR7 Government Agency Debt N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 100000000.00 99956916.66 0.0045 N 99988300.00 99988300.00 Fannie Mae Fannie Mae 0.130000% 313589ZS5 Government Agency Debt N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 50000000.00 49974361.11 0.0022 N 49994100.00 49994100.00 Fannie Mae Fannie Mae 0.261000% 3135G0AZ6 Government Agency Debt N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 22595000.00 22595061.89 0.0010 N 22595000.00 22595000.00 Fannie Mae Fannie Mae 0.625000% 3135G0DW0 Government Agency Debt N First Tier Security N/A N/A 2014-10-30 2014-10-30 N N N 68911000.00 69130056.11 0.0031 N 69142127.49 69142127.49 Fannie Mae Fannie Mae 0.360000% 3135G0EY5 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-10-27 N N N 74550000.00 74686293.43 0.0033 N 74714159.10 74714159.10 Fannie Mae Fannie Mae 0.134000% 3135G0MH3 Government Agency Debt N First Tier Security N/A N/A 2014-03-20 2014-06-20 N N N 540605000.00 540644306.58 0.0241 N 540756910.01 540756910.01 Fannie Mae Fannie Mae 0.124500% 3135G0VK6 Government Agency Debt N First Tier Security N/A N/A 2014-03-27 2015-02-27 N N N 426837000.00 426868946.07 0.0190 N 427026942.47 427026942.47 Fannie Mae Fannie Mae 0.127100% 3135G0YF4 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2015-08-05 N N N 150000000.00 149956564.68 0.0067 N 150040500.00 150040500.00 Fannie Mae Fannie Mae 0.110000% 3138L5RX0 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 169808000.00 169808000.00 0.0076 N 169807711.33 169807711.33 Fannie Mae Fannie Mae 0.110000% 3138L5RY8 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 51000000.00 51000000.00 0.0023 N 50999913.30 50999913.30 Fannie Mae Fannie Mae 1.500000% 31398A3G5 Government Agency Debt N First Tier Security N/A N/A 2014-09-08 2014-09-08 N N N 4758000.00 4791941.06 0.0002 N 4792600.18 4792600.18 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 109354924.45 0.0049 N 109358192.81 109358192.81 Fannie Mae Fannie Mae 2.625000% 31398AZV7 Government Agency Debt N First Tier Security N/A N/A 2014-11-20 2014-11-20 N N N 68081000.00 69289066.40 0.0031 N 69316261.66 69316261.66 Farm Credit System Farm Credit System 0.114800% 31331K5Z9 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-05-12 N N N 4455000.00 4454955.34 0.0002 N 4455672.71 4455672.71 Farm Credit System Farm Credit System 0.170000% 3133EAM54 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-07-21 N N N 95000000.00 95046307.99 0.0042 N 95054720.00 95054720.00 Farm Credit System Farm Credit System 0.240000% 3133EAYU6 Government Agency Debt N First Tier 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Government Agency Debt N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 85025000.00 85026754.35 0.0038 N 85055779.05 85055779.05 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0B74 Government Agency Debt N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 150000000.00 149995725.48 0.0067 N 150006750.00 150006750.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 3130A0BB5 Government Agency Debt N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 25000000.00 24992163.43 0.0011 N 25001375.00 25001375.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0BH2 Government Agency Debt N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 100000000.00 99992790.96 0.0045 N 100005800.00 100005800.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130A0BQ2 Government Agency Debt N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 110000000.00 109986752.52 0.0049 N 110017160.00 110017160.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130A0BU3 Government Agency Debt N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 150000000.00 149982100.74 0.0067 N 150057150.00 150057150.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3130A0CL2 Government Agency Debt N First Tier Security N/A N/A 2014-03-26 2014-11-26 N N N 150000000.00 149984279.34 0.0067 N 150028050.00 150028050.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3130A0CR9 Government Agency Debt N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 138000000.00 137992601.24 0.0061 N 138011868.00 138011868.00 Federal Home Loan Bank Federal Home Loan Bank 0.172000% 3130A0EV8 Government Agency Debt N First Tier Security N/A N/A 2014-03-09 2015-12-09 N N N 50000000.00 50000000.00 0.0022 N 50034750.00 50034750.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3130A0HT0 Government Agency Debt N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 100000000.00 99990091.20 0.0045 N 100031400.00 100031400.00 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 3130A0JD3 Government Agency Debt N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 50000000.00 50000000.00 0.0022 N 50017650.00 50017650.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3130A0KL3 Government Agency Debt N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 20700000.00 20701332.98 0.0009 N 20707286.40 20707286.40 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3130A0KP4 Government Agency Debt N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N N 108000000.00 108005493.42 0.0048 N 108026892.00 108026892.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130A0L65 Government Agency Debt N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 145000000.00 145004999.19 0.0065 N 145023780.00 145023780.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3130A0L99 Government Agency Debt N First Tier Security N/A N/A 2014-10-09 2014-10-09 N N N 100000000.00 99997491.36 0.0045 N 100025000.00 100025000.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130A0M80 Government Agency Debt N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 100000000.00 99984791.76 0.0045 N 100025600.00 100025600.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0NS5 Government Agency Debt N First Tier Security N/A N/A 2014-07-17 2014-07-17 N N N 195000000.00 194988611.03 0.0087 N 195018135.00 195018135.00 Federal Home Loan Bank Federal Home Loan Bank 0.119500% 3130A0RM4 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2015-07-21 N N N 100000000.00 99978769.66 0.0045 N 100022800.00 100022800.00 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 3130A0U73 Government Agency Debt N First Tier Security N/A N/A 2015-02-26 2015-02-26 N N N 43500000.00 43500000.00 0.0019 N 43516356.00 43516356.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0UU2 Government Agency Debt N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 150000000.00 149986820.25 0.0067 N 150013800.00 150013800.00 Federal Home Loan Bank Federal Home Loan Bank 0.102000% 3130A0VX5 Government Agency Debt N First Tier Security N/A N/A 2014-03-07 2015-02-05 N N N 125000000.00 124999861.72 0.0056 N 124965625.00 124965625.00 Federal Home Loan Bank Federal Home Loan Bank 0.122000% 3130A0WP1 Government Agency Debt N First Tier Security N/A N/A 2014-03-10 2015-08-10 N N N 50000000.00 49989206.73 0.0022 N 50009500.00 50009500.00 Federal Home Loan Bank Federal Home Loan Bank 0.154000% 3130A0XK1 Government Agency Debt N First Tier Security N/A N/A 2014-05-10 2016-02-10 N N N 150000000.00 150000406.11 0.0067 N 150073500.00 150073500.00 Federal Home Loan Bank Federal Home Loan Bank 0.129900% 3130A13N6 Government Agency Debt N First Tier Security N/A N/A 2014-05-26 2015-08-26 N N N 100000000.00 99977822.96 0.0045 N 100012600.00 100012600.00 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 3130A15Z7 Government Agency Debt N First Tier Security N/A N/A 2014-06-17 2015-09-17 N N N 100000000.00 99976640.00 0.0045 N 100013800.00 100013800.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313379RR2 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-06-11 N N N 83000000.00 83029517.94 0.0037 N 83043575.00 83043575.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380UW5 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-04 N N N 50000000.00 50003125.68 0.0022 N 50005400.00 50005400.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313380VC8 Government Agency Debt N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 91400000.00 91413688.06 0.0041 N 91416909.00 91416909.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313380VN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-15 N N N 50000000.00 50003582.56 0.0022 N 50007400.00 50007400.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3133815J0 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-25 N N N 25000000.00 25002207.69 0.0011 N 25005525.00 25005525.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313381J48 Government Agency Debt N First Tier Security N/A N/A 2014-03-26 2014-06-26 N N N 75000000.00 75002527.07 0.0033 N 75019125.00 75019125.00 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 217159941.15 0.0097 N 217160651.48 217160651.48 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 186497334.57 0.0083 N 186506154.50 186506154.50 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 54999518.98 0.0024 N 55006710.00 55006710.00 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 20000171.70 0.0009 N 20001800.00 20001800.00 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 105001831.39 0.0047 N 105013545.00 105013545.00 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 90001677.95 0.0040 N 90012150.00 90012150.00 Federal Home Loan Bank Federal Home Loan Bank 0.096000% 313382W58 Government Agency Debt N First Tier Security N/A N/A 2014-03-25 2014-04-25 N N N 150000000.00 150000000.00 0.0067 N 150013950.00 150013950.00 Federal Home Loan Bank Federal Home Loan Bank 0.099000% 313382WW9 Government Agency Debt N First Tier Security N/A N/A 2014-03-02 2014-05-02 N N N 150000000.00 150000183.57 0.0067 N 150011400.00 150011400.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313382YZ0 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2014-05-15 N N N 134000000.00 134000188.30 0.0060 N 134013936.00 134013936.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3133836E6 Government Agency Debt N First Tier Security N/A N/A 2014-03-16 2014-05-16 N N N 150000000.00 150008287.32 0.0067 N 150015450.00 150015450.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313383BN0 Government Agency Debt N First Tier Security N/A N/A 2014-05-22 2014-05-22 N N N 62700000.00 62700578.77 0.0028 N 62708966.10 62708966.10 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313383GU9 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 70000000.00 69998960.75 0.0031 N 70002170.00 70002170.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383MF5 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 60000000.00 59999825.05 0.0027 N 60001440.00 60001440.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313383MG3 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-12-19 N N N 300000000.00 299994093.75 0.0134 N 300081900.00 300081900.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383MJ7 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 70000000.00 69999795.70 0.0031 N 70001680.00 70001680.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383MM0 Government Agency Debt N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 84000000.00 83986848.48 0.0037 N 84012516.00 84012516.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313383P96 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 200000000.00 200001086.60 0.0089 N 200003400.00 200003400.00 Federal Home Loan Bank Federal Home Loan Bank 0.086000% 313383RG8 Government Agency Debt N First Tier Security N/A N/A 2014-03-22 2014-04-22 N N N 75000000.00 74999984.26 0.0033 N 75005100.00 75005100.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383RQ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N N 139000000.00 138997983.73 0.0062 N 139009174.00 139009174.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313383RW3 Government Agency Debt N First Tier Security N/A N/A 2014-07-18 2014-07-18 N N N 40000000.00 39999637.42 0.0018 N 40015760.00 40015760.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383RX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-22 2014-04-22 N N N 150000000.00 149997530.19 0.0067 N 150011250.00 150011250.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313383VL2 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2015-02-12 N N N 50000000.00 50000000.00 0.0022 N 50017450.00 50017450.00 Federal Home Loan Bank Federal Home Loan Bank 0.111000% 313383WY3 Government Agency Debt N First Tier Security N/A N/A 2014-03-23 2015-02-23 N N N 192000000.00 191990666.43 0.0086 N 192058752.00 192058752.00 Federal Home Loan Bank Federal Home Loan Bank 0.099000% 313383X89 Government Agency Debt N First Tier Security N/A N/A 2014-03-20 2014-08-20 N N N 50000000.00 50000000.00 0.0022 N 50009850.00 50009850.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383XJ5 Government Agency Debt N First Tier Security N/A N/A 2014-08-22 2014-08-22 N N N 11700000.00 11700799.65 0.0005 N 11701918.80 11701918.80 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383XP1 Government Agency Debt N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 65750000.00 65737748.86 0.0029 N 65759402.25 65759402.25 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313383YB1 Government Agency Debt N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 290000000.00 290000567.06 0.0129 N 290000870.00 290000870.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313383YU9 Government Agency Debt N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 39750000.00 39757734.21 0.0018 N 39764628.00 39764628.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385TU0 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 162350000.00 162350000.00 0.0072 N 162350000.00 162350000.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385TW6 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 70000000.00 69999747.22 0.0031 N 70000000.00 70000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TW6 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 20000000.00 19999938.89 0.0009 N 20000000.00 20000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385TY2 Government Agency Debt N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 370000000.00 369997122.21 0.0165 N 370000000.00 370000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385TY2 Government Agency Debt N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 50000000.00 49999500.00 0.0022 N 50000000.00 50000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385UD6 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 125484000.00 125481176.62 0.0056 N 125484000.00 125484000.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313385UF1 Government Agency Debt N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 355000000.00 354996203.49 0.0158 N 355000000.00 355000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.107000% 313385UL8 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 130000000.00 129993817.77 0.0058 N 130000000.00 130000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313385UN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 111522000.00 111520048.34 0.0050 N 111522000.00 111522000.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385UN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 29400000.00 29399191.50 0.0013 N 29400000.00 29400000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385UT1 Government Agency Debt N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N N 35000000.00 34998658.33 0.0016 N 35000000.00 35000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313385UV6 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 100000000.00 99993402.78 0.0045 N 100000000.00 100000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385UV6 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 42300000.00 42297796.87 0.0019 N 42300000.00 42300000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385UZ7 Government Agency Debt N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 75000000.00 74996374.99 0.0033 N 74999400.00 74999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385VA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 35000000.00 34998104.17 0.0016 N 34999720.00 34999720.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313385VA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 20000000.00 19998583.33 0.0009 N 19999840.00 19999840.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385VC7 Government Agency Debt N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 70000000.00 69994400.00 0.0031 N 69999370.00 69999370.00 Federal Home Loan Bank Federal Home Loan Bank 0.053000% 313385VC7 Government Agency Debt N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 45050000.00 45047877.64 0.0020 N 45049594.55 45049594.55 Federal Home Loan Bank Federal Home Loan Bank 0.051000% 313385VC7 Government Agency Debt N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 30000000.00 29998640.00 0.0013 N 29999730.00 29999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VH6 Government Agency Debt N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N N 50700000.00 50696873.50 0.0023 N 50699493.00 50699493.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385VK9 Government Agency Debt N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 50000000.00 49995125.00 0.0022 N 49999450.00 49999450.00 Federal Home Loan Bank Federal Home Loan Bank 0.063000% 313385VQ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N N 100000000.00 99992300.00 0.0045 N 99998800.00 99998800.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313385VQ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N N 85000000.00 84990130.55 0.0038 N 84998980.00 84998980.00 Federal Home Loan Bank Federal Home Loan Bank 0.061000% 313385VX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 300000000.00 299974075.02 0.0134 N 299995800.00 299995800.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 158545000.00 158531523.71 0.0071 N 158542780.37 158542780.37 Federal Home Loan Bank Federal Home Loan Bank 0.067000% 313385VZ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 37588000.00 37584292.36 0.0017 N 37587436.18 37587436.18 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 74978489.58 0.0033 N 74997525.00 74997525.00 Federal Home Loan Bank Federal Home Loan Bank 0.073000% 313385WG7 Government Agency Debt N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 310000000.00 309962283.36 0.0138 N 309989770.00 309989770.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385WG7 Government Agency Debt N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 4100000.00 4099590.00 0.0002 N 4099864.70 4099864.70 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385WM4 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 6894000.00 6892630.78 0.0003 N 6893751.82 6893751.82 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385WP7 Government Agency Debt N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N N 100000000.00 99986972.22 0.0045 N 99996300.00 99996300.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385WU6 Government Agency Debt N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 100000000.00 99978000.00 0.0045 N 99996000.00 99996000.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313385WW2 Government Agency Debt N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 35800000.00 35790065.50 0.0016 N 35798532.20 35798532.20 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385XD3 Government Agency Debt N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 370500000.00 370441646.32 0.0165 N 370483327.50 370483327.50 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313385XD3 Government Agency Debt N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 170000000.00 169954100.00 0.0076 N 169992350.00 169992350.00 Federal Home Loan Bank Federal Home Loan Bank 0.122000% 313385XD3 Government Agency Debt N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 34500000.00 34490529.75 0.0015 N 34498447.50 34498447.50 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385XJ0 Government Agency Debt N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 206600000.00 206570387.32 0.0092 N 206590083.20 206590083.20 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313385XR2 Government Agency Debt N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 142000000.00 141950477.50 0.0063 N 141992616.00 141992616.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313385XT8 Government Agency Debt N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 24900000.00 24891129.38 0.0011 N 24898680.30 24898680.30 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313385YQ3 Government Agency Debt N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 25000000.00 24989527.78 0.0011 N 24998400.00 24998400.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ZC3 Government Agency Debt N First Tier Security N/A N/A 2014-07-09 2014-07-09 N N N 25000000.00 24990222.23 0.0011 N 24997325.00 24997325.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ZK5 Government Agency Debt N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N N 105100000.00 105056646.25 0.0047 N 105088228.80 105088228.80 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ZM1 Government Agency Debt N First Tier Security N/A N/A 2014-07-18 2014-07-18 N N N 42100000.00 42082376.47 0.0019 N 42095200.60 42095200.60 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ZS8 Government Agency Debt N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 28300000.00 28287720.94 0.0013 N 28296660.60 28296660.60 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ZU3 Government Agency Debt N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 2000000.00 1999120.00 0.0001 N 1999760.00 1999760.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313385ZX7 Government Agency Debt N First Tier Security N/A N/A 2014-07-28 2014-07-28 N N N 25000000.00 24986218.75 0.0011 N 24996950.00 24996950.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385ZZ2 Government Agency Debt N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 220000000.00 219908944.43 0.0098 N 219972720.00 219972720.00 Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3133XLJP9 Government Agency Debt N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 50000000.00 51188091.57 0.0023 N 51221300.00 51221300.00 Federal Home Loan Bank Federal Home Loan Bank 2.375000% 3133XWKV0 Government Agency Debt N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 18170000.00 18182261.05 0.0008 N 18182773.51 18182773.51 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140303_2M52 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2042-02-15 3.125000 Treasury Debt 1955473100.00 1800007586.69 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 1800000000.00 1800000000.00 0.0802 N 1800000000.00 1800000000.00 Freddie Mac Freddie Mac 0.100000% 313397E64 Government Agency Debt N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 100000000.00 99948333.32 0.0045 N 99974200.00 99974200.00 Freddie Mac Freddie Mac 0.150000% 313397F97 Government Agency Debt N First Tier Security N/A N/A 2014-09-16 2014-09-16 N N N 145750000.00 145630363.56 0.0065 N 145710064.50 145710064.50 Freddie Mac Freddie Mac 0.150000% 313397L33 Government Agency Debt N First Tier 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124344155.55 124344155.55 Freddie Mac Freddie Mac 0.120000% 313397YF2 Government Agency Debt N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N N 100000000.00 99964333.34 0.0045 N 99994100.00 99994100.00 Freddie Mac Freddie Mac 0.240400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-10 2015-02-10 N N N 150000000.00 150000000.00 0.0067 N 150081000.00 150081000.00 Freddie Mac Freddie Mac 0.370000% 3134G2Z47 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-10-07 N N N 150000000.00 150263444.61 0.0067 N 150303750.00 150303750.00 Freddie Mac Freddie Mac 0.320000% 3134G32E9 Government Agency Debt N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 100000000.00 100105486.16 0.0045 N 100145100.00 100145100.00 Freddie Mac Freddie Mac 0.350000% 3134G3H78 Government Agency Debt N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 176161000.00 176408619.19 0.0079 N 176457478.96 176457478.96 Freddie Mac Freddie Mac 0.375000% 3134G3SB7 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