0001145549-14-002790.txt : 20140319 0001145549-14-002790.hdr.sgml : 20140319 20140319125157 ACCESSION NUMBER: 0001145549-14-002790 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20140319 DATE AS OF CHANGE: 20140319 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14703442 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-07-31 0000857156 S000004508 4 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 43 65 15168869646.90 3889166.75 676721.55 15172082092.10 0.0033 1.0001 2012-07-31 1.0001 2012-07-31 C000012383 25000.00 10443839637.19 1.00 -119271130.76 116397427.76 235668558.52 0.0001 1.0001 2012-07-31 1.0001 2012-07-31 C000012384 1000000.00 1657120226.13 1.00 -48141544.70 26628782.45 74770327.15 0.0001 1.0001 2012-07-31 1.0001 2012-07-31 C000012385 3000000.00 1265099738.97 1.00 -52527452.11 32179577.39 84707029.50 0.0006 1.0001 2012-07-31 1.0001 2012-07-31 C000038267 10000000.00 1806022489.81 1.00 87376048.54 148734490.68 61358442.14 0.0012 1.0001 2012-07-31 1.0001 2012-07-31 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 02086LH66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1999916.67 0.0001 N 1999940.00 1999940.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 15000000.00 14993058.33 0.0010 N 14995050.00 14995050.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 57000000.00 56973083.33 0.0038 N 56980620.00 56980620.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915TK43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N Y Cash Rabobank Nederland N/A N/A 32000000.00 31982933.34 0.0021 N 31987520.00 31987520.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N Y Cash Rabobank Nederland N/A N/A 28572000.00 28507220.93 0.0019 N 28517713.20 28517713.20 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N Y Cash Rabobank Nederland N/A N/A 40000000.00 39905777.77 0.0026 N 39918400.00 39918400.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.296800% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-22 2012-11-26 N N N 131000000.00 131000000.00 0.0086 N 131001310.00 131001310.00 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 2012-08-01 2012-08-01 N N N 187000000.00 187000000.00 0.0123 Security is a time deposit. N 187000000.00 187000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 16000000.00 16000000.00 0.0011 Security is a time deposit. N 16000000.00 16000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NKF009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 24000000.00 24000000.00 0.0016 N 24017040.00 24017040.00 Bank of America, NA Bank of America, NA 0.803100% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 149000000.00 149000000.00 0.0098 N 148998510.00 148998510.00 Bank of Montreal Bank of Montreal 0.200000% 06366VMQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 123000000.00 123000000.00 0.0081 N 123004920.00 123004920.00 Bank of Montreal Bank of Montreal 0.200000% 06366VNY8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 76000000.00 76000000.00 0.0050 N 76003800.00 76003800.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPJ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 2000000.00 2000000.00 0.0001 N 2000100.00 2000100.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 12000000.00 12000000.00 0.0008 N 12000720.00 12000720.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417E2V4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 16000000.00 15999626.80 0.0011 N 16000960.00 16000960.00 Bank of Nova Scotia Bank of Nova Scotia 0.430000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2013-07-26 N N N 127000000.00 127000000.00 0.0084 N 127000000.00 127000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 95000000.00 95000000.00 0.0063 N 95023750.00 95023750.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 7000000.00 7000000.00 0.0005 N 7002240.00 7002240.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-11-15 N N N 57000000.00 57000000.00 0.0038 N 56999430.00 56999430.00 Bank of the West Bank of the West 0.450000% 0642G0XU0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 9000000.00 9000000.00 0.0006 N 9002970.00 9002970.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538EC96 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 117000000.00 117000000.00 0.0077 N 117019890.00 117019890.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538ED46 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 35000000.00 35000000.00 0.0023 N 35005950.00 35005950.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 37000000.00 37000000.00 0.0024 N 37000370.00 37000370.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYS0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 45000000.00 45000000.00 0.0030 N 45005850.00 45005850.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 111000000.00 111000000.00 0.0073 N 111016650.00 111016650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZK6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 28000000.00 28000000.00 0.0018 N 28004480.00 28004480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 83000000.00 83000000.00 0.0055 N 83014940.00 83014940.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 54000000.00 54000000.00 0.0036 N 54059940.00 54059940.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 15000000.00 15000000.00 0.0010 N 15011100.00 15011100.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 138000000.00 138000000.00 0.0091 N 138128340.00 138128340.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 00799J004_0.1800_M120801_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2037-02-01 2.263000 Government Agency Debt 18843298.00 19838133.94 Fannie Mae 2040-04-01 3.791000 Government Agency Debt 36133023.00 17022395.54 Fannie Mae 2040-09-01 4.209000 Government Agency Debt 35210512.00 19241840.12 Fannie Mae 2041-03-01 3.286000 Government Agency Debt 1358666.00 1155905.31 Fannie Mae 2042-02-01 2.269000 Government Agency Debt 21319212.00 21074024.66 Fannie Mae 2042-02-01 2.271000 Government Agency Debt 22239533.00 21471089.74 Fannie Mae 2042-08-01 2.023900 Government Agency Debt 19111030.00 19796611.13 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 115000000.00 115000000.00 0.0076 N 115000000.00 115000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 07699U005_0.2200_M120807_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2015-07-01 5.000000 Government Agency Debt 4090678.00 473061.31 Fannie Mae 2016-10-01 6.000000 Government Agency Debt 3227522.00 496723.15 Fannie Mae 2017-03-01 5.500000 Government Agency Debt 2909577.00 476666.15 Fannie Mae 2017-10-01 6.500000 Government Agency Debt 2130913.00 450554.80 Fannie Mae 2018-01-01 6.000000 Government Agency Debt 3068076.00 733718.77 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 2512262.00 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3.500000 Government Agency Debt 439042.00 464086.95 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 500000.00 538406.14 Fannie Mae 2042-03-01 4.500000 Government Agency Debt 787850.00 744128.52 Fannie Mae 2042-03-01 5.000000 Government Agency Debt 663950.00 745699.07 Fannie Mae 2042-03-25 3.500000 Government Agency Debt 5848775.00 6218374.69 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1118591.00 1234300.51 Fannie Mae 2042-04-01 5.000000 Government Agency Debt 416212.00 468555.54 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 540727.00 577726.07 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 1335388.00 1442802.94 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 445004.00 481317.36 Fannie Mae 2042-06-01 2.282000 Government Agency Debt 1475482.00 1532407.15 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 1084142.00 1127353.29 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 1067514.00 1154714.08 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 1027522.00 1110999.48 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 501489.00 541837.26 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1077219.00 1196116.59 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1027291.00 1141033.22 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1008303.00 1121697.07 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 1466667.00 1569288.94 Fannie Mae 2047-08-01 6.500000 Government Agency Debt 1810000.00 462679.90 Freddie Mac 2017-12-15 4.000000 Government Agency Debt 5000000.00 1559577.87 Freddie Mac 2018-01-01 5.500000 Government Agency Debt 8000000.00 503517.59 Freddie Mac 2018-03-01 6.500000 Government Agency Debt 38000000.00 563966.72 Freddie Mac 2018-05-01 5.000000 Government Agency Debt 4220000.00 503842.09 Freddie Mac 2018-10-01 5.000000 Government Agency Debt 9000000.00 1146994.84 Freddie Mac 2018-11-01 4.500000 Government Agency Debt 2663377.00 503767.15 Freddie Mac 2018-12-01 4.500000 Government Agency Debt 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common stock or ETF 0.00 999985.14 MEAD JOHNSON NUTRITION CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999992.40 MERCK & CO INC NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999999.36 MOVADO GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999988.14 QUIKSILVER INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999997.48 REGIONS FINANCIAL CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999993.15 SAUER-DANFOSS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 896847.33 VALERO ENERGY CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999985.44 VENOCO INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 999998.72 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 20000000.00 20000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. 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48504.00 34484.77 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 187231.00 160455.18 Fannie Mae 2042-01-01 3.363000 Government Agency Debt 2426713.00 2546018.05 GNMA 2026-11-20 3.000000 Government Agency Debt 27051379.00 20616380.25 GNMA 2038-08-20 7.000000 Government Agency Debt 42857142.00 48450803.87 GNMA 2042-01-20 7.000000 Government Agency Debt 10211272.00 12068434.39 First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 125000000.00 125000000.00 0.0082 Y 125000000.00 125000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120820_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-04-01 3.500000 Government Agency Debt 5746141.00 6015142.21 Fannie Mae 2032-04-01 3.500000 Government Agency Debt 5607602.00 5995314.76 Fannie Mae 2036-06-01 6.500000 Government Agency Debt 27295162.00 5983336.41 Fannie Mae 2036-08-01 6.000000 Government Agency Debt 24715651.00 5987724.97 Fannie Mae 2036-10-01 6.000000 Government 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48397.00 34408.70 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 213304.00 166034.35 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 112990.00 65166.38 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 55074.00 46192.77 Fannie Mae 2041-04-25 4.500000 Government Agency Debt 4416931.00 5038163.51 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 7248630.00 6212006.78 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 3173448.00 3415957.61 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 187177.00 170794.15 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 499347.00 479927.15 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 67558.00 67515.31 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 930121.00 982363.80 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 7329.00 7585.40 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 53979.00 62209.63 Fannie Mae 2042-07-01 3.000000 Government Agency Debt 1428838.00 1487341.80 Fannie Mae 2042-07-01 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2012-09-17 2012-09-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 50463000.00 50446529.44 0.0033 N 50446851.84 50446851.84 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000% 06399U000_0.1800_M120801_2MN4 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2029-03-15 4.500000 Government Agency Debt 25064824.00 17936836.63 GNMA 2034-12-20 4.500000 Government Agency Debt 50000000.00 32893496.41 GNMA 2034-12-20 4.500000 Government Agency Debt 8196407.00 5390613.55 GNMA 2037-03-20 2.000000 Government Agency Debt 34409000.00 35173939.34 GNMA 2037-06-16 0.578700 Government Agency Debt 110000000.00 33982066.82 GNMA 2037-07-20 0.546700 Government Agency Debt 125000000.00 35161523.66 GNMA 2037-07-20 0.546700 Government Agency Debt 125000000.00 35161523.66 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 190000000.00 190000000.00 0.0125 N 190000000.00 190000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, 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0.0013 N 20002800.00 20002800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.535000% 60681P6N9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 14000000.00 14000000.00 0.0009 N 14000280.00 14000280.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.360000% 60687GB98 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 76000000.00 76000000.00 0.0050 N 76008360.00 76008360.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.400000% 60687GG77 Certificate of Deposit N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 76000000.00 76000000.00 0.0050 N 76008360.00 76008360.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 70000000.00 70000000.00 0.0046 N 70021000.00 70021000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972CAZ000_M121022 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Company Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N Y National Australia Bank Ltd N/A N/A N 30000000.00 29998833.33 0.0020 N 29999100.00 29999100.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.350000% 63253JJH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N Y National Australia Bank Ltd N/A N/A N 47000000.00 46978523.61 0.0031 N 46993420.00 46993420.00 Nationwide Building Society Nationwide Building Society 0.580000% 6385E0HU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 53000000.00 52976945.00 0.0035 N 52990460.00 52990460.00 Nationwide Building Society Nationwide Building Society 0.630000% 6385E0J46 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 25000000.00 24985125.00 0.0016 N 24993750.00 24993750.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) 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2012-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2997900.00 0.0002 N 2997750.00 2997750.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 30000000.00 29978750.00 0.0020 N 29976996.00 29976996.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19985666.67 0.0013 N 19984388.00 19984388.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 44000000.00 43967000.00 0.0029 N 43963040.00 43963040.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.360000% 83050TKK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 12000000.00 11990520.00 0.0008 N 11991600.00 11991600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.410000% 83051A3X7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 31000000.00 31000000.00 0.0020 N 31004340.00 31004340.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 16000000.00 16000000.00 0.0011 N 16001600.00 16001600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 62000000.00 62000000.00 0.0041 N 62016740.00 62016740.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2H68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 22000000.00 21999083.33 0.0014 N 21999340.00 21999340.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.220000% 8342E2HW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N Y Letter of Credit HSBC Bank Plc N/A N/A 20000000.00 19996455.55 0.0013 N 19996834.00 19996834.00 State Street Corp State Street Corp 0.250000% 85747JKB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 58000000.00 57971402.77 0.0038 N 57979120.00 57979120.00 State Street Corp State Street Corp 0.270000% 85747JKF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 14000000.00 13992125.00 0.0009 N 13994680.00 13994680.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGZ2 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 13000000.00 12999870.00 0.0009 N 12999870.00 12999870.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHA6 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 58403000.00 58401539.93 0.0038 N 58401831.94 58401831.94 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FJW6 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25186000.00 25176429.32 0.0017 N 25174666.30 25174666.30 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JS32 Government Agency Debt N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998250.00 0.0033 N 49998500.00 49998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JT56 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40000000.00 39994400.00 0.0026 N 39994800.00 39994800.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K5X8 Government Agency Debt N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30000000.00 29996100.00 0.0020 N 29996700.00 29996700.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K6B5 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 7748000.00 7746915.28 0.0005 N 7746992.76 7746992.76 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YFB5 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998950.00 0.0007 N 9999100.00 9999100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-09-04 Y Sumitomo Mitsui Banking Corp N/A N/A N N 55000000.00 55000000.00 0.0036 N 55009350.00 55009350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DEH9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 5000000.00 5000000.00 0.0003 N 5000050.00 5000050.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DEN6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 55000000.00 55000000.00 0.0036 N 55000550.00 55000550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHP8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 17000000.00 17000000.00 0.0011 N 17002040.00 17002040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 154000000.00 154000000.00 0.0102 N 154020020.00 154020020.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.510000% 86562DLA6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 104000000.00 104000000.00 0.0069 N 104009360.00 104009360.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 77000000.00 77000000.00 0.0051 N 77010010.00 77010010.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.390000% 86562WF37 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 33000000.00 33000000.00 0.0022 N 33000000.00 33000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WG77 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 32000000.00 32000000.00 0.0021 N 31999040.00 31999040.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.290000% 86958CEM2 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 21000000.00 21000000.00 0.0014 N 20993910.00 20993910.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.280000% 86958CEY6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 9000000.00 9000000.00 0.0006 N 9000000.00 9000000.00 Swedbank AB Swedbank AB 0.440000% 87019QKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 16000000.00 16000000.00 0.0011 N 16002560.00 16002560.00 Texas TRAN Series 2011A 0.180000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 32000000.00 32000000.00 0.0021 N 32000000.00 32000000.00 Texas TRAN Series 2011A 0.180000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 63360000.00 63360000.00 0.0042 N 63360000.00 63360000.00 Texas TRAN Series 2011A 0.180000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 39690000.00 39690000.00 0.0026 N 39690000.00 39690000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.450000% 88324LHH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6998600.00 0.0005 N 6999300.00 6999300.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.450000% 88324LHL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 145000000.00 144965562.50 0.0096 N 144982600.00 144982600.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999746.67 0.0001 N 1999760.00 1999760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.336800% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2013-04-22 N N N 74000000.00 74000000.00 0.0049 N 74000000.00 74000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89112XT47 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 96000000.00 96000000.00 0.0063 N 96000000.00 96000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112XXP5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 61000000.00 61000000.00 0.0040 N 61001220.00 61001220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYL3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 8000000.00 8000000.00 0.0005 N 8000320.00 8000320.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYR0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 61000000.00 61000000.00 0.0040 N 61002440.00 61002440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZD0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 291000000.00 291000000.00 0.0192 N 291014550.00 291014550.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 47000000.00 46978850.00 0.0031 N 46991540.00 46991540.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 75000000.00 74979395.84 0.0049 N 74985000.00 74985000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.400000% 89233GL79 Other Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N Y Support Agreement Toyota Motor Corp N/A N/A 9000000.00 8990200.00 0.0006 N 8994150.00 8994150.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 30000000.00 29959666.67 0.0020 N 29976300.00 29976300.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 228000000.00 228000000.00 0.0150 N 228045600.00 228045600.00 UBS Securities LLC UBS Securities LLC 0.190000% 99EPPA003_0.1900_M120801_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-09-01 4.500000 Government Agency Debt 61797361.00 63407473.98 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 10497395.00 7464167.99 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 29415039.00 31128358.93 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 100000000.00 100000000.00 0.0066 N 100000000.00 100000000.00 Union Bank, NA Union Bank, NA 0.420000% 90527MN44 Certificate of Deposit N First Tier Security N/A N/A 2012-09-26 2012-09-26 N N N 46000000.00 46000000.00 0.0030 N 46015180.00 46015180.00 Union Bank, NA Union Bank, NA 0.420000% 90527MP26 Certificate of Deposit N First Tier Security N/A N/A 2012-09-25 2012-09-25 N N N 14000000.00 14000000.00 0.0009 N 14004620.00 14004620.00 Univ of California CP Series B 0.200000% 91411SHG8 Other Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 12000000.00 11999000.00 0.0008 N 11999040.00 11999040.00 Univ of California CP Series B 0.190000% 91411SJL5 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 33000000.00 32991291.67 0.0022 N 32990430.00 32990430.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TMR6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 4000000.00 4000000.00 0.0003 N 4000560.00 4000560.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-11-26 N N N 116000000.00 116000000.00 0.0076 N 115997680.00 115997680.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 29000000.00 28991138.89 0.0019 N 28991880.00 28991880.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 72000000.00 71876800.00 0.0047 N 71869680.00 71869680.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N39 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 28000000.00 27951777.78 0.0018 N 27948760.00 27948760.00 Westpac Banking Corp Westpac Banking Corp 0.435800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-07 2013-02-07 N N N 118000000.00 118000000.00 0.0078 N 117996460.00 117996460.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.245000% 96122GHA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N Y Westpac New Zealand Ltd N/A N/A N 39000000.00 38997611.25 0.0026 N 38998050.00 38998050.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 449564.06 449564.06 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 418372.51 418372.51 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 363649.38 363649.38 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 534436.18 534436.18 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 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 641371.37 641371.37 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1602731.20 1602731.20 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 577375.21 577375.21 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 203177.06 203177.06 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 320806.07 320806.07 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 110703.48 110703.48 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 96223.46 96223.46 Windmill Funding Corp Windmill Funding Corp 0.450000% 97342GHF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999825.00 0.0001 N 999920.00 999920.00