0001145549-15-007577.txt : 20151130 0001145549-15-007577.hdr.sgml : 20151130 20151007154901 ACCESSION NUMBER: 0001145549-15-007577 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151007 DATE AS OF CHANGE: 20151007 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: 151148938 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-09-30 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 41 67 15245642448.53 6123803.95 1411508.64 15250354743.84 0.0030 1.0001 2015-09-30 1.0001 2015-09-30 C000012373 1.00 15250354743.84 1.00 151097200.27 2919864329.55 2768767129.28 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.250000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-07 2015-10-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.330000% 00279H6Z4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N Y Santander UK Plc N/A N/A N 1000000.00 1000000.00 0.0001 N 1000283.21 1000283.21 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.360000% 00279JAB8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-15 2015-12-15 N Y Santander UK Plc N/A N/A N 60000000.00 60000000.00 0.0039 N 60023802.60 60023802.60 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.293000% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-13 2015-11-10 N N N 45000000.00 45000000.00 0.0030 N 44999955.00 44999955.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 104000000.00 104000000.00 0.0068 Security is a time deposit. N 104000000.00 104000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005_M151005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 10000000.00 10000000.00 0.0007 Security is a time deposit. N 9999967.50 9999967.50 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005_M151006 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 95000000.00 95000000.00 0.0062 Security is a time deposit. N 94999458.50 94999458.50 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 926TZC004 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 125000000.00 125000000.00 0.0082 Security is a time deposit. N 125000000.00 125000000.00 Bank of America, NA Bank of America, NA 0.412800% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-10-05 2016-04-04 N N N 40000000.00 40000000.00 0.0026 N 40000680.00 40000680.00 Bank of America, NA Bank of America, NA 0.310000% 06053PFN2 Other Note N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 6000000.00 6000000.00 0.0004 N 6001062.06 6001062.06 Bank of America, NA Bank of America, NA 0.320000% 06053PFR3 Other Note N First Tier Security N/A N/A 2015-10-19 2015-10-19 N N N 65000000.00 65000000.00 0.0043 N 65014755.65 65014755.65 Bank of America, NA Bank of America, NA 0.340000% 06053PFV4 Other Note N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 77000000.00 77000000.00 0.0050 N 77026488.77 77026488.77 Bank of America, NA Bank of America, NA 0.260000% 06053PHH3 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 50000000.00 50000000.00 0.0033 N 50000000.50 50000000.50 Bank of America, NA Bank of America, NA 0.300000% 06053PHP5 Other Note N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 14000000.00 14000000.00 0.0009 N 14003024.14 14003024.14 Bank of America, NA Bank of America, NA 0.330000% 06053PJE8 Other Note N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 79000000.00 79000000.00 0.0052 N 79006952.79 79006952.79 Bank of America, NA Bank of America, NA 0.460000% 06053PJF5 Other Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 10000000.00 10000000.00 0.0007 N 10009130.10 10009130.10 Bank of Montreal Bank of Montreal 0.250000% 06366C6D5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 4000000.00 4000000.00 0.0003 N 4000205.24 4000205.24 Bank of Montreal Bank of Montreal 0.300000% 06366CE95 Certificate of Deposit N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 109000000.00 109000000.00 0.0071 N 109005930.69 109005930.69 Bank of Montreal Bank of Montreal 0.290000% 06366CF60 Certificate of Deposit N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 1000000.00 1000000.00 0.0001 N 1000054.11 1000054.11 Bank of Montreal Bank of Montreal 0.310000% 06366CP77 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 106000000.00 106000000.00 0.0070 N 106017819.66 106017819.66 Bank of Montreal Bank of Montreal 0.330000% 06427EEV9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 162000000.00 162000000.00 0.0106 N 161993325.60 161993325.60 Bank of Nova Scotia Bank of Nova Scotia 0.340000% 06417HA71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 30000000.00 30000000.00 0.0020 N 30008058.30 30008058.30 Bank of Nova Scotia Bank of Nova Scotia 0.299300% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-10-08 2015-12-08 N N N 97000000.00 97000000.00 0.0064 N 97000776.97 97000776.97 Bank of Nova Scotia Bank of Nova Scotia 0.304000% 06417HH90 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-12-11 N N N 19000000.00 19000000.00 0.0012 N 19000133.19 19000133.19 Bank of Nova Scotia Bank of Nova Scotia 0.300000% 06417HN85 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 3000000.00 3000000.00 0.0002 N 3000257.73 3000257.73 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417HT71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-13 2015-11-13 N N N 4000000.00 4000000.00 0.0003 N 4001104.04 4001104.04 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417KYP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 19000000.00 18990769.17 0.0012 N 18996665.50 18996665.50 Bank of Nova Scotia Bank of Nova Scotia 0.120000% 924HZZ001_0.1200_M151001_2M54 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-01 2.698000 Government Agency Debt 14400019.00 8138137.88 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 4158272.00 3826224.15 GNMA 2045-09-20 4.000000 Government Agency Debt 29075108.00 31295638.61 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 42000000.00 42000000.00 0.0028 N 42000000.00 42000000.00 Bank of the West Bank of the West 0.270000% 06426GHR1 Certificate of Deposit N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 10000000.00 10000000.00 0.0007 N 10000340.10 10000340.10 Bank of the West Bank of the West 0.280000% 06426GHS9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 12000000.00 12000000.00 0.0008 N 12001418.52 12001418.52 Bank of the West Bank of the West 0.300000% 06426GHX8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 51000000.00 51000000.00 0.0033 N 51010649.31 51010649.31 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.553000% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-03-10 N N N 87000000.00 87000000.00 0.0057 N 87001740.87 87001740.87 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XS90 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 1000000.00 1000000.00 0.0001 N 1000042.71 1000042.71 Barclays Bank Plc Barclays Bank Plc 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 38000000.00 38000000.00 0.0025 N 38072420.78 38072420.78 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY36 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 32000000.00 32000000.00 0.0021 N 32022441.92 32022441.92 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY44 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 40000000.00 40000000.00 0.0026 N 40028056.40 40028056.40 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY69 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 2000000.00 2000000.00 0.0001 N 2001402.82 2001402.82 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M151001_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-12-17 0.00 Treasury Debt 100.00 100.00 United States Treasury Department 2016-05-26 0.00 Treasury Debt 1220500.00 1219770.00 United States Treasury Department 2016-06-23 0.00 Treasury Debt 200.00 199.73 United States Treasury Department 2018-09-15 1.000000 Treasury Debt 228800.00 229395.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 1421008.00 1421008.00 0.0001 N 1421008.00 1421008.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M151005_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2018-01-31 0.875000 Treasury Debt 3999300.00 4015100.00 United States Treasury Department 2018-08-31 1.500000 Treasury Debt 811300.00 825884.00 United States Treasury Department 2018-12-31 1.375000 Treasury Debt 100.00 101.44 United States Treasury Department 2020-01-31 1.375000 Treasury Debt 2492800.00 2507830.00 United States Treasury Department 2022-01-31 1.500000 Treasury Debt 20085000.00 19915200.00 United States Treasury Department 2024-02-15 2.750000 Treasury Debt 39464200.00 42096000.00 First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 68000000.00 68000000.00 0.0045 N 68000000.68 68000000.68 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M151006_2M54 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2039-11-15 2.750000 Government Agency Debt 66342313.00 17953617.17 GNMA 2045-06-20 3.000000 Government Agency Debt 14576334.00 14596383.02 First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 31000000.00 31000000.00 0.0020 N 31000000.00 31000000.00 Barton Capital, LLC Barton Capital, LLC 0.330000% 06945MZ25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 113000000.00 112935778.33 0.0074 N 112959862.40 112959862.40 BNP Paribas SA BNP Paribas SA 0.520000% 05572NA97 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 145000000.00 145000000.00 0.0095 N 145071848.95 145071848.95 BNP Paribas SA BNP Paribas SA 0.400000% 05572NYU4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 51000000.00 51000000.00 0.0033 N 51014066.31 51014066.31 BNP Paribas SA BNP Paribas SA 0.270000% 05572NZH2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 20000000.00 20000000.00 0.0013 N 20000168.20 20000168.20 BNP Paribas SA BNP Paribas SA 0.260000% 05572NZK5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 25000000.00 25000000.00 0.0016 N 25001072.75 25001072.75 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M151001_2M54 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2015-11-15 9.875000 Treasury Debt 800.00 839.00 United States Treasury Department 2015-11-30 0.250000 Treasury Debt 100.00 100.11 United States Treasury Department 2016-11-30 2.750000 Treasury Debt 6035100.00 6251670.00 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 1000.00 1220.00 United States Treasury Department 2018-07-15 1.375000 Treasury Debt 2144800.00 2472430.00 United States Treasury Department 2019-01-31 1.250000 Treasury Debt 64178200.00 64712300.00 United States Treasury Department 2019-05-31 1.500000 Treasury Debt 600.00 610.88 United States Treasury Department 2019-07-15 1.875000 Treasury Debt 300.00 359.08 United States Treasury Department 2020-08-31 2.125000 Treasury Debt 200.00 207.31 United States Treasury Department 2020-11-30 2.000000 Treasury Debt 100.00 103.37 United States Treasury Department 2021-01-15 1.125000 Treasury Debt 25.00 28.38 United States Treasury Department 2029-02-15 5.250000 Treasury Debt 100.00 135.09 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 72000000.00 72000000.00 0.0047 N 72000000.00 72000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987WVU007_0.1100_M151001_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2016-08-15 0.226600 Government Agency Debt 1000.00 1000.37 Fannie Mae 2019-07-25 4.287000 Government Agency Debt 31576.00 30076.70 Fannie Mae 2020-05-01 6.000000 Government Agency Debt 575079.00 56821.90 Fannie Mae 2020-07-01 3.500000 Government Agency Debt 467130.00 82484.27 Fannie Mae 2021-05-25 2.678000 Government Agency Debt 600000.00 622792.37 Fannie Mae 2022-09-01 6.000000 Government Agency Debt 105886.00 5761.56 Fannie Mae 2022-10-25 2.743000 Government Agency Debt 24315.00 24327.17 Fannie Mae 2024-07-25 3.103000 Government Agency Debt 2404560.00 2515457.44 Fannie Mae 2024-09-06 2.625000 Government Agency Debt 3856000.00 3956988.64 Fannie Mae 2024-09-25 2.532000 Government Agency Debt 4964896.00 4962809.09 Fannie Mae 2024-12-25 3.159000 Government Agency Debt 11477537.00 11651154.01 Fannie Mae 2026-08-01 5.000000 Government Agency Debt 296772.00 59738.01 Fannie Mae 2027-05-01 5.500000 Government Agency Debt 303385.00 68251.57 Fannie Mae 2030-10-01 2.500000 Government Agency Debt 573984.00 586708.59 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 1587744.00 493980.58 Fannie Mae 2032-08-01 5.500000 Government Agency Debt 2000000.00 301185.74 Fannie Mae 2032-09-01 7.500000 Government Agency Debt 4137992.00 1819219.01 Fannie Mae 2033-05-01 5.500000 Government Agency Debt 40464.00 5259.84 Fannie Mae 2033-10-01 5.500000 Government Agency Debt 290000.00 20807.97 Fannie Mae 2033-12-01 2.468000 Government Agency Debt 10589107.00 716856.50 Fannie Mae 2037-04-01 6.000000 Government Agency Debt 582081.00 69882.54 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 284609.00 33401.71 Fannie Mae 2037-08-01 6.000000 Government Agency Debt 146944.00 7330.08 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 15015516.00 878624.93 Fannie Mae 2038-11-01 6.000000 Government Agency Debt 7982970.00 695787.20 Fannie Mae 2038-11-01 6.000000 Government Agency Debt 2933000.00 202872.10 Fannie Mae 2039-02-01 5.000000 Government Agency Debt 500000.00 50362.60 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 572903.00 162073.94 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 3494688.00 2246690.11 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 4605.00 4390.22 Fannie Mae 2042-06-25 3.500000 Government Agency Debt 1009500.00 1032539.26 Fannie Mae 2042-11-01 2.420000 Government Agency Debt 1845568.00 1160180.99 Fannie Mae 2043-08-01 3.000000 Government Agency Debt 135366.00 127321.96 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 14672386.00 9760437.95 Fannie Mae 2044-08-01 4.500000 Government Agency Debt 1861794.00 1833629.92 Fannie Mae 2044-12-25 3.500000 Government Agency Debt 9198000.00 9600536.16 Fannie Mae 2045-02-01 4.000000 Government Agency Debt 173587.00 180796.94 Fannie Mae 2045-04-01 2.451000 Government Agency Debt 3782907.00 3629871.11 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 9673984.00 10123905.95 Freddie Mac 2017-04-18 5.000000 Government Agency Debt 1817000.00 1979394.38 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 8556351.00 878235.29 Freddie Mac 2029-09-01 3.500000 Government Agency Debt 637638.00 554994.18 Freddie Mac 2031-10-01 7.000000 Government Agency Debt 5694816.00 960641.93 Freddie Mac 2036-08-01 7.000000 Government Agency Debt 1972687.00 886406.29 Freddie Mac 2037-01-01 5.500000 Government Agency Debt 4756.00 154.12 Freddie Mac 2038-11-01 6.500000 Government Agency Debt 11257302.00 2465214.13 Freddie Mac 2039-09-01 5.500000 Government Agency Debt 11027136.00 3553925.75 Freddie Mac 2040-01-01 4.500000 Government Agency Debt 186100.00 36853.87 Freddie Mac 2040-10-15 0.486000 Government Agency Debt 1065.00 1009.66 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 3185314.00 1712423.32 Freddie Mac 2042-04-01 4.000000 Government Agency Debt 392431.00 209838.95 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 5435000.00 4219319.77 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 4134246.00 3369575.05 Freddie Mac 2043-02-01 3.500000 Government Agency Debt 2502000.00 2063351.21 Freddie Mac 2043-08-15 0.697600 Government Agency Debt 457596.00 380640.58 Freddie Mac 2043-12-15 3.500000 Government Agency Debt 3297873.00 3350420.18 Freddie Mac 2045-04-15 3.000000 Government Agency Debt 781566.00 766380.69 Freddie Mac 2045-06-01 3.500000 Government Agency Debt 1007.00 1019.25 Freddie Mac 2045-07-01 3.000000 Government Agency Debt 789133.00 797824.50 Freddie Mac 2045-08-01 3.000000 Government Agency Debt 488840.00 494465.02 GNMA 2026-12-15 2.500000 Government Agency Debt 3725221.00 1796547.04 GNMA 2032-08-20 1.625000 Government Agency Debt 35547680.00 944777.25 GNMA 2034-06-20 1.750000 Government Agency Debt 25000.00 1145.80 GNMA 2034-11-15 6.000000 Government Agency Debt 43782400.00 3868078.31 GNMA 2035-06-20 4.500000 Government Agency Debt 3402.00 677.85 GNMA 2036-09-20 1.625000 Government Agency Debt 91719.00 13776.85 GNMA 2038-03-20 0.746000 Government Agency Debt 1731785.00 126655.59 GNMA 2038-09-15 6.000000 Government Agency Debt 1367613.00 55651.93 GNMA 2039-03-15 5.000000 Government Agency Debt 111662.00 58496.36 GNMA 2040-04-15 5.000000 Government Agency Debt 502354.00 130626.09 GNMA 2041-05-15 5.000000 Government Agency Debt 262357.00 107390.16 GNMA 2042-08-15 3.500000 Government Agency Debt 2207240.00 1705998.03 GNMA 2042-08-20 3.500000 Government Agency Debt 98496.00 66980.87 GNMA 2042-12-15 4.000000 Government Agency Debt 784897.00 658856.51 GNMA 2042-12-20 3.000000 Government Agency Debt 1024.00 785.10 GNMA 2043-02-20 3.500000 Government Agency Debt 1.00 0.70 GNMA 2044-08-20 4.500000 Government Agency Debt 826842.00 897027.60 GNMA 2044-10-20 4.000000 Government Agency Debt 8090736.00 8175530.55 GNMA 2044-10-20 4.500000 Government Agency Debt 22073.00 16596.17 GNMA 2045-03-15 3.500000 Government Agency Debt 349568.00 363629.10 GNMA 2045-03-15 5.000000 Government Agency Debt 209086.00 180903.40 GNMA 2045-06-15 4.000000 Government Agency Debt 998630.00 1031583.85 GNMA 2045-06-15 4.000000 Government Agency Debt 843073.00 899531.98 GNMA 2045-08-15 3.000000 Government Agency Debt 400886.00 409489.13 GNMA 2045-09-15 4.000000 Government Agency Debt 122536.00 131349.92 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 116000000.00 116000000.00 0.0076 N 116000000.00 116000000.00 BPCE SA BPCE SA 0.340000% 05571CY21 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 89000000.00 88973102.22 0.0058 N 88988252.00 88988252.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EC15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N Y Letter of Credit Citibank NA N/A N/A 42000000.00 41909560.00 0.0027 N 41928423.60 41928423.60 CAFCO, LLC CAFCO, LLC 0.310000% 12476FY42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 99970722.22 0.0066 N 99983670.00 99983670.00 Caisse des Depots et Consignations Caisse des Depots et Consignations 0.240000% 12800BXD9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 56000000.00 55995520.00 0.0037 N 55998280.80 55998280.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.390000% 13606J2N8 Certificate of Deposit N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 25000000.00 25000000.00 0.0016 N 25007477.75 25007477.75 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.520000% 13606J4T3 Certificate of Deposit N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 45000000.00 45000000.00 0.0030 N 45020371.95 45020371.95 Chariot Funding, LLC Chariot Funding, LLC 0.320000% 15963UXV3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-29 2015-10-29 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19995022.22 0.0013 N 19996698.00 19996698.00 Chariot Funding, LLC Chariot Funding, 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2015-12-17 N N N 35000000.00 35000000.00 0.0023 N 35002954.35 35002954.35 Mizuho Bank Ltd Mizuho Bank Ltd 0.350000% 60689DEC3 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 47000000.00 47000000.00 0.0031 N 47007402.97 47007402.97 Mizuho Bank Ltd Mizuho Bank Ltd 0.280000% 60689DHN6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 2000000.00 2000000.00 0.0001 N 2000120.02 2000120.02 Mizuho Bank Ltd Mizuho Bank Ltd 0.500000% 60689DKQ5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 152000000.00 152000000.00 0.0100 N 152014897.52 152014897.52 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.170000% 60686N005_0.1700_M151001_2M54 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2040-09-01 2.592000 Government Agency Debt 0.00 8965974.43 Fannie Mae 2040-10-01 5.000000 Government Agency Debt 0.00 7345555.81 Fannie Mae 2040-12-01 3.330000 Government Agency Debt 0.00 1786399.99 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50000000.00 0.0033 N 50002250.50 50002250.50 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39982111.11 0.0026 N 39986944.00 39986944.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-17 2015-11-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 47000000.00 46978523.61 0.0031 N 46984146.90 46984146.90 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-24 2015-11-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 12000000.00 11993700.00 0.0008 N 11995012.80 11995012.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83050UX11 Financial Company Commercial Paper N First Tier Security N/A N/A 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obligations 225000.00 216257.25 SCLUMBERGER INVT SA 2022-08-01 2.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5003000.00 4808600.10 SELECT INCOME REIT 2025-02-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3487000.00 3354912.44 SIMON PROP GROUP L P 2023-02-01 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4787000.00 4668028.42 SWISS RE TREAS US CORP 2042-12-06 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4493000.00 4366424.70 TEVA PHARMACEUTICAL FIN CO B.V 2022-12-18 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 601000.00 580781.36 TOTAL CAP CDA LTD 2023-07-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, 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43010719.90 43010719.90 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.090000% 976PUB008_0.0900_M151006_2M54 0000072971 Government Agency Repurchase Agreement Y Fannie Mae 2022-09-01 3.451000 Government Agency Debt 500000.00 527137.72 Fannie Mae 2030-08-01 3.500000 Government Agency Debt 2601856.00 2743882.80 Fannie Mae 2035-08-01 3.500000 Government Agency Debt 9261624.00 9750801.94 Fannie Mae 2044-05-01 4.000000 Government Agency Debt 2088334.00 2199105.19 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 7187320.00 7571988.56 Freddie Mac 2023-01-01 5.500000 Government Agency Debt 5027341.00 5301943.40 Freddie Mac 2030-07-01 3.500000 Government Agency Debt 4265928.00 4495449.04 Freddie Mac 2035-05-01 4.000000 Government Agency Debt 654745.00 690273.78 First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 32000000.00 32000000.00 0.0021 N 32000000.00 32000000.00 Westpac Banking Corp Westpac Banking Corp 0.480000% 96121TD47 Certificate of Deposit N First Tier Security 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