0001145549-13-006000.txt : 20130829 0001145549-13-006000.hdr.sgml : 20130829 20130708133031 ACCESSION NUMBER: 0001145549-13-006000 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130708 DATE AS OF CHANGE: 20130708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 13956995 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-06-30 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 54 89 1158018733.69 401087.99 140121.65 1158279700.03 0.0025 1.0001 2013-06-30 1.0001 2013-06-30 C000012387 1.00 1158279700.03 1.00 17106052.82 57997540.18 40891487.36 0.0001 1.0001 2013-06-30 1.0001 2013-06-30 Abbey National North America, LLC Abbey National North America, LLC 0.340000% 0027A0V16 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N Y Santander UK Plc N/A N/A N 2600000.00 2599238.78 0.0022 N 2599506.00 2599506.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.320000% 00279HG91 Certificate of Deposit N First Tier Security N/A N/A 2013-08-12 2013-08-12 N Y Santander UK Plc N/A N/A N 1000000.00 1000000.00 0.0009 N 1000110.00 1000110.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300000% 00279HH58 Certificate of Deposit N First Tier Security N/A N/A 2013-08-28 2013-08-28 N Y Santander UK Plc N/A N/A N 2000000.00 2000000.00 0.0017 N 2000240.00 2000240.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.200000% 00279HJ49 Certificate of Deposit N First Tier Security N/A N/A 2013-07-25 2013-07-25 N Y Santander UK Plc N/A N/A N 5000000.00 5000000.00 0.0043 N 5000000.00 5000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXZ1 Other Note N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 4000000.00 4000000.00 0.0035 N 4000240.00 4000240.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYF4 Other Note N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 4000000.00 4000000.00 0.0035 N 4000280.00 4000280.00 Bank of Montreal Bank of Montreal 0.120000% 06366AGW6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 7000000.00 7000000.00 0.0060 N 6999930.00 6999930.00 Bank of Montreal Bank of Montreal 0.090000% 06366AHA3 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 15000000.00 15000000.00 0.0130 N 14999850.00 14999850.00 Bank of Montreal Bank of Montreal 0.080000% 06366AHH8 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 6000000.00 6000000.00 0.0052 N 5999880.00 5999880.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417FST8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 4000000.00 4000000.00 0.0035 N 4000520.00 4000520.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FSZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 5000000.00 5000000.00 0.0043 N 5000350.00 5000350.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417FYS3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 4000000.00 4000000.00 0.0035 N 3999800.00 3999800.00 Bank of Nova Scotia Bank of Nova Scotia 0.010000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 20000000.00 20000000.00 0.0173 Security is a time deposit. N 20000000.00 20000000.00 Bank of the West Bank of the West 0.280000% 06426GBG1 Certificate of Deposit N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 1000000.00 1000000.00 0.0009 N 1000210.00 1000210.00 Bank of the West Bank of the West 0.280000% 06426GBL0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-12 2013-09-12 N N N 1000000.00 1000000.00 0.0009 N 1000270.00 1000270.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 7000000.00 7000000.00 0.0060 N 7000350.00 7000350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 12000000.00 12000000.00 0.0104 N 12006000.00 12006000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 1000000.00 1000000.00 0.0009 N 1000260.00 1000260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 1000000.00 1000000.00 0.0009 N 1000270.00 1000270.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 3000000.00 3000000.00 0.0026 N 3001290.00 3001290.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XPB8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 2000000.00 2000000.00 0.0017 N 2000880.00 2000880.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRV2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 5000000.00 5000000.00 0.0043 N 5000500.00 5000500.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M130701_2MN2 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-05-15 4.750000 Treasury Debt 48786800.00 51015349.21 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 50000000.00 50000000.00 0.0432 N 50000000.00 50000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HWQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N Y Barclays Bank Plc N/A N/A N 1000000.00 999504.17 0.0009 N 999400.00 999400.00 Barclays US Funding Corp Barclays US Funding Corp 0.320000% 06737HYE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-14 2013-11-14 N Y Barclays Bank Plc N/A N/A N 2000000.00 1997582.22 0.0017 N 1997640.00 1997640.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-26 2013-11-26 N Y Barclays Bank Plc N/A N/A N 6000000.00 5992353.33 0.0052 N 5991900.00 5991900.00 BNP Paribas BNP Paribas 0.400000% 05567VD28 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 2000000.00 2000475.94 0.0017 N 2000700.00 2000700.00 BNP Paribas BNP Paribas 0.440000% 05572NLW4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 10000000.00 10000000.00 0.0086 N 10004000.00 10004000.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 1000000.00 1000000.00 0.0009 N 1000360.00 1000360.00 BNP Paribas BNP Paribas 0.390000% 05572NNV4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 5000000.00 5000000.00 0.0043 N 5000450.00 5000450.00 BNP Paribas BNP Paribas 0.390000% 05572NNY8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 2000000.00 2000000.00 0.0017 N 2000180.00 2000180.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130701_2MN2 0001197610 Other Repurchase Agreement N Abbott Laboratories 2040-05-27 5.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250.00 9288.46 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6125.00 6368.73 IBM CORP 2020-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14828.00 13912.48 KFW KREDITANSTALT FUR 2013-10-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8513.00 8672.29 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3146.00 3547.06 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 902663.00 1002353.10 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3688.00 3705.66 TURLOCK CORP 2022-11-02 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2295.00 2153.08 First Tier Security N/A N/A 2013-07-01 2013-07-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 1000000.00 1000000.00 0.0009 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 1000000.00 1000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130705_2MN2 0001197610 Other Repurchase Agreement N BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 176132.00 177745.08 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 118783.00 123509.71 KFW KREDITANSTALT FUR 2013-10-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55491.00 56529.30 KOREA GAS CORP 2042-01-21 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5209128.00 5962995.90 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72213.00 81418.79 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35743.00 35914.12 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 6000000.00 6000000.00 0.0052 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 6000120.00 6000120.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130705_2MN2 0001197610 Other Repurchase Agreement N FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18633.00 19495.90 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3073532.00 3424040.00 VIRGIN MEDIA FINANCE 2019-10-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5870.00 6468.64 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 3000000.00 3000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000000.00 3000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.100000% 987WVU007_0.1000_M130701_2MN2 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2017-07-15 2.625000 Treasury Debt 6266500.00 8053001.24 United States Treasury Department 2018-07-15 1.375000 Treasury Debt 14732100.00 17447062.48 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 25000000.00 25000000.00 0.0216 N 25000000.00 25000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.070000% 987YEA006_0.0700_M130701_2MN2 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2016-06-25 1.337000 Government Agency Debt 50000.00 47780.79 Freddie Mac 2017-06-25 2.776000 Government Agency Debt 250000.00 212319.58 Freddie Mac 2020-05-25 2.757000 Government Agency Debt 463369.00 439330.82 Freddie Mac 2020-07-25 3.320000 Government Agency Debt 500000.00 492756.93 Freddie Mac 2020-08-25 2.917000 Government Agency Debt 500000.00 459485.19 Freddie Mac 2021-01-25 2.966000 Government Agency Debt 500000.00 448327.15 First Tier Security N/A N/A 2013-07-01 2013-07-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.190000% 10513DTU4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 CAFCO, LLC CAFCO, LLC 0.300000% 12476EV55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999708.33 0.0009 N 999780.00 999780.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EW47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8992525.00 0.0078 N 8996220.00 8996220.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JUW8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-30 2013-07-30 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3999291.11 0.0035 N 3999400.00 3999400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JV56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3999144.44 0.0035 N 3999240.00 3999240.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JV72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 3000000.00 2999321.67 0.0026 N 2999400.00 2999400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JX13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999463.33 0.0009 N 999380.00 999380.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JXA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1998821.67 0.0017 N 1998600.00 1998600.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TUB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4999583.33 0.0043 N 4999850.00 4999850.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TVU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3998260.00 0.0035 N 3999520.00 3999520.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TXW4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999159.72 0.0009 N 999430.00 999430.00 Charta, LLC Charta, LLC 0.420000% 16115UZK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6986035.00 0.0060 N 6985440.00 6985440.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 4000000.00 4000000.00 0.0035 N 4000520.00 4000520.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 5000000.00 5000000.00 0.0043 N 5000650.00 5000650.00 Chase Bank USA, NA Chase Bank USA, NA 0.240000% 16144RTU7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 4000000.00 4000000.00 0.0035 N 3999640.00 3999640.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 1000000.00 1000000.00 0.0009 N 1000070.00 1000070.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BV51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999027.78 0.0017 N 1999560.00 1999560.00 Ciesco, LLC Ciesco, LLC 0.460000% 17178BW43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997508.33 0.0026 N 2998740.00 2998740.00 Citibank, NA Citibank, NA 0.430000% 17304UCM0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 3000000.00 3000000.00 0.0026 N 3001800.00 3001800.00 Citibank, NA Citibank, NA 0.400000% 17304UFJ4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-05 2013-12-05 N N N 6000000.00 6000000.00 0.0052 N 6003180.00 6003180.00 Citibank, NA Citibank, NA 0.400000% 17304UFW5 Certificate of Deposit N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 4000000.00 4000000.00 0.0035 N 4002320.00 4002320.00 Citibank, NA Citibank, NA 0.130000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 5000000.00 5000000.00 0.0043 Security is a time deposit. N 4999950.00 4999950.00 Citibank, NA Citibank, NA 0.090000% 17299S003_M130702 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 3000000.00 3000000.00 0.0026 Security is a time deposit. N 3000000.00 3000000.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.320000% 19422CZ22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 8000000.00 7989048.92 0.0069 N 7988400.00 7988400.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.320000% 19422CZ30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 15000000.00 14979333.33 0.0129 N 14978100.00 14978100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.233000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-24 2014-02-24 N N N 12000000.00 12000000.00 0.0104 N 12001920.00 12001920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272DWG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 16000000.00 15994182.21 0.0138 N 15994880.00 15994880.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7996111.11 0.0069 N 7997920.00 7997920.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.300000% 22532UTK0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 4000000.00 4000000.00 0.0035 N 4000400.00 4000400.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.270000% 22532UWH3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-27 2013-09-27 N N N 6000000.00 6000000.00 0.0052 N 6000000.00 6000000.00 Credit Suisse AG Credit Suisse AG 0.280000% 22549TAJ7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 2000000.00 2000000.00 0.0017 N 1999540.00 1999540.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D3Y3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 1000000.00 1000000.00 0.0009 N 1000180.00 1000180.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D5B1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 7000000.00 7000000.00 0.0060 N 7001470.00 7001470.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D5J4 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 1000000.00 1000000.00 0.0009 N 1000230.00 1000230.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6U8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 1000000.00 1000000.00 0.0009 N 1000110.00 1000110.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 13000000.00 13000000.00 0.0112 N 13001300.00 13001300.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.120000% 22799D001_0.1200_M130701_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2034-04-15 2.580000 Government Agency Debt 238803.00 252452.47 Freddie Mac 2043-02-20 3.000000 Government Agency Debt 1685000.00 1606898.44 GNMA 2042-08-15 3.000000 Government Agency Debt 22820000.00 21410876.00 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 22809795.00 22809795.00 0.0197 N 22809795.00 22809795.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2MN2 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 665000.00 129375.59 CWALT 2005-62 2A3 2035-12-25 1.827800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2885000.00 113150.99 FFML 2007-FF1 A2C 2038-01-25 0.333000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 257877.05 FINA 2004-2 M4 2034-08-25 1.293000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 4414.26 MSAC 2007-NC2 A2D 2037-02-25 0.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15881700.00 8695891.72 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 8000000.00 8000000.00 0.0069 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 8000000.00 8000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2MN2 0001230485 Other Repurchase Agreement N AFC 1998-1 1A2 2028-04-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6585000.00 23959.07 AMSI 2034-11-25 0.853000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 59669.78 CWALT 2005-62 2A3 2035-12-25 1.827800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 31376.36 CWL 2006-13 3AV3 2037-01-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1835000.00 968604.59 CWL 2007-3 2A2 2047-05-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4040000.00 3517095.59 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 4000000.00 4000000.00 0.0035 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 4000120.00 4000120.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.280000% 2284K0UK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1999720.00 0.0017 N 1999800.00 1999800.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.180000% 2284K0US2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999250.00 0.0052 N 5999220.00 5999220.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25155BHS7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 9000000.00 9000000.00 0.0078 N 9000900.00 9000900.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKL8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 4000000.00 4000000.00 0.0035 N 4007400.00 4007400.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKN4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 4000000.00 4000000.00 0.0035 N 4007400.00 4007400.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKR5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 2000000.00 2000000.00 0.0017 N 2003700.00 2003700.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BPN9 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 6000000.00 6000000.00 0.0052 N 6002040.00 6002040.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 988WSY002_0.2300_M130701_2MN2 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349993.28 ALLSTATE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349981.80 ARBITRON INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349961.10 BALL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349972.70 BERRY PLASTICS GROUP INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349982.64 BLOCK H & R INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349975.59 BOSTON SCIENTIFIC CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 507.10 BROWN FORMAN CORP CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349951.02 CENTERPOINT ENERGY INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349977.51 GENWORTH FINL INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349991.92 HERSHEY CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349960.80 INGERSOLL-RAND PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349975.43 ISHARES INC MSCI MEX 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349943.31 LOEWS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349982.13 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349945.96 SPRINT NEXTEL CORP COM SER 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349998.14 TARGA RES CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349994.04 TIME WARNER INC COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349984.46 TOTAL SYS SVCS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349989.12 TRAVELERS COMPANIES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349961.04 VULCAN MATLS CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349991.25 WHIRLPOOL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 349983.76 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 7000000.00 7000000.00 0.0060 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 7000000.00 7000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M130705_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 339058.00 268500.85 Fannie Mae 2036-07-01 2.998000 Government Agency Debt 83455083.00 33011499.24 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 32000000.00 32000000.00 0.0276 N 32000000.00 32000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 99ETSZ007_0.1200_M130705_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2041-05-15 0.749000 Government Agency Debt 931890.00 400373.29 Freddie Mac 2042-08-15 0.699000 Government Agency Debt 26500000.00 25599626.97 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 25000000.00 25000000.00 0.0216 N 24999500.00 24999500.00 DNB Bank ASA DNB Bank ASA 0.224400% 23330LXX9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-11-27 N N N 5000000.00 5000000.00 0.0043 N 5000700.00 5000700.00 DNB Bank ASA DNB Bank ASA 0.060000% 23330LZM1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 9000000.00 9000000.00 0.0078 N 9000000.00 9000000.00 DNB Bank ASA DNB Bank ASA 0.245000% 921UCP002 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 3000000.00 3000000.00 0.0026 N 3000030.00 3000030.00 Eagle Cnty, CO Housing Facilities RB (BC Housing) Series 1997B 0.210000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0013 N 1500000.00 1500000.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 7000000.00 6999970.83 0.0060 N 6999993.00 6999993.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 2000000.00 1999994.44 0.0017 N 1999998.00 1999998.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385HT6 Government Agency Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 1000000.00 999994.44 0.0009 N 999999.00 999999.00 Freddie Mac Freddie Mac 0.229400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-05-09 N N N 25000000.00 25000000.00 0.0216 N 25010875.00 25010875.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HVT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 4000000.00 3998480.00 0.0035 N 3999520.00 3999520.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX10 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 16000000.00 15990595.55 0.0138 N 15994240.00 15994240.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 18000000.00 17986200.00 0.0155 N 17989920.00 17989920.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXW2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 2000000.00 1998453.89 0.0017 N 1998860.00 1998860.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921AAP008_0.5600_M131011_2MN2 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249972.29 BOEING CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249932.45 CAPITAL ONE FINL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249945.03 CBS CORP NEW CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249953.60 CHEVRON CORP NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249884.55 COCA COLA CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249974.34 DELPHI AUTOMOTIVE PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249951.00 DUKE ENERGY CORP NEW COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249959.04 EOG RES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249967.08 MASTERCARD INC CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249957.84 MCDONALDS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249922.20 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249977.91 METLIFE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249954.20 REALOGY HLDGS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249954.94 RENAISSANCERE HOLDINGS LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249980.00 SCHLUMBERGER LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1007.02 TEMPUR PEDIC INTL INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249958.80 TIME WARNER CABLE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249988.20 VALSPAR CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249972.28 VERIZON COMMUNICATIONS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249951.00 VISA INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249856.56 VISTEON CORP COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249996.00 First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 5000000.00 5000000.00 0.0043 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 921AAP008_0.6000_M130808_2MN2 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49981.74 BOEING CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49924.60 CAPITAL ONE FINL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49963.93 CBS CORP NEW CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49971.20 CHEVRON CORP NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49976.91 COCA COLA CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49962.66 DELPHI AUTOMOTIVE PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49980.00 DUKE ENERGY CORP NEW COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49964.80 EOG RES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49914.81 MASTERCARD INC CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49649.16 MCDONALDS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49924.65 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49926.24 METLIFE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49972.40 REALOGY HLDGS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49961.57 RENAISSANCERE HOLDINGS LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49996.00 SCHLUMBERGER LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1150.88 TEMPUR PEDIC INTL INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49965.30 TIME WARNER CABLE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49997.64 VALSPAR CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49981.44 VERIZON COMMUNICATIONS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49980.00 VISA INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49934.46 VISTEON CORP COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49949.00 First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 1000000.00 1000000.00 0.0009 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000500.00 1000500.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M130705_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2017-05-01 7.000000 Government Agency Debt 2945552.00 108352.27 Fannie Mae 2017-06-01 5.500000 Government Agency Debt 4000000.00 109952.76 Fannie Mae 2021-03-01 5.500000 Government Agency Debt 667164.00 110155.95 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 512858.00 107863.85 Fannie Mae 2021-07-01 6.000000 Government Agency Debt 6031722.00 112715.76 Fannie Mae 2022-11-01 8.000000 Government Agency Debt 3825043.00 112254.27 Fannie Mae 2023-11-01 6.000000 Government Agency Debt 284815.00 111439.39 Fannie Mae 2024-10-01 6.500000 Government Agency Debt 800000.00 109877.88 Fannie Mae 2025-06-01 4.000000 Government Agency Debt 322064.00 109844.49 Fannie Mae 2025-09-01 4.000000 Government Agency Debt 227714.00 108272.06 Fannie Mae 2025-12-01 3.000000 Government Agency Debt 197469.00 108765.09 Fannie Mae 2025-12-01 4.000000 Government Agency Debt 204871.00 111312.19 Fannie Mae 2026-02-01 4.000000 Government Agency Debt 233090.00 108235.39 Fannie Mae 2026-02-01 5.000000 Government Agency Debt 126936.00 109805.86 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 197658.00 111807.22 Fannie Mae 2026-11-01 3.500000 Government Agency Debt 142386.00 107379.10 Fannie Mae 2027-10-01 7.000000 Government Agency Debt 441203.00 113494.47 Fannie Mae 2028-01-01 2.500000 Government Agency Debt 115156.00 112195.01 Fannie Mae 2029-11-01 7.500000 Government Agency Debt 4400000.00 109374.68 Fannie Mae 2031-06-01 2.441000 Government Agency Debt 13293102.00 108717.97 Fannie Mae 2031-10-01 6.000000 Government Agency Debt 4000000.00 107318.40 Fannie Mae 2031-11-01 6.500000 Government Agency Debt 3290109.00 111313.39 Fannie Mae 2031-12-01 6.000000 Government Agency Debt 3318712.00 109049.16 Fannie Mae 2032-01-01 7.000000 Government Agency Debt 2011527.00 109171.96 Fannie Mae 2032-02-01 2.488000 Government Agency Debt 3000000.00 110800.75 Fannie Mae 2032-05-01 8.500000 Government Agency Debt 932835.00 30574.07 Fannie Mae 2032-09-01 6.500000 Government Agency Debt 880000.00 111139.58 Fannie Mae 2032-10-01 6.500000 Government Agency Debt 1499084.00 106951.15 Fannie Mae 2033-03-01 6.500000 Government Agency Debt 1794457.00 113467.66 Fannie Mae 2034-08-01 6.000000 Government Agency Debt 593251.00 110600.31 Fannie Mae 2034-08-01 6.500000 Government Agency Debt 949241.00 109986.16 Fannie Mae 2034-09-01 4.500000 Government Agency Debt 344194.00 111234.93 Fannie Mae 2034-11-01 6.000000 Government Agency Debt 2844304.00 110707.96 Fannie Mae 2034-12-01 6.500000 Government Agency Debt 1107906.00 112229.48 Fannie Mae 2035-01-01 6.000000 Government Agency Debt 1000000.00 108488.78 Fannie Mae 2035-02-01 6.500000 Government Agency Debt 917167.00 111423.91 Fannie Mae 2035-03-01 6.500000 Government Agency Debt 1250000.00 107506.66 Fannie Mae 2035-04-01 6.000000 Government Agency Debt 1001618.00 112107.96 Fannie Mae 2035-04-01 6.000000 Government Agency Debt 492285.00 111246.00 Fannie Mae 2035-08-01 6.000000 Government Agency Debt 537538.00 112769.26 Fannie Mae 2035-09-01 5.500000 Government Agency Debt 639244.00 107527.73 Fannie Mae 2035-12-01 5.500000 Government Agency Debt 600000.00 109573.19 Fannie Mae 2036-06-01 5.500000 Government Agency Debt 520000.00 108667.74 Fannie Mae 2036-07-01 7.500000 Government Agency Debt 500000.00 109960.78 Fannie Mae 2036-09-01 6.500000 Government Agency Debt 345000.00 106957.09 Fannie Mae 2036-11-01 6.000000 Government Agency Debt 1502926.00 111060.65 Fannie Mae 2036-11-01 6.000000 Government Agency Debt 517278.00 107229.01 Fannie Mae 2037-03-01 5.000000 Government Agency Debt 1722642.00 110278.68 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 246000.00 109752.49 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 500000.00 110449.65 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 875000.00 109808.36 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 1173724.00 111668.56 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 750000.00 109712.04 Fannie Mae 2038-08-01 5.500000 Government Agency Debt 715334.00 108147.40 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 511487.00 108038.76 Fannie Mae 2039-02-01 5.000000 Government Agency Debt 624096.00 109390.38 Fannie Mae 2039-09-01 5.500000 Government Agency Debt 331823.00 107424.88 Fannie Mae 2040-02-01 5.000000 Government Agency Debt 246303.00 110641.31 Fannie Mae 2040-03-01 5.500000 Government Agency Debt 162895.00 107258.88 Fannie Mae 2040-04-01 5.500000 Government Agency Debt 134189.00 108583.05 Fannie Mae 2040-05-01 5.500000 Government Agency Debt 170923.00 110112.53 Fannie Mae 2040-06-01 6.500000 Government Agency Debt 196170.00 112454.67 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 164000.00 111669.31 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 243280.00 109949.50 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 204168.00 112636.70 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 129247.00 113172.35 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 130706.00 108411.00 Fannie Mae 2042-02-01 4.500000 Government Agency Debt 138470.00 108902.93 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 113898.00 108131.95 Fannie Mae 2042-11-01 2.500000 Government Agency Debt 117597.00 106972.31 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 111577.00 108949.26 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 106777.00 108733.37 Freddie Mac 2016-03-01 5.500000 Government Agency Debt 18000000.00 107721.32 Freddie Mac 2017-08-01 5.500000 Government Agency Debt 1166273.00 112437.65 Freddie Mac 2017-09-01 6.000000 Government Agency Debt 4450000.00 108147.86 Freddie Mac 2017-10-01 5.500000 Government Agency Debt 972814.00 109428.24 Freddie Mac 2018-03-01 6.000000 Government Agency Debt 11451666.00 110579.55 Freddie Mac 2018-04-01 4.500000 Government Agency Debt 899492.00 113515.15 Freddie Mac 2018-04-01 4.500000 Government Agency Debt 1359563.00 112600.90 Freddie Mac 2018-08-01 4.000000 Government Agency Debt 786408.00 107863.49 Freddie Mac 2018-10-01 6.000000 Government Agency Debt 1800000.00 110253.82 Freddie Mac 2018-12-01 4.500000 Government Agency Debt 805969.00 113471.64 Freddie Mac 2019-05-01 4.000000 Government Agency Debt 500000.00 112599.81 Freddie Mac 2019-05-01 4.500000 Government Agency Debt 660076.00 111092.96 Freddie Mac 2021-01-01 6.000000 Government Agency Debt 864457.00 108675.92 Freddie Mac 2022-04-01 6.000000 Government Agency Debt 723228.00 111838.57 Freddie Mac 2022-10-01 6.000000 Government Agency Debt 435000.00 112080.99 Freddie Mac 2023-04-01 5.000000 Government Agency Debt 870965.00 111065.13 Freddie Mac 2024-12-01 6.500000 Government Agency Debt 469863.00 108056.36 Freddie Mac 2026-08-01 5.000000 Government Agency Debt 650000.00 108956.12 Freddie Mac 2026-09-01 8.000000 Government Agency Debt 19562679.00 107553.07 Freddie Mac 2027-06-01 3.000000 Government Agency Debt 121000.00 107313.91 Freddie Mac 2029-02-01 6.000000 Government Agency Debt 558365.00 109386.10 Freddie Mac 2029-06-01 7.000000 Government Agency Debt 10001000.00 111159.73 Freddie Mac 2030-06-01 10.000000 Government Agency 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LLC Morgan Stanley & Co. 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N N N 5000000.00 5000000.00 0.0043 N 5000000.00 5000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5Q7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 8000000.00 8000000.00 0.0069 N 8000240.00 8000240.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W6D5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 3000000.00 3000000.00 0.0026 N 3000090.00 3000090.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W7L6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 2000000.00 2000000.00 0.0017 N 1999920.00 1999920.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86958CYR9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 8000000.00 8000000.00 0.0069 N 7999680.00 7999680.00 Swedbank AB Swedbank AB 0.271600% 87019QT81 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2013-12-20 N N N 3000000.00 3000000.00 0.0026 N 2999910.00 2999910.00 Swedbank AB Swedbank AB 0.210000% 87019RV60 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 1000000.00 999790.00 0.0009 N 999820.00 999820.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.190000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.190000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Texas N/A N/A N N 1805000.00 1805000.00 0.0016 N 1805000.00 1805000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TVT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 8000000.00 7997466.67 0.0069 N 7997360.00 7997360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4E4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N N 7000000.00 7000000.00 0.0060 N 7000630.00 7000630.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112W5H6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 4000000.00 4000000.00 0.0035 N 4000040.00 4000040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112W7F8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 11000000.00 11000000.00 0.0095 N 11000770.00 11000770.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 21000000.00 21000000.00 0.0181 N 21001470.00 21001470.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.400000% 89112X2J3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 6000000.00 6000000.00 0.0052 N 6002700.00 6002700.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.231600% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-07-22 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 2000000.00 2000000.00 0.0017 N 2000060.00 2000060.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233GUH7 Other Commercial Paper N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N Y Support Agreement Toyota Motor Corp N/A N/A 3000000.00 2999733.33 0.0026 N 2999880.00 2999880.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GWQ5 Other Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 3000000.00 2998725.00 0.0026 N 2998920.00 2998920.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 8000000.00 7987000.00 0.0069 N 7987360.00 7987360.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KUK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 5000000.00 4999500.00 0.0043 N 4999500.00 4999500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B98 Certificate of Deposit N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 16000000.00 16000000.00 0.0138 N 16001280.00 16001280.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2014-05-20 N N N 10000000.00 10000000.00 0.0086 N 9998700.00 9998700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.130000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-09-06 N N N 17000000.00 17000000.00 0.0147 N 17001530.00 17001530.00 Westpac Banking Corp Westpac Banking Corp 0.442400% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 4000000.00 4000000.00 0.0035 N 4000320.00 4000320.00 Westpac Banking Corp Westpac Banking Corp 0.432500% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N N 12000000.00 12000000.00 0.0104 N 12001800.00 12001800.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2014-04-25 N N N 3000000.00 3000000.00 0.0026 N 3002190.00 3002190.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49258.47 49258.47 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 44140.51 44140.51 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24610.09 24610.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 22053.10 22053.10 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24602.17 24602.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 22046.01 22046.01 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24600.45 24600.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 22044.47 22044.47