0001145549-14-001644.txt : 20140303 0001145549-14-001644.hdr.sgml : 20140303 20140225111721 ACCESSION NUMBER: 0001145549-14-001644 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140225 DATE AS OF CHANGE: 20140225 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: 14639405 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/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-12-31 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 53 90 1041883944.59 377001.31 129783.38 1042131162.52 0.0023 1.0001 2013-12-31 1.0001 2013-12-31 C000012387 1.00 1042131162.52 1.00 -24936038.32 34009260.05 58945298.37 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 7000000.00 7000000.00 0.0067 Security is a time deposit. N 7000005.60 7000005.60 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140106 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 12000000.00 12000000.00 0.0115 Security is a time deposit. N 12000006.00 12000006.00 Bank of America, NA Bank of America, NA 0.260000% 06052W2L6 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 6000000.00 6000000.00 0.0058 N 5999700.00 5999700.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 6000000.00 6000000.00 0.0058 N 6000180.00 6000180.00 Bank of America, NA Bank of America, NA 0.250000% 06052WT60 Other Note N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 7000000.00 7000000.00 0.0067 N 7000420.00 7000420.00 Bank of America, NA Bank of America, NA 0.250000% 06052WU35 Other Note N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 10000000.00 10000000.00 0.0096 N 10000700.00 10000700.00 Bank of Montreal Bank of Montreal 0.190000% 06366AZS4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 8000000.00 8000000.00 0.0077 N 8000160.00 8000160.00 Bank of Nova Scotia Bank of Nova Scotia 0.238300% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-09-04 N N N 6000000.00 6000000.00 0.0058 N 6000180.00 6000180.00 Bank of Nova Scotia Bank of Nova Scotia 0.237900% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-09-09 N N N 13000000.00 13000000.00 0.0125 N 13000520.00 13000520.00 Bank of Nova Scotia Bank of Nova Scotia 0.236600% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-09-16 N N N 3000000.00 3000000.00 0.0029 N 3000120.00 3000120.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 4000000.00 4000000.00 0.0038 N 3999440.00 3999440.00 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 0.0010 N 1000010.00 1000010.00 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 0.0010 N 1000040.00 1000040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 1000000.00 1000000.00 0.0010 N 1000300.00 1000300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDB5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 2000000.00 2000000.00 0.0019 N 2000620.00 2000620.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 5000000.00 5000000.00 0.0048 N 5001650.00 5001650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0019 N 2000540.00 2000540.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 8000000.00 8000000.00 0.0077 N 8000240.00 8000240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 3000000.00 3000000.00 0.0029 N 3000120.00 3000120.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 4000000.00 4000000.00 0.0038 N 4000520.00 4000520.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 4000000.00 4000000.00 0.0038 N 4000320.00 4000320.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MBE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 2000000.00 1999217.78 0.0019 N 1999580.00 1999580.00 Blue Mountain Enterprises, LLC Blue Mountain Enterprises, LLC 0.190000% 095770AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 BNP Paribas BNP Paribas 0.340000% 05572NPZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 5000000.00 5000000.00 0.0048 N 5000800.00 5000800.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 4000000.00 4000000.00 0.0038 N 4000400.00 4000400.00 BNP Paribas BNP Paribas 0.300000% 05572NQP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 7000000.00 7000000.00 0.0067 N 7000700.00 7000700.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 2000000.00 2000000.00 0.0019 N 2000280.00 2000280.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 5000000.00 5000000.00 0.0048 N 5002300.00 5002300.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923JCS009_0.3900_M140107_2MN2 0001197610 Other Repurchase Agreement N 3M CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49912.36 ABBVIE INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49988.43 ANADARKO PETE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49984.88 BOSTON PROPERTIES INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49948.34 CENTERPOINT ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50010.04 CF INDS HLDGS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49841.30 CIMAREX ENERGY CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49931.79 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49966.53 HEWLETT PACKARD CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50020.74 HILLSHIRE BRANDS CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50014.77 HONEYWELL INTL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49959.00 ING U S INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50022.84 INGERSOLL-RAND PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49971.93 LOWES COS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1132.75 MEDTRONIC INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50026.64 MERCK & CO INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49989.94 MORGAN STANLEY COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50007.85 NISOURCE INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50004.48 PFIZER INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50024.70 UNITED TECHNOLOGIES CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49939.39 VENTAS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50017.23 WYNDHAM WORLDWIDE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 50004.24 Unrated Security N/A N/A 2014-01-07 2014-01-07 Y BNP Paribas N/A N/A Y BNP Paribas N/A N/A N 1000000.00 1000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 1000370.00 1000370.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140107_2MN2 0001197610 Other Repurchase Agreement N GCB DEUTSCHE TELEKOM 2030-06-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 749826.00 1054119.55 HANA BANK 2016-02-05 1.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7359065.00 7353592.72 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 8000000.00 8000000.00 0.0077 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 8001120.00 8001120.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.020000% 987WVU007_0.0200_M140102_2MN2 0001197610 Government Agency Repurchase Agreement Y GNMA 2043-11-20 4.000000 Government Agency Debt 24642966.00 25750000.91 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 25000000.00 25000000.00 0.0240 N 25000000.00 25000000.00 BPCE SA BPCE SA 0.235000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 2000000.00 1999569.17 0.0019 N 1999740.00 1999740.00 BPCE SA BPCE SA 0.245000% 05571CB59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 1000000.00 999761.80 0.0010 N 999870.00 999870.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.050000% 10513DXB1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 7000000.00 7000000.00 0.0067 N 6999930.00 6999930.00 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11991915.00 0.0115 N 11996160.00 11996160.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.040000% 13606YV60 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 22000000.00 22000000.00 0.0211 N 22000000.00 22000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 2000000.00 1999848.33 0.0019 N 1999900.00 1999900.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 1000000.00 999883.33 0.0010 N 999920.00 999920.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-30 2014-01-30 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 2000000.00 1999661.67 0.0019 N 1999740.00 1999740.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 13738KCX3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-31 2014-03-31 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 3000000.00 2998516.68 0.0029 N 2998500.00 2998500.00 Charta, LLC Charta, LLC 0.420000% 16115XB46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999603.33 0.0010 N 999920.00 999920.00 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 0.0038 N 4000960.00 4000960.00 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 0.0048 N 5001200.00 5001200.00 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 0.0010 N 1000290.00 1000290.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 5000000.00 5000000.00 0.0048 N 4999050.00 4999050.00 Ciesco, LLC Ciesco, LLC 0.410000% 17178CB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999624.17 0.0010 N 999920.00 999920.00 Ciesco, LLC Ciesco, LLC 0.420000% 17178CBK8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9994283.33 0.0096 N 9998600.00 9998600.00 Citibank, NA Citibank, NA 0.400000% 17304UHZ6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 1000000.00 1000000.00 0.0010 N 1000390.00 1000390.00 Citibank, NA Citibank, NA 0.340000% 17304UKK5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 8000000.00 8000000.00 0.0077 N 8003920.00 8003920.00 Citibank, NA Citibank, NA 0.226300% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-06-17 N N N 4000000.00 4000000.00 0.0038 N 4000080.00 4000080.00 Citibank, NA Citibank, NA 0.260000% 17304UPK0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 3000000.00 3000000.00 0.0029 N 3000300.00 3000300.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 10000000.00 10000000.00 0.0096 Security is a time deposit. N 10000000.00 10000000.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 12000000.00 11982600.00 0.0115 N 11983320.00 11983320.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.204000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-02-24 N N N 12000000.00 12000000.00 0.0115 N 12001440.00 12001440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.238300% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-03 2014-11-26 N N N 9000000.00 9000000.00 0.0086 N 9000450.00 9000450.00 CRC Funding, LLC CRC Funding, LLC 0.380000% 12622VCH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998416.67 0.0019 N 1999200.00 1999200.00 CRC Funding, LLC CRC Funding, LLC 0.330000% 12622VCU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12989751.66 0.0125 N 12993760.00 12993760.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.210000% 22532U3S1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 4000000.00 4000000.00 0.0038 N 4000000.00 4000000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.210000% 22532UV43 Certificate of Deposit N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 6000000.00 6000000.00 0.0058 N 6000120.00 6000120.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TFL7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 2000000.00 2000000.00 0.0019 N 2000300.00 2000300.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 10000000.00 10000000.00 0.0096 N 10001000.00 10001000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLM8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 3000000.00 3000000.00 0.0029 N 3000000.00 3000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNT1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNV6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.020000% 22799D001_0.0200_M140102_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2037-09-15 5.450000 Government Agency Debt 13329132.00 14779934.96 Freddie Mac 2051-08-15 4.540000 Government Agency Debt 14157000.00 14835187.26 Freddie Mac 2053-10-15 4.740000 Government Agency Debt 7530000.00 7968396.82 Freddie Mac 2054-09-15 2.290000 Government Agency Debt 14939010.00 14171660.36 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 50736378.00 50736378.00 0.0487 N 50736378.00 50736378.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_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 11480000.00 2234936.04 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4965000.00 3515150.48 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 5000000.00 5000000.00 0.0048 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 5007000.00 5007000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2MN2 0001230485 Other Repurchase Agreement N CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1627000.00 1151893.22 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 1000000.00 1000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000000.00 1000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2MN2 0001230485 Other Repurchase Agreement N 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 4043.91 BANC OF AMERICA COMM MTG 2049-06-10 5.648900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3323000.00 3311128.11 CSMC 2007-C4 A1AJ 2039-09-15 5.759699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 124007.07 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10775.16 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 784.73 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 3000000.00 3000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 3000000.00 3000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M140129_2MN2 0001230485 Other Repurchase Agreement N 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 53641.08 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44529000.00 10219161.13 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 65000.00 69438.62 First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 9000000.00 9000000.00 0.0086 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 9003870.00 9003870.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1AN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 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 1999731.67 0.0019 N 1999820.00 1999820.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1C50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 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 1999195.00 0.0019 N 1999340.00 1999340.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.240000% 2284K1D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 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 1000000.00 999346.66 0.0010 N 999430.00 999430.00 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 0.0038 N 4001200.00 4001200.00 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 0.0038 N 4001200.00 4001200.00 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 0.0019 N 2000600.00 2000600.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 7000000.00 7000000.00 0.0067 N 7001260.00 7001260.00 Deutsche Bank AG Deutsche Bank AG 0.340000% 25155JCJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 9000000.00 9000000.00 0.0086 N 9002610.00 9002610.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.030000% 21599B009_0.0300_M140102_2MN2 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2019-08-15 3.625000 Treasury Debt 73867300.00 81600005.97 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 80000000.00 80000000.00 0.0768 N 80000000.00 80000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140210_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-06-01 2.162999 Government Agency Debt 120284.00 116501.37 Freddie Mac 2043-08-01 3.500000 Government Agency Debt 5655971.00 5547919.14 GNMA 2041-08-15 5.000000 Government Agency Debt 50889.00 54412.24 United States Treasury Department 2023-05-15 1.750000 Treasury Debt 17454700.00 15810707.38 First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 21000000.00 21000000.00 0.0202 Y 21000000.00 21000000.00 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 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0014 N 1500000.00 1500000.00 Federal Home Loan Bank Federal Home Loan Bank 0.069000% 313385SM9 Government Agency Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 6000000.00 5999655.00 0.0058 N 5999952.00 5999952.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 1000000.00 999928.05 0.0010 N 999980.00 999980.00 Freddie Mac Freddie Mac 0.243600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-11-10 N N N 25000000.00 25000000.00 0.0240 N 25002625.00 25002625.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2MN2 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 885.95 AMERICAN TOWER CORP NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299968.20 BERKSHIRE HATHAWAY INC DEL CL B NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299939.64 CROWN CASTLE INTL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299982.34 DELTA AIR LINES INC DEL COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299987.27 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299937.40 HESS CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299956.91 INTERCONTINENTALEXCHANGE GROCOM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299963.84 JOHNSON & JOHNSON 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299975.00 LEUCADIA NATL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299987.16 LOWES COS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299981.75 LYONDELLBASELL INDUSTRIES N SHS - A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299923.75 NEXTERA ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299971.35 NIELSEN HOLDINGS N V COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299980.56 OCCIDENTAL PETE CORP DEL COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299912.60 PEPSICO INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299968.38 PRUDENTIAL FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299937.00 TENET HEALTHCARE CORP COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299991.00 WALGREEN CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299958.24 WELLPOINT INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299911.04 WORKDAY INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299926.38 ZOETIS INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299975.94 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 6000000.00 6000000.00 0.0058 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 6005700.00 6005700.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140102_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 6153358.00 5100000.59 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 5000000.00 5000000.00 0.0048 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140103_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2031-02-01 4.000000 Government Agency Debt 12510626.00 7140000.26 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 7000000.00 7000000.00 0.0067 N 7000000.00 7000000.00 ING Bank NV ING Bank NV 0.380000% 461995003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 5000000.00 5000000.00 0.0048 N 5002600.00 5002600.00 ING Bank NV ING Bank NV 0.390000% 922UST006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1000000.00 1000000.00 0.0010 N 1000400.00 1000400.00 ING Bank NV ING Bank NV 0.360000% 923DCC007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 3000000.00 3000000.00 0.0029 N 3001200.00 3001200.00 ING Bank NV ING Bank NV 0.240000% 923GSH002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 8000000.00 8000000.00 0.0077 N 8000480.00 8000480.00 ING Bank NV ING Bank NV 0.340000% 923VTK001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 1000000.00 1000000.00 0.0010 N 1000340.00 1000340.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.340000% 4662J3CA2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 1000000.00 999357.78 0.0010 N 999630.00 999630.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.350000% 4662J3EK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 4000000.00 3994633.33 0.0038 N 3995680.00 3995680.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.400000% 46590EHS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-08-26 N N N 6000000.00 5984200.00 0.0057 N 5985060.00 5985060.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140331_2MN2 0001168163 Other Repurchase Agreement N J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.972599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3373.00 3416.25 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4507399.00 4598411.77 First Tier Security N/A N/A 2014-03-31 2014-03-31 N N N 4000000.00 4000000.00 0.0038 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4007680.00 4007680.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.364500% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-01-21 2014-12-22 N N N 38000000.00 38000000.00 0.0365 N 38001824.00 38001824.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCS0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 5000000.00 5000000.00 0.0048 N 5001900.00 5001900.00 Labcon North America Taxable Bonds Series 2010 0.240000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 1850000.00 1850000.00 0.0018 N 1850000.00 1850000.00 Lexington Parker Capital Company, LLC Lexington Parker Capital Company, LLC 0.230000% 52952MAQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 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 Agricole Corporate and Investment Bank N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity Deutsche Bank AG N/A N/A Credit / Liquidity SOCIETE GENERALE N/A N/A 1000000.00 999853.05 0.0010 N 999900.00 999900.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWF4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 3000000.00 3000000.00 0.0029 N 3000600.00 3000600.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 5000000.00 5000000.00 0.0048 N 5001000.00 5001000.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXF3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 2000000.00 2000000.00 0.0019 N 1999900.00 1999900.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274MA93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999951.11 0.0010 N 999970.00 999970.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.215000% 56274MBD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 3000000.00 2999229.58 0.0029 N 2999370.00 2999370.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140204_2MN2 0000728612 Other Repurchase Agreement N BANC OF AMERICA FDNG CORP SERIES 2000-1 2035-05-20 0.617999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 603878.00 137531.91 BAYVIEW COMCL ASSET 2036-01-25 0.466000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2875529.00 815732.34 BAYVIEW COMM ASSET 2036-07-25 0.446000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7014199.00 1993849.87 BOA FDG CORP 2035-04-20 0.867999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16683645.00 1894731.90 COTT BEVERAGES INC 2017-11-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112000.00 117678.56 CWALT INC 2005-13CB 2035-08-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1214699.00 1508912.03 CWMBS INC 2004 21 2035-05-25 0.516000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 317492.00 77767.43 CWMBS INC 2004-21 2035-04-25 0.436000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19140000.00 2492135.43 DEUTSCHE ALT A SEC MTG LN TR 2047-07-25 0.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81898.00 26054.54 GS MTG SECS TR 2013-GCJ14 2046-08-10 4.776699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6137.00 5414.24 HARBORVIEW MTGE LOAN TRUST 2036-12-19 0.406299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 299106.00 185901.64 HARLAND CLARKE HOLDINGS 2015-05-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 814185.00 JP MORGAN CHASE COMM SEC 2049-01-15 0.426599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54526.00 31817.53 LANDRYS INC 2020-05-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 199012.50 LEHMAN XS TR 2046-08-25 0.365999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 166687.00 100244.88 MORGAN STANLEY RE REMIC TRUST 2010 R5 2037-01-26 0.444299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 304048.00 170421.49 NOMURA RESECURITIZATION TR 2011 4R 2036-12-25 2.379799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3244039.00 1719754.22 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5327.00 3819.02 PHHMC SERIES 2007 2 TRUST 2037-05-18 5.819000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 914185.00 138604.92 SPRINGLEAF MTG LN TR 2013 1 2058-06-25 4.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4645.00 4430.58 TRAVELPORT LLC SENIOR 2016-09-01 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 201985.00 212000.09 First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 11000000.00 11000000.00 0.0106 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 11006820.00 11006820.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHD1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 3000000.00 3000000.00 0.0029 N 3000090.00 3000090.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHU3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LDU7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 6000000.00 6000000.00 0.0058 N 6000360.00 6000360.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LFC5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 5000000.00 5000000.00 0.0048 N 5000000.00 5000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LJL1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 4000000.00 4000000.00 0.0038 N 4000000.00 4000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKT2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 1500000.00 1500000.00 0.0014 N 1500000.00 1500000.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.030000% 60686N005_0.0300_M140102_2MN2 0000812291 Government Agency Repurchase Agreement Y United States Treasury Department 2014-10-31 2.375000 Treasury Debt 813300.00 831519.61 United States Treasury Department 2014-11-13 0.00 Treasury Debt 4272300.00 4268527.56 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 5000000.00 5000000.00 0.0048 N 5000000.00 5000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.040000% 992JYJ001_0.0400_M140103_2MN2 0000068136 Government Agency Repurchase Agreement Y Freddie Mac 2042-12-01 3.500000 Government Agency Debt 13375184.00 12605887.57 Freddie Mac 2043-10-01 4.000000 Government Agency Debt 15694640.00 15954112.63 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 28000000.00 28000000.00 0.0269 N 28000000.00 28000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TUK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 8000000.00 8000000.00 0.0077 N 8001680.00 8001680.00 National Australia Bank Ltd National Australia Bank Ltd 0.188300% 922JZQ009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-01-03 2014-03-03 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1AQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 2000000.00 1999706.11 0.0019 N 1999840.00 1999840.00 Nationwide Building Society Nationwide Building Society 0.205000% 6385E1BA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 2000000.00 1999544.45 0.0019 N 1999680.00 1999680.00 Nationwide Building Society Nationwide Building Society 0.205000% 6385E1BR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 3000000.00 2999060.42 0.0029 N 2999250.00 2999250.00 Natixis SA Natixis SA 0.250000% 63873EG21 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 1000000.00 1000000.00 0.0010 N 1000020.00 1000020.00 Natixis SA Natixis SA 0.230000% 63873EN31 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 8000000.00 8000000.00 0.0077 N 8000000.00 8000000.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 7000000.00 7000000.00 0.0067 N 7000700.00 7000700.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-03-04 N N N 9000000.00 9000000.00 0.0086 N 9001170.00 9001170.00 Rabobank Nederland Rabobank Nederland 0.280000% 21685VAT6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 4000000.00 4000000.00 0.0038 N 4001640.00 4001640.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 15000000.00 15000000.00 0.0144 N 15003150.00 15003150.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 5000000.00 5000000.00 0.0048 N 5001050.00 5001050.00 Rabobank Nederland Rabobank Nederland 0.270000% 21685VBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 2000000.00 2000000.00 0.0019 N 2000100.00 2000100.00 Royal Bank of Canada Royal Bank of Canada 0.284000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-06-24 N N N 19000000.00 19000000.00 0.0182 N 19010640.00 19010640.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4999700.00 0.0048 N 4999850.00 4999850.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MB74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 6000000.00 5998581.67 0.0058 N 5999100.00 5999100.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UBJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 1500000.00 1499430.00 0.0014 N 1499775.00 1499775.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UCA4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 2000000.00 1998942.22 0.0019 N 1999440.00 1999440.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 3000000.00 2996516.67 0.0029 N 2996670.00 2996670.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 2000000.00 2000000.00 0.0019 N 2000360.00 2000360.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 1000000.00 1000000.00 0.0010 Security is a time deposit. N 999991.40 999991.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003_M140107 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 2000000.00 2000000.00 0.0019 Security is a time deposit. N 2000000.00 2000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 5000000.00 5000000.00 0.0048 N 5000300.00 5000300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C5J7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-11 2014-02-11 N N N 3000000.00 3000000.00 0.0029 N 3000090.00 3000090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86562CEF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 7000000.00 7000000.00 0.0067 N 7000490.00 7000490.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 5000000.00 5000000.00 0.0048 N 5000850.00 5000850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 1000000.00 1000000.00 0.0010 N 1000170.00 1000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN24 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0019 N 2000360.00 2000360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBM3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 3000000.00 3000000.00 0.0029 N 2999940.00 2999940.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UCZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 4000000.00 4000000.00 0.0038 N 3999920.00 3999920.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFU2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 9000000.00 9000000.00 0.0086 N 9000360.00 9000360.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 1000000.00 1000000.00 0.0010 N 1000020.00 1000020.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 9000000.00 9000000.00 0.0086 N 8999280.00 8999280.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 16000000.00 16000000.00 0.0154 Security is a time deposit. N 16000000.00 16000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.160000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Texas N/A N/A N N 1770000.00 1770000.00 0.0017 N 1770000.00 1770000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 18000000.00 18000000.00 0.0173 N 18000360.00 18000360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TUR3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 4000000.00 4000000.00 0.0038 N 4000680.00 4000680.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.204500% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 2000000.00 2000000.00 0.0019 N 2000120.00 2000120.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HB37 Other Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Support Agreement Toyota Motor Corp N/A N/A 9000000.00 8998102.50 0.0086 N 8999370.00 8999370.00 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 7997222.22 0.0077 N 7999120.00 7999120.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 1000000.00 999615.00 0.0010 N 999850.00 999850.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233HEK6 Other Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 12000000.00 11990340.00 0.0115 N 11992200.00 11992200.00 Union Bank, NA Union Bank, NA 0.210000% 905269GS9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 2000000.00 2000000.00 0.0019 N 2000080.00 2000080.00 Union Bank, NA Union Bank, NA 0.210000% 905269HT6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 3000000.00 3000000.00 0.0029 N 3000090.00 3000090.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.220000% 9497P62S6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 11000000.00 11000000.00 0.0106 N 10999010.00 10999010.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.214500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-05-20 N N N 10000000.00 10000000.00 0.0096 N 10002200.00 10002200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236300% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-11-18 N N N 5000000.00 5000000.00 0.0048 N 5000650.00 5000650.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-04-25 N N N 3000000.00 3000000.00 0.0029 N 3001860.00 3001860.00 Westpac Banking Corp Westpac Banking Corp 0.254600% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-08-27 N N N 10000000.00 10000000.00 0.0096 N 10003600.00 10003600.00 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 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 45480.34 45480.34 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 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 22722.50 22722.50 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 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 22715.19 22715.19 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 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 22713.60 22713.60