0001145549-14-002749.txt : 20140317 0001145549-14-002749.hdr.sgml : 20140317 20140317134122 ACCESSION NUMBER: 0001145549-14-002749 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121031 FILED AS OF DATE: 20140317 DATE AS OF CHANGE: 20140317 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: 14696946 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 2012-10-31 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 44 71 1174193617.87 393586.85 111479.42 1174475725.30 0.0032 1.0002 2012-10-31 1.0002 2012-10-31 C000012387 1.00 1174475725.30 1.00 -11107190.64 51437076.22 62544266.86 0.0001 1.0002 2012-10-31 1.0002 2012-10-31 Alpine Securitization Corp Alpine Securitization Corp 0.460000% 02086LP42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 10000000.00 9987861.11 0.0085 N 9993100.00 9993100.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TM66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999484.72 0.0009 N 999820.00 999820.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N Y Cash Rabobank Nederland N/A N/A 6000000.00 5994523.33 0.0051 N 5998020.00 5998020.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915TNR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3997638.88 0.0034 N 3997720.00 3997720.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TP55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Cash Rabobank Nederland N/A N/A 5000000.00 4993333.33 0.0043 N 4996500.00 4996500.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 7000000.00 6988549.16 0.0060 N 6991110.00 6991110.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.260700% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-22 2012-11-26 N N N 5000000.00 5000000.00 0.0043 N 5000500.00 5000500.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NJB000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 4000000.00 4000000.00 0.0034 N 4000600.00 4000600.00 Bank of America, NA Bank of America, NA 0.270000% 06052WSC8 Other Note N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 5000000.00 5000000.00 0.0043 N 4999902.50 4999902.50 Bank of Montreal Bank of Montreal 0.300000% 06366VT63 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 16000000.00 16000000.00 0.0136 N 16010240.00 16010240.00 Bank of Montreal Bank of Montreal 0.190000% 06366VV86 Certificate of Deposit N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 2000000.00 2000000.00 0.0017 N 2000260.00 2000260.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FDV9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-16 2013-01-16 N N N 8000000.00 8000000.00 0.0068 N 7999520.00 7999520.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FEC0 Certificate of Deposit N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 9000000.00 9000000.00 0.0077 N 8999370.00 8999370.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417FEK2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 5000000.00 5000000.00 0.0043 N 4999750.00 4999750.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4E4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 9000000.00 9000000.00 0.0077 N 9001170.00 9001170.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4P9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-19 2012-12-19 N N N 11000000.00 11000000.00 0.0094 N 11001980.00 11001980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538ED46 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 11000000.00 11000000.00 0.0094 N 11006160.00 11006160.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 11000000.00 11000000.00 0.0094 N 11001100.00 11001100.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 4000000.00 4000000.00 0.0034 N 4000960.00 4000960.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFP8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 3000000.00 3000000.00 0.0026 N 3004050.00 3004050.00 Barclays Bank Plc Barclays Bank Plc 0.670000% 06741XFT0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N N 1000000.00 1000000.00 0.0009 N 1001300.00 1001300.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHD3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M121107_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-07-01 2.500000 Government Agency Debt 1527780.00 1536560.22 Fannie Mae 2024-11-01 4.970000 Government Agency Debt 420350.00 469985.96 Fannie Mae 2027-08-01 3.500000 Government Agency Debt 39488.00 42065.90 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 270210.00 282491.58 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 145593.00 152210.49 Fannie Mae 2028-06-01 5.000000 Government Agency Debt 3871879.00 810069.17 Fannie Mae 2030-10-01 4.000000 Government Agency Debt 708909.00 449638.49 Fannie Mae 2034-09-01 6.000000 Government Agency Debt 16566.00 3413.51 Fannie Mae 2035-01-01 7.500000 Government Agency Debt 495058.00 241110.22 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 15649.00 12423.13 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 6991.00 5549.88 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 12836.00 5786.18 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 4102.00 4334.55 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 1909984.00 1525780.70 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 8490.00 6837.90 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 6251.00 5034.59 Fannie Mae 2041-02-01 3.096000 Government Agency Debt 438327.00 247684.35 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 19107.00 13598.82 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 1000.00 711.72 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 501022.00 384433.67 Fannie Mae 2041-10-01 3.306000 Government Agency Debt 5483.00 4383.05 Fannie Mae 2041-10-01 4.577000 Government Agency Debt 1523832.00 1486182.69 Fannie Mae 2042-02-01 2.502000 Government Agency Debt 1694.00 1483.58 Fannie Mae 2042-05-01 2.499000 Government Agency Debt 1535.00 1569.89 Fannie Mae 2042-05-01 2.683000 Government Agency Debt 3102.00 2987.44 Fannie Mae 2042-05-01 5.000000 Government Agency Debt 138028.00 153869.34 Fannie Mae 2042-06-01 2.622000 Government Agency Debt 3129064.00 3114516.60 Fannie Mae 2042-06-01 2.622000 Government Agency Debt 5072.00 5048.42 Fannie Mae 2042-06-01 2.622000 Government Agency Debt 1000.00 995.35 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 464496.00 459233.26 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 458035.00 495436.21 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 4079.00 4412.07 Freddie Mac 2026-02-01 3.500000 Government Agency Debt 5809988.00 4998215.21 Freddie Mac 2027-06-01 3.500000 Government Agency Debt 1276996.00 1350221.48 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 1087.00 765.99 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 21884.00 20776.02 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 7957.00 7554.14 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 38932.00 38931.17 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 20646.00 20645.56 Freddie Mac 2042-05-01 4.500000 Government Agency Debt 1283411.00 1256555.69 Freddie Mac 2042-06-01 4.500000 Government Agency Debt 121187.00 133276.86 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 6600.00 6922.54 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 1000.00 1048.87 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 19000000.00 19000000.00 0.0162 N 19000000.00 19000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.280000% 07699U005_0.2800_M121107_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 3.500000 Government Agency Debt 1078876.00 1131143.57 Fannie Mae 2027-10-01 3.000000 Government Agency Debt 1013549.00 1084327.15 Fannie Mae 2029-10-01 4.500000 Government Agency Debt 2000000.00 1110744.55 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3181832.00 1105892.00 Fannie Mae 2039-11-01 4.000000 Government Agency Debt 1500000.00 1113681.51 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 1382824.00 1067410.62 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 150331.00 145538.61 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 1088079.00 1141720.26 Freddie Mac 2027-03-01 3.000000 Government Agency Debt 1240800.00 1129074.39 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 3504339.00 1076716.59 Freddie Mac 2039-09-01 6.500000 Government Agency Debt 1291647.00 1136083.30 Freddie Mac 2042-07-01 4.500000 Government Agency Debt 998800.00 1104071.42 Freddie Mac 2042-10-01 3.000000 Government Agency Debt 127372.00 133596.67 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 12000000.00 12000000.00 0.0102 N 12000000.00 12000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.400000% 992JYM004_0.4000_M121106_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-05-01 2.499000 Government Agency Debt 2033906.00 2080137.90 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2LT2 Other Commercial Paper N First Tier Security N/A N/A 2012-11-27 2012-11-27 N Y BHP Billiton Ltd N/A N/A N 6700000.00 6699032.22 0.0057 N 6698995.00 6698995.00 BNP Paribas BNP Paribas 0.380000% 05572NKL9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0009 N 999920.00 999920.00 BNP Paribas BNP Paribas 0.380000% 05572NKM7 Certificate of Deposit N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.350000% 987WVU007_0.3500_M121101_2MN2 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-20 4.000000 Government Agency Debt 32467813.00 30900000.85 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 30000000.00 30000000.00 0.0255 N 30000000.00 30000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.250000% 10513DPE4 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 6000000.00 6000000.00 0.0051 N 6001380.00 6001380.00 CAFCO, LLC CAFCO, LLC 0.620000% 12476EL56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999793.33 0.0026 N 2999940.00 2999940.00 CAFCO, LLC CAFCO, LLC 0.570000% 12476EL64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999920.83 0.0009 N 999980.00 999980.00 CAFCO, LLC CAFCO, LLC 1.004600% 12476EQ44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3986333.34 0.0034 N 3996360.00 3996360.00 California RAN 2012-2013 Series A1 0.230000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-01 2012-11-01 Y JP Morgan Chase & Co N/A N/A N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.384000% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2013-04-16 N N N 8000000.00 8000000.00 0.0068 N 8009200.00 8009200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JLK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 7000000.00 6999265.00 0.0060 N 6999020.00 6999020.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738JNJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1998916.66 0.0017 N 1998820.00 1998820.00 Catholic Health Initiatives Taxable CP Notes Series A 0.220000% 1491M0MU6 Other Commercial Paper N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 2000000.00 2000000.00 0.0017 N 1999680.00 1999680.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSJ3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 6000000.00 6000000.00 0.0051 N 6000420.00 6000420.00 Ciesco, LLC Ciesco, LLC 0.620000% 17178BL86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999638.33 0.0026 N 2999910.00 2999910.00 Ciesco, LLC Ciesco, LLC 0.450000% 17178BM36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999200.00 0.0017 N 1999720.00 1999720.00 Ciesco, LLC Ciesco, LLC 1.004600% 17178BQ40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7972666.67 0.0068 N 7992720.00 7992720.00 Citibank, NA Citibank, NA 0.580000% 1730D25B4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 2000000.00 2000000.00 0.0017 N 2000400.00 2000400.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ46 Other Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 1000000.00 999180.00 0.0009 N 999230.00 999230.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ61 Other Commercial Paper N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 10000000.00 9991666.66 0.0085 N 9992200.00 9992200.00 Coca-Cola Co Coca-Cola Co 0.240000% 19121AQ79 Other Commercial Paper N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 10000000.00 9991600.00 0.0085 N 9992100.00 9992100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.220000% 972YQZ005 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 11000000.00 11000000.00 0.0094 N 10999780.00 10999780.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.240000% 988NGU003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 14000000.00 14000000.00 0.0119 N 14000280.00 14000280.00 CRC Funding, LLC CRC Funding, LLC 0.570000% 12622UL61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999762.50 0.0026 N 2999940.00 2999940.00 CRC Funding, LLC CRC Funding, LLC 0.440000% 12622UMH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8994940.00 0.0077 N 8997210.00 8997210.00 Credit Suisse AG Credit Suisse AG 5.000000% 2254C0TC1 Other Note N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 1000000.00 1024379.62 0.0009 N 1024153.00 1024153.00 Credit Suisse AG Credit Suisse AG 0.500000% 22550DVY2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 14000000.00 14000000.00 0.0119 N 14010500.00 14010500.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799D001_0.2700_M121101_2MN2 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2013-05-28 4.125000 Government Agency Debt 1000000.00 1039906.74 Fannie Mae 2014-03-17 1.300000 Government Agency Debt 2525000.00 2560836.87 Fannie Mae 2014-10-30 0.500000 Government Agency Debt 1515000.00 1516409.06 Fannie Mae 2022-09-13 2.500000 Government Agency Debt 35000000.00 35243033.77 Fannie Mae 2026-04-01 4.424000 Government Agency Debt 10700000.00 11227978.92 Fannie Mae 2027-05-26 5.730000 Government Agency Debt 4100000.00 4734932.92 Fannie Mae 2031-12-19 4.050000 Government Agency Debt 700000.00 712143.22 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 55914515.00 55914515.00 0.0476 N 55914515.00 55914515.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 992JYD004_0.2100_M121101_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2038-04-15 5.500000 Government Agency Debt 35410000.00 10419530.09 Freddie Mac 2042-06-20 3.500000 Government Agency Debt 5410000.00 5904690.20 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 16000000.00 16000000.00 0.0136 N 16000000.00 16000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 992JYD004_0.2100_M121102_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2037-09-15 6.000000 Government Agency Debt 19555000.00 4839242.46 Freddie Mac 2037-10-15 6.000000 Government Agency Debt 50000000.00 11268611.25 Freddie Mac 2038-04-15 5.500000 Government Agency Debt 14590000.00 4293164.19 First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 20000000.00 20000000.00 0.0170 N 20000000.00 20000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.250000% 992JYD004_0.2500_M121120_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2042-06-20 3.500000 Government Agency Debt 9350000.00 10204963.65 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 10000000.00 10000000.00 0.0085 Y 10000000.00 10000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.430000% 2284K0M44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1999211.67 0.0017 N 1999500.00 1999500.00 Deutsche Bank AG Deutsche Bank AG 0.420000% 25154U2Y9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 11000000.00 11000000.00 0.0094 N 11000330.00 11000330.00 Deutsche Bank AG Deutsche Bank AG 0.400000% 25154U3J1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 8000000.00 8000000.00 0.0068 N 8000400.00 8000400.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25154U3N2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 7000000.00 7000000.00 0.0060 N 7000420.00 7000420.00 Deutsche Bank AG Deutsche Bank AG 0.230000% 25155BBJ3 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 8000000.00 8000000.00 0.0068 N 8000240.00 8000240.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.350000% 21599B009_0.3500_M121101_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 4.634000 Government Agency Debt 118864069.00 52000000.27 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 50000000.00 50000000.00 0.0426 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.370000% 991JCA005_0.3700_M121101_2MN2 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238035.39 ALTRIA GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238079.01 AMERICAN EXPRESS CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238079.05 AMERICAN INTL GROUP INC COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238080.00 AMERICAN TOWER CORP NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238068.18 AMERIGROUP CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238058.06 AT&T INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238089.49 BANK OF AMERICA CORPORATION COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238092.80 BERKSHIRE HATHAWAY INC DEL CL B NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238026.13 CAPITAL ONE FINL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238057.14 CATERPILLAR INC DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238066.43 CHEVRON CORP NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238031.09 COCA COLA CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238043.73 COOPER INDUSTRIES PLC SHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238053.06 EXXON MOBIL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238028.53 GENERAL ELECTRIC CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238080.59 INTERNATIONAL BUSINESS MACHSCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 237998.20 ISHARES INC MSCI MEX 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238089.21 PROCTER & GAMBLE CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238080.00 SIMON PPTY GROUP INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238046.57 UNITED TECHNOLOGIES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 744.76 WELLS FARGO & CO NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 238081.17 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 5000000.00 5000000.00 0.0043 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121101_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-25 4.000000 Government Agency Debt 13647.00 11082.27 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 7456348.00 8324169.44 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 8000000.00 8000000.00 0.0068 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121120_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-05-01 2.500000 Government Agency Debt 1000.00 1007.35 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 1434.00 1503.18 Fannie Mae 2032-04-01 3.500000 Government Agency Debt 535303.00 551828.12 Fannie Mae 2035-03-01 2.319000 Government Agency Debt 5408298.00 4772875.57 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 11733.00 4306.77 Fannie Mae 2039-10-01 5.258000 Government Agency Debt 33922.00 33478.83 Fannie Mae 2040-10-01 3.349000 Government Agency Debt 14432195.00 7695373.28 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 35876.00 29133.69 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 7184517.00 7528830.67 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 136869.00 156665.82 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 14023.00 14995.05 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 27537.00 29672.89 GNMA 2041-01-20 3.000000 Government Agency Debt 9074.00 9113.38 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 20000000.00 20000000.00 0.0170 Y 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M121109_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2015-02-01 3.340000 Government Agency Debt 673088.00 701702.50 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 30440.00 31908.53 Fannie Mae 2031-12-01 3.500000 Government Agency Debt 2364.00 2174.75 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 9068.00 3328.55 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 10294829.00 10739233.44 First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 11000000.00 11000000.00 0.0094 Y 11000000.00 11000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M121126_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-05-01 2.500000 Government Agency Debt 1000.00 1007.35 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 28007.00 29358.15 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 7241.00 5880.17 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 1000.00 1077.56 GNMA 2041-01-20 3.000000 Government Agency Debt 4114634.00 4132490.87 First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 4000000.00 4000000.00 0.0034 Y 4000000.00 4000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M121113_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 2.500000 Government Agency Debt 3025.00 3066.94 Fannie Mae 2032-04-01 3.500000 Government Agency Debt 1000.00 1012.12 Fannie Mae 2036-11-01 6.006000 Government Agency Debt 122197.00 21842.64 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 6533.00 6446.45 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 5002709.00 5191771.80 First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 5000000.00 5000000.00 0.0043 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 99ETSZ007_0.2500_M121115_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 30331.00 31794.27 Fannie Mae 2031-12-01 3.500000 Government Agency Debt 11296070.00 10391749.95 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 34910.00 12814.24 First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 10000000.00 10000000.00 0.0085 Y 10000000.00 10000000.00 DNB Bank ASA DNB Bank ASA 0.530000% 23330LHA7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 5000000.00 5000000.00 0.0043 N 5002550.00 5002550.00 DNB Bank ASA DNB Bank ASA 0.330000% 23330LJM9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 4000000.00 4000000.00 0.0034 N 4000160.00 4000160.00 DNB Bank ASA DNB Bank ASA 0.400000% 23330LKD7 Certificate of Deposit N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 1000000.00 1000000.00 0.0009 N 1000430.00 1000430.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKK1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 3000000.00 3000000.00 0.0026 N 3000120.00 3000120.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKT2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 1000000.00 1000000.00 0.0009 N 1000060.00 1000060.00 Eagle Cnty, CO Housing Facilities RB (BC Housing) Series 1997B 0.230000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0013 N 1500000.00 1500000.00 Fannie Mae Fannie Mae 0.140000% 313588P58 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 6000000.00 5999696.66 0.0051 N 5999850.00 5999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384M97 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 7000000.00 6999974.72 0.0060 N 6999986.00 6999986.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384N62 Government Agency Debt N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 1000000.00 999979.17 0.0009 N 999988.00 999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384P52 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 6000000.00 5999718.33 0.0051 N 5999850.00 5999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384Q69 Government Agency Debt N First Tier Security N/A N/A 2012-11-23 2012-11-23 N N N 4000000.00 3999682.22 0.0034 N 3999828.00 3999828.00 Freddie Mac Freddie Mac 0.130000% 313396M83 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 8000000.00 8000000.00 0.0068 N 8000000.00 8000000.00 Freddie Mac Freddie Mac 0.130000% 313396N41 Government Agency Debt N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 2000000.00 1999971.11 0.0017 N 1999984.00 1999984.00 Freddie Mac Freddie Mac 0.300300% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-01-10 2013-11-08 N N N 25000000.00 25000000.00 0.0213 N 25022875.00 25022875.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.410000% 3686M0LE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 1029000.00 1028847.65 0.0009 N 1028897.10 1028897.10 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL62 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 6000000.00 5999733.33 0.0051 N 5999880.00 5999880.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 1500000.00 1499920.00 0.0013 N 1499955.00 1499955.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HLE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 1000000.00 999884.44 0.0009 N 999940.00 999940.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HNP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 6000000.00 5995573.33 0.0051 N 5997540.00 5997540.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HPB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 1000000.00 999093.33 0.0009 N 999440.00 999440.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HQ42 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 3000000.00 2996925.00 0.0026 N 2997690.00 2997690.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 992JYE002_0.2100_M121101_2MN2 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2042-10-01 3.000000 Government Agency Debt 4004306.00 4200000.44 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 4000000.00 4000000.00 0.0034 N 4000000.00 4000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.250000% 992JYE002_0.2500_M121107_2MN2 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2042-04-01 4.000000 Government Agency Debt 10137339.00 10500000.39 First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 10000000.00 10000000.00 0.0085 N 10000000.00 10000000.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LL61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 7000000.00 6999805.56 0.0060 N 6999720.00 6999720.00 Govco, LLC Govco, LLC 0.620000% 38362VL68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8999225.00 0.0077 N 8999640.00 8999640.00 Govco, LLC Govco, LLC 0.500000% 38362VLS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5997916.67 0.0051 N 5998860.00 5998860.00 Govco, LLC Govco, LLC 0.410000% 38362VMJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1998929.44 0.0017 N 1999280.00 1999280.00 Govco, LLC Govco, LLC 0.440000% 38362VMJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999425.56 0.0009 N 999640.00 999640.00 HSBC Bank Plc HSBC Bank Plc 0.410000% 972VXH003 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 2000000.00 2000000.00 0.0017 N 2000740.00 2000740.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RPD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 5000000.00 4996388.89 0.0043 N 4996281.50 4996281.50 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.360000% 4497W0L63 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N Y ING Bank NV N/A N/A N 1000000.00 999950.00 0.0009 N 999980.00 999980.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.400000% 4497W0MC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N Y ING Bank NV N/A N/A N 6000000.00 5997266.67 0.0051 N 5998440.00 5998440.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.250000% 4497W0MM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N Y ING Bank NV N/A N/A N 4000000.00 3998611.11 0.0034 N 3998640.00 3998640.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.245000% 4497W0NG9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-16 2013-01-16 N Y ING Bank NV N/A N/A N 4000000.00 3997931.11 0.0034 N 3997520.00 3997520.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0N40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 2000000.00 1999040.00 0.0017 N 1999660.00 1999660.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0RN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 7000000.00 6989966.66 0.0060 N 6995380.00 6995380.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.364500% 46636JAW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-01 2013-03-01 N N N 8000000.00 8000000.00 0.0068 N 8002800.00 8002800.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.330700% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-11-21 2013-11-21 N N N 38000000.00 38000000.00 0.0324 N 38020748.00 38020748.00 Labcon North America Taxable Bonds Series 2010 0.600000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2065000.00 2065000.00 0.0018 N 2065000.00 2065000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.400000% 53943RM55 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 1000000.00 999622.22 0.0009 N 999800.00 999800.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.250000% 53943RN88 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 5000000.00 4997638.89 0.0043 N 4997350.00 4997350.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.260000% 53943RNR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 2000000.00 1998772.22 0.0017 N 1998560.00 1998560.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4MC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 7000000.00 6998325.83 0.0060 N 6998530.00 6998530.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4N83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998810.00 0.0026 N 2998800.00 2998800.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 992JYF009_0.2000_M121105_2MN2 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2042-10-25 0.670000 Government Agency Debt 5144159.00 5157014.34 Freddie Mac 2040-10-15 0.564000 Government Agency Debt 4235638.00 4112986.63 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 9000000.00 9000000.00 0.0077 N 9000000.00 9000000.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.400000% 59157TP49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 7000000.00 6992611.11 0.0060 N 6995380.00 6995380.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.400000% 59157TP56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 1000000.00 998933.33 0.0009 N 999330.00 999330.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.400000% 59157TPL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 1000000.00 998766.67 0.0009 N 999160.00 999160.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.535000% 60681P6N9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 2000000.00 2000000.00 0.0017 N 2001080.00 2001080.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.520000% 60681P7F5 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0017 N 2001180.00 2001180.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.530000% 60681P7H1 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 2000000.00 2000000.00 0.0017 N 2001320.00 2001320.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.485000% 60682AAT3 Certificate of Deposit N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 3000000.00 3000000.00 0.0026 N 3001620.00 3001620.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.260000% 60687G3B2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.340000% 60687GT24 Certificate of Deposit N First Tier Security N/A N/A 2012-11-21 2012-11-21 N N N 4000000.00 4000000.00 0.0034 N 4000360.00 4000360.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.500000% 992JYJ001_0.5000_M121106_2MN2 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2032-08-01 3.500000 Government Agency Debt 20202772.00 21353462.18 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 9593698.00 9249401.30 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 30000000.00 30000000.00 0.0255 N 30000000.00 30000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 63253TNZ7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 3000000.00 3000000.00 0.0026 N 3000090.00 3000090.00 National Australia Bank Ltd National Australia Bank Ltd 0.380000% 988DCK001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 12000000.00 12000000.00 0.0102 N 12006960.00 12006960.00 Nationwide Building Society Nationwide Building Society 0.340000% 6385E0N33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 2000000.00 1998810.00 0.0017 N 1999060.00 1999060.00 Nationwide Building Society Nationwide Building Society 0.380000% 6385E0NH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 3200000.00 3197399.11 0.0027 N 3197984.00 3197984.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.210000% 65409RLF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 7000000.00 6999428.33 0.0060 N 6999300.00 6999300.00 Nordea North America, Inc Nordea North America, Inc 0.340000% 6555P0P11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N Y Nordea Bank AB N/A N/A N 4000000.00 3996524.44 0.0034 N 3997600.00 3997600.00 Nordea North America, Inc Nordea North America, Inc 0.360000% 6555P0PK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N Y Nordea Bank AB N/A N/A N 5000000.00 4994500.00 0.0043 N 4996000.00 4996000.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-25 2013-02-25 N Y Nordea Bank AB N/A N/A N 8000000.00 7990977.77 0.0068 N 7993120.00 7993120.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-27 2013-02-27 N Y Nordea Bank AB N/A N/A N 1000000.00 998852.78 0.0009 N 999110.00 999110.00 NRW.BANK NRW.BANK 0.240000% 62939LLV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 8000000.00 7998506.67 0.0068 N 7998560.00 7998560.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983TP83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 16000000.00 15990320.00 0.0136 N 15992800.00 15992800.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 11000000.00 11000000.00 0.0094 N 11000110.00 11000110.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.480000% 74977KP52 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N Y Rabobank Nederland N/A N/A N 4000000.00 3994880.00 0.0034 N 3997880.00 3997880.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.410000% 74977KQJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N Y Rabobank Nederland N/A N/A N 1000000.00 998439.72 0.0009 N 999020.00 999020.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.490000% 74927JMJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N Y Royal Bank of Scotland Plc N/A N/A N 3000000.00 2998080.83 0.0026 N 2999070.00 2999070.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0PE0 Other Commercial Paper N First Tier Security N/A N/A 2013-02-14 2013-02-14 N Y Reckitt Benckiser Group Plc N/A N/A N 2000000.00 1996500.00 0.0017 N 1998520.00 1998520.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0U20 Other Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 2500000.00 2491225.00 0.0021 N 2493350.00 2493350.00 Sanofi Sanofi 0.180000% 8010M2LD2 Other Commercial Paper N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 5000000.00 4999700.00 0.0043 N 4999850.00 4999850.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LLE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999891.67 0.0009 N 999900.00 999900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050TMC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 4000000.00 3998815.56 0.0034 N 3999320.00 3999320.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83051A5J6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 4000000.00 4000000.00 0.0034 N 4000640.00 4000640.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.180000% 8574P07G7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 1000000.00 1000000.00 0.0009 N 1000090.00 1000090.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P1AG1 Certificate of Deposit N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 6000000.00 6000000.00 0.0051 N 5999640.00 5999640.00 State Street Corp State Street Corp 0.180000% 85747JNB9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-11 2013-01-11 N N N 5000000.00 4998225.00 0.0043 N 4998400.00 4998400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.390000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-12-05 N N N 4000000.00 4000000.00 0.0034 N 3998880.00 3998880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.510000% 86562DKX7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 8000000.00 8000000.00 0.0068 N 8003760.00 8003760.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.490000% 86562DMR8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 4000000.00 3999956.78 0.0034 N 4002000.00 4002000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DPW4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 2000000.00 2000000.00 0.0017 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DTG5 Certificate of Deposit N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 10000000.00 10000000.00 0.0085 N 10001000.00 10001000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUA6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 10000000.00 10000000.00 0.0085 N 10001000.00 10001000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 1000000.00 1000000.00 0.0009 N 1000110.00 1000110.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYL8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 1000000.00 1000000.00 0.0009 N 999950.00 999950.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.390000% 86562WF37 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 1000000.00 1000000.00 0.0009 N 1000010.00 1000010.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86562WM70 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 5000000.00 5000000.00 0.0043 N 5000800.00 5000800.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.290000% 86562WQ76 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 5000000.00 5000000.00 0.0043 N 5000350.00 5000350.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86958CEZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 2000000.00 2000000.00 0.0017 N 2000000.00 2000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.230000% 86958CLK8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 8000000.00 8000000.00 0.0068 N 7999600.00 7999600.00 Swedbank AB Swedbank AB 0.300000% 87019RLU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 4000000.00 3999100.00 0.0034 N 3999400.00 3999400.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.270000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 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 0.270000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Texas N/A N/A N N 1875000.00 1875000.00 0.0016 N 1875000.00 1875000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TL84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999922.22 0.0017 N 1999880.00 1999880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112WBR7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 1000000.00 1000000.00 0.0009 N 999770.00 999770.00 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 0.0051 N 6006480.00 6006480.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.301000% 89112X3E3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2013-05-29 N N N 2000000.00 2000000.00 0.0017 N 2000980.00 2000980.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.301700% 89112XN92 Certificate of Deposit N First Tier Security N/A N/A 2012-11-19 2013-04-19 N N N 2000000.00 2000000.00 0.0017 N 2000980.00 2000980.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300700% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2013-04-22 N N N 20000000.00 20000000.00 0.0170 N 20010000.00 20010000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89112XT47 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 10000000.00 10000000.00 0.0085 N 10001900.00 10001900.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 10000000.00 9997800.00 0.0085 N 9999200.00 9999200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQL3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 11000000.00 10986408.89 0.0094 N 10989220.00 10989220.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 5000000.00 5000000.00 0.0043 N 5000600.00 5000600.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M121107_2MN2 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 2491835.00 2042057.99 Fannie Mae 2027-06-01 3.000000 Government Agency Debt 1000.00 1027.64 Freddie Mac 2027-05-01 3.500000 Government Agency Debt 1000.00 1032.24 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y UBS Securities LLC N/A N/A N N 2000000.00 2000000.00 0.0017 N 1999920.00 1999920.00 Union Bank, NA Union Bank, NA 0.400000% 90527MS23 Certificate of Deposit N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 1000000.00 1000000.00 0.0009 N 1000020.00 1000020.00 Union Bank, NA Union Bank, NA 0.360000% 90527MU87 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 3000000.00 3000000.00 0.0026 N 3000630.00 3000630.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 96121TPC6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 1000000.00 1000000.00 0.0009 N 1000290.00 1000290.00 Westpac Banking Corp Westpac Banking Corp 0.465500% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2013-07-11 N N N 4000000.00 4000000.00 0.0034 N 4005080.00 4005080.00 Westpac Banking Corp Westpac Banking Corp 0.453200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-19 2013-07-18 N N N 12000000.00 12000000.00 0.0102 N 12014880.00 12014880.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 3000000.00 2997933.33 0.0026 N 2999310.00 2999310.00 Westpac Banking Corp Westpac Banking Corp 0.408500% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2013-02-07 N N N 8000000.00 8000000.00 0.0068 N 8004800.00 8004800.00 Westpac Banking Corp Westpac Banking Corp 0.304500% 9612C4DV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-05 2013-02-04 N N N 2000000.00 2000000.00 0.0017 N 2000660.00 2000660.00 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 43352.38 43352.38 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 21659.34 21659.34 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 21652.37 21652.37 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 21650.86 21650.86