0001145549-14-006187.txt : 20140829 0001145549-14-006187.hdr.sgml : 20140829 20140708143921 ACCESSION NUMBER: 0001145549-14-006187 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140708 DATE AS OF CHANGE: 20140708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14965146 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-06-30 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 49 85 1030103906.11 300158.19 109579.29 1030294485.01 0.0022 1.0001 2014-06-30 1.0001 2014-06-30 C000012387 1.00 1030294485.01 1.00 -4120993.33 27135545.34 31256538.67 0.0001 1.0001 2014-06-30 1.0001 2014-06-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.301000% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-08-04 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0029 N 3000090.00 3000090.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HY42 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N Y Santander UK Plc N/A N/A N 7000000.00 7000000.00 0.0068 N 7000000.00 7000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 8000000.00 8000000.00 0.0078 Security is a time deposit. N 8000004.00 8000004.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140707 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 10000000.00 10000000.00 0.0097 Security is a time deposit. N 10000000.00 10000000.00 Automatic Data Processing, Inc Automatic Data Processing, Inc 0.050000% 0530A3G10 Other Commercial Paper N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 10000000.00 10000000.00 0.0097 N 9999981.00 9999981.00 Bank of America, NA Bank of America, NA 0.350900% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-07-07 2015-03-05 N N N 3000000.00 3000000.00 0.0029 N 3000102.00 3000102.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3N1 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 2000000.00 2000000.00 0.0019 N 2000120.00 2000120.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3Z4 Other Note N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 3000000.00 3000000.00 0.0029 N 3000240.00 3000240.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4M2 Other Note N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 2000000.00 2000000.00 0.0019 N 2000200.00 2000200.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6W8 Other Note N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 8000000.00 8000000.00 0.0078 N 8000400.00 8000400.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6X6 Other Note N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 1000000.00 1000000.00 0.0010 N 1000050.00 1000050.00 Bank of America, NA Bank of America, NA 0.250000% 06053HAT2 Other Note N First Tier Security N/A N/A 2014-11-20 2014-11-20 N N N 5000000.00 5000000.00 0.0049 N 5001000.00 5001000.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 10000000.00 10000000.00 0.0097 Security is a time deposit. N 10000004.50 10000004.50 Bank of Montreal Bank of Montreal 0.080000% 06999G005_M140701 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 15000000.00 15000000.00 0.0146 Security is a time deposit. N 15000000.00 15000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.221000% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-09-04 N N N 6000000.00 6000000.00 0.0058 N 6000660.00 6000660.00 Bank of Nova Scotia Bank of Nova Scotia 0.221000% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-09 2014-09-09 N N N 13000000.00 13000000.00 0.0126 N 13001560.00 13001560.00 Bank of Nova Scotia Bank of Nova Scotia 0.221800% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-16 2014-09-16 N N N 3000000.00 3000000.00 0.0029 N 3000420.00 3000420.00 Bank of the West Bank of the West 0.230000% 06426GEB9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 2000000.00 2000000.00 0.0019 N 2000280.00 2000280.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GQ70 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 3500000.00 3500000.00 0.0034 N 3500280.00 3500280.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GS78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 2000000.00 2000000.00 0.0019 N 2000180.00 2000180.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HGM6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 5000000.00 5000000.00 0.0049 N 5000450.00 5000450.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHM5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 5000000.00 5000000.00 0.0049 N 5000450.00 5000450.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HJQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 3000000.00 3000000.00 0.0029 N 3000270.00 3000270.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKK5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 5000000.00 5000000.00 0.0049 N 5001000.00 5001000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HPX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 3000000.00 3000000.00 0.0029 N 3000300.00 3000300.00 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 0.0039 N 4002680.00 4002680.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 5000000.00 5000000.00 0.0049 N 5000600.00 5000600.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWE4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 3000000.00 3000000.00 0.0029 N 3000390.00 3000390.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 00799J004_0.0700_M140701_2MN2 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2017-10-31 1.875000 Treasury Debt 31108600.00 32051066.65 United States Treasury Department 2020-08-31 2.125000 Treasury Debt 8605000.00 8748986.06 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 40000000.00 40000000.00 0.0388 N 40000000.00 40000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140702_2MN2 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2039-03-15 2.750000 Government Agency Debt 66559315.00 22388929.09 GNMA 2038-04-20 2.600000 Government Agency Debt 12249027.00 8061071.10 First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 29000000.00 29000000.00 0.0281 N 29000000.00 29000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140703_2MN2 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2039-06-15 3.000000 Government Agency Debt 2048478.00 2100000.64 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M140703_2MN2 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2021-02-15 3.625000 Treasury Debt 25648500.00 28560083.00 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 28000000.00 28000000.00 0.0272 N 28000000.00 28000000.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.320000% 08224MJ21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-02 2014-09-02 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 3000000.00 2998320.00 0.0029 N 2999010.00 2999010.00 Blue Mountain Enterprises, LLC Blue Mountain Enterprises, LLC 0.170000% 095770AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-07-07 2014-07-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1980000.00 1980000.00 0.0019 N 1980000.00 1980000.00 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 0.0049 N 5002250.00 5002250.00 BNP Paribas BNP Paribas 0.300000% 05572NTF3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 5000000.00 5000000.00 0.0049 N 5000950.00 5000950.00 BNP Paribas BNP Paribas 0.300000% 05572NTH9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 2000000.00 2000000.00 0.0019 N 2000380.00 2000380.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.240000% 923JDF006_0.2400_M140702_2MN2 0001197610 Other Repurchase Agreement N AFLAC INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 298170.88 ALPHA NATURAL RESOURCES INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 289538.76 AMERICAN TOWER CORP NEW COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299107.20 ARAMARK HLDGS CORP COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 253425.71 BERRY PLASTICS GROUP INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 297829.25 CLUBCORP HLDGS INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 98006.70 DANAHER CORP DEL COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10373.89 DEVON ENERGY CORP NEW COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299953.50 DIAMOND OFFSHORE DRILLING INCOM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299975.70 DISCOVER FINL SVCS COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299983.20 EMERSON ELEC CO COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 81977.00 ENERGEN CORP COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 40044.29 EQUITY RESIDENTIAL SH BEN I 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299988.66 EVERTEC INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 263279.31 FIVE STAR QUALITY CARE INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 22212.48 INTERCONTINENTALEXCHANGE GROCOM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 284338.09 KIRBY CORP COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 15380.12 METLIFE INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299970.00 NABORS INDUSTRIES LTD SHS 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299999.07 NAVISTAR INTL CORP NEW COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 291563.21 PACKAGING CORP AMER COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 164164.14 PINNACLE WEST CAP CORP COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 298892.16 PNC FINL SVCS GROUP INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 21791.64 PULTE GROUP INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 299995.20 RICE ENERGY INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 280934.16 STONE ENERGY CORP COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 292579.98 TRINITY INDS INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 298802.88 VOYA FINL INC COM 2014-06-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 298041.92 Unrated Security N/A N/A 2014-07-02 2014-07-02 N Y BNP Paribas N/A N/A N 6000000.00 6000000.00 0.0058 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 6000000.00 6000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M140701_2MN2 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2015-04-30 2.500000 Treasury Debt 100000.00 102406.40 United States Treasury Department 2018-08-15 4.000000 Treasury Debt 6097600.00 6845001.90 United States Treasury Department 2018-10-31 1.750000 Treasury Debt 189500.00 192640.17 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 7000000.00 7000000.00 0.0068 N 7000000.00 7000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987WVU007_0.1100_M140701_2MN2 0001197610 Government Agency Repurchase Agreement Y GNMA 2043-04-20 3.500000 Government Agency Debt 11796452.00 11330000.78 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 11000000.00 11000000.00 0.0107 N 11000000.00 11000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.250000% 988VYS000_0.2500_M140707_2MN2 0001197610 Other Repurchase Agreement N Bank of America Corp 2017-09-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1829338.00 2104750.93 PETROLEOS MEXICANOS GUARANTEED NOTES 2041-06-02 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 339.00 395.80 First Tier Security N/A N/A 2014-07-07 2014-07-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 2000000.00 2000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 2000140.00 2000140.00 BPCE SA BPCE SA 0.220000% 05571CH79 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 4000000.00 3999095.55 0.0039 N 3999280.00 3999280.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJ56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5997470.00 0.0058 N 5997960.00 5997960.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5996818.33 0.0058 N 5997360.00 5997360.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FL46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999195.00 0.0010 N 999280.00 999280.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JAG4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 3000000.00 3000000.00 0.0029 N 2999940.00 2999940.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JAH2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 15000000.00 15000000.00 0.0146 N 15000000.00 15000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738KJ99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-09 2014-09-09 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 6000000.00 5997783.33 0.0058 N 5997780.00 5997780.00 Charta, LLC Charta, LLC 0.240000% 16115XHC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999440.00 0.0019 N 1999600.00 1999600.00 Charta, LLC Charta, LLC 0.230000% 16115XJS5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5996665.00 0.0058 N 5997240.00 5997240.00 Charta, LLC Charta, LLC 0.230000% 16115XLH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998223.89 0.0019 N 1998340.00 1998340.00 Charta, LLC Charta, LLC 0.230000% 16115XLK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999099.17 0.0010 N 999150.00 999150.00 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 0.0049 N 5003700.00 5003700.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUK7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 2000000.00 2000000.00 0.0019 N 2001640.00 2001640.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUL5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 2000000.00 2000000.00 0.0019 N 2001640.00 2001640.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUM3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 1000000.00 1000000.00 0.0010 N 1000760.00 1000760.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CJ53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6997048.33 0.0068 N 6997620.00 6997620.00 Citibank, NA Citibank, NA 0.230000% 17304USF8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 7000000.00 7000000.00 0.0068 N 7001680.00 7001680.00 Citibank, NA Citibank, NA 0.230000% 17304UUB4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-13 2014-11-13 N N N 10000000.00 10000000.00 0.0097 N 10001100.00 10001100.00 Citibank, NA Citibank, NA 0.200000% 17304UWQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-10-03 2014-10-03 N N N 1000000.00 1000000.00 0.0010 N 1000110.00 1000110.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GHJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Guaranty JP Morgan Securities LLC N/A N/A 2000000.00 1999200.00 0.0019 N 1999580.00 1999580.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.300000% 19422DGQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 3000000.00 2999425.00 0.0029 N 2999730.00 2999730.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.221000% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-11-26 N N N 9000000.00 9000000.00 0.0087 N 9001260.00 9001260.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.223300% 923NEC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-07-23 2015-01-23 N N N 2000000.00 2000000.00 0.0019 N 2000054.00 2000054.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.235000% 924DPV000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2015-06-19 N N N 4000000.00 4000000.00 0.0039 N 4000576.00 4000576.00 CRC Funding, LLC CRC Funding, LLC 0.230000% 12622VL44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8992755.00 0.0087 N 8993520.00 8993520.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MCQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 4000000.00 4000000.00 0.0039 N 4000040.00 4000040.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MDB4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 1000000.00 1000000.00 0.0010 N 1000030.00 1000030.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.230000% 22533MHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-09 2014-09-09 N N N 5000000.00 5000000.00 0.0049 N 4999800.00 4999800.00 Credit Agricole SA Credit Agricole SA 0.240000% 923VDA000 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 1000000.00 0.0010 N 1000010.00 1000010.00 Credit Agricole SA Credit Agricole SA 0.230000% 979SNF008 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 4000000.00 4000000.00 0.0039 N 3999800.00 3999800.00 Credit Suisse AG Credit Suisse AG 0.240000% 22549TH43 Certificate of Deposit N First Tier Security N/A N/A 2014-09-15 2014-09-15 N N N 4000000.00 4000000.00 0.0039 N 4000000.00 4000000.00 Credit Suisse AG Credit Suisse AG 0.240000% 22549TJ58 Certificate of Deposit N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 7000000.00 7000000.00 0.0068 N 7000000.00 7000000.00 Credit Suisse AG Credit Suisse AG 0.220000% 22549TQ43 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 5000000.00 5000000.00 0.0049 N 4999800.00 4999800.00 Credit Suisse AG Credit Suisse AG 0.280000% 22549TWR5 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 2000000.00 2000000.00 0.0019 N 2000060.00 2000060.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140721_2MN2 0001230485 Other Repurchase Agreement N 144A CSMC 2009-12R 24A1 2036-10-27 7.989200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 31241.44 144A GSMS 2011-GC5 F 2044-08-10 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395000.00 297681.89 144A JPMRR 2009-7 11A1 2036-09-27 2.721700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 69913.70 144A LBCMT 2007-C3 AJFL 2044-07-15 0.504200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1075000.00 941896.82 BACM 2007-4 AJ 2051-02-10 6.015000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2860000.00 3045035.54 PNCMT 2000-1 DB1 2030-03-25 0.080000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1230000.00 211943.51 SASC05-6 4A1 2035-05-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79000.00 7785.16 First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 4000000.00 4000000.00 0.0039 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4001120.00 4001120.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140801_2MN2 0001230485 Other Repurchase Agreement N BACM 2007-4 AJ 2051-02-10 6.015000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4325000.00 4604817.74 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 4000000.00 4000000.00 0.0039 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4000000.00 4000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140814_2MN2 0001230485 Other Repurchase Agreement N BACM 2007-4 AJ 2051-02-10 6.015000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9725000.00 10354185.55 First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 9000000.00 9000000.00 0.0087 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 9000000.00 9000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140904_2MN2 0001230485 Other Repurchase Agreement N 144A LBCMT 2007-C3 AJFL 2044-07-15 0.504200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1315000.00 1152180.77 First Tier Security N/A N/A 2014-09-04 2014-09-04 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 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.220000% 2284K1G72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N Y 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 999963.33 0.0010 N 999970.00 999970.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.220000% 2284K1H48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y 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 7000000.00 6998545.55 0.0068 N 6998880.00 6998880.00 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 0.0068 N 7004200.00 7004200.00 Deutsche Bank AG Deutsche Bank AG 0.280000% 25155JHG6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 3000000.00 3000000.00 0.0029 N 3000180.00 3000180.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155JJP4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 5000000.00 5000000.00 0.0049 N 5000550.00 5000550.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155JLQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 3000000.00 3000000.00 0.0029 N 3000420.00 3000420.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155JLW6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 2000000.00 2000000.00 0.0019 N 2000280.00 2000280.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25155JPS1 Certificate of Deposit N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 4000000.00 4000000.00 0.0039 N 4000240.00 4000240.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 21599B009_0.0500_M140701_2MN2 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2030-05-15 6.250000 Treasury Debt 1143400.00 1630774.82 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 1598744.00 1598744.00 0.0016 N 1598744.00 1598744.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 21599B009_0.1500_M140701_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2042-08-20 6.500000 Government Agency Debt 1797564.00 2080000.69 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 991JCA005_0.0800_M140702_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2042-08-20 6.500000 Government Agency Debt 221037.00 255766.76 GNMA 2043-08-20 4.000000 Government Agency Debt 1724931.00 1824234.24 First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 991JCA005_0.0800_M140703_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2039-04-15 3.500000 Government Agency Debt 1016723.00 1040000.06 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 991JCA005_0.1000_M140703_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2039-04-15 3.500000 Government Agency Debt 1016723.00 1040000.06 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Eagle Cnty Housing Facilities RB (BC Housing) Series 1997B 0.210000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-07-07 2014-07-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0015 N 1500000.00 1500000.00 Freddie Mac Freddie Mac 0.227300% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-07-10 2015-05-10 N N N 25000000.00 25000000.00 0.0243 N 25001075.00 25001075.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.350000% 3686M1JW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 2000000.00 1998230.55 0.0019 N 1998980.00 1998980.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JH89 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 26000000.00 25994511.11 0.0252 N 25998440.00 25998440.00 General Electric Co General Electric Co 0.060000% 36960MG72 Other Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 7000000.00 6999930.00 0.0068 N 6999945.40 6999945.40 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140702_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-02-15 6.000000 Government Agency Debt 5347547.00 1020000.10 First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140703_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2027-12-15 2.500000 Government Agency Debt 221532.00 193836.47 GNMA 2039-02-15 6.000000 Government Agency Debt 4331322.00 826163.63 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140707_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2026-03-15 3.500000 Government Agency Debt 4172700.00 2239866.41 GNMA 2040-11-20 5.000000 Government Agency Debt 124896.00 117783.96 GNMA 2041-11-20 4.000000 Government Agency Debt 805339.00 702349.88 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 3000000.00 3000000.00 0.0029 N 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.080000% 992JYE002_0.0800_M140703_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-02-15 6.000000 Government Agency Debt 1821131.00 347365.59 GNMA 2043-05-15 3.500000 Government Agency Debt 1848685.00 1692634.70 First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 HSBC Bank USA HSBC Bank USA 0.210000% 40428AYF8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 5000000.00 5000000.00 0.0049 N 5000200.00 5000200.00 ING Bank NV ING Bank NV 0.460000% 923NEM001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 6000000.00 6000000.00 0.0058 N 6004560.00 6004560.00 ING Bank NV ING Bank NV 0.300000% 923UQF007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 1000000.00 1000000.00 0.0010 N 1000200.00 1000200.00 ING Bank NV ING Bank NV 0.330000% 923WQZ009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 7000000.00 7000000.00 0.0068 N 7001820.00 7001820.00 ING Bank NV ING Bank NV 0.310000% 923ZBH008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 4000000.00 4000000.00 0.0039 N 4000960.00 4000960.00 ING Bank NV ING Bank NV 0.320000% 979PHT001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 2000000.00 2000000.00 0.0019 N 2000580.00 2000580.00 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 5996266.67 0.0058 N 5998320.00 5998320.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.100000% 46899T004_0.1000_M140701_2MN2 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2032-10-01 3.000000 Government Agency Debt 31461623.00 27590636.92 Freddie Mac 2042-12-01 3.000000 Government Agency Debt 33380757.00 30089363.10 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 56000000.00 56000000.00 0.0544 N 56000000.00 56000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M140928_2MN2 0001168163 Other Repurchase Agreement N BANC OF AMERICA COMM MTG TRUST 2007 3 2049-06-10 5.774600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 631.00 631.07 COMM 2012 CCRE4 MTG TR 2045-10-17 4.442000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2138967.00 2223849.41 EXPORKLORE SA 2031-12-05 5.521100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35794.00 37840.09 GS MTG SECS TR 2012-GCJ7 2045-05-12 5.906700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5454.00 5695.17 JPMORGAN CHASE COMMERCIAL MORTGAGE SECUR 2019-07-15 1.201800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3785.00 2824.59 ML-CFC 2007 2049-08-12 6.079300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24865.00 26372.78 SASC 2001-9 B2 2031-07-25 7.319800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9725.00 1768.43 WMALT 2005-1 5A1 2035-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4296.00 1526.05 First Tier Security N/A N/A 2014-09-28 2014-09-28 N N N 2000000.00 2000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 2000000.00 2000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.413300% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-07-21 2014-12-22 N N N 38000000.00 38000000.00 0.0369 N 38006384.00 38006384.00 Labcon North America Taxable Bonds Series 2010 0.220000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-07-07 2014-07-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 1745000.00 1745000.00 0.0017 N 1745000.00 1745000.00 Lloyds Bank Plc Lloyds Bank Plc 0.190000% 53943SK71 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N N 7000000.00 6996379.44 0.0068 N 6996570.00 6996570.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 4000000.00 4000000.00 0.0039 N 4003160.00 4003160.00 Lloyds Bank Plc Lloyds Bank Plc 0.260000% 53944LG96 Certificate of Deposit N First Tier Security N/A N/A 2014-12-02 2014-12-02 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 1000000.00 1000000.00 0.0010 N 1000670.00 1000670.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.170000% 56274MG14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140804_2MN2 0000728612 Other Repurchase Agreement N AMERICAN GENERAL MORTGAGE LOAN TRUST 201 2040-03-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1682110.00 1861977.59 BARCLAYS PLC 2099-12-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2581362.00 2643966.12 BOA COMMERICAL MORTGAGE TRST 2007-05 2051-02-10 6.193200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3511039.00 3563373.03 CENTURYTEL INC 2017-04-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 162971.00 182296.64 CLEARWATER PAPER CORPORATION 2023-02-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1670000.00 1651003.75 INDYMAC INDX MTGE LN TR 2036-06-25 5.065100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 128935.00 33118.96 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1242347.00 1328054.45 MADISON SQUARE 2004-1 LTD RESTR 2043-09-25 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15297.00 5363.25 RITE AID CORP 2019-10-15 10.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 802324.00 880634.16 SAPPI PAPIER HLDG GMBH 2017-07-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1086708.00 1247563.43 STR ASSET SEC CORP 2033-12-25 2.484200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5041751.00 784115.07 WACHOVIA BANK CMML MTGE TR 2020-06-15 0.401800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21532.00 20976.58 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1943.00 1993.70 WMALT 2006 2046-10-25 0.972700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 64425.00 13412.69 WMALT SERIES 2046-06-25 1.112700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8791485.00 1882151.26 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 14000000.00 14000000.00 0.0136 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 14008400.00 14008400.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 992JYF009_0.0700_M140702_2MN2 0000728612 Government Agency Repurchase Agreement Y GNMA 2060-12-20 5.261000 Government Agency Debt 2111503.00 1866839.11 GNMA 2064-05-20 2.042000 Government Agency Debt 185851.00 193161.44 First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJV9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 6000000.00 6000000.00 0.0058 N 6000000.00 6000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LNS1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 4000000.00 4000000.00 0.0039 N 4000200.00 4000200.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LSJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-17 2014-10-17 N N N 6000000.00 6000000.00 0.0058 N 6000360.00 6000360.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LTF3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 5000000.00 5000000.00 0.0049 N 5000050.00 5000050.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LTL0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-27 2014-10-27 N N N 3000000.00 3000000.00 0.0029 N 3000210.00 3000210.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.200000% 60688LWR3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-12 2014-09-12 N N N 2000000.00 2000000.00 0.0019 N 1999960.00 1999960.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.120000% 60686N005_0.1200_M140701_2MN2 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2043-08-01 3.500000 Government Agency Debt 100781.00 101219.07 United States Treasury Department 2019-02-15 8.875000 Treasury Debt 1420800.00 1939797.46 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.120000% 55799C003_0.1200_M140701_2MN2 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2030-11-01 4.500000 Government Agency Debt 1681352.00 1020000.15 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1HU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 1000000.00 999677.78 0.0010 N 999720.00 999720.00 Nationwide Building Society Nationwide Building Society 0.210000% 6385E1J51 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 6000000.00 5997690.00 0.0058 N 5998020.00 5998020.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1JJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 2000000.00 1999122.22 0.0019 N 1999180.00 1999180.00 Nationwide Building Society Nationwide Building Society 0.210000% 6385E1K26 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 1000000.00 999457.50 0.0010 N 999490.00 999490.00 Natixis SA Natixis SA 0.250000% 63873E2Q3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-31 2014-07-31 N N N 8000000.00 8000000.00 0.0078 N 8000880.00 8000880.00 Natixis SA Natixis SA 0.220000% 63873E2W0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 2000000.00 2000000.00 0.0019 N 2000040.00 2000040.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SGH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-17 2014-07-17 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 7000000.00 6999377.78 0.0068 N 6999580.00 6999580.00 NRW.BANK NRW.BANK 0.075000% 62939MG19 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 10000000.00 10000000.00 0.0097 N 10000000.00 10000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.210900% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 6000000.00 6000000.00 0.0058 N 6000120.00 6000120.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.250000% 69033RL53 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 4000000.00 3996472.22 0.0039 N 3997240.00 3997240.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBD3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 8000000.00 8000000.00 0.0078 N 8002080.00 8002080.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.230000% 76582KGG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N Y Guaranty BNP Paribas N/A N/A 7000000.00 6999329.17 0.0068 N 6999510.00 6999510.00 Royal Bank of Canada Royal Bank of Canada 0.231000% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2015-03-04 N N N 8000000.00 8000000.00 0.0078 N 8000240.00 8000240.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MGP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10000000.00 9998777.78 0.0097 N 9999200.00 9999200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UK31 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-03 2014-10-03 N N N 1000000.00 999321.11 0.0010 N 999520.00 999520.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HWX0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 4000000.00 4000000.00 0.0039 N 4000520.00 4000520.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HZS8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 3000000.00 3000000.00 0.0029 N 2999850.00 2999850.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.060000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 6000000.00 6000000.00 0.0058 Security is a time deposit. N 6000001.20 6000001.20 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 10000000.00 10000000.00 0.0097 N 9999400.00 9999400.00 State Street Corp State Street Corp 0.210000% 85747KM84 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 5000000.00 4995333.33 0.0048 N 4995450.00 4995450.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562U2R2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 2000000.00 2000000.00 0.0019 N 2000040.00 2000040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562U3F7 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 3000000.00 3000000.00 0.0029 N 3000060.00 3000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U3N0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6M9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 1000000.00 1000000.00 0.0010 N 999860.00 999860.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U7L0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 4000000.00 4000000.00 0.0039 N 3999440.00 3999440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UJ37 Certificate of Deposit N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N N 2000000.00 2000000.00 0.0019 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UP55 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 3000000.00 3000000.00 0.0029 N 3000090.00 3000090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UQG0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 1000000.00 1000000.00 0.0010 N 1000060.00 1000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 6000000.00 6000000.00 0.0058 N 6002580.00 6002580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562USP8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-13 2014-11-13 N N N 1000000.00 1000000.00 0.0010 N 1000190.00 1000190.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 1000000.00 1000000.00 0.0010 N 999860.00 999860.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KMH3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 1000000.00 1000000.00 0.0010 N 1000030.00 1000030.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNA7 Certificate of Deposit N First Tier Security N/A N/A 2014-08-29 2014-08-29 N N N 4000000.00 4000000.00 0.0039 N 4000120.00 4000120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNM1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-16 2014-09-16 N N N 1000000.00 1000000.00 0.0010 N 999960.00 999960.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KNS8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N N 7000000.00 7000000.00 0.0068 N 6999510.00 6999510.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNT6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 1000000.00 1000000.00 0.0010 N 999950.00 999950.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KPB3 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 6000000.00 6000000.00 0.0058 N 5999400.00 5999400.00 Swedbank AB Swedbank AB 0.250000% 87019SKL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 4000000.00 3996916.66 0.0039 N 3997880.00 3997880.00 Swedbank AB Swedbank AB 0.255000% 87019SKM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 1000000.00 999206.66 0.0010 N 999460.00 999460.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 9000000.00 9000000.00 0.0087 Security is a time deposit. N 8999997.30 8999997.30 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.130000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-07-07 2014-07-07 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 0.130000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-07-07 2014-07-07 Y Texas N/A N/A N N 1730000.00 1730000.00 0.0017 N 1730000.00 1730000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UGQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999853.06 0.0010 N 999890.00 999890.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235000% 89112UAE1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 10000000.00 10000000.00 0.0097 N 10002600.00 10002600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112UHF1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-11 2014-07-11 N N N 9000000.00 9000000.00 0.0087 N 9000000.00 9000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.221800% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-07-16 2015-06-16 N N N 6000000.00 6000000.00 0.0058 N 6000300.00 6000300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJM4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 6000000.00 6000000.00 0.0058 N 6001020.00 6001020.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112UKD2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 10000000.00 10000000.00 0.0097 N 10000000.00 10000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HKL7 Other Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 9000000.00 8993340.00 0.0087 N 8996850.00 8996850.00 UBS AG UBS AG 0.180000% 90267RYE3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 United States Treasury Department United States Treasury Department 0.070000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-07-01 2016-01-31 N N N 7000000.00 6998850.41 0.0068 N 7000000.00 7000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.223500% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-07-10 2015-01-09 N N N 7000000.00 7000000.00 0.0068 N 7000560.00 7000560.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225000% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2014-11-18 N N N 5000000.00 5000000.00 0.0049 N 5000700.00 5000700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221000% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2015-05-01 N N N 3000000.00 3000000.00 0.0029 N 3000120.00 3000120.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.233000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2015-05-20 N N N 11000000.00 11000000.00 0.0107 N 11000880.00 11000880.00 Westpac Banking Corp Westpac Banking Corp 0.241000% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-28 2014-08-27 N N N 10000000.00 10000000.00 0.0097 N 10001600.00 10001600.00 Westpac Banking Corp Westpac Banking Corp 0.233300% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-14 2015-06-12 N N N 9000000.00 9000000.00 0.0087 N 9000450.00 9000450.00 Westpac Banking Corp Westpac Banking Corp 0.235000% 9612C4MF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-12 2015-06-12 N N N 1000000.00 1000000.00 0.0010 N 1000050.00 1000050.00 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 46859.58 46859.58 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 23411.58 23411.58 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 23404.04 23404.04 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 23402.41 23402.41