0001145549-13-002488.txt : 20130429
0001145549-13-002488.hdr.sgml : 20130427
20130307141407
ACCESSION NUMBER: 0001145549-13-002488
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130228
FILED AS OF DATE: 20130307
DATE AS OF CHANGE: 20130307
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: 13672854
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-02-28
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
53
75
1145177605.33
353081.97
115611.90
1145415075.40
0.0030
1.0001
2013-02-28
1.0001
2013-02-28
C000012387
1.00
1145415075.40
1.00
-4194208.96
55558917.59
59753126.55
0.0001
1.0001
2013-02-28
1.0001
2013-02-28
Abbey National North America LLC
Abbey National North America LLC 0.360000%
0027A0SG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
Y
Santander UK Plc
N/A
N/A
N
5000000.00
4996200.00
0.0044
N
4996700.00
4996700.00
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
6997649.17
0.0061
N
6999300.00
6999300.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.310000%
04915TSE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999362.78
0.0009
N
999650.00
999650.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
15000000.00
15000000.00
0.0131
Security is a time deposit.
N
15000000.00
15000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUX9
Other Note
N
First Tier Security
N/A
N/A
2013-04-25
2013-04-25
N
N
N
7000000.00
7000000.00
0.0061
N
7000420.00
7000420.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUZ4
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
8000000.00
8000000.00
0.0070
N
8000560.00
8000560.00
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
0.0140
N
16000000.00
16000000.00
Bank of Montreal
Bank of Montreal 0.170000%
06366XYR7
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
3000000.00
3000000.00
Bank of Montreal
Bank of Montreal 0.140000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
5000000.00
5000000.00
0.0044
Security is a time deposit.
N
5000000.00
5000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FJP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
1000000.00
1000000.00
0.0009
N
1000070.00
1000070.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FKG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
11000000.00
11000000.00
0.0096
N
11000550.00
11000550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417FNK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
7000000.00
7000000.00
0.0061
N
6999440.00
6999440.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417FNY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
15000000.00
15000000.00
0.0131
N
14999250.00
14999250.00
Bank of the West
Bank of the West 0.325000%
06426GAK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
1000000.00
1000000.00
0.0009
N
1000180.00
1000180.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
4000000.00
4000000.00
0.0035
N
4001160.00
4001160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
7000000.00
7000000.00
0.0061
N
7001750.00
7001750.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
12000000.00
12000000.00
0.0105
N
12005400.00
12005400.00
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
3000540.00
3000540.00
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
1000200.00
1000200.00
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
2000800.00
2000800.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
8000000.00
8000000.00
0.0070
N
8003600.00
8003600.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
1000000.00
1000000.00
0.0009
N
1000690.00
1000690.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XMJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
3000000.00
3000000.00
0.0026
N
3000450.00
3000450.00
BNP Paribas
BNP Paribas 0.600000%
05572NKW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
6000000.00
6000000.00
0.0052
N
6005100.00
6005100.00
BNP Paribas
BNP Paribas 0.585000%
05572NKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
2000000.00
2000000.00
0.0017
N
2001720.00
2001720.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
4000000.00
4000000.00
0.0035
N
4000240.00
4000240.00
BNP Paribas
BNP Paribas 0.270000%
05572NLL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
3000000.00
3000000.00
0.0026
N
3000210.00
3000210.00
BNP Paribas
BNP Paribas 0.440000%
05572NLW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
10000000.00
10000000.00
0.0087
N
9999500.00
9999500.00
BNP Paribas
BNP Paribas 0.590000%
988VHP005
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
3000000.00
3000000.00
0.0026
N
3002550.00
3002550.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.285000%
921AES008_0.2850_M130301_2MN2
0001197610
Other Repurchase Agreement
N
AUTOZONE INC
2018-08-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3504908.00
4414932.54
BACO DO BRASIL S.A. ACTING THROUGH ITS
2017-01-23
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42276.00
44389.80
GCBREGS KOREA HYDRO
2022-09-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75.00
74.40
KFW KREDITANSTALT FUR WIEDERAUFBAU
2020-01-27
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3272.00
3801.23
ROGERS COMMUNICATIONS INC,CA
2018-08-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1453005.00
1834920.91
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1789.00
1881.31
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
6000000.00
6000000.00
0.0052
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
6000000.00
6000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.200000%
0556X0S70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
Y
Bank of New Zealand
N/A
N/A
N
2000000.00
1999255.55
0.0017
N
1999280.00
1999280.00
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
3999666.67
0.0035
N
3999920.00
3999920.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476ETS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2996295.00
0.0026
N
2996970.00
2996970.00
California
RAN 2012-2013 Series A1 0.120000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
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 0.372200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-04-16
N
N
N
8000000.00
8000000.00
0.0070
N
8002400.00
8002400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.283700%
13606YMY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-28
2013-05-28
N
N
N
5000000.00
5001028.00
0.0044
N
5001800.00
5001800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738JQE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999862.78
0.0017
N
1999860.00
1999860.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738JQJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999820.56
0.0017
N
1999800.00
1999800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JRF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999400.00
0.0017
N
1999480.00
1999480.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
14918ESD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
2000000.00
1999270.00
0.0017
N
1999120.00
1999120.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11994916.67
0.0105
N
11997480.00
11997480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TTL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1998643.34
0.0017
N
1998820.00
1998820.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TUB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4994500.00
0.0044
N
4996050.00
4996050.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TVU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3994600.00
0.0035
N
3994771.20
3994771.20
Chase Bank USA, NA
Chase Bank USA, NA 0.250000%
16144RSQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
5000000.00
5000000.00
0.0044
N
5000600.00
5000600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.220000%
16144RSV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
4000000.00
4000000.00
0.0035
N
4000080.00
4000080.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
13000000.00
13000000.00
0.0113
N
13001560.00
13001560.00
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
7999333.33
0.0070
N
7999840.00
7999840.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999732.78
0.0017
N
1999820.00
1999820.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BV51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1995638.89
0.0017
N
1996620.00
1996620.00
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
999980.00
0.0009
N
999990.00
999990.00
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
9999666.67
0.0087
N
9999900.00
9999900.00
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
9999600.00
0.0087
N
9999800.00
9999800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
8200000.00
8196392.00
0.0072
N
8196392.00
8196392.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
1000000.00
999545.00
0.0009
N
999540.00
999540.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
921BCA007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
4000000.00
4000000.00
0.0035
N
4000040.00
4000040.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
921MYH004
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
4000000.00
4000000.00
0.0035
N
4000000.00
4000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
921PVM009
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
11000000.00
11000000.00
0.0096
N
11000000.00
11000000.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UQ66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999794.44
0.0035
N
3999840.00
3999840.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7982555.56
0.0070
N
7984480.00
7984480.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.340000%
22532UQC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
5000000.00
5000000.00
0.0044
N
5000400.00
5000400.00
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
1009376.78
0.0009
N
1009048.00
1009048.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
13000000.00
13000000.00
0.0113
N
13002210.00
13002210.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M130301_2MN2
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
4.000000
Government Agency Debt
61740000.00
65102400.21
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
63825053.00
63825053.00
0.0557
N
63825053.00
63825053.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2MN2
0001230485
Other Repurchase Agreement
N
144A JPALT 2008-R2 A1
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
9394.08
144A JPALT 2008-R4 2A1
2037-06-27
0.709700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78600.00
34549.00
ARMT 2005-4 7M1
2035-08-25
0.651700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3385000.00
1420374.89
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1295000.00
1019235.40
CARR 2006-NC1 A3
2036-01-25
0.411700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1058229.52
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
830949.35
CMLTI 2007-AR8 1A3A
2037-08-25
5.541800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
9647.26
CNF 2000-2 A5 SERIES 00 A5
2031-12-01
8.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3030000.00
1484032.70
CSMC 2009-5R
2036-06-25
2.591200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
265894.76
CWALT
2035-10-25
0.511700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115000.00
209550.14
CWALT
2046-12-25
0.321700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90100.00
27385.82
CWALT 2005-J10 2A3
2035-10-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
428700.00
111866.54
CWHEL 2005-M A4
2036-02-15
0.531200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500.00
691.23
CWL
2035-11-25
4.867000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3035514.00
2895233.34
CWL 2006-11 1AF3
2046-09-25
5.396400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
30910.14
CWMBS INC. 2005-19
2036-03-25
0.601700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2974120.00
142871.55
FHAMS 2007-FA1 A2
2037-03-25
53.985800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2893500.00
2198500.15
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
46854.51
IMM 2004-6 M5
2034-10-25
2.151700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
20170.22
LEHMAN MORTGAGE TRUST 200
2037-01-25
0.581700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23800.00
8169.88
LXS 2007-7N 2A1B
2047-06-25
0.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
119903.51
OAK 2001-D A4
2031-09-15
6.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34100.00
16637.27
RALI 2005-QA10 A31
2035-09-25
3.799400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
175945.24
RAMC 2002-3 M1
2032-12-25
1.201700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
240286.47
RFMS2 2007-HSA1 A
2037-02-25
0.311700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
67923.04
TBW 2006-2
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83700.00
18949.89
WAMU 2005-AR8 B1
2045-07-25
0.871700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3940000.00
1278906.43
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
59367.03
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
12000000.00
12000000.00
0.0105
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
12000000.00
12000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.730000%
988WZL002_0.7300_M130322_2MN2
0001230485
Other Repurchase Agreement
N
144A BSCMS 2007-PW15 E
2044-02-11
5.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1345000.00
22860.44
CWL 2005-17 4A2A
2036-05-25
0.461700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
204241.63
CWL 2006-11 1AF3
2046-09-25
5.396400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2987800.00
2308832.84
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
55864.99
LMT 2008-3 A1
2037-02-25
0.571700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2110000.00
669319.05
MSC 2007-HQ11 C
2044-02-12
5.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
85432.03
RAMC 2002-3 M1
2032-12-25
1.201700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
100119.36
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
4947.25
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
3000000.00
3000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000930.00
3000930.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
992JYD004_0.1600_M130301_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
6595000.00
5166888.57
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
901436.00
956041.57
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
6000000.00
6000000.00
0.0052
N
6000000.00
6000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.350000%
2284K0R98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999241.67
0.0017
N
1999560.00
1999560.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.310000%
2284K0S71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
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
1998846.11
0.0017
N
1999180.00
1999180.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.320000%
2284K0SQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
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
4000000.00
3997013.33
0.0035
N
3997800.00
3997800.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BDU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
5000000.00
5000000.00
0.0044
N
5001900.00
5001900.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BEJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
2000000.00
2000000.00
0.0017
N
2000740.00
2000740.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
9000000.00
9000000.00
0.0079
N
9002970.00
9002970.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
4000000.00
4000000.00
0.0035
N
4002840.00
4002840.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
4000000.00
4000000.00
0.0035
N
4002840.00
4002840.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
2000000.00
2000000.00
0.0017
N
2001420.00
2001420.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25155BPM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
1000000.00
1000000.00
0.0009
N
999890.00
999890.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BPN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
6000000.00
6000000.00
0.0052
N
5999400.00
5999400.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M130301_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2037-09-20
3.000000
Government Agency Debt
70989762.00
67600000.86
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
65000000.00
65000000.00
0.0567
N
65000000.00
65000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M130307_2MN2
0001074042
Other Repurchase Agreement
N
CANTOR COML REAL ESTATE CO L P /C C R E FIN CORP
2018-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1923.00
1932.62
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22.00
24.14
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19615.00
22580.96
DOLLAR GEN CORP NEW
2017-07-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1065000.00
1126525.94
GSAMP TRUST 2005-HE2-N
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4218647.00
1878314.43
HARBORVIEW MTG LOAN TRUST 2000-1
2036-01-19
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23238.00
8001.21
LBI MEDIA INC
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6563.00
6286.85
SUNCORP METWAY
2013-06-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
883616.00
897628.80
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-6 TRUS
2036-05-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2124958.00
1723287.66
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000450.00
5000450.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130305_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2039-01-20
3.000000
Government Agency Debt
23628330.00
18721794.40
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
18000000.00
18000000.00
0.0157
N
17999820.00
17999820.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M130307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1000.00
619.15
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
3662.00
3805.82
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1000.00
1155.14
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
990370.00
1010153.25
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
1000.00
998.71
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
1000.00
1180.04
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
1000.00
1066.22
GNMA
2037-11-16
2.750000
Government Agency Debt
1000.00
808.10
GNMA
2041-10-20
6.500000
Government Agency Debt
18791.00
21335.78
GNMA
2042-10-20
2.000000
Government Agency Debt
1861.00
1881.89
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
1000000.00
1000000.00
0.0009
N
1000000.00
1000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
3890.00
3762.65
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
4369.00
2705.06
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1155.00
548.02
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
4475247.00
4647880.51
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1000.00
885.45
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
31883.00
33135.14
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
6587.00
6529.16
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2439447.00
2490587.32
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
2818.00
3325.35
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
3126.00
3332.99
GNMA
2037-11-16
2.750000
Government Agency Debt
3946.00
3188.75
GNMA
2039-01-20
3.000000
Government Agency Debt
6581.00
5214.42
GNMA
2041-10-20
6.500000
Government Agency Debt
46948.00
53305.95
GNMA
2042-02-20
2.000000
Government Agency Debt
14121.00
13863.90
GNMA
2042-10-20
2.000000
Government Agency Debt
22736.00
22991.27
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
7000000.00
7000000.00
0.0061
N
7000000.00
7000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M130307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-08-01
4.500000
Government Agency Debt
17559.00
5492.37
Fannie Mae
2040-03-25
0.703700
Government Agency Debt
8064.00
3324.69
Fannie Mae
2040-09-01
3.458000
Government Agency Debt
16793.00
8211.23
Fannie Mae
2041-06-01
3.321000
Government Agency Debt
2702848.00
1583559.59
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
1641.00
1762.74
Fannie Mae
2043-02-25
2.500000
Government Agency Debt
2542.00
2606.37
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
19282.00
22323.50
Fannie Mae
2043-03-25
3.000000
Government Agency Debt
413501.00
428241.48
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
3400000.00
800923.62
Freddie Mac
2036-11-01
6.500000
Government Agency Debt
4275575.00
830614.69
Freddie Mac
2041-07-15
6.500000
Government Agency Debt
145635.00
169515.87
GNMA
2026-01-15
3.500000
Government Agency Debt
933615.00
697823.01
GNMA
2032-10-20
7.000000
Government Agency Debt
40820573.00
847496.19
GNMA
2041-10-20
6.500000
Government Agency Debt
1319.00
1497.63
GNMA
2042-03-20
7.000000
Government Agency Debt
726800.00
820113.19
GNMA
2042-07-20
2.000000
Government Agency Debt
1474.00
1491.39
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
6000000.00
6000000.00
0.0052
N
6000000.00
6000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M130307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
84042.00
26412.85
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1485885.00
1605315.98
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
8080384.00
8498062.95
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
151762.00
157722.16
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
145307.00
167850.07
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
5059868.00
5015437.90
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
36113.00
36834.38
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
38445.00
34786.07
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
12208.00
14405.91
GNMA
2042-10-20
2.000000
Government Agency Debt
44134.00
44629.51
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0131
N
15000000.00
15000000.00
DNB Bank ASA
DNB Bank ASA 0.300000%
23330LPS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
3000000.00
3000000.00
0.0026
N
3000480.00
3000480.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
2000000.00
0.0017
N
2000040.00
2000040.00
DNB Bank ASA
DNB Bank ASA 0.230000%
921TMK005
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
5000000.00
5000000.00
0.0044
N
5000000.00
5000000.00
DNB Bank ASA
DNB Bank ASA 0.245000%
921UCP002
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
3000000.00
3000000.00
0.0026
N
2999940.00
2999940.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing) Series 1997B 0.210000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
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
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VRS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3000000.00
2999160.00
0.0026
N
2999100.00
2999100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
2000000.00
1999950.00
0.0017
N
1999980.00
1999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385DB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
300000.00
299992.41
0.0003
N
299996.40
299996.40
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385DW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
7000000.00
6999615.00
0.0061
N
6999615.00
6999615.00
Freddie Mac
Freddie Mac 0.255000%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2014-02-10
N
N
N
25000000.00
25000000.00
0.0218
N
25019375.00
25019375.00
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
2999925.00
0.0026
N
2999970.00
2999970.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
18000000.00
17999540.00
0.0157
N
17999820.00
17999820.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
2000000.00
1999667.78
0.0017
N
1999860.00
1999860.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HVT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
4000000.00
3995226.67
0.0035
N
3994800.00
3994800.00
General Electric Co
General Electric Co 0.150000%
36960LQ73
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
4000000.00
3999900.00
0.0035
N
3999920.00
3999920.00
Govco, LLC
Govco, LLC 0.370000%
38362VQM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
12000000.00
11997533.33
0.0105
N
11998200.00
11998200.00
Govco, LLC
Govco, LLC 0.370000%
38362VSW4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5994450.00
0.0052
N
5995260.00
5995260.00
HSBC USA, Inc
HSBC USA, Inc 0.230000%
40427RSV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
5000000.00
4997156.94
0.0044
N
4997000.00
4997000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.285000%
4497W0S25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
Y
ING Bank NV
N/A
N/A
N
7000000.00
6996564.16
0.0061
N
6996780.00
6996780.00
ING Bank NV
ING Bank NV 0.320000%
921HDX003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
6000000.00
6000000.00
0.0052
N
6000540.00
6000540.00
ING Bank NV
ING Bank NV 0.300000%
921JNN000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
1000000.00
1000000.00
0.0009
N
1000060.00
1000060.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
6000000.00
6000000.00
0.0052
N
6002400.00
6002400.00
ING Bank NV
ING Bank NV 0.400000%
921REG007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
2000000.00
2000000.00
0.0017
N
1999920.00
1999920.00
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
6996966.67
0.0061
N
6998880.00
6998880.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2XA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
2000000.00
1996159.44
0.0017
N
1997200.00
1997200.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.351700%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
8000000.00
8000000.00
0.0070
N
8000000.00
8000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.401700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-03-21
2014-03-21
N
N
N
38000000.00
38000000.00
0.0332
N
38017784.00
38017784.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
2000000.00
2000000.00
0.0017
N
2000020.00
2000020.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6993031.11
0.0061
N
6995660.00
6995660.00
Labcon North America
Taxable Bonds Series 2010 0.510000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2005000.00
2005000.00
0.0018
N
2005000.00
2005000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RQS1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
1000000.00
999819.45
0.0009
N
999870.00
999870.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.255000%
53944LGR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
2000000.00
2000000.00
0.0017
N
2000100.00
2000100.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
6000000.00
6000000.00
0.0052
N
6000420.00
6000420.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.150000%
53944LHE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
7000000.00
7000000.00
0.0061
N
7000000.00
7000000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQ80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999906.67
0.0017
N
1999920.00
1999920.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999926.67
0.0009
N
999940.00
999940.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6999572.22
0.0061
N
6999650.00
6999650.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4RC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999300.00
0.0026
N
2999400.00
2999400.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4RG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999770.00
0.0009
N
999780.00
999780.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2MN2
0000728612
Other Repurchase Agreement
N
BUILDING MATERIALS CORP OF AMERICA
2020-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8642000.00
9648432.89
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2857847.00
3001568.13
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
11000000.00
11000000.00
0.0096
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
11000000.00
11000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
992JYF009_0.1500_M130306_2MN2
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2039-05-16
2.176000
Government Agency Debt
2046212.00
2060000.44
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
2000000.00
2000000.00
0.0017
N
1999980.00
1999980.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TRQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
3000000.00
2999235.00
0.0026
N
2999190.00
2999190.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
5000000.00
4997475.00
0.0044
N
4996900.00
4996900.00
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
3000120.00
3000120.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
5000000.00
5000000.00
0.0044
N
5001250.00
5001250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
6000000.00
6000000.00
0.0052
N
6001500.00
6001500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ACU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
7000000.00
7000000.00
0.0061
N
7000490.00
7000490.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G4C9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
3000000.00
3000000.00
0.0026
N
3000030.00
3000030.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
3000000.00
3000000.00
0.0026
N
3000150.00
3000150.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
1000000.00
1000000.00
0.0009
N
1000060.00
1000060.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60688RAS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
2000000.00
2000000.00
0.0017
N
1999920.00
1999920.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688RBM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
5000000.00
5000000.00
0.0044
N
4999500.00
4999500.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.170000%
992JYJ001_0.1700_M130307_2MN2
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
32168236.00
32640000.36
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
32000000.00
32000000.00
0.0279
N
32000000.00
32000000.00
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
0.0105
N
12005760.00
12005760.00
Nationwide Building Society
Nationwide Building Society 0.315000%
6385E0SQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
2000000.00
1998530.00
0.0017
N
1998920.00
1998920.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E0TT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
3000000.00
2997050.00
0.0026
N
2997450.00
2997450.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409RS84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
7000000.00
6997355.56
0.0061
N
6997340.00
6997340.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
1000000.00
999553.89
0.0009
N
999580.00
999580.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.160000%
71838LQU9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-28
2013-03-28
N
N
N
4000000.00
3999520.00
0.0035
N
3999400.00
3999400.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
4000000.00
4000000.00
0.0035
N
4001080.00
4001080.00
Rabobank Nederland
Rabobank Nederland 0.310000%
74977JSL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
1000000.00
1000000.00
0.0009
N
1000260.00
1000260.00
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
999806.39
0.0009
N
999930.00
999930.00
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
2495558.33
0.0022
N
2498100.00
2498100.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.450000%
78064TQK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
2000000.00
1998975.00
0.0017
N
1999600.00
1999600.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.400000%
78064TQP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
3000000.00
2997900.00
0.0026
N
2999010.00
2999010.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
3000000.00
3000000.00
0.0026
N
3000000.00
3000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.350000%
83050TT50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
4000000.00
3996266.66
0.0035
N
3997640.00
3997640.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
4000000.00
4000000.00
0.0035
N
4000120.00
4000120.00
Societe Generale
Societe Generale 0.680000%
83369TJZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
6000000.00
6000000.00
0.0052
N
6006540.00
6006540.00
Societe Generale
Societe Generale 0.300000%
83369TMK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
4000000.00
4000000.00
0.0035
N
4000200.00
4000200.00
Societe Generale
Societe Generale 0.290000%
83369TMY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
1000000.00
1000000.00
0.0009
N
1000040.00
1000040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
9000000.00
9000000.00
0.0079
N
9001170.00
9001170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-04-04
N
N
N
4000000.00
4000000.00
0.0035
N
4000200.00
4000200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DD23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
3000000.00
3000000.00
0.0026
N
3000510.00
3000510.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
N
1000000.00
1000000.00
0.0009
N
1000200.00
1000200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DH29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
N
1000000.00
1000000.00
0.0009
N
1000200.00
1000200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DQ78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
4000000.00
4000000.00
0.0035
N
4000160.00
4000160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DR28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
15000000.00
15000000.00
0.0131
N
15000600.00
15000600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562DR77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
1000000.00
1000000.00
0.0009
N
1000060.00
1000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DW55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
5000000.00
5000000.00
0.0044
N
5000700.00
5000700.00
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
1000200.00
1000200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562W3F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-23
2013-05-23
N
N
N
2000000.00
2000000.00
0.0017
N
2000000.00
2000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
8000000.00
8000000.00
0.0070
N
8000560.00
8000560.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562WZ92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
2000000.00
2000000.00
0.0017
N
2000140.00
2000140.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CNE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
5000000.00
5000000.00
0.0044
N
5000000.00
5000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CSK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
9000000.00
9000000.00
0.0079
N
8999640.00
8999640.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CSW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
3000000.00
3000000.00
0.0026
N
2999850.00
2999850.00
Swedbank AB
Swedbank AB 0.340000%
87019QUK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
3000000.00
3000000.00
0.0026
N
3001200.00
3001200.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.230000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
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 0.230000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Texas
N/A
N/A
N
N
1840000.00
1840000.00
0.0016
N
1840000.00
1840000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112WUA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
9000000.00
9000000.00
0.0079
N
9000180.00
9000180.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112WVL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
6000000.00
6000000.00
0.0052
N
6000000.00
6000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112WWC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
6000000.00
6000000.00
0.0052
N
6000000.00
6000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.400000%
89112X2J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
6000000.00
6000000.00
0.0052
N
6005100.00
6005100.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293700%
89112X3E3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-28
2013-05-29
N
N
N
2000000.00
2000000.00
0.0017
N
2000680.00
2000680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.292200%
89112XN92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-19
2013-04-19
N
N
N
2000000.00
2000000.00
0.0017
N
2000400.00
2000400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-04-22
N
N
N
20000000.00
20000000.00
0.0175
N
20004400.00
20004400.00
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
10998142.22
0.0096
N
10999450.00
10999450.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233GS98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
3000000.00
2998792.50
0.0026
N
2999160.00
2999160.00
UBS AG
UBS AG 0.250000%
90267RNM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
5000000.00
5000000.00
0.0044
N
4999850.00
4999850.00
UBS AG
UBS AG 0.255000%
90267RNY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
2000000.00
2000000.00
0.0017
N
1999960.00
1999960.00
UBS AG
UBS AG 0.250000%
90267RPC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
9000000.00
9000000.00
0.0079
N
8999730.00
8999730.00
UBS AG
UBS AG 0.250000%
90267RPF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
1000000.00
1000000.00
0.0009
N
999970.00
999970.00
Union Bank, NA
Union Bank, NA 0.230000%
90527M3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
3000000.00
3000000.00
0.0026
N
3000000.00
3000000.00
Westpac Banking Corp
Westpac Banking Corp 0.449200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-07-11
N
N
N
4000000.00
4000000.00
0.0035
N
4002920.00
4002920.00
Westpac Banking Corp
Westpac Banking Corp 0.442200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-07-18
N
N
N
12000000.00
12000000.00
0.0105
N
12008760.00
12008760.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49258.47
49258.47
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
44209.48
44209.48
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24610.09
24610.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
22087.56
22087.56
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24602.17
24602.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
22080.45
22080.45
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
22078.91
22078.91