0001145549-14-002608.txt : 20140311
0001145549-14-002608.hdr.sgml : 20140311
20140311141449
ACCESSION NUMBER: 0001145549-14-002608
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130731
FILED AS OF DATE: 20140311
DATE AS OF CHANGE: 20140311
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14683753
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
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-07-31
0000857156
S000004509
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
55
87
767849590.35
264474.76
9033898.55
759080166.56
0.0024
1.0001
2013-07-31
1.0001
2013-07-31
C000012386
1.00
759080166.56
1.00
-9197358.99
37430706.18
46628065.17
0.0001
1.0001
2013-07-31
1.0001
2013-07-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.320000%
00279HG91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0040
N
3000120.00
3000120.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279HJ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0040
N
2999850.00
2999850.00
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LVT0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999783.33
0.0026
N
1999780.00
1999780.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130802
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
10000000.00
10000000.00
0.0132
Security is a time deposit.
N
10000000.00
10000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130806
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
6000000.00
6000000.00
0.0079
Security is a time deposit.
N
6000000.00
6000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WC35
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
6000000.00
6000000.00
0.0079
N
6000240.00
6000240.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXY4
Other Note
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
7000000.00
7000000.00
0.0092
N
7000140.00
7000140.00
Bank of Montreal
Bank of Montreal 0.180000%
06366ADX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
10000000.00
10000000.00
0.0132
N
9999600.00
9999600.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ANP3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
1000000.00
1000000.00
0.0013
N
999980.00
999980.00
Bank of Montreal
Bank of Montreal 0.060000%
06366ANU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
3000000.00
3000000.00
0.0040
N
2999930.10
2999930.10
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417FSZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
4000000.00
4000000.00
0.0053
N
4000240.00
4000240.00
Bank of Nova Scotia
Bank of Nova Scotia 0.020000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
16000000.00
16000000.00
0.0211
Security is a time deposit.
N
16000000.00
16000000.00
Bank of the West
Bank of the West 0.280000%
06426GBL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
4000000.00
4000000.00
0.0053
N
4000760.00
4000760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
6000000.00
6000000.00
0.0079
N
6002520.00
6002520.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
1000000.00
1000000.00
0.0013
N
1000430.00
1000430.00
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
1000000.00
1000000.00
0.0013
N
1000440.00
1000440.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
6000000.00
6000000.00
0.0079
N
6002040.00
6002040.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XQL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
3000000.00
3000000.00
0.0040
N
3000990.00
3000990.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
1000000.00
1000000.00
0.0013
N
1000310.00
1000310.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XRV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
2000000.00
2000000.00
0.0026
N
2000640.00
2000640.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
2000000.00
2000000.00
0.0026
N
2000200.00
2000200.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HWQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
Y
Barclays Bank Plc
N/A
N/A
N
3000000.00
2999055.00
0.0040
N
2999160.00
2999160.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
3000000.00
3000000.00
0.0040
N
3000780.00
3000780.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
3000000.00
3000000.00
0.0040
N
3000870.00
3000870.00
BNP Paribas
BNP Paribas 0.410000%
05572NMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
1000000.00
1000000.00
0.0013
N
1000340.00
1000340.00
BNP Paribas
BNP Paribas 0.390000%
05572NNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
1000000.00
1000000.00
0.0013
N
1000300.00
1000300.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130807_2MN1
0001197610
Other Repurchase Agreement
N
AMERICAN FINANCIAL GROUP, INC
2029-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15124.00
19746.77
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1234.00
1339.35
BANK OF NOVA SCOTIA CB
2014-11-07
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1551424.00
1571308.08
CENTREPOINT ENERGY INC
2018-05-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
292406.00
352226.42
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3376.00
3584.33
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7194.00
6903.54
SPAREBANK 1 BOLIGKREDIT
2013-10-25
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2260.00
2272.28
THE GOLDMAN SACHS GROUP INC
2018-01-22
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1207610.00
1194712.73
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0040
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130807_2MN1
0001197610
Other Repurchase Agreement
N
BK OF AMER CORP
2015-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36730.00
39970.32
CCO HOLDINGS LLC
2022-01-31
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7.00
7.18
CITYCENTER HLDGS LLC CITYCENTER FIN CORP
2016-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1388890.00
1469985.74
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16976.00
18143.10
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
929574.00
1020200.23
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
324798.00
343879.88
LEVEL 3 COMMUNICATIONS INC
2019-02-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1333.00
1587.38
MICHAELS FINCO HLDGS LLC MICHAELS FINCO INC
2018-08-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135.00
2154.57
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
526570.00
550265.65
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0040
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000510.00
3000510.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DTU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DUD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
N
3000000.00
3000000.00
0.0040
N
3000090.00
3000090.00
CAFCO, LLC
CAFCO, LLC 0.300000%
12476EV55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999933.33
0.0026
N
1999960.00
1999960.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EW47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998262.22
0.0053
N
3999200.00
3999200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242800%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-08-12
2014-04-04
N
N
N
6000000.00
6000000.00
0.0079
N
6004140.00
6004140.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JV72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999926.67
0.0026
N
1999940.00
1999940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999708.33
0.0013
N
999740.00
999740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999644.17
0.0013
N
999670.00
999670.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999609.17
0.0013
N
999630.00
999630.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2998582.50
0.0040
N
2998560.00
2998560.00
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
2000000.00
1999595.00
0.0026
N
1999860.00
1999860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TX79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3998064.44
0.0053
N
3999120.00
3999120.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TXW4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3285000.00
3282946.88
0.0043
N
3283915.95
3283915.95
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
11000000.00
11000000.00
0.0145
N
11004400.00
11004400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
3000000.00
3000000.00
0.0040
N
3000180.00
3000180.00
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
3000000.00
2999833.33
0.0040
N
2999940.00
2999940.00
Citibank, NA
Citibank, NA 0.430000%
17304UCM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
4000000.00
4000000.00
0.0053
N
4001520.00
4001520.00
Citibank, NA
Citibank, NA 0.400000%
17304UFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
2000000.00
2000000.00
0.0026
N
2001200.00
2001200.00
Citibank, NA
Citibank, NA 0.400000%
17304UFQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
1000000.00
1000000.00
0.0013
N
1000650.00
1000650.00
Citibank, NA
Citibank, NA 0.400000%
17304UFZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
3000000.00
3000000.00
0.0040
N
3002010.00
3002010.00
Citibank, NA
Citibank, NA 0.280000%
17304UGZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
7000000.00
7000000.00
0.0092
N
7002100.00
7002100.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
2000000.00
1997688.89
0.0026
N
1997920.00
1997920.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
5000000.00
4993733.33
0.0066
N
4994100.00
4994100.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
3000000.00
2995306.66
0.0039
N
2994900.00
2994900.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
1000000.00
998311.11
0.0013
N
998030.00
998030.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
3000000.00
2996720.01
0.0039
N
2997150.00
2997150.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DX88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
7000000.00
6997620.00
0.0092
N
6998460.00
6998460.00
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
5000000.00
4999722.22
0.0066
N
4999850.00
4999850.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
2000000.00
2000000.00
0.0026
N
2000060.00
2000060.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Credit Agricole SA
Credit Agricole SA 0.310000%
922EHT004
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
5000000.00
5000000.00
0.0066
N
5000400.00
5000400.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922NQD009
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
1000000.00
1000000.00
0.0013
N
1000080.00
1000080.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D3Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000170.00
1000170.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
8000000.00
8000000.00
0.0105
N
8001680.00
8001680.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
2000000.00
2000000.00
0.0026
N
2000460.00
2000460.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.070000%
22799D001_0.0700_M130801_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-04-20
4.000000
Government Agency Debt
33215000.00
34467821.12
Freddie Mac
2043-07-20
4.000000
Government Agency Debt
7645424.00
8016181.05
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
41647351.00
41647351.00
0.0549
N
41647351.00
41647351.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2MN1
0001230485
Other Repurchase Agreement
N
144A SAFT 2013-1 B1
2043-07-25
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3330000.00
2937084.11
ACE 2005-RM2 M5
2035-06-25
0.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2935000.00
2305390.34
BSSLT
2037-01-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
4894.80
CWALT 2005-62 2A3
2035-12-25
1.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10550000.00
455374.19
CWHEL 2005-H 2A
2035-12-15
0.431000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
3191.51
CWHEL 2006-E 2A
2036-07-15
0.331000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1295000.00
150850.11
GMACM
2029-10-25
6.010000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
72691.94
LXS 2007-16N 2A2
2047-09-25
1.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
6176.52
MSAC 2007-NC2 A2D
2037-02-25
0.520000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4070000.00
2090837.15
NHELI 2005-HE1 M5
2035-09-25
0.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
24695.04
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
7000000.00
7000000.00
0.0092
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
7002310.00
7002310.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2MN1
0001230485
Other Repurchase Agreement
N
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
5193.14
AMSI 2005-R1 M3
2035-03-25
0.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
200431.31
ARSI
2035-05-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
14791.30
BCAP 2008-IND2 A2
2038-04-25
3.461900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
28162.09
BNCMT 2006-2 A4
2036-11-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
27541.58
CMLTI 2007-AHL3 A3C
2045-07-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
30379.44
CWALT 2005-21CB A6
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
4409.33
CWALT 2005-62 2A3
2035-12-25
1.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665000.00
28703.68
CWALT 2006-OA10 4A2
2046-08-25
0.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2951300.00
42279.39
FFML
2035-07-25
0.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
6189.60
FHLT 2004-4 M2
2035-03-25
0.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3294.48
GMACM
2029-10-25
6.010000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3634.60
JPMAC 2007-CH5 A3
2037-05-25
0.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1415000.00
1201096.54
LXS 2007-16N 2A2
2047-09-25
1.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2615000.00
1076773.60
RALI 2006-QS17 A3
2036-12-25
0.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8836000.00
2265742.27
RALI 2007-QS1 2A2
2037-01-25
0.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1939979.52
SACO 2005-10 1A
2036-06-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
12886.85
SACO 2006-8 A
2036-06-25
0.330000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
657.59
SDART 2013-3 E
2020-06-15
3.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9891.88
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
6000000.00
6000000.00
0.0079
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
6002460.00
6002460.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0WS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4998055.55
0.0066
N
4998511.50
4998511.50
Deutsche Bank AG
Deutsche Bank AG 0.350000%
25155BK87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
5000000.00
5000000.00
0.0066
N
5000750.00
5000750.00
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
7000000.00
7000000.00
0.0092
N
7013510.00
7013510.00
Deutsche Bank AG
Deutsche Bank AG 0.440000%
25155BNS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
5000000.00
5000000.00
0.0066
N
5001200.00
5001200.00
Deutsche Bank AG
Deutsche Bank AG 0.380000%
25155BVS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
3000000.00
3000000.00
0.0040
N
3001320.00
3001320.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
21599B009_0.0800_M130801_2MN1
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
38371400.00
35700009.41
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
35000000.00
35000000.00
0.0461
N
35000000.00
35000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131015_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
120181.00
127303.91
GNMA
2043-01-20
3.000000
Government Agency Debt
11566208.00
11372075.98
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
11000000.00
11000000.00
0.0145
Y
11000000.00
11000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130911_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-07-01
4.500000
Government Agency Debt
136048.00
144745.96
Freddie Mac
2041-05-15
0.743000
Government Agency Debt
7261965.00
2977932.97
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
3000000.00
3000000.00
0.0040
Y
3000000.00
3000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M130911_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
3484.00
3467.43
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
6212.00
6926.65
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
11746.00
7939.22
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
6559.00
6947.74
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
3083047.00
3102894.07
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
3000000.00
3000000.00
0.0040
Y
3000000.00
3000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130905_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
393339.00
49170.19
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1019105.00
267738.70
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
135736.00
111366.29
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1712.00
1813.47
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1000.00
978.22
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
96879.00
96274.39
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
89709.00
56604.07
GNMA
2026-02-20
3.500000
Government Agency Debt
22356558.00
14887473.34
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
15000000.00
15000000.00
0.0198
Y
15000450.00
15000450.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130906_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
6967.00
6933.87
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
12423.00
13852.18
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
23494.00
15879.80
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
13118.00
13895.48
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
6166094.00
6205788.15
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
6000000.00
6000000.00
0.0079
Y
6000000.00
6000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385KZ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
N
8000000.00
7999520.00
0.0105
N
7999944.00
7999944.00
Freddie Mac
Freddie Mac 0.218600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-10
2014-08-10
N
N
N
15000000.00
15000000.00
0.0198
N
15013020.00
15013020.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0WH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
2000000.00
1999399.44
0.0026
N
1999520.00
1999520.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HVK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
5000000.00
4999375.00
0.0066
N
4999750.00
4999750.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HW37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
5000000.00
4998900.00
0.0066
N
4999550.00
4999550.00
General Electric Capital Corp
General Electric Capital Corp 0.270000%
36959HW94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
1000000.00
999707.50
0.0013
N
999890.00
999890.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
N
N
2000000.00
1998875.55
0.0026
N
1999360.00
1999360.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
9000000.00
8994882.50
0.0118
N
8997120.00
8997120.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXW2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
5000000.00
4997125.00
0.0066
N
4998350.00
4998350.00
General Electric Co
General Electric Co 0.050000%
36960LV28
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
9000000.00
8999987.50
0.0119
N
8999910.00
8999910.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
38399H002_0.0900_M130801_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
1034838.00
702001.28
Fannie Mae
2041-01-01
3.380000
Government Agency Debt
890326.00
434126.54
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1382000.00
1289085.70
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
1609000.00
1254850.59
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
1585000.00
1419935.95
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
5000000.00
5000000.00
0.0066
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2MN1
0000769993
Other Repurchase Agreement
N
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
5465600.00
6120023.09
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
6000000.00
6000000.00
0.0079
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
6000000.00
6000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131021_2MN1
0000769993
Other Repurchase Agreement
N
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
911000.00
1020078.50
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
1000000.00
1000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130802_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2026-05-20
3.500000
Government Agency Debt
6315978.00
4025410.39
GNMA
2028-06-15
3.000000
Government Agency Debt
3849743.00
3973086.49
GNMA
2036-01-15
6.000000
Government Agency Debt
19885372.00
4004344.08
GNMA
2038-10-20
6.000000
Government Agency Debt
8110190.00
2780385.33
GNMA
2038-11-15
5.500000
Government Agency Debt
20032904.00
4000756.29
GNMA
2043-03-20
4.000000
Government Agency Debt
3456060.00
3656018.13
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
22000000.00
22000000.00
0.0290
N
22000000.00
22000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.260000%
4497W0VT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
Y
ING Bank NV
N/A
N/A
N
3000000.00
2999436.67
0.0040
N
2999670.00
2999670.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.250000%
4497W0W53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999756.94
0.0013
N
999840.00
999840.00
ING Bank NV
ING Bank NV 0.400000%
921MTJ006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
1000000.00
1000000.00
0.0013
N
1000010.00
1000010.00
ING Bank NV
ING Bank NV 0.280000%
922GHP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
5000000.00
5000000.00
0.0066
N
5000500.00
5000500.00
ING Bank NV
ING Bank NV 0.310000%
922LNB000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
4000000.00
4000000.00
0.0053
N
4000840.00
4000840.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320000%
4662J2X86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
1000000.00
999395.55
0.0013
N
999720.00
999720.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
4000000.00
3991651.11
0.0053
N
3992840.00
3992840.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.346200%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-22
2014-01-22
N
N
N
6000000.00
6000000.00
0.0079
N
6004200.00
6004200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.391500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-08-21
2014-08-21
N
N
N
10000000.00
10000000.00
0.0132
N
10003720.00
10003720.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
2000000.00
2000000.00
0.0026
N
2000000.00
2000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
5000000.00
5000000.00
0.0066
N
5000300.00
5000300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
1000000.00
1000000.00
0.0013
N
999860.00
999860.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.100000%
53943RV14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
4000000.00
4000000.00
0.0053
N
4000000.00
4000000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LVD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-13
2013-08-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999926.67
0.0013
N
999950.00
999950.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4WD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4500000.00
4499032.50
0.0059
N
4499280.00
4499280.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.560000%
921AMD002_0.5600_M131017_2MN1
0000728612
Other Repurchase Agreement
N
CAPITAL ONE FINANCIAL CORP
2014-07-15
1.418100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7298418.00
7351917.35
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
7000000.00
7000000.00
0.0092
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
7006930.00
7006930.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
4000000.00
3998998.89
0.0053
N
3999080.00
3999080.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TXB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
2000000.00
1999250.56
0.0026
N
1999320.00
1999320.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AFT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
2000000.00
2000000.00
0.0026
N
1999680.00
1999680.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.230000%
60688RJJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
2000000.00
2000000.00
0.0026
N
2000080.00
2000080.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
3000000.00
3000000.00
0.0040
N
3000090.00
3000090.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
2000000.00
2000000.00
0.0026
N
2000080.00
2000080.00
National Australia Bank Ltd
National Australia Bank Ltd 0.210500%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2014-02-18
N
N
N
6000000.00
6000000.00
0.0079
N
6000000.00
6000000.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JWB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
Y
National Australia Bank Ltd
N/A
N/A
N
1000000.00
999795.00
0.0013
N
999850.00
999850.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E0WR0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
3000000.00
2998945.83
0.0040
N
2998920.00
2998920.00
Nationwide Building Society
Nationwide Building Society 0.260000%
6385E0X40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
1000000.00
999537.78
0.0013
N
999560.00
999560.00
Natixis SA
Natixis SA 0.300000%
63873ETD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
7000000.00
7000000.00
0.0092
N
7000560.00
7000560.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.440000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2013-08-07
2013-08-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
80000.00
80000.00
0.0001
N
80000.00
80000.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
65558FYK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
Y
Nordea Bank AB
N/A
N/A
N
1000000.00
999373.61
0.0013
N
999390.00
999390.00
NRW.BANK
NRW.BANK 0.075000%
62939LV71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
9000000.00
8999887.50
0.0119
N
8999825.40
8999825.40
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.310000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
California State Teachers Retirement System
N/A
N/A
Y
California State Teachers Retirement System
N/A
N/A
N
7390000.00
7390000.00
0.0097
N
7390000.00
7390000.00
Rabobank Nederland
Rabobank Nederland 0.274800%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2014-03-04
N
N
N
10000000.00
10000000.00
0.0132
N
10000900.00
10000900.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JV75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
2000000.00
1999900.00
0.0026
N
1999960.00
1999960.00
Royal Bank of Canada
Royal Bank of Canada 0.323900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-10-04
2014-08-04
N
N
N
5000000.00
5000000.00
0.0066
N
5001950.00
5001950.00
Royal Bank of Canada
Royal Bank of Canada 0.310500%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2014-06-24
N
N
N
10000000.00
10000000.00
0.0132
N
10001400.00
10001400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LW57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1999611.11
0.0026
N
1999700.00
1999700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LW65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1999580.00
0.0026
N
1999680.00
1999680.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LY63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2998383.33
0.0040
N
2998290.00
2998290.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LY71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999455.56
0.0013
N
999430.00
999430.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
3000000.00
3000000.00
0.0040
N
3000450.00
3000450.00
Societe Generale
Societe Generale 0.330000%
83368NDU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
Societe Generale
Societe Generale 0.260000%
83368NKF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
4000000.00
4000000.00
0.0053
N
4000120.00
4000120.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.290000%
83365RXX8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
Y
Societe Generale
N/A
N/A
N
3000000.00
2997800.83
0.0039
N
2998110.00
2998110.00
State Street Corp
State Street Corp 0.170000%
85747JX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
3000000.00
2999135.83
0.0040
N
2999280.00
2999280.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
5000000.00
5000000.00
0.0066
N
5000950.00
5000950.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CJH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
3000000.00
3000000.00
0.0040
N
3000030.00
3000030.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CMJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
7000000.00
7000000.00
0.0092
N
7000210.00
7000210.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CVK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
1000000.00
1000000.00
0.0013
N
999980.00
999980.00
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
6000000.00
6000000.00
0.0079
N
6001800.00
6001800.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W6D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
3000000.00
3000000.00
0.0040
N
3000030.00
3000030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KBD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
7000000.00
7000000.00
0.0092
N
6999090.00
6999090.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
3000000.00
3000000.00
0.0040
N
2999610.00
2999610.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KCR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
1000000.00
999973.07
0.0013
N
999840.00
999840.00
Swedbank AB
Swedbank AB 0.271500%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-12-20
N
N
N
1000000.00
1000000.00
0.0013
N
1000280.00
1000280.00
Swedbank AB
Swedbank AB 0.280000%
87019RZ25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
1000000.00
999043.33
0.0013
N
999300.00
999300.00
Texas
TRAN Series 2012 0.060000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
4000000.00
4000000.00
0.0053
N
4000000.00
4000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
3000000.00
3000000.00
0.0040
N
3000570.00
3000570.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112TDZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
3000000.00
3000064.99
0.0040
N
3000210.00
3000210.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112W7F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-25
2013-10-25
N
N
N
4000000.00
4000000.00
0.0053
N
4000960.00
4000960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WU54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
14000000.00
14000000.00
0.0184
N
14003080.00
14003080.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.180000%
89233GWQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
4000000.00
3998920.00
0.0053
N
3999240.00
3999240.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
10000000.00
9988500.00
0.0132
N
9987900.00
9987900.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.260000%
89233HBE3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
7000000.00
6990040.56
0.0092
N
6990550.00
6990550.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBE3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
1000000.00
998631.94
0.0013
N
998650.00
998650.00
UBS AG
UBS AG 0.800000%
90267RLP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
2000000.00
2001405.60
0.0026
N
2001540.00
2001540.00
Union Bank, NA
Union Bank, NA 0.200000%
905269CR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000100.00
1000100.00
Union Bank, NA
Union Bank, NA 0.200000%
905269DD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
2000000.00
2000000.00
0.0026
N
2000260.00
2000260.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-14
2013-08-14
N
N
N
4000000.00
4000000.00
0.0053
N
4000160.00
4000160.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2014-05-20
N
N
N
7000000.00
7000000.00
0.0092
N
7001400.00
7001400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.212800%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-08
2014-04-07
N
N
N
3000000.00
3000000.00
0.0040
N
3000510.00
3000510.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.130000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-09-06
N
N
N
3000000.00
3000000.00
0.0040
N
3000090.00
3000090.00
Westpac Banking Corp
Westpac Banking Corp 0.266400%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-28
2014-05-28
N
N
N
10000000.00
10000000.00
0.0132
N
10000400.00
10000400.00
Westpac Banking Corp
Westpac Banking Corp 0.291500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-19
2014-06-19
N
N
N
4000000.00
4000000.00
0.0053
N
4000560.00
4000560.00
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
24629.24
24629.24
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
22181.10
22181.10
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
12300.72
12300.72
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
11078.03
11078.03