0001145549-14-002650.txt : 20140312
0001145549-14-002650.hdr.sgml : 20140312
20140312132425
ACCESSION NUMBER: 0001145549-14-002650
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130531
FILED AS OF DATE: 20140312
DATE AS OF CHANGE: 20140312
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: 14686912
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-05-31
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
82
1142899660.05
420567.59
2146580.43
1141173647.21
0.0026
1.0001
2013-05-31
1.0001
2013-05-31
C000012387
1.00
1141173647.21
1.00
14660467.90
76012770.32
61352302.42
0.0001
1.0001
2013-05-31
1.0001
2013-05-31
Abbey National North America, LLC
Abbey National North America, LLC 0.340000%
0027A0V16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
Y
Santander UK Plc
N/A
N/A
N
2600000.00
2598551.22
0.0023
N
2599012.00
2599012.00
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
1000000.00
1000000.00
0.0009
N
1000160.00
1000160.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300000%
00279HH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
Y
Santander UK Plc
N/A
N/A
N
2000000.00
2000000.00
0.0018
N
2000300.00
2000300.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.210000%
00279HH66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
Y
Santander UK Plc
N/A
N/A
N
5000000.00
5000000.00
0.0044
N
5000050.00
5000050.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
6000000.00
6000000.00
0.0053
Security is a time deposit.
N
6000000.00
6000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXZ1
Other Note
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
4000000.00
4000000.00
0.0035
N
4000080.00
4000080.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYF4
Other Note
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
4000000.00
4000000.00
0.0035
N
4000080.00
4000080.00
Bank of Montreal
Bank of Montreal 0.080000%
06366ACN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
16000000.00
16000000.00
0.0140
N
15999689.60
15999689.60
Bank of Montreal
Bank of Montreal 0.200000%
06366XS45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
6000000.00
6000000.00
0.0053
N
6000300.00
6000300.00
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
7000070.00
7000070.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417FST8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
4000000.00
4000000.00
0.0035
N
4000640.00
4000640.00
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
5000000.00
5000000.00
0.0044
N
5000350.00
5000350.00
Bank of Nova Scotia
Bank of Nova Scotia 0.060000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
17000000.00
17000000.00
0.0149
Security is a time deposit.
N
17000000.00
17000000.00
Bank of the West
Bank of the West 0.295000%
06426GAW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
2000000.00
2000000.00
0.0018
N
2000240.00
2000240.00
Bank of the West
Bank of the West 0.280000%
06426GBG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
1000000.00
1000000.00
0.0009
N
1000270.00
1000270.00
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
1000000.00
1000000.00
0.0009
N
1000230.00
1000230.00
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
4000440.00
4000440.00
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
7001050.00
7001050.00
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
12006960.00
12006960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
1000000.00
1000000.00
0.0009
N
1000300.00
1000300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
1000000.00
1000000.00
0.0009
N
1000310.00
1000310.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
3000000.00
3000000.00
0.0026
N
3001530.00
3001530.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XPB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
2000000.00
2000000.00
0.0018
N
2001040.00
2001040.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M130606_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-02-01
4.233000
Government Agency Debt
1285399.00
542444.25
Fannie Mae
2042-02-01
2.598000
Government Agency Debt
228660.00
222296.99
Freddie Mac
2038-06-20
5.500000
Government Agency Debt
25000.00
1488.54
Freddie Mac
2038-12-20
6.500000
Government Agency Debt
17567.00
3596.17
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
2015.00
1057.11
GNMA
2041-01-20
3.000000
Government Agency Debt
22762337.00
17730419.51
GNMA
2062-08-20
0.00
Government Agency Debt
11513662.00
12698697.49
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
30000000.00
30000000.00
0.0263
N
30000000.00
30000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.320000%
06737HYE3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
1997084.44
0.0018
N
1996680.00
1996680.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
Y
Barclays Bank Plc
N/A
N/A
N
6000000.00
5990906.66
0.0052
N
5989020.00
5989020.00
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
0.0053
N
6000300.00
6000300.00
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
0.0018
N
2000240.00
2000240.00
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
0.0088
N
10004400.00
10004400.00
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
0.0009
N
1000270.00
1000270.00
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
3000240.00
3000240.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130603_2MN2
0001197610
Other Repurchase Agreement
N
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
461332.00
466762.26
DOW CHEMICAL COMPANY
2021-11-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
524647.00
561379.29
PENNSYLVANIA ELECTRIC CO.OHIO
2020-04-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16107.00
18234.20
SPAREBANK BOLIGRED1
2018-05-02
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
967.00
951.63
STATOIL ASA
2040-08-17
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205.00
234.45
V. F. CORPORATION
2021-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2309.00
2438.35
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
1000000.00
1000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000000.00
1000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M130607_2MN2
0001197610
Other Repurchase Agreement
N
AMGEN INC
2018-06-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4709.00
5796.64
AT & T INC
2042-12-15
4.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11234.00
10530.53
AT&T BROADBAND CORP
2022-11-15
9.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650643.00
973168.18
BAIDU COM INC
2022-11-28
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1584.00
1518.35
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8876.00
8980.48
BARRICK GOLD CORP
2014-05-30
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965.00
972.58
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3756.00
4668.97
ING Bank NV
2015-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576.00
1646.53
SPAREBANK BOLIGRED1
2018-05-02
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1126.00
1108.10
THE EXPORT IMPORT BANK OF KOREA
2015-01-14
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
788047.00
861522.64
V. F. CORPORATION
2021-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541.00
10075.49
VIVENDI SA
2015-04-10
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250997.00
2320170.14
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000080.00
4000080.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130607_2MN2
0001197610
Other Repurchase Agreement
N
ALCOA INC 3.75 PRF
2017-02-01
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
246.00
272.17
BEST BUY CO INC
2016-03-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1903.00
1942.65
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1160400.00
1352055.53
GRIFOLS INC
2018-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13436.00
15048.32
HOST HOTELS & RESORTS, L.P.
2023-03-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253.00
270.90
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24048.00
24919.74
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
261.00
271.12
SLM CORP FR 5.5%
2023-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10341.00
10095.83
WTS SIRUS STELLITE RADIO
2023-05-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2130055.00
2044852.80
XM SATELLITE RADIO INC
2018-11-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245.00
271.67
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.170000%
10513DRK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
6000000.00
6000000.00
0.0053
N
6000240.00
6000240.00
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
2999271.67
0.0026
N
2999580.00
2999580.00
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
1000000.00
999475.00
0.0009
N
999590.00
999590.00
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
9000000.00
8989305.00
0.0079
N
8994330.00
8994330.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JTT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999680.00
0.0018
N
1999740.00
1999740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JUW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3998606.67
0.0035
N
3998680.00
3998680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JV56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3998460.00
0.0035
N
3998520.00
3998520.00
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
3000000.00
2998808.33
0.0026
N
2998830.00
2998830.00
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
1999792.22
0.0018
N
1999920.00
1999920.00
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
4998416.67
0.0044
N
4999550.00
4999550.00
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
3997420.00
0.0035
N
3999040.00
3999040.00
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
1000000.00
998965.28
0.0009
N
999190.00
999190.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
4000000.00
4000000.00
0.0035
N
4000280.00
4000280.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
5000000.00
5000000.00
0.0044
N
5000350.00
5000350.00
Chase Bank USA, NA
Chase Bank USA, NA 0.240000%
16144RTU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
4000000.00
4000000.00
0.0035
N
3998560.00
3998560.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
1000000.00
1000000.00
0.0009
N
1000000.00
1000000.00
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
1998250.00
0.0018
N
1999180.00
1999180.00
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BW43
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
3000000.00
2996435.00
0.0026
N
2998110.00
2998110.00
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
3000000.00
3000000.00
0.0026
N
3002010.00
3002010.00
Citibank, NA
Citibank, NA 0.290000%
17304UCN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
4000000.00
4000000.00
0.0035
N
4000480.00
4000480.00
Citibank, NA
Citibank, NA 0.140000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
7000000.00
7000000.00
0.0061
Security is a time deposit.
N
6999930.00
6999930.00
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
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
8000000.00
7987057.81
0.0070
N
7984480.00
7984480.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
15000000.00
14975600.00
0.0131
N
14970750.00
14970750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235300%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2014-02-24
N
N
N
12000000.00
12000000.00
0.0105
N
12000360.00
12000360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DT59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
4000000.00
3999957.78
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
11000220.00
11000220.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UTL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999315.28
0.0044
N
4999350.00
4999350.00
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
7993000.00
0.0070
N
7996000.00
7996000.00
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
4000000.00
4000000.00
0.0035
N
4000240.00
4000240.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TAJ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
2000000.00
2000000.00
0.0018
N
1999080.00
1999080.00
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
0.0009
N
1000070.00
1000070.00
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
7000000.00
7000000.00
0.0061
N
7000560.00
7000560.00
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
1000000.00
1000000.00
0.0009
N
1000080.00
1000080.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
1000000.00
1000000.00
0.0009
N
1000040.00
1000040.00
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
0.0114
N
13002080.00
13002080.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.080000%
22799D001_0.0800_M130603_2MN2
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
10025000.00
10556365.36
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
10346380.00
10346380.00
0.0091
N
10346380.00
10346380.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2MN2
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
3098.20
144A SDART 2012-5 E
2019-09-16
4.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6411900.00
6707687.45
ABS 144A TRITON AVIATN 0.01
2025-06-15
1.019000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
51304.67
CWL 2007-S1 A3
2036-11-25
5.810000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
1287479.80
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
20931.61
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
543.12
SDART 2012-1 E
2019-02-15
6.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
1128997.85
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
8000000.00
8000000.00
0.0070
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
8000000.00
8000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2MN2
0001230485
Other Repurchase Agreement
N
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2450000.00
189042.62
BSABS 2005-AC8
2035-11-25
0.523200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
83960.89
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1386.06
CWHEL 2005-M A4
2036-02-15
0.529200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
348535.53
CWL 2005-17 4A2A
2036-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12137000.00
1860336.27
FHAMS 2006-AA3 A1
2036-06-25
2.362800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155000.00
287313.26
LXS 2007-16N 2A2
2047-09-25
1.043200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
47710.20
MSAC 2007-NC3 A2C
2037-05-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1731497.88
NHEL 2003-2 M2
2033-09-25
2.975200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
23593.06
RASC 2001-KS3 AII
2031-09-25
0.423200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
9869.53
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000.00
19552.16
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
4000000.00
4000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
4001960.00
4001960.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.280000%
2284K0UK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999284.44
0.0018
N
1999480.00
1999480.00
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
9002700.00
9002700.00
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
4006880.00
4006880.00
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
4006880.00
4006880.00
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
0.0018
N
2003440.00
2003440.00
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
1000030.00
1000030.00
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
0.0053
N
6002340.00
6002340.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M130603_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
56085368.00
58730054.83
United States Treasury Department
2020-05-31
1.375000
Treasury Debt
39677600.00
39299432.79
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
95000000.00
95000000.00
0.0832
N
95000000.00
95000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M130611_2MN2
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549969.75
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549966.21
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549921.87
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549972.29
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549983.71
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
737.44
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549941.33
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549942.75
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549987.30
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549960.99
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549936.00
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549958.50
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549998.62
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549937.83
SPRINT NEXTEL CORP COM SER
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549993.54
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549978.24
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549970.20
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549937.83
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549946.76
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549990.48
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549981.36
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
549990.22
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
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
11000440.00
11000440.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M130612_2MN2
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399969.90
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399896.37
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399933.99
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399966.53
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399964.97
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
875.71
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399998.29
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399935.25
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399994.47
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399958.46
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399969.90
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399945.40
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399928.40
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399935.70
SPRINT NEXTEL CORP COM SER
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399993.30
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399968.80
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399969.00
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399997.65
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399961.28
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399952.92
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399931.44
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
399970.61
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
8000000.00
8000000.00
0.0070
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
8000000.00
8000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M130613_2MN2
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249970.05
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249950.76
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249946.11
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249960.77
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249982.66
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
875.71
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249965.14
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249927.75
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249960.87
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249955.93
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249913.35
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249999.45
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249955.25
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249933.57
SPRINT NEXTEL CORP COM SER
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249993.06
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249959.36
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249967.80
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249900.30
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249975.80
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249964.44
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249957.15
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
250000.01
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
5000000.00
5000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M130607_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
8945.00
9246.00
GNMA
2037-07-20
5.500000
Government Agency Debt
10154316.00
2050843.00
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
2000000.00
2000000.00
0.0018
N
2000000.00
2000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130603_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
36711.00
6915.06
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
223301.00
85967.41
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
3034112.00
2012941.33
Fannie Mae
2040-07-01
3.998000
Government Agency Debt
301531.00
106876.61
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
3720705.00
2006778.66
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
26880.00
11450.06
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
4783.00
2651.93
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
155837.00
92610.49
Fannie Mae
2041-04-01
3.532000
Government Agency Debt
5715.00
3021.94
Fannie Mae
2041-07-01
3.593000
Government Agency Debt
66887.00
50642.02
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1698931.00
964496.50
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
19911.00
9690.73
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
29699.00
26312.63
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1723147.00
1539034.73
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
5525539.00
5626447.36
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
66642.00
66044.81
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
42503.00
43933.23
GNMA
2042-10-20
2.000000
Government Agency Debt
1935275.00
1904184.54
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
14000000.00
14000000.00
0.0123
N
14000000.00
14000000.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23330LUQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
4000000.00
4000000.00
0.0035
N
4000200.00
4000200.00
DNB Bank ASA
DNB Bank ASA 0.223300%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-11-27
N
N
N
5000000.00
5000000.00
0.0044
N
5000350.00
5000350.00
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
5000150.00
5000150.00
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
3000210.00
3000210.00
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
2013-06-07
2013-06-07
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 0.190000%
30601VTK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
5000000.00
4999577.78
0.0044
N
4999650.00
4999650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
2000000.00
1999995.56
0.0018
N
1999998.00
1999998.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
1000000.00
999996.39
0.0009
N
999999.00
999999.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
7000000.00
6999562.50
0.0061
N
6999881.00
6999881.00
Freddie Mac
Freddie Mac 0.229400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-10
2014-05-09
N
N
N
25000000.00
25000000.00
0.0219
N
25018575.00
25018575.00
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
3997733.33
0.0035
N
3999040.00
3999040.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
16000000.00
15987733.33
0.0140
N
15991040.00
15991040.00
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
18000000.00
17982980.00
0.0158
N
17985600.00
17985600.00
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
2000000.00
1998096.11
0.0018
N
1998380.00
1998380.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
921AAP008_0.6000_M130808_2MN2
0000769993
Other Repurchase Agreement
N
Fannie Mae
2042-11-01
2.305000
Government Agency Debt
967057.00
971445.00
HUMANA INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
49984.06
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
1000000.00
1000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000860.00
1000860.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M130606_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
13365634.00
13260000.99
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
13000000.00
13000000.00
0.0114
N
12999870.00
12999870.00
Gotham Funding Corp
Gotham Funding Corp 0.210000%
38346LTA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
4000000.00
3999836.67
0.0035
N
3999840.00
3999840.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LTK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
2000000.00
1999822.22
0.0018
N
1999840.00
1999840.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LU95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
3000000.00
2999430.00
0.0026
N
2999400.00
2999400.00
Govco, LLC
Govco, LLC 0.290000%
38362VTC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7999420.00
0.0070
N
7999440.00
7999440.00
Govco, LLC
Govco, LLC 0.290000%
38362VTS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999629.44
0.0018
N
1999660.00
1999660.00
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
999347.22
0.0009
N
999170.00
999170.00
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
0.0053
N
6001920.00
6001920.00
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
0.0018
N
2000540.00
2000540.00
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
13000000.00
13000000.00
0.0114
N
13000000.00
13000000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2X11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
7000000.00
6992766.67
0.0061
N
6995660.00
6995660.00
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
1997778.33
0.0018
N
1998660.00
1998660.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ABC006_0.6500_M130801_2MN2
0001168163
Other Repurchase Agreement
N
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3585.00
3586.88
JP MORGAN CHASE CMBS 2013-C10
2047-12-17
3.142500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9504.00
9519.68
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1870115.00
1946370.32
JPM CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 200
2051-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12118.00
11397.22
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2698749.00
2632366.01
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
4000000.00
4000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
4003400.00
4003400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.396800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-06-21
2014-06-21
N
N
N
38000000.00
38000000.00
0.0333
N
38015618.00
38015618.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
4000000.00
4000000.00
0.0035
N
4000080.00
4000080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
1000000.00
1000000.00
0.0009
N
1000040.00
1000040.00
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
6998880.00
0.0061
N
6999580.00
6999580.00
Labcon North America
Taxable Bonds Series 2010 0.510000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
1955000.00
1955000.00
0.0017
N
1955000.00
1955000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.080000%
53943RT33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
5000000.00
5000000.00
0.0044
N
4999950.00
4999950.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53943RTE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
2000000.00
1999847.22
0.0018
N
1999900.00
1999900.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53943RV55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
1000000.00
999632.50
0.0009
N
999600.00
999600.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.200000%
53944LMC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
N
1000000.00
1000000.00
0.0009
N
1000030.00
1000030.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LT46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999976.67
0.0035
N
3999920.00
3999920.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5999715.00
0.0053
N
5999820.00
5999820.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999794.17
0.0009
N
999860.00
999860.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999050.00
0.0035
N
3999320.00
3999320.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399V008_0.1800_M130603_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
2511913.00
1725390.16
Freddie Mac
2041-05-15
2.750000
Government Agency Debt
4151978.00
3424610.06
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0044
N
5000000.00
5000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130820_2MN2
0000728612
Other Repurchase Agreement
N
ALLOY FINANCIAL INC
2020-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1971827.00
2353046.89
ARCELORITTAL CLASS A NY REGISTRY NEW
2019-06-01
10.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167817.00
218455.78
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2015-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
978520.42
BBVA BANCOMER SA INSTITUCION DE BAN
2020-04-22
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
32417.77
CEMEX FINANCE LLC,MX
2016-12-14
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81000.00
89227.12
CENTRAIS ELETRICAS BRASILEIRAS
2019-07-30
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77266.00
92491.86
CENTURYTEL, INC
2039-09-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
40841.78
CITIGROUP INC
2099-12-31
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2125612.00
2111491.44
COMMERCIAL METALS COMPANY
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
674792.71
DISH DBSCORP
2018-04-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9408190.00
9149464.78
ENERGISA SA
2013-07-19
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2077.00
FIBRIA OVERSEAS FINANCE LTD
2020-05-04
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
31918.13
GENERAL MTRS FINL CO INC
2018-05-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
1064650.00
HOST HOTELS RESORTS LP
2021-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
232254.00
269400.70
PAN AM ENGY LLC ARG BR
2021-05-07
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73000.00
71193.25
PETROLEOS DE VENEZUELA SA
2013-11-17
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69105.00
70011.04
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
15000000.00
15000000.00
0.0131
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
15000000.00
15000000.00
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
4999825.00
0.0044
N
4999850.00
4999850.00
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
3000000.00
2998413.34
0.0026
N
2997930.00
2997930.00
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
5000350.00
5000350.00
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
0.0053
N
6000420.00
6000420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
4000000.00
4000000.00
0.0035
N
4000080.00
4000080.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDK6
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
3000090.00
3000090.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688RDR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
4000000.00
4000000.00
0.0035
N
4000120.00
4000120.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
4000000.00
4000000.00
0.0035
N
4000200.00
4000200.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130606_2MN2
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
31922821.00
31668950.28
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
31000000.00
31000000.00
0.0272
N
31000000.00
31000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
8000000.00
8000000.00
0.0070
N
7998800.00
7998800.00
National Australia Bank Ltd
National Australia Bank Ltd 0.213800%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-03
2014-03-03
N
N
N
2000000.00
2000000.00
0.0018
N
2000000.00
2000000.00
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
2999400.00
0.0026
N
2999580.00
2999580.00
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
999111.66
0.0009
N
998980.00
998980.00
NRW.BANK
NRW.BANK 0.115000%
62939LT58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
16000000.00
15999897.78
0.0140
N
15999680.00
15999680.00
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
4000080.00
4000080.00
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
2498952.78
0.0022
N
2499600.00
2499600.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JUS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
4000000.00
3997938.89
0.0035
N
3998960.00
3998960.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
1000000.00
999377.78
0.0009
N
999670.00
999670.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.250000%
78064TQY4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
5000000.00
4998645.84
0.0044
N
4999100.00
4999100.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LUJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1999475.00
0.0018
N
1999540.00
1999540.00
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
3999922.22
0.0035
N
4000000.00
4000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TV16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
1200000.00
1199469.00
0.0011
N
1199664.00
1199664.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.370000%
83051HEH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
5000000.00
5000000.00
0.0044
N
5000100.00
5000100.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HJG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
1000000.00
1000000.00
0.0009
N
1000000.00
1000000.00
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
5000000.00
5000000.00
0.0044
N
5000700.00
5000700.00
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
0.0053
N
6002400.00
6002400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86562CEF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
7000000.00
7000000.00
0.0061
N
7000910.00
7000910.00
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
6000000.00
6000000.00
0.0053
N
5999820.00
5999820.00
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
0.0026
N
2999880.00
2999880.00
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
4000000.00
4000000.00
0.0035
N
3999840.00
3999840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CNF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
1000000.00
1000000.00
0.0009
N
999950.00
999950.00
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
9003240.00
9003240.00
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
5000550.00
5000550.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4Z8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
4000000.00
4000000.00
0.0035
N
4000120.00
4000120.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W5F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
5000000.00
5000000.00
0.0044
N
5000100.00
5000100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
8000000.00
8000000.00
0.0070
N
8000320.00
8000320.00
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
0.0026
N
2999940.00
2999940.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W7L6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
2000000.00
2000000.00
0.0018
N
1999840.00
1999840.00
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
3000330.00
3000330.00
Swedbank AB
Swedbank AB 0.210000%
87019RV60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
1000000.00
999626.67
0.0009
N
999670.00
999670.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.210000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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 0.210000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Texas
N/A
N/A
N
N
1840000.00
1840000.00
0.0016
N
1840000.00
1840000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TVT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8000000.00
7996222.22
0.0070
N
7996480.00
7996480.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112W2K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
7000000.00
7000000.00
0.0061
N
7000140.00
7000140.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112W2N6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
6000000.00
6000000.00
0.0053
N
6000120.00
6000120.00
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
21000000.00
21000000.00
0.0184
N
21005460.00
21005460.00
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
0.0053
N
6004260.00
6004260.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.236800%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2014-02-14
N
N
N
2000000.00
2000000.00
0.0018
N
2000060.00
2000060.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.200000%
89233GUH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
3000000.00
2999266.67
0.0026
N
2999610.00
2999610.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
8000000.00
7985444.44
0.0070
N
7987040.00
7987040.00
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
5000150.00
5000150.00
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
0.0018
N
2000160.00
2000160.00
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
9000720.00
9000720.00
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
1000110.00
1000110.00
Victory Receivables Corp
Victory Receivables Corp 0.180000%
92646KT44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
5000000.00
4999975.00
0.0044
N
4999900.00
4999900.00
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
16000000.00
16000000.00
0.0140
N
16000960.00
16000960.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.246800%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2014-05-20
N
N
N
10000000.00
10000000.00
0.0088
N
9999500.00
9999500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-09-06
N
N
N
17000000.00
17000000.00
0.0149
N
17001360.00
17001360.00
Westpac Banking Corp
Westpac Banking Corp 0.449200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-07-11
N
N
N
4000000.00
4000000.00
0.0035
N
4001280.00
4001280.00
Westpac Banking Corp
Westpac Banking Corp 0.438200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2013-07-18
N
N
N
12000000.00
12000000.00
0.0105
N
12004560.00
12004560.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2014-04-25
N
N
N
3000000.00
3000000.00
0.0026
N
3001680.00
3001680.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49258.47
49258.47
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
43918.85
43918.85
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24610.09
24610.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
21942.36
21942.36
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24602.17
24602.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
21935.30
21935.30
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
21933.76
21933.76