0001145549-14-002662.txt : 20140314
0001145549-14-002662.hdr.sgml : 20140314
20140314145502
ACCESSION NUMBER: 0001145549-14-002662
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130430
FILED AS OF DATE: 20140314
DATE AS OF CHANGE: 20140314
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: 14694110
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
2013-04-30
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
49
64
777004817.52
286076.77
25138.84
777265755.45
0.0026
1.0001
2013-04-30
1.0001
2013-04-30
C000012386
1.00
777265755.45
1.00
-1591461.36
67655644.28
69247105.64
0.0001
1.0001
2013-04-30
1.0001
2013-04-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.370000%
00279HE93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0039
N
3000180.00
3000180.00
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
3000000.00
3000000.00
0.0039
N
3000000.00
3000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
23000000.00
23000000.00
0.0296
Security is a time deposit.
N
23000000.00
23000000.00
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
0.0090
N
6999230.00
6999230.00
Bank of Montreal
Bank of Montreal 0.190000%
06366XVV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
3000000.00
3000000.00
0.0039
N
3000000.00
3000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417FNE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
7000000.00
7000000.00
0.0090
N
7000140.00
7000140.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417FNY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
4000000.00
4000000.00
0.0051
N
4000200.00
4000200.00
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
4000000.00
4000000.00
0.0051
N
3999760.00
3999760.00
Bank of the West
Bank of the West 0.310000%
06426GAT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
2000000.00
2000000.00
0.0026
N
2000360.00
2000360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
3000000.00
3000000.00
0.0039
N
3000690.00
3000690.00
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
3000000.00
3000000.00
0.0039
N
3000690.00
3000690.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FJK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
1000000.00
1000000.00
0.0013
N
1000260.00
1000260.00
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
0.0077
N
6003900.00
6003900.00
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
1000660.00
1000660.00
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
1000660.00
1000660.00
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
0.0077
N
6000420.00
6000420.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
3000000.00
3000000.00
0.0039
N
3000180.00
3000180.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06741XJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
4000000.00
4000000.00
0.0051
N
4000600.00
4000600.00
Barclays Bank Plc
Barclays Bank Plc 0.420000%
06741XLH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
1000000.00
1000000.00
0.0013
N
1000450.00
1000450.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XMG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
3000000.00
3000000.00
0.0039
N
3000060.00
3000060.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130507_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-12-01
5.264000
Government Agency Debt
6649228.00
2544789.93
Fannie Mae
2036-08-01
2.359000
Government Agency Debt
210610.00
40874.55
Fannie Mae
2038-07-01
5.464000
Government Agency Debt
1000.00
1035.80
Fannie Mae
2038-09-01
5.462000
Government Agency Debt
22929.00
3540.74
Fannie Mae
2041-05-01
3.196000
Government Agency Debt
1626017.00
1143833.37
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
667008.00
684537.01
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
1000.00
958.71
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
228559.00
195656.70
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
250680.00
255105.65
Fannie Mae
2042-07-01
2.924000
Government Agency Debt
1000.00
902.68
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
133786.00
142227.65
Freddie Mac
2024-09-01
5.000000
Government Agency Debt
4955.00
703.92
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
1671415.00
179230.81
Freddie Mac
2038-12-20
6.500000
Government Agency Debt
17567.00
3610.07
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
2724.00
2993.00
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
5000000.00
5000000.00
0.0064
N
5000000.00
5000000.00
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
0.0039
N
3000960.00
3000960.00
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
0.0039
N
3000570.00
3000570.00
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
999950.00
999950.00
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
7000000.00
7000000.00
0.0090
N
7002870.00
7002870.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130507_2MN1
0001197610
Other Repurchase Agreement
N
BM&FBOVESPA SA BOLSA DE VALORES
2020-07-16
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
363808.00
413063.56
PENNSYLVANIA ELECTRIC CO.OHIO
2020-04-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8796.00
10170.37
TELEFONICA EMISIONES SAU
2015-04-27
3.729000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
604223.00
626767.01
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
1000000.00
1000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000100.00
1000100.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.200000%
0556X0S70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
Y
Bank of New Zealand
N/A
N/A
N
1000000.00
999966.67
0.0013
N
999970.00
999970.00
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
4000000.00
4000000.00
0.0051
N
4000200.00
4000200.00
CAFCO, LLC
CAFCO, LLC 0.290000%
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
2998646.67
0.0039
N
2998860.00
2998860.00
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
1998400.00
0.0026
N
1998600.00
1998600.00
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
3993560.00
0.0051
N
3995560.00
3995560.00
California
RAN 2012-2013 Series A1 0.180000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
955000.00
955000.00
0.0012
N
955000.00
955000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.278200%
13606YMY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
3000000.00
3000189.25
0.0039
N
3000420.00
3000420.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.288200%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
6000000.00
6000000.00
0.0077
N
6000960.00
6000960.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JTQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999640.00
0.0013
N
999680.00
999680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JU81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2998640.00
0.0039
N
2998770.00
2998770.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JUV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999456.11
0.0013
N
999420.00
999420.00
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
1998802.23
0.0026
N
1998680.00
1998680.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999433.33
0.0013
N
999780.00
999780.00
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
1998215.00
0.0026
N
1998660.00
1998660.00
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
3995406.66
0.0051
N
3995920.00
3995920.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
11000000.00
11000000.00
0.0142
N
11000220.00
11000220.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
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
2996000.00
0.0039
N
2997900.00
2997900.00
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
0.0051
N
4002560.00
4002560.00
Citibank, NA
Citibank, NA 0.280000%
17304UDF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
2000000.00
2000000.00
0.0026
N
2000460.00
2000460.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
4000000.00
4000000.00
0.0051
Security is a time deposit.
N
4000000.00
4000000.00
Coca-Cola Co
Coca-Cola Co 0.260000%
19121AS10
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
8000000.00
8000000.00
0.0103
N
8000000.00
8000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
1000000.00
999850.00
0.0013
N
999890.00
999890.00
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
8000000.00
7998522.22
0.0103
N
7998880.00
7998880.00
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
10000000.00
10000000.00
0.0129
N
10000500.00
10000500.00
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
4000000.00
3998388.89
0.0051
N
3998440.00
3998440.00
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
4993333.33
0.0064
N
4995850.00
4995850.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.340000%
22532UQC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
3000000.00
3000000.00
0.0039
N
3000090.00
3000090.00
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
1999840.00
1999840.00
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
1000000.00
1000000.00
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
999960.00
999960.00
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
0.0103
N
7999600.00
7999600.00
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
1999900.00
1999900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
22799D001_0.1600_M130501_2MN1
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
11010000.00
12327606.44
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
12082457.00
12082457.00
0.0155
N
12082457.00
12082457.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2MN1
0001230485
Other Repurchase Agreement
N
ATRIUM IX
2024-02-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
92238.70
CNF 2000-2 A5 SERIES 00 A5
2031-12-01
8.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245900.00
597222.76
CWL 2005-17 4A2A
2036-05-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
818752.00
129996.91
CWL 2007-5 2A3
2047-09-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
30632.00
EQABS 2003-1 M1
2033-07-25
4.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
582788.29
FHASI 2005-6 B1
2035-11-25
5.438200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4202000.00
30248.54
FHASI 2005-AR2 B1
2035-06-25
3.574000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
513000.00
74258.21
FHASI 2006-4 B1
2037-02-25
5.788500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6015000.00
10956.07
GSR 2005-3F B2
2035-03-25
5.662000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1853000.00
8504.41
GSR 2005-6F B2
2035-07-25
5.692100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1124000.00
516.35
JPMMT 2006-S3 1A11
2036-08-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3782.69
MSAC 2005-WMC3 B1
2035-03-25
1.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
4362.97
NCHET 2004-2 M4
2034-08-25
1.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7135000.00
1067539.31
RALI 2003-QS1 M3
2033-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
63298.55
RAST 2005-A5 B1
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3320000.00
20138.23
RAST 2006-A12 A3
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
19645.27
SARM 2006-4 5A1
2036-03-31
5.191600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2139200.00
713888.66
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
3000000.00
3000000.00
0.0039
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000390.00
3000390.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2MN1
0001230485
Other Repurchase Agreement
N
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
16677.78
ABS GREENTRE 96-2
2027-04-15
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6389500.00
689051.69
CWL 2005-17 4A2A
2036-05-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
35724.25
CWL 2007-5 2A3
2047-09-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
30632.00
JPMCC 2006-LDP7 AJ
2045-04-15
6.058800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
26011.92
NHEL 2006-6 A2C
2037-01-25
0.370200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
1501905.41
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
2000000.00
2000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.720000%
988WZL002_0.7200_M130508_2MN1
0001230485
Other Repurchase Agreement
N
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
41694.45
144A SLFMT 2013-1A B1
2058-06-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
557716.91
ABFC 2006-HE1 A2B
2037-01-25
0.310200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
198734.25
ACE 2002-HE1 M1
2032-06-25
1.175200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8798200.00
2080458.95
CMALT 2006-A1 1A4
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
71611.20
CMO OMI TRUST 2002-B
2032-06-15
7.090000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1163265.35
CWALT
2047-11-25
1.556700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
5645.26
CWALT 2005-J11 1A11
2035-11-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
184864.70
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
151167.53
CWL
2046-01-25
0.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2600000.00
1901583.62
CWL 2007-5 2A3
2047-09-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
9189.60
INABS 2006-E 2A2
2037-04-25
0.320200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
20752.71
JPMCC 2006-LDP7 AJ
2045-04-15
6.058800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5202.38
RALI 2007-QS11 A1
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155000.00
421288.35
RASC 2001-KS3 AII
2031-09-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5760000.00
76806.86
RAST 2007-A2 1A3
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1583.94
WMALT 2007-HY2 1A1
2037-04-25
3.010000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
8453.06
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
6000000.00
6000000.00
0.0077
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
6000660.00
6000660.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
992JYD004_0.1000_M130502_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-02-20
5.000000
Government Agency Debt
23150000.00
25501572.03
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
25000000.00
25000000.00
0.0322
N
25000000.00
25000000.00
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
6000000.00
5996313.33
0.0077
N
5997000.00
5997000.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BDU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
2000000.00
2000000.00
0.0026
N
2000240.00
2000240.00
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
5000000.00
5000000.00
0.0064
N
5001950.00
5001950.00
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
0.0090
N
7010570.00
7010570.00
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
0.0064
N
5002350.00
5002350.00
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
0.0039
N
3000150.00
3000150.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
21599B009_0.1800_M130501_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
72544976.00
41668733.29
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
34109674.00
36331267.52
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
75000000.00
75000000.00
0.0965
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130603_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
5245.00
1025.22
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
17981.00
3138.48
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1000.00
582.42
Fannie Mae
2041-04-01
3.516000
Government Agency Debt
1905.00
1023.02
Fannie Mae
2041-07-01
3.589000
Government Agency Debt
9556.00
7271.51
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
2673.00
2629.52
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1943079.00
2064330.66
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
2000000.00
2000000.00
0.0026
Y
1999980.00
1999980.00
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
6000000.00
6000000.00
0.0077
N
6000420.00
6000420.00
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
4000000.00
4000000.00
0.0051
N
4000280.00
4000280.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601VSN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999889.17
0.0013
N
999900.00
999900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385FA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
8000000.00
8000000.00
0.0103
N
8000000.00
8000000.00
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
15000000.00
15000000.00
0.0193
N
15013890.00
15013890.00
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
4996180.56
0.0064
N
4997250.00
4997250.00
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
4995833.33
0.0064
N
4996450.00
4996450.00
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
999017.50
0.0013
N
999240.00
999240.00
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
8989592.50
0.0116
N
8988624.90
8988624.90
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
921AAP008_0.6000_M130808_2MN1
0000769993
Other Repurchase Agreement
N
Fannie Mae
2036-10-01
2.749000
Government Agency Debt
1177013.00
971445.10
ISHARES INC MSCI MEX
2013-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
49983.78
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
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
1001150.00
1001150.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M130501_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
3.527000
Government Agency Debt
4443516.00
2905627.89
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
2122695.00
2194372.12
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
5000000.00
5000000.00
0.0064
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M130506_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
8629871.00
8975151.58
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
6864084.00
7344849.18
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
16000000.00
16000000.00
0.0206
N
15999840.00
15999840.00
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
3000000.00
2999300.00
0.0039
N
2999340.00
2999340.00
Govco, LLC
Govco, LLC 0.370000%
38362VSW4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3998807.78
0.0051
N
3999120.00
3999120.00
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
7000000.00
6996842.22
0.0090
N
6996920.00
6996920.00
HSBC USA, Inc
HSBC USA, Inc 0.230000%
40427RSV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
3000000.00
2999463.33
0.0039
N
2999580.00
2999580.00
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
2997443.33
0.0039
N
2996640.00
2996640.00
ING Bank NV
ING Bank NV 0.320000%
921HDX003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
6000000.00
6000000.00
0.0077
N
6000060.00
6000060.00
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
3000000.00
3000000.00
0.0039
N
3001320.00
3001320.00
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
1000230.00
1000230.00
ING Bank NV
ING Bank NV 0.465000%
986RXM005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
2000000.00
2000000.00
0.0026
N
2000880.00
2000880.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0S78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
4000000.00
3999800.00
0.0051
N
3999960.00
3999960.00
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
998577.78
0.0013
N
999060.00
999060.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.356100%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2014-01-22
N
N
N
6000000.00
6000000.00
0.0077
N
6000600.00
6000600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.399200%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-05-21
2014-05-21
N
N
N
10000000.00
10000000.00
0.0129
N
10004330.00
10004330.00
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
1999900.00
1999900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
6000000.00
6000000.00
0.0077
N
6000060.00
6000060.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PBA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
6000000.00
6000000.00
0.0077
N
6000120.00
6000120.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2SU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7998920.00
0.0103
N
7999120.00
7999120.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999582.22
0.0013
N
999780.00
999780.00
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
4000000.00
3998186.67
0.0051
N
3999040.00
3999040.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RTB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
3000000.00
2999162.92
0.0039
N
2999310.00
2999310.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.160000%
53944LME8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
4000000.00
4000000.00
0.0051
N
3999960.00
3999960.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LSE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1390000.00
1389889.58
0.0018
N
1389902.70
1389902.70
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
1000000.00
999801.67
0.0013
N
999810.00
999810.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LTL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1258000.00
1257615.61
0.0016
N
1257635.18
1257635.18
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
3000000.00
2999335.00
0.0039
N
2999490.00
2999490.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999746.66
0.0013
N
999800.00
999800.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998812.50
0.0039
N
2999040.00
2999040.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2MN1
0000728612
Other Repurchase Agreement
N
BANCOLOMBIA SA ADR
2020-07-26
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71000.00
78703.01
CENTRAIS ELETRICAS BRASILEIRAS
2019-07-30
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5020.00
5980.92
CENTURYTEL, INC
2039-09-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
41124.00
CITIGROUP INC
2099-12-31
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1005170.00
ENERGISA SA
2013-07-19
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2078.92
ISLE OF CAPRI CASINOS INC
2021-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
1794430.56
LIFE TECHNOLOGIES CORP
2016-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3017409.00
3436476.82
NORTEL NETWORKS CORP
2016-07-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2159370.00
2445486.52
PETROLEOS DE VENEZUELA S A
2017-11-02
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30509.00
30723.41
TAM CAPITAL INC
2017-04-25
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
32543.23
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
8000000.00
0.0103
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
8004560.00
8004560.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TSD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
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
4999683.33
0.0064
N
4999700.00
4999700.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TTU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
1000000.00
999693.89
0.0013
N
999710.00
999710.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
4000000.00
4000000.00
0.0051
N
4000880.00
4000880.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ADA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
3000000.00
3000000.00
0.0039
N
3000510.00
3000510.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60688RAC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
7000000.00
7000000.00
0.0090
N
7000210.00
7000210.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688RBM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
2000000.00
2000000.00
0.0026
N
2000080.00
2000080.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RCE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
1000000.00
1000000.00
0.0013
N
1000050.00
1000050.00
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
2000000.00
2000000.00
0.0026
N
1999960.00
1999960.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688REP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
2000000.00
2000000.00
0.0026
N
1999920.00
1999920.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
988FTY008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
7000000.00
7000000.00
0.0090
N
7001750.00
7001750.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JSM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
Y
National Australia Bank Ltd
N/A
N/A
N
5000000.00
4999500.00
0.0064
N
4999700.00
4999700.00
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
4000000.00
3998100.00
0.0051
N
3998240.00
3998240.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.600000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2013-05-07
2013-05-07
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
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
1000000.00
999926.67
0.0013
N
999940.00
999940.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
2000000.00
1999828.89
0.0026
N
1999860.00
1999860.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.210000%
65409RT34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
2000000.00
1999615.00
0.0026
N
1999680.00
1999680.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.350000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
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
0.0095
N
7390000.00
7390000.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
5000000.00
5000000.00
0.0064
N
5000350.00
5000350.00
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
7000000.00
7000000.00
0.0090
N
7001050.00
7001050.00
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
1998366.67
0.0026
N
1998520.00
1998520.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0TA4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
999455.55
0.0013
N
999760.00
999760.00
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
3996655.55
0.0051
N
3998080.00
3998080.00
Royal Bank of Canada
Royal Bank of Canada 0.332100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-07-05
2014-05-02
N
N
N
5000000.00
5000000.00
0.0064
N
5003650.00
5003650.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.400000%
78064TQP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
2000000.00
1999955.56
0.0026
N
1999980.00
1999980.00
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
3000000.00
2998500.00
0.0039
N
2998860.00
2998860.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LT69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999280.00
0.0039
N
2999460.00
2999460.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LUC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
4000000.00
3998320.00
0.0051
N
3998400.00
3998400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050TSG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
2000000.00
1999800.00
0.0026
N
1999920.00
1999920.00
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
3000000.00
3000411.69
0.0039
N
3000600.00
3000600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HEY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
1000000.00
1000000.00
0.0013
N
1000250.00
1000250.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
1000000.00
1000000.00
0.0013
N
1000220.00
1000220.00
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
0.0039
N
3000150.00
3000150.00
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
4000000.00
4000000.00
0.0051
N
4002880.00
4002880.00
Societe Generale
Societe Generale 0.300000%
83369TMN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
3000000.00
3000000.00
0.0039
N
3000030.00
3000030.00
State Street Corp
State Street Corp 0.200000%
85747JSA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
2000000.00
1999900.00
0.0026
N
1999920.00
1999920.00
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
0.0064
N
4999350.00
4999350.00
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
999920.00
999920.00
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
0.0077
N
6002340.00
6002340.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DA83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
3000000.00
3000000.00
0.0039
N
3000060.00
3000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DD23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
3000000.00
3000000.00
0.0039
N
3000090.00
3000090.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DE97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
1000000.00
1000000.00
0.0013
N
1000050.00
1000050.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W3Z9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
2000000.00
2000000.00
0.0026
N
2000060.00
2000060.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
7000000.00
7000000.00
0.0090
N
6999860.00
6999860.00
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
3000000.00
3000000.00
0.0039
N
2999940.00
2999940.00
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
0.0039
N
2999850.00
2999850.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CSW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
5000000.00
5000000.00
0.0064
N
5000100.00
5000100.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CTA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
4000000.00
4000000.00
0.0051
N
4000080.00
4000080.00
Swedbank AB
Swedbank AB 0.350000%
87019QTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
1900000.00
1899999.85
0.0024
N
1900266.00
1900266.00
Swedbank AB
Swedbank AB 0.350000%
87019RTL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
1000000.00
999513.89
0.0013
N
999720.00
999720.00
Texas
TRAN Series 2012 0.200000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.180000%
88602TSD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
6000000.00
5999640.00
0.0077
N
5999580.00
5999580.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WTY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
7000000.00
7000000.00
0.0090
N
7000140.00
7000140.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.288200%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
1000000.00
1000000.00
0.0013
N
1000160.00
1000160.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233GS98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
6000000.00
5999720.00
0.0077
N
5999880.00
5999880.00
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
0.0064
N
5000300.00
5000300.00
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
1000000.00
1000000.00
0.0013
N
1000090.00
1000090.00
UBS AG
UBS AG 0.250000%
90267RPK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
1000000.00
1000000.00
0.0013
N
1000100.00
1000100.00
UBS AG
UBS AG 0.250000%
90267RPM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
4000000.00
4000000.00
0.0051
N
4000400.00
4000400.00
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
0.0051
N
3999640.00
3999640.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-09-06
N
N
N
3000000.00
3000000.00
0.0039
N
3000150.00
3000150.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
5000000.00
5000000.00
0.0064
N
5000200.00
5000200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
5000000.00
5000000.00
0.0064
N
5000250.00
5000250.00
Westpac Banking Corp
Westpac Banking Corp 0.449300%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-07-11
N
N
N
2000000.00
2000000.00
0.0026
N
2001060.00
2001060.00
Westpac Banking Corp
Westpac Banking Corp 0.440200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-20
2013-07-18
N
N
N
3000000.00
3000000.00
0.0039
N
3001710.00
3001710.00
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
21851.06
21851.06
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
10913.20
10913.20