0001145549-14-002677.txt : 20140314
0001145549-14-002677.hdr.sgml : 20140314
20140314150852
ACCESSION NUMBER: 0001145549-14-002677
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
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: 14694169
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
2013-03-31
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
50
66
778634119.07
261206.75
38113.20
778857212.62
0.0027
1.0001
2013-03-31
1.0001
2013-03-31
C000012386
1.00
778857212.62
1.00
-3838518.76
72872378.52
76710897.28
0.0001
1.0001
2013-03-31
1.0001
2013-03-31
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
3000450.00
3000450.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
4000000.00
0.0051
N
3999960.00
3999960.00
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
2013-04-04
2013-04-04
N
N
N
1000000.00
1000000.00
0.0013
Security is a time deposit.
N
1000000.00
1000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M130401
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
22000000.00
22000000.00
0.0282
Security is a time deposit.
N
22000000.00
22000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUQ4
Other Note
N
First Tier Security
N/A
N/A
2013-04-18
2013-04-18
N
N
N
10000000.00
10000000.00
0.0128
N
10000500.00
10000500.00
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 Montreal
Bank of Montreal 0.080000%
06366XW40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
11000000.00
11000000.00
0.0141
N
11000000.00
11000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FKG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
8000000.00
8000000.00
0.0103
N
8000160.00
8000160.00
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
7000070.00
7000070.00
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
4000080.00
4000080.00
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
2000620.00
2000620.00
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
3000930.00
3000930.00
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
3000780.00
3000780.00
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
1000270.00
1000270.00
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
6004020.00
6004020.00
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
1000670.00
1000670.00
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
1000680.00
1000680.00
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
3000780.00
3000780.00
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
4001600.00
4001600.00
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
1000580.00
1000580.00
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
3000240.00
3000240.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
07699U005_0.1300_M130403_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-10-01
2.802000
Government Agency Debt
39956508.00
9869856.22
Fannie Mae
2043-03-01
2.266000
Government Agency Debt
2362.00
2463.51
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
488338.00
305786.92
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
297089.00
221893.41
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
10000000.00
10000000.00
0.0128
N
10000000.00
10000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130404_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-12-01
4.755000
Government Agency Debt
6649228.00
2556984.48
Fannie Mae
2036-04-01
2.551000
Government Agency Debt
7073635.00
1144673.05
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
49016.00
22908.51
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
1000.00
1008.22
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
250680.00
257542.01
Fannie Mae
2042-07-01
2.924000
Government Agency Debt
1000.00
920.14
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
133786.00
141518.09
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
144468.00
147621.48
Fannie Mae
2042-11-01
2.742000
Government Agency Debt
189624.00
198310.74
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
240536.00
248465.03
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
250422.00
258698.02
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
1880308.00
218380.16
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
2724.00
2970.09
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
5000000.00
5000000.00
0.0064
N
4999800.00
4999800.00
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
3000270.00
3000270.00
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
2999700.00
2999700.00
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
7004620.00
7004620.00
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
999800.00
0.0013
N
999770.00
999770.00
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
4000800.00
4000800.00
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
2997921.67
0.0038
N
2998140.00
2998140.00
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
3992026.67
0.0051
N
3992760.00
3992760.00
California
RAN 2012-2013 Series A1 0.150000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
975000.00
975000.00
0.0013
N
975000.00
975000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.373200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
4000000.00
4000000.00
0.0051
N
4000480.00
4000480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.283700%
13606YMY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
3000000.00
3000399.52
0.0039
N
3000840.00
3000840.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
6000000.00
6000000.00
0.0077
N
6001800.00
6001800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JRJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-18
2013-04-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3999584.44
0.0051
N
3999560.00
3999560.00
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
999440.00
0.0013
N
999420.00
999420.00
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
2998040.00
0.0038
N
2997900.00
2997900.00
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
3999166.67
0.0051
N
3999600.00
3999600.00
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
999183.33
0.0013
N
999550.00
999550.00
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
1997765.00
0.0026
N
1998180.00
1998180.00
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
1000110.00
1000110.00
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
0.0141
N
11001320.00
11001320.00
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
1000120.00
1000120.00
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
2994750.00
0.0038
N
2996460.00
2996460.00
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
4002440.00
4002440.00
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
7998266.67
0.0103
N
7999440.00
7999440.00
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
999700.00
0.0013
N
999730.00
999730.00
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
7997255.56
0.0103
N
7997600.00
7997600.00
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
0.0128
N
10000600.00
10000600.00
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
3997422.22
0.0051
N
3997080.00
3997080.00
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
4991250.00
0.0064
N
4992900.00
4992900.00
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
3000360.00
3000360.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DC31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
6000000.00
6000000.00
0.0077
N
6000660.00
6000660.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M130401_2MN1
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2042-08-15
2.750000
Treasury Debt
2555000.00
2389294.61
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
2338233.00
2338233.00
0.0030
N
2338233.00
2338233.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2MN1
0001230485
Other Repurchase Agreement
N
144A BSCMS 2006-PW13 J
2041-09-11
5.255000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
3775.89
144A GKKRE 2007-1A A1
2056-08-15
0.570100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1365.48
AHMA 2006-6 A1B
2046-12-25
0.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8685000.00
280994.34
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
604010.07
CWHL 2005-HYB7 6A1
2035-11-20
5.137800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
6080.91
FFML 2006-FF5 2A3
2036-04-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2600000.00
1197579.81
MSAC 2005-WMC3 B1
2035-03-25
1.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
4145.33
MSAC 2005-WMC3 B1
2035-03-25
1.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
345.44
MSHLC 2007-1 A
2031-12-25
0.304200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151017.00
65655.47
RALI 2006-QS1 A5
2036-01-25
1.114200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4125900.00
1192761.75
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
8871.73
SASC 2005-WF4 M2
2035-11-23
0.634200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
85410.89
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
3001680.00
3001680.00
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
16962.98
ABS GREENTRE 96-2
2027-04-15
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7538400.00
847469.51
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
116200.00
37889.14
CWL 2005-12 M3
2036-02-25
0.714200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1198017.06
CWL 2005-12 M3
2036-02-25
0.714200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
199669.51
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
42407.45
144A FREMF 2013-K24 C
2045-11-25
3.381000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820000.00
699379.59
144A SDART 2012-5 E
2019-09-16
4.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
273280.36
CARR 2006-NC1 A4
2036-01-25
0.514200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
52926.55
CARR 2007-RFC1 A3
2036-12-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
165334.40
CD 2007 CD4 COMML MTGE TR
2049-12-11
5.366000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
593159.61
CMALT 2006-A1 1A4
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3600.33
CMO CREDIT SUISSE FB MRTG
2032-05-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
918.26
CSFB 2005-C2 B
2037-04-15
5.016000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
325386.00
CSFB 2005-C2 D
2037-04-15
5.117000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6195000.00
505064.39
CSMC
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
276000.00
86557.47
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
150203.81
CWHEL 2004-Q 2A
2033-12-15
0.503200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
5151.34
CWL 2005-17 4A2A
2036-05-25
0.464200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
1191.63
FHAMS 2006-FA1 1A5
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2460000.00
1624540.97
HVMLT
2038-01-19
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
49398.09
INABS 2006-E 2A2
2037-04-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
20717.10
MLCFC 2007-9 AMA
2049-09-12
5.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
761435.35
MSAC
2036-08-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
506382.88
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
411273.84
WAMU 2006-AR7 2A
2046-07-25
1.155000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1935000.00
622411.43
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
6003240.00
6003240.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.150000%
992JYD004_0.1500_M130404_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2028-01-20
2.500000
Government Agency Debt
18828896.00
19427835.06
Freddie Mac
2038-03-15
5.500000
Government Agency Debt
11085000.00
3584208.69
Freddie Mac
2038-10-20
6.500000
Government Agency Debt
18000000.00
623911.05
Freddie Mac
2040-09-20
4.500000
Government Agency Debt
10105000.00
7406968.42
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
18709855.00
19958364.04
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
50000000.00
50000000.00
0.0642
N
50000000.00
50000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.350000%
2284K0R98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
5000000.00
4999611.11
0.0064
N
4999700.00
4999700.00
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
2000620.00
2000620.00
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
5002300.00
5002300.00
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
7007910.00
7007910.00
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
5001900.00
5001900.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M130401_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
8969636.00
8889196.80
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
34486395.00
37910803.49
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
45000000.00
45000000.00
0.0578
N
45000000.00
45000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M130415_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
19914.00
18842.28
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
5585.00
5689.68
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
3662.00
3629.16
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1000.00
1152.40
GNMA
2037-11-16
2.750000
Government Agency Debt
1000.00
796.93
GNMA
2041-10-20
6.500000
Government Agency Debt
18791.00
21199.91
GNMA
2042-08-20
2.500000
Government Agency Debt
965924.00
986488.75
GNMA
2042-10-20
2.000000
Government Agency Debt
1861.00
1854.98
GNMA
2043-01-20
3.000000
Government Agency Debt
1116.00
1178.56
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
1000000.00
1000000.00
0.0013
Y
1000000.00
1000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130402_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
54481.00
51548.96
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
18523.00
18870.17
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2493.00
1080.49
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
14208.00
14080.58
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
2367.00
2293.69
GNMA
2037-11-16
2.750000
Government Agency Debt
4627.00
3687.38
GNMA
2041-10-20
6.500000
Government Agency Debt
64422.00
72680.57
GNMA
2042-08-20
2.500000
Government Agency Debt
5935373.00
6061738.51
GNMA
2042-10-20
2.000000
Government Agency Debt
14897.00
14848.80
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
6000000.00
6000000.00
0.0077
N
6000000.00
6000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M130401_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
80097.00
75786.37
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
22333.00
22751.58
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
14856.00
14722.77
GNMA
2037-11-16
2.750000
Government Agency Debt
2010.00
1601.82
GNMA
2041-10-20
6.500000
Government Agency Debt
75156.00
84790.61
GNMA
2042-03-20
7.000000
Government Agency Debt
3673.00
4106.56
GNMA
2042-08-20
2.500000
Government Agency Debt
3868189.00
3950543.67
GNMA
2042-10-20
2.000000
Government Agency Debt
7436.00
7411.94
GNMA
2043-01-20
3.000000
Government Agency Debt
5056.00
5339.44
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
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
6000000.00
6000000.00
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
4000080.00
4000080.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VRS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3000000.00
2999625.00
0.0039
N
2999580.00
2999580.00
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
999730.83
0.0013
N
999710.00
999710.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385DW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
8000000.00
7999973.33
0.0103
N
7999992.00
7999992.00
Freddie Mac
Freddie Mac 0.255000%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2014-02-10
N
N
N
15000000.00
15000000.00
0.0193
N
15008865.00
15008865.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HR33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
3000000.00
2999961.67
0.0039
N
2999940.00
2999940.00
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
4995138.89
0.0064
N
4995900.00
4995900.00
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
4994833.33
0.0064
N
4995150.00
4995150.00
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
998792.50
0.0013
N
998970.00
998970.00
Goldman Sachs & Co
Goldman Sachs & Co 0.230000%
38399H002_0.2300_M130401_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-09-15
3.000000
Government Agency Debt
28331243.00
29400000.89
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
28000000.00
28000000.00
0.0360
N
28000000.00
28000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2MN1
0000769993
Other Repurchase Agreement
N
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1097577.00
1050000.14
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
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
2998775.00
0.0039
N
2998620.00
2998620.00
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
3997574.44
0.0051
N
3998000.00
3998000.00
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
6995150.55
0.0090
N
6994540.00
6994540.00
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
2998888.33
0.0039
N
2998920.00
2998920.00
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
6000540.00
6000540.00
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
3001440.00
3001440.00
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
1000140.00
1000140.00
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
2000960.00
2000960.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0R20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
1000000.00
999991.67
0.0013
N
999990.00
999990.00
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
3998800.00
0.0051
N
3999480.00
3999480.00
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
998311.11
0.0013
N
998840.00
998840.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.381000%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-22
2014-01-22
N
N
N
6000000.00
6000000.00
0.0077
N
6000300.00
6000300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.403700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-04-22
2014-04-21
N
N
N
10000000.00
10000000.00
0.0128
N
10004520.00
10004520.00
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
1998880.00
1998880.00
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
6000240.00
6000240.00
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
6000000.00
6000000.00
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
7997720.00
0.0103
N
7997680.00
7997680.00
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
999315.55
0.0013
N
999590.00
999590.00
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
3997120.00
0.0051
N
3998240.00
3998240.00
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
2998550.42
0.0038
N
2998530.00
2998530.00
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
3000000.00
2998860.00
0.0039
N
2999040.00
2999040.00
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
999588.33
0.0013
N
999660.00
999660.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2MN1
0000728612
Other Repurchase Agreement
N
DENURY RESOURCES INC
2023-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
179634.00
173346.81
DINEEQUITY INC
2018-10-30
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1480767.00
1745906.56
FORD MTR CREDIT CO
2016-04-15
4.207000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6381736.00
6934756.50
INTL LEASE FIN CORP
2015-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
638.00
730.10
TEXAS COMPETITIVE ELEC HLDGS CO/TCEH FI
2020-10-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
449387.00
345260.29
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
8000000.00
8000000.00
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
4998891.67
0.0064
N
4998900.00
4998900.00
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
999535.55
0.0013
N
999460.80
999460.80
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.410000%
60682ABB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
2000000.00
2000000.00
0.0026
N
2000060.00
2000060.00
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
4000800.00
4000800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ACU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
4000000.00
4000000.00
0.0051
N
4000080.00
4000080.00
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
3000420.00
3000420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
2000000.00
2000000.00
0.0026
N
2000060.00
2000060.00
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
7000420.00
7000420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RAK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-30
2013-04-30
N
N
N
1000000.00
1000000.00
0.0013
N
1000060.00
1000060.00
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
2000100.00
2000100.00
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
999980.00
999980.00
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
1999840.00
1999840.00
National Australia Bank Ltd
National Australia Bank Ltd 0.210000%
921KNB003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
2000000.00
2000000.00
0.0026
N
2000120.00
2000120.00
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
7003290.00
7003290.00
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
4998750.00
0.0064
N
4999300.00
4999300.00
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
3997100.00
0.0051
N
3997680.00
3997680.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.600000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2013-04-04
2013-04-04
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
999743.33
0.0013
N
999770.00
999770.00
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
1999462.22
0.0026
N
1999520.00
1999520.00
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
1999265.00
0.0026
N
1999260.00
1999260.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.210000%
65558EFW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
3000000.00
3000000.00
0.0039
N
3000090.00
3000090.00
NRW.BANK
NRW.BANK 0.170000%
62939LRF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
7000000.00
6999537.22
0.0090
N
6999422.50
6999422.50
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.350000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
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
5001000.00
5001000.00
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
7001750.00
7001750.00
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
999047.22
0.0013
N
999570.00
999570.00
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-04-04
N
N
N
5000000.00
5000000.00
0.0064
N
5001250.00
5001250.00
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
1999288.89
0.0026
N
1999680.00
1999680.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LR38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999986.67
0.0013
N
999970.00
999970.00
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
2998680.00
0.0039
N
2998830.00
2998830.00
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
1999400.00
0.0026
N
1999620.00
1999620.00
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
3000785.96
0.0039
N
3000840.00
3000840.00
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
1000280.00
1000280.00
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
1000320.00
1000320.00
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
4003880.00
4003880.00
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
3000210.00
3000210.00
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
1999566.67
0.0026
N
1999640.00
1999640.00
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
6002040.00
6002040.00
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
3000420.00
3000420.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.480000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-12
N
N
N
3000000.00
3000000.00
0.0039
N
3000120.00
3000120.00
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
3000450.00
3000450.00
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
1000170.00
1000170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DP61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
2000000.00
2000000.00
0.0026
N
2000020.00
2000020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562DR77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
1000000.00
1000000.00
0.0013
N
1000010.00
1000010.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DT59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
1000000.00
1000000.00
0.0013
N
1000010.00
1000010.00
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
2000100.00
2000100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.270000%
86562WY28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
3000000.00
3000000.00
0.0039
N
3000090.00
3000090.00
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
1899999.68
0.0024
N
1900475.00
1900475.00
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
999222.22
0.0013
N
999530.00
999530.00
Texas
TRAN Series 2012 0.150000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
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
5998740.00
0.0077
N
5998440.00
5998440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WPU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
2000000.00
2000000.00
0.0026
N
2000080.00
2000080.00
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
7000280.00
7000280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112WZY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
5000000.00
5000000.00
0.0064
N
5000000.00
5000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.294200%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
1000000.00
1000000.00
0.0013
N
1000220.00
1000220.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293200%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
16000000.00
16000000.00
0.0205
N
16001440.00
16001440.00
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
5998670.00
0.0077
N
5999100.00
5999100.00
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
1000080.00
1000080.00
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
1000080.00
1000080.00
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
4000320.00
4000320.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.160000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-09-06
N
N
N
3000000.00
3000000.00
0.0039
N
3000390.00
3000390.00
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
4998035.00
4998035.00
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
5000100.00
5000100.00
Westpac Banking Corp
Westpac Banking Corp 0.452200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-07-11
N
N
N
2000000.00
2000000.00
0.0026
N
2001320.00
2001320.00
Westpac Banking Corp
Westpac Banking Corp 0.443200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-18
2013-07-18
N
N
N
3000000.00
3000000.00
0.0039
N
3002040.00
3002040.00
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
22198.33
22198.33
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
11086.64
11086.64