0001145549-14-002691.txt : 20140314
0001145549-14-002691.hdr.sgml : 20140314
20140314152515
ACCESSION NUMBER: 0001145549-14-002691
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130228
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: 14694252
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
2013-02-28
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
53
71
782519155.62
209874.07
33303.75
782695725.94
0.0029
1.0001
2013-02-28
1.0001
2013-02-28
C000012386
1.00
782695725.94
1.00
16955653.33
85131531.16
68175877.83
0.0001
1.0001
2013-02-28
1.0001
2013-02-28
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
0.0038
N
3000330.00
3000330.00
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
3998656.67
0.0051
N
3999600.00
3999600.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M130305
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
2000000.00
0.0026
Security is a time deposit.
N
2000000.00
2000000.00
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 0.300000%
06366VT63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
2000000.00
2000000.00
0.0026
N
2000000.00
2000000.00
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
0.0038
N
3000000.00
3000000.00
Bank of Montreal
Bank of Montreal 0.140000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
5000000.00
5000000.00
0.0064
Security is a time deposit.
N
5000000.00
5000000.00
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
0.0102
N
8000400.00
8000400.00
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
0.0089
N
6999720.00
6999720.00
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
3999800.00
3999800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
4000000.00
4000000.00
0.0051
Security is a time deposit.
N
4000000.00
4000000.00
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
2000700.00
2000700.00
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
0.0038
N
3000900.00
3000900.00
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
0.0038
N
3000750.00
3000750.00
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
6002640.00
6002640.00
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
1000450.00
1000450.00
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
1000450.00
1000450.00
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
0.0038
N
3001350.00
3001350.00
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
4002600.00
4002600.00
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
1000650.00
1000650.00
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
0.0038
N
3000450.00
3000450.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
00799J004_0.1900_M130301_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-01-01
3.878000
Government Agency Debt
4028474.00
1833918.22
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
1859052.00
747298.81
Fannie Mae
2041-04-01
3.132000
Government Agency Debt
15157355.00
7818782.97
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
10000000.00
10000000.00
0.0128
N
10000000.00
10000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130307_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-01
2.818000
Government Agency Debt
11026712.00
5203579.24
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
1000.00
1006.83
Fannie Mae
2042-07-01
2.919000
Government Agency Debt
1000.00
918.44
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
5000000.00
5000000.00
0.0064
N
4999700.00
4999700.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
7000000.00
7000000.00
0.0089
N
7000420.00
7000420.00
BNP Paribas
BNP Paribas 0.270000%
05572NLL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
1000000.00
1000000.00
0.0013
N
1000070.00
1000070.00
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
0.0089
N
7005950.00
7005950.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130307_2MN1
0001197610
Other Repurchase Agreement
N
BAA FDG LTD
2017-06-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53450.00
55160.40
BRISTOL MYERS SUIBB CO
2017-08-01
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21779.00
21554.68
GCBREGS KOREA HYDRO
2022-09-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12262.00
12164.27
HEWLETT PACKARD CO
2013-05-24
0.710750
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47000.00
47002.77
KFW KREDITANSTALT FUR WIEDERAUFBAU
2020-01-27
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6545.00
7603.62
PETROBRAS INTERNATIONAL FINANCE COMPANY
2021-01-27
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8438.00
9230.06
PETROLEOS MEXICANOS GUARANTEED NOTES
2019-05-03
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3098639.00
4014458.97
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31215.00
32825.61
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000080.00
4000080.00
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
999627.78
0.0013
N
999640.00
999640.00
CAFCO, LLC
CAFCO, LLC 1.004600%
12476EQ44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999833.33
0.0026
N
1999960.00
1999960.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EQE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999732.78
0.0026
N
1999820.00
1999820.00
California
RAN 2012-2013 Series A1 0.120000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.372200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-04-16
N
N
N
4000000.00
4000000.00
0.0051
N
4001200.00
4001200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.283700%
13606YMY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-28
2013-05-28
N
N
N
3000000.00
3000616.80
0.0038
N
3001080.00
3001080.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-28
2013-05-28
N
N
N
6000000.00
6000000.00
0.0077
N
6002340.00
6002340.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JQJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999688.33
0.0038
N
2999700.00
2999700.00
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
3998826.66
0.0051
N
3998880.00
3998880.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1500000.00
1499862.50
0.0019
N
1499955.00
1499955.00
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
3998305.56
0.0051
N
3999160.00
3999160.00
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
998925.00
0.0013
N
999230.00
999230.00
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
1997300.00
0.0026
N
1997385.60
1997385.60
Chase Bank USA, NA
Chase Bank USA, NA 0.220000%
16144RSV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
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
1000120.00
1000120.00
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
1000130.00
1000130.00
Ciesco, LLC
Ciesco, LLC 1.004600%
17178BQ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999833.33
0.0026
N
1999960.00
1999960.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999599.17
0.0038
N
2999730.00
2999730.00
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
2993458.34
0.0038
N
2994930.00
2994930.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ46
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
7000000.00
6999860.00
0.0089
N
6999930.00
6999930.00
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
7996475.56
0.0102
N
7998320.00
7998320.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
1000000.00
999545.00
0.0013
N
999540.00
999540.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
921BCA007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
5000000.00
5000000.00
0.0064
N
5000050.00
5000050.00
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
10000000.00
10000000.00
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
4989097.22
0.0064
N
4990300.00
4990300.00
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
0.0038
N
3000240.00
3000240.00
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
6001140.00
6001140.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M130301_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-07-20
6.000000
Government Agency Debt
83470000.00
5476184.27
Freddie Mac
2042-05-15
3.500000
Government Agency Debt
20000.00
19983.64
GNMA
2042-10-20
4.000000
Government Agency Debt
15685000.00
16539215.21
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
21599948.00
21599948.00
0.0276
N
21599948.00
21599948.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2MN1
0001230485
Other Repurchase Agreement
N
CMLTI 2007-AR8 1A3A
2037-08-25
5.541800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
5788.35
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
6835400.00
3347840.64
CWHEL 2005-M A4
2036-02-15
0.531200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
23040.85
CWL 2006-11 1AF3
2046-09-25
5.396400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7727.53
RAMC 2002-3 M1
2032-12-25
1.201700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
70083.55
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
3000000.00
3000000.00
0.0038
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000000.00
3000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.720000%
988WZL002_0.7200_M130508_2MN1
0001230485
Other Repurchase Agreement
N
ABS GREENTREE FINL97-7
2029-07-15
7.030000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2790000.00
2310201.34
CARR 2007-RFC1 A3
2036-12-25
0.341700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
165662.24
CSFBMSC 2005-C6
2040-12-15
5.230000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665000.00
712397.32
CSMC
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
276000.00
87201.94
CWALT
2046-12-25
0.321700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2909900.00
884461.71
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
152324.40
CWL 2005-17 4A2A
2036-05-25
0.461700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
1191.41
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
1653881.41
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
46854.51
NCSLT 2007-2 A4
2033-01-25
0.491700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
457919.27
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
415161.05
SEMT 2007-1 2A1
2047-02-20
2.682800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
7805.79
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
4947.25
First Tier Security
N/A
N/A
2013-05-08
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
6000000.00
6000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.730000%
988WZL002_0.7300_M130322_2MN1
0001230485
Other Repurchase Agreement
N
144A BSCMS 2007-PW15 E
2044-02-11
5.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
11047.80
ACE 2004-HE1 M2
2034-03-25
1.301700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
75563.32
ARSI 2005-W2 M1
2035-10-25
0.691700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
14809.84
BALTA 2006-8 1A1
2046-06-25
0.361700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
109362.58
CSFBMSC 2005-C6
2040-12-15
5.230000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5356.37
CWALT 2005-57CB 3A7
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1170000.00
779608.73
GECMC 2007-C1 AM
2049-12-10
5.606000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
50496.70
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
30635.64
MSAC 2004-HE5 M1
2034-06-25
0.831700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1222239.11
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
4947.25
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
2000000.00
2000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000620.00
2000620.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
992JYD004_0.1600_M130301_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
12505000.00
13262505.39
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
13000000.00
13000000.00
0.0166
N
13000000.00
13000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
992JYD004_0.1600_M130307_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-02-01
2.500000
Government Agency Debt
29131253.00
28937294.87
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
6380000.00
6766476.16
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
35000000.00
35000000.00
0.0447
N
35000000.00
35000000.00
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
5000000.00
4998104.17
0.0064
N
4998900.00
4998900.00
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
2000760.00
2000760.00
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
5001650.00
5001650.00
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
0.0089
N
7004970.00
7004970.00
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
5000250.00
5000250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M130301_2MN1
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2037-09-20
3.000000
Government Agency Debt
54607509.00
52000000.45
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
50000000.00
50000000.00
0.0639
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.350000%
988VHX008_0.3500_M130306_2MN1
0001074042
Other Repurchase Agreement
N
ANADARKO PETE CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203701.80
AUTOZONE INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
198945.12
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
205253.88
CHEVRON CORP NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
205420.65
CITIGROUP INC COM NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
204897.60
CONSTELLATION BRANDS INC CL A
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203068.20
CVS CAREMARK CORPORATION COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
202491.28
FOREST LABS INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1074.74
HESS CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
206038.16
HOME DEPOT INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
212891.68
INTERNATIONAL BUSINESS MACHSCOM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
204757.96
LILLY ELI & CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203801.20
MEDTRONIC INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
202968.78
MERCK & CO INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
202087.91
METLIFE INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
206096.10
NEWMONT MINING CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
198306.84
PEPSICO INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
200701.32
PROCTER & GAMBLE CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
202159.50
SIMON PPTY GROUP INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
202184.00
WAL MART STORES INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203442.74
WELLS FARGO & CO NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
201927.24
WILLIAMS COS INC DEL COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
127816.35
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
4000000.00
4000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M130311_2MN1
0001074042
Other Repurchase Agreement
N
BANC OF AMERICA FDG 2006-D TR
2036-05-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117512.00
20785.52
BSCMS 2007
2044-02-11
5.331000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16448.00
18421.91
CANTOR COML REAL ESTATE CO L P /C C R E FIN CORP
2018-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
339.00
340.69
CB FORD MOTOR COMPANY
2018-08-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
439753.00
517833.34
COMM 2011 THL MTG TR
2028-06-09
4.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1735.00
1783.06
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2388.00
2620.07
COMMERCIAL MTGE TRUAT 2006-GG7
2038-07-10
5.861570
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
567.00
563.11
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20515.00
23617.05
JP MORGAN CHASE
2020-08-15
9.865000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1337622.00
903542.82
JPMORGAN CHASE COMMERICAL MGTE SEC
2020-02-15
1.101200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36309.00
20965.52
KRAFT FOODS INC
2018-08-23
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845001.00
1030099.06
LBI MEDIA INC
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4056.00
3885.34
LMT 2006-3
2036-07-25
0.551700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1664853.00
231533.59
MOTEL 6 TR 2012 MTL6
2025-10-04
3.781200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2407.00
2388.23
PHH ALT MTG TRUST SERIES 200701
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
496.00
237.30
SPRINT NEXTEL
2018-11-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
451555.00
572233.07
STRUCTURTED ADJ RATE MTG LOAN TRUST 200
2035-08-25
1.151700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8884.00
683.58
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498.00
436.67
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
3000000.00
3000000.00
0.0038
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000270.00
3000270.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M130415_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1000.00
619.15
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
3662.00
3805.82
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1000.00
1155.14
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
990370.00
1010153.25
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
1000.00
998.71
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
1000.00
1180.04
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
1000.00
1066.22
GNMA
2037-11-16
2.750000
Government Agency Debt
1000.00
808.10
GNMA
2041-10-20
6.500000
Government Agency Debt
18791.00
21335.78
GNMA
2042-10-20
2.000000
Government Agency Debt
1861.00
1881.89
First Tier Security
N/A
N/A
2013-04-15
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 0.170000%
99ETSZ007_0.1700_M130311_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
8348935.00
8338205.60
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
8000000.00
8000000.00
0.0102
Y
8000000.00
8000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130402_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2493.00
1182.88
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
5895110.00
6122515.00
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1315.00
1164.37
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
14208.00
14765.99
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
2367.00
2346.22
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
2679.00
2856.39
GNMA
2037-11-16
2.750000
Government Agency Debt
4627.00
3739.06
GNMA
2041-10-20
6.500000
Government Agency Debt
64422.00
73146.37
GNMA
2042-02-20
2.000000
Government Agency Debt
15871.00
15582.04
GNMA
2042-10-20
2.000000
Government Agency Debt
14897.00
15064.26
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
6000000.00
6000000.00
0.0077
Y
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
2040-11-01
4.500000
Government Agency Debt
2675.00
1656.22
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
14856.00
15439.44
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
3966852.00
4046092.30
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
1000.00
998.71
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
4533.00
5349.12
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
3274.00
3490.79
GNMA
2037-11-16
2.750000
Government Agency Debt
2010.00
1624.27
GNMA
2041-10-20
6.500000
Government Agency Debt
75156.00
85334.03
GNMA
2042-10-20
2.000000
Government Agency Debt
7436.00
7519.49
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
4000000.00
4000000.00
0.0051
Y
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M130319_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
30925.00
9719.16
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
21988.00
22427.22
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
4603569.00
5109935.19
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
4237.00
4999.82
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
34199.00
36463.52
GNMA
2042-10-20
2.000000
Government Agency Debt
24132.00
24402.94
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
5000000.00
5000000.00
0.0064
Y
5000000.00
5000000.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
5000000.00
5000000.00
0.0064
N
5000100.00
5000100.00
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
4000000.00
4000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VRS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3000000.00
2999160.00
0.0038
N
2999100.00
2999100.00
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
999567.22
0.0013
N
999510.00
999510.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385DB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
100000.00
99997.47
0.0001
N
99998.80
99998.80
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
7999560.00
0.0102
N
7999560.00
7999560.00
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
0.0192
N
15011625.00
15011625.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
1000000.00
999974.44
0.0013
N
999990.00
999990.00
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
2999367.50
0.0038
N
2999700.00
2999700.00
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
4994062.50
0.0064
N
4994050.00
4994050.00
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
998560.00
0.0013
N
998610.00
998610.00
General Electric Co
General Electric Co 0.150000%
36960LQ73
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
1000000.00
999975.00
0.0013
N
999980.00
999980.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2MN1
0000769993
Other Repurchase Agreement
N
Freddie Mac
2014-06-26
0.173000
Government Agency Debt
1040000.00
1040197.20
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
1000000.00
1000000.00
0.0013
Y
1000230.00
1000230.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M130301_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2034-05-20
5.500000
Government Agency Debt
4765731.00
999095.68
GNMA
2039-05-15
5.500000
Government Agency Debt
2811695.00
2110493.32
GNMA
2042-09-20
4.000000
Government Agency Debt
29986.00
32935.97
GNMA
2042-12-15
3.500000
Government Agency Debt
1945673.00
2107475.35
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
5000000.00
5000000.00
0.0064
N
5000000.00
5000000.00
Govco, LLC
Govco, LLC 0.370000%
38362VQM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7998355.56
0.0102
N
7998800.00
7998800.00
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
3996300.00
0.0051
N
3996840.00
3996840.00
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
2998294.17
0.0038
N
2998200.00
2998200.00
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
0.0038
N
3001200.00
3001200.00
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
999960.00
999960.00
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
2000800.00
2000800.00
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
999733.33
0.0013
N
999920.00
999920.00
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
3997766.67
0.0051
N
3999080.00
3999080.00
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
998035.55
0.0013
N
998620.00
998620.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.351700%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
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
6000360.00
6000360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.401700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-03-21
2014-03-21
N
N
N
10000000.00
10000000.00
0.0128
N
10004680.00
10004680.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
3000000.00
3000000.00
0.0038
N
3000030.00
3000030.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
5000000.00
5000000.00
0.0064
N
5000050.00
5000050.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2Q81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999895.00
0.0026
N
1999960.00
1999960.00
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
7996480.00
0.0102
N
7996240.00
7996240.00
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
999040.00
0.0013
N
999400.00
999400.00
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
3996017.78
0.0051
N
3997520.00
3997520.00
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
2997917.50
0.0038
N
2997570.00
2997570.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53944LGM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
3000000.00
3000000.00
0.0038
N
3000120.00
3000120.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999816.67
0.0038
N
2999850.00
2999850.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999706.67
0.0051
N
3999800.00
3999800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2MN1
0000728612
Other Repurchase Agreement
N
BANCO GNB SUDAMERIS SA
2022-07-30
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64000.00
71173.33
BANCOLOMBIA SA ADR
2020-07-26
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107844.44
CEMEX ESPANA SA LUXEMBOURG BRANCH
2020-05-05
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220996.00
250049.30
CORPORACION AZUCARERA DEL PERUS A
2022-08-02
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88000.00
95225.17
DESARROLLADORA HOMEX,S,A,B,DE CV,MX
2019-12-11
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
57619.17
DESARROLLADORA HOMEX,S.A DE C.V
2015-09-28
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114000.00
114142.50
EKSPORTFINANS ASA
2013-04-02
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100560.42
ENERGISA SA
2013-07-19
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2062.75
FINANCIERA INDEPENDENCIA S A B DE C V
2015-03-30
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
23509.44
FORD MTR CREDIT CO
2016-04-15
4.207000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6544595.00
7084030.88
GENERAL SHOPPING INVTS LTD
2099-12-31
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
218000.00
195576.45
GRUMA S.A DE CV NOTES
2099-12-03
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101329.86
HYPERMARCAS S A
2021-04-20
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
164716.67
PAN AM ENGY LLC ARG BR
2021-05-07
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
145050.75
POWER SECTOR ASSETS
2019-05-27
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
358000.00
439749.80
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235516.00
247360.10
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
8000000.00
0.0102
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
4998073.61
0.0064
N
4998000.00
4998000.00
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
2000400.00
2000400.00
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 0.260000%
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
4000280.00
4000280.00
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
0.0038
N
3000420.00
3000420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
2000000.00
2000000.00
0.0026
N
2000100.00
2000100.00
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
2000140.00
2000140.00
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
0.0089
N
6999720.00
6999720.00
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
1000020.00
1000020.00
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
1999800.00
1999800.00
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
2000100.00
2000100.00
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
0.0089
N
7002940.00
7002940.00
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
4997975.00
0.0064
N
4998900.00
4998900.00
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
3996066.67
0.0051
N
3996600.00
3996600.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.600000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2013-03-07
2013-03-07
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
999553.89
0.0013
N
999580.00
999580.00
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
1999083.33
0.0026
N
1999140.00
1999140.00
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
0.0038
N
3000180.00
3000180.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.350000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
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
0.0094
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
5001350.00
5001350.00
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
0.0089
N
7001890.00
7001890.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
3000000.00
3000000.00
0.0038
N
3000030.00
3000030.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
999875.55
0.0013
N
999960.00
999960.00
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
998625.28
0.0013
N
999380.00
999380.00
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-03-04
N
N
N
5000000.00
5000000.00
0.0064
N
5000250.00
5000250.00
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
1998600.00
0.0026
N
1999340.00
1999340.00
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
999780.00
0.0013
N
999840.00
999840.00
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
2998060.00
0.0038
N
2998170.00
2998170.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
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
1998986.66
0.0026
N
1999220.00
1999220.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
1000000.00
1000000.00
0.0013
N
1000030.00
1000030.00
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
1000310.00
1000310.00
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
1000260.00
1000260.00
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
4004360.00
4004360.00
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
0.0038
N
3000150.00
3000150.00
Societe Generale
Societe Generale 0.200000%
83369TMU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
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
1999222.22
0.0026
N
1999400.00
1999400.00
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
6000780.00
6000780.00
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
0.0038
N
3000510.00
3000510.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-04-04
N
N
N
3000000.00
3000000.00
0.0038
N
3000150.00
3000150.00
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
0.0038
N
3000510.00
3000510.00
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
1000180.00
1000180.00
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
2000080.00
2000080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DQ78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
8000000.00
8000000.00
0.0102
N
8000320.00
8000320.00
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
1000060.00
1000060.00
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
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
1999960.00
1999960.00
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
0.0038
N
3000240.00
3000240.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CNE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
2000000.00
2000000.00
0.0026
N
2000000.00
2000000.00
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
4999750.00
4999750.00
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
3999800.00
3999800.00
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
1899999.51
0.0024
N
1900703.00
1900703.00
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
998920.83
0.0013
N
999350.00
999350.00
Texas
TRAN Series 2012 0.120000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
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
5997810.00
0.0077
N
5997540.00
5997540.00
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
2000100.00
2000100.00
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
0.0089
N
7000280.00
7000280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112WWB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
7000000.00
7000000.00
0.0089
N
7000000.00
7000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.292700%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-27
2013-05-28
N
N
N
1000000.00
1000000.00
0.0013
N
1000350.00
1000350.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-04-22
N
N
N
16000000.00
16000000.00
0.0204
N
16003520.00
16003520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQ41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
1000000.00
999973.33
0.0013
N
999990.00
999990.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
5000000.00
4999155.55
0.0064
N
4999750.00
4999750.00
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
5997585.00
0.0077
N
5998320.00
5998320.00
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
4999850.00
4999850.00
UBS AG
UBS AG 0.255000%
90267RNY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
1000000.00
1000000.00
0.0013
N
999980.00
999980.00
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
999970.00
999970.00
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
3999880.00
3999880.00
Union Bank, NA
Union Bank, NA 0.230000%
90527M3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
3000000.00
3000000.00
0.0038
N
3000000.00
3000000.00
Westpac Banking Corp
Westpac Banking Corp 0.449200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-07-11
N
N
N
2000000.00
2000000.00
0.0026
N
2001460.00
2001460.00
Westpac Banking Corp
Westpac Banking Corp 0.442200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-07-18
N
N
N
3000000.00
3000000.00
0.0038
N
3002190.00
3002190.00
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
22104.75
22104.75
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
11039.90
11039.90