0001145549-14-003644.txt : 20140530
0001145549-14-003644.hdr.sgml : 20140530
20140407144211
ACCESSION NUMBER: 0001145549-14-003644
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140407
DATE AS OF CHANGE: 20140407
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
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14748392
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-03-31
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
53
91
1003200302.19
363708.22
1127804.24
1002436206.17
0.0023
1.0001
2014-03-31
1.0001
2014-03-31
C000012387
1.00
1002436206.17
1.00
-8130103.34
32143082.33
40273185.67
0.0001
1.0001
2014-03-31
1.0001
2014-03-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.230000%
00279HR57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
Y
Santander UK Plc
N/A
N/A
N
2000000.00
2000000.00
0.0020
N
2000100.00
2000100.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.305500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-05-05
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0030
N
3000150.00
3000150.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HT97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000000.00
0.0040
N
4000000.00
4000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.130000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
9000000.00
9000000.00
0.0090
Security is a time deposit.
N
9000011.70
9000011.70
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M140404
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
5000000.00
5000000.00
0.0050
Security is a time deposit.
N
5000008.50
5000008.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M140407
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
8000000.00
8000000.00
0.0080
Security is a time deposit.
N
8000000.00
8000000.00
Bank of America, NA
Bank of America, NA 0.355300%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-03-05
N
N
N
3000000.00
3000000.00
0.0030
N
3000141.00
3000141.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W2L6
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
6000000.00
6000000.00
0.0060
N
6000660.00
6000660.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3N1
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
2000000.00
2000000.00
0.0020
N
2000180.00
2000180.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3Z4
Other Note
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
3000000.00
3000000.00
0.0030
N
3000300.00
3000300.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4M2
Other Note
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
2000000.00
2000000.00
0.0020
N
2000080.00
2000080.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6W8
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
8000000.00
8000000.00
0.0080
N
7998800.00
7998800.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6X6
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
1000000.00
1000000.00
0.0010
N
999840.00
999840.00
Bank of Montreal
Bank of Montreal 0.070000%
06366BLR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
14000000.00
14000000.00
0.0140
N
14000000.00
14000000.00
Bank of Montreal
Bank of Montreal 0.070000%
06366BLZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
10000000.00
10000000.00
0.0100
N
10000000.00
10000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225500%
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-09-04
N
N
N
6000000.00
6000000.00
0.0060
N
6001620.00
6001620.00
Bank of Nova Scotia
Bank of Nova Scotia 0.224400%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-09
2014-09-09
N
N
N
13000000.00
13000000.00
0.0130
N
13003770.00
13003770.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-16
2014-09-16
N
N
N
3000000.00
3000000.00
0.0030
N
3000930.00
3000930.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417HCV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
4000000.00
4000000.00
0.0040
N
4000200.00
4000200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GCE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
1000000.00
1000000.00
0.0010
N
1000160.00
1000160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
2000000.00
2000000.00
0.0020
N
2000360.00
2000360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
5000000.00
5000000.00
0.0050
N
5001050.00
5001050.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000%
06538GGE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
2000000.00
2000000.00
0.0020
N
2000400.00
2000400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
8000000.00
8000000.00
0.0080
N
8000480.00
8000480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GQ70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
3500000.00
3500000.00
0.0035
N
3500245.00
3500245.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
3000000.00
3000000.00
0.0030
N
3000240.00
3000240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GS78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
2000000.00
2000000.00
0.0020
N
2000140.00
2000140.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
4000000.00
4000000.00
0.0040
N
4000080.00
4000080.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
4000000.00
4000000.00
0.0040
N
4001840.00
4001840.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-21
2014-07-21
N
N
N
5000000.00
5000000.00
0.0050
N
5000750.00
5000750.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
3000000.00
3000000.00
0.0030
N
3000480.00
3000480.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M140401_2MN2
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-12-15
0.250000
Treasury Debt
36590900.00
36657423.06
United States Treasury Department
2015-01-15
0.250000
Treasury Debt
26551000.00
26589657.08
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
62006885.00
62006885.00
0.0619
N
62006885.00
62006885.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140404_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
7507963.00
3141919.45
GNMA
2039-08-16
3.500000
Government Agency Debt
13928.00
8080.85
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
3000000.00
3000000.00
0.0030
N
3000000.00
3000000.00
Bennington Stark Capital Company, LLC
Bennington Stark Capital Company, LLC 0.320000%
08224MEP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
2000000.00
1999075.56
0.0020
N
1999460.00
1999460.00
Blue Mountain Enterprises, LLC
Blue Mountain Enterprises, LLC 0.170000%
095770AA1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0020
N
2000000.00
2000000.00
BNP Paribas
BNP Paribas 0.300000%
05572NQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
4000000.00
4000000.00
0.0040
N
4000040.00
4000040.00
BNP Paribas
BNP Paribas 0.300000%
05572NQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
7000000.00
7000000.00
0.0070
N
7000140.00
7000140.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
2000000.00
2000000.00
0.0020
N
2000280.00
2000280.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
5000000.00
5000000.00
0.0050
N
5003850.00
5003850.00
BNP Paribas
BNP Paribas 0.300000%
05572NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
5000000.00
5000000.00
0.0050
N
5000400.00
5000400.00
BNP Paribas
BNP Paribas 0.300000%
05572NTH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
2000000.00
2000000.00
0.0020
N
2000160.00
2000160.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M140401_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-06-01
0.378000
Government Agency Debt
7723616.00
4907781.22
Fannie Mae
2036-01-01
2.124000
Government Agency Debt
22881613.00
2287086.05
Fannie Mae
2036-06-01
1.974000
Government Agency Debt
30815252.00
3292315.96
Fannie Mae
2043-10-01
2.584000
Government Agency Debt
4933846.00
4962816.85
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
15000000.00
15000000.00
0.0150
N
15000000.00
15000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
988VYS000_0.2700_M140407_2MN2
0001197610
Other Repurchase Agreement
N
BANK OF AMERICA FUNDING CORP 2002 1
2016-08-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7431780.00
8399348.22
TEVA PHARMACEUTICAL FIN CO B.V
2022-12-18
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695.00
651.90
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
8000000.00
8000000.00
0.0080
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
8001840.00
8001840.00
BPCE SA
BPCE SA 0.260000%
05571CE64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
2000000.00
1999494.44
0.0020
N
1999680.00
1999680.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5993981.67
0.0060
N
5993580.00
5993580.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-22
2014-09-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5993330.00
0.0060
N
5992740.00
5992740.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.050000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
4000000.00
4000000.00
0.0040
Security is a time deposit.
N
3999994.40
3999994.40
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KEL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
7000000.00
6998189.72
0.0070
N
6998250.00
6998250.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.240000%
15060YF62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
Y
Guaranty
UBS AG
N/A
N/A
5000000.00
4997800.00
0.0050
N
4998200.00
4998200.00
Charta, LLC
Charta, LLC 0.240000%
16115XHC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998226.67
0.0020
N
1998260.00
1998260.00
Charta, LLC
Charta, LLC 0.230000%
16115XJS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5993176.66
0.0060
N
5992560.00
5992560.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
5000000.00
5000000.00
0.0050
N
5004800.00
5004800.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
2000000.00
2000000.00
0.0020
N
2001840.00
2001840.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
2000000.00
2000000.00
0.0020
N
2001840.00
2001840.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
1000000.00
1000000.00
0.0010
N
1000750.00
1000750.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CJ53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6992978.61
0.0070
N
6994750.00
6994750.00
Citibank, NA
Citibank, NA 0.215000%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-06-17
N
N
N
4000000.00
4000000.00
0.0040
N
4000080.00
4000080.00
Citibank, NA
Citibank, NA 0.260000%
17304UPK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
3000000.00
3000000.00
0.0030
N
3000930.00
3000930.00
Citibank, NA
Citibank, NA 0.230000%
17304USF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
7000000.00
7000000.00
0.0070
N
7000000.00
7000000.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
12000000.00
11991600.00
0.0120
N
11994960.00
11994960.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GHJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
2000000.00
1997683.33
0.0020
N
1998140.00
1998140.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.300000%
19422DGQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
3000000.00
2997150.00
0.0030
N
2997960.00
2997960.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224500%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-03
2014-11-26
N
N
N
9000000.00
9000000.00
0.0090
N
9002070.00
9002070.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224500%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2015-01-23
N
N
N
2000000.00
2000000.00
0.0020
N
2000000.00
2000000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.210000%
22532U3S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
4000000.00
4000000.00
0.0040
N
4000040.00
4000040.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MCQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
4000000.00
4000000.00
0.0040
N
3999880.00
3999880.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MDB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-07
2014-07-07
N
N
N
1000000.00
1000000.00
0.0010
N
999970.00
999970.00
Credit Agricole SA
Credit Agricole SA 0.240000%
923VDA000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
10000000.00
10000000.00
0.0100
N
10000700.00
10000700.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
3000000.00
3000000.00
0.0030
N
3000270.00
3000270.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
1000000.00
1000000.00
0.0010
N
1000140.00
1000140.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
1000000.00
1000000.00
0.0010
N
1000140.00
1000140.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TWR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
2000000.00
2000000.00
0.0020
N
1999680.00
1999680.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_2MN2
0001230485
Other Repurchase Agreement
N
144A BCAP 2009-RR1 3A3
2037-08-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
78479.23
144A COMM 2013-LC13 C
2046-08-10
5.049299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15731.50
144A EMCM 2001-A M2
2040-05-25
1.255500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
65415.95
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30173000.00
2497088.89
144A JPMCC 2007-CB20 B
2051-02-12
6.201100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1565000.00
1535018.65
144A MONRO 2005-1A A2
2040-12-05
0.605299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1540000.00
146947.34
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
274533.09
BACM 2006-4 C
2046-07-10
5.753999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
27242.21
BACM 2007-2 A4
2049-04-10
5.600699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
83111.97
BAYVIEW COMCL ASSET
2036-01-25
0.454199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
55786.81
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
122427.03
CDCMC 2004-HE3 M2
2034-11-25
1.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1065000.00
145229.18
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
80381.78
CSMC 2007-C5 A4
2040-09-15
5.695000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
33163.29
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4849.74
CWALT INC ALTERNATIVE LOAN TRUST MORTGAGE PASS TH
2046-10-10
4.758899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9097.13
CWL 2005-11 MV3
2036-02-25
0.684200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
227301.73
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3581.72
CWMBS INC. 2005-HYB2
2043-07-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4484.16
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1041.49
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8494.51
IMSA 2007-1 A2
2037-03-25
0.314199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305000.00
720545.19
INDA 2007-AR1 1A2
2037-03-25
2.823599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
10533.19
JPMMT 2007-A2 4A1
2037-04-25
5.112499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
436000.00
36210.42
LXS 2007-16N 2A2
2047-09-25
1.004200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
36063.87
PPSI 2004-WHQ1 M6
2034-09-25
2.254200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5565000.00
825754.33
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
30000.00
30008.06
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
255000.00
258804.60
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
570000.00
588712.90
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
16461.74
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
7000000.00
7000000.00
0.0070
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
7000000.00
7000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140507_2MN2
0001230485
Other Repurchase Agreement
N
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1980.75
AFT 99-1A A1 ASST BK LN
2024-05-15
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1238.86
CWALT INC
2035-07-25
0.794200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
295849.17
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1041.49
LXS 2007-16N 2A2
2047-09-25
1.004200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2253.99
RFMSI 2005-SA2 3A2
2035-06-25
2.946699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
352452.37
SEMT 2005-1 B1
2035-02-20
0.576699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1946000.00
495681.59
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
1000000.00
1000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2MN2
0001230485
Other Repurchase Agreement
N
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
7922.99
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
10331.56
BAFC
2036-05-20
5.315500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3460000.00
625821.17
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
24248.72
CWALT INC ALTERNATIVE LOAN TR
2043-11-25
3.759900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9353.85
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1132.46
RBSGC 2005-A 2A3
2035-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1980000.00
1927879.71
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
2790000.00
2790749.67
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2434.26
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
5000000.00
5000000.00
0.0050
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000100.00
5000100.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2MN2
0001230485
Other Repurchase Agreement
N
AFT 99-1A A1 ASST BK LN
2024-05-15
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
7433.15
CWALT INC
2035-07-25
0.794200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348000.00
1139441.93
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
5000.00
5001.34
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2434.26
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
1000000.00
1000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2MN2
0001230485
Other Repurchase Agreement
N
144A BACM 2005-4 E
2045-07-10
5.190599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2710.93
144A CCMFC 2006-2A A1
2047-04-25
0.284200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144000.00
28062.71
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
13865.22
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
3709.91
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2066.31
BACM 2007-2 A4
2049-04-10
5.600699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
88652.76
BSSP 2007-R6 1A2
2036-01-26
1.884900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8207000.00
50647.68
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
53561.83
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10716.10
CWALT 2005-10CB 1A1
2035-05-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
367000.00
51034.22
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3245000.00
675924.15
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4247.26
JPMCC 2006-LDP7 B
2045-04-15
5.844900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4487.18
MARM 2005-1 7A3
2035-02-25
2.568299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8182000.00
1532562.21
SARM 2004-20 1A3
2035-01-25
2.488000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5615000.00
333818.07
TMST
2038-04-25
6.126500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
69273.03
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
5000.00
6375.20
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
5000.00
4907.09
WAMMS 2002-AR3 B2
2032-12-25
2.193099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8172400.00
448425.11
WAMU 2006-AR11 1A
2046-09-25
1.092500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
41610.40
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
21908.34
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
3000000.00
3000000.00
0.0030
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 0.050000%
992JYD004_0.0500_M140403_2MN2
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-01-15
1.625000
Treasury Debt
7560000.00
9184693.69
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
9000000.00
9000000.00
0.0090
N
9000000.00
9000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.240000%
2284K1D91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
999946.67
0.0010
N
999970.00
999970.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1G72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-07
2014-07-07
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
999407.22
0.0010
N
999441.90
999441.90
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
7000000.00
7000000.00
0.0070
N
7002240.00
7002240.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25155JHG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
3000000.00
3000000.00
0.0030
N
2999790.00
2999790.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
5000000.00
5000000.00
0.0050
N
5000000.00
5000000.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155JLQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
3000000.00
3000000.00
0.0030
N
2999700.00
2999700.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155JLW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
2000000.00
2000000.00
0.0020
N
1999800.00
1999800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
21599B009_0.0500_M140401_2MN2
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-03-31
1.000000
Treasury Debt
41115200.00
41179339.71
United States Treasury Department
2017-09-30
0.625000
Treasury Debt
10014700.00
9820665.19
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
50000000.00
50000000.00
0.0499
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M140401_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-11-21
1.700000
Government Agency Debt
12505000.00
12476474.71
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
12113081.00
12113081.00
0.0121
N
12113081.00
12113081.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140403_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-06-15
0.654499
Government Agency Debt
9715.00
7894.91
Freddie Mac
2043-04-15
3.500000
Government Agency Debt
4094370.00
4152105.29
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
4000000.00
4000000.00
0.0040
N
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
991JCA005_0.0700_M140407_2MN2
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
5461800.00
5100024.49
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
5000000.00
5000000.00
0.0050
N
5000000.00
5000000.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing) Series 1997B 0.210000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0015
N
1500000.00
1500000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385VA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
2000000.00
1999997.22
0.0020
N
1999998.00
1999998.00
Freddie Mac
Freddie Mac 0.240400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-10
2015-02-10
N
N
N
25000000.00
25000000.00
0.0249
N
25001125.00
25001125.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.350000%
3686M1JW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-30
2014-09-30
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
2000000.00
1996461.11
0.0020
N
1997240.00
1997240.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JH89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
26000000.00
25981366.67
0.0259
N
25988040.00
25988040.00
General Electric Co
General Electric Co 0.050000%
36960MD34
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
3000000.00
2999991.67
0.0030
N
2999990.10
2999990.10
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
38399H002_0.0900_M140401_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
6795843.00
4080000.08
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
4000000.00
4000000.00
0.0040
N
4000000.00
4000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140402_2MN2
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2028-08-20
4.000000
Government Agency Debt
1456030.00
1413615.26
GNMA
2043-05-15
3.500000
Government Agency Debt
1626244.00
1646385.32
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
3000000.00
3000000.00
0.0030
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140404_2MN2
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2028-12-20
4.000000
Government Agency Debt
1393366.00
1469141.22
GNMA
2039-09-20
5.000000
Government Agency Debt
6395180.00
2610858.79
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
4000000.00
4000000.00
0.0040
N
4000000.00
4000000.00
Govco, LLC
Govco, LLC 0.190000%
38362WE98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-09
2014-05-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
12000000.00
11997593.33
0.0120
N
11997720.00
11997720.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000010.00
1000010.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
3000000.00
3000000.00
0.0030
N
3000480.00
3000480.00
ING Bank NV
ING Bank NV 0.460000%
923NEM001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
6000000.00
6000000.00
0.0060
N
6005280.00
6005280.00
ING Bank NV
ING Bank NV 0.300000%
923UQF007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
1000000.00
1000000.00
0.0010
N
1000140.00
1000140.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000150.00
1000150.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.350000%
4662J3EK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
4000000.00
3998133.33
0.0040
N
3998720.00
3998720.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
6000000.00
5990200.00
0.0060
N
5993400.00
5993400.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.620000%
921ACP006_0.6200_M140629_2MN2
0001168163
Other Repurchase Agreement
N
GCMO 144A COMMERCIAL
2028-11-15
7.690699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2166797.00
2285882.23
GECMC 2005-C4 AJ
2045-11-10
5.311399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1132.00
1127.33
J P MPRGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-17
4.426499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1614.00
1617.73
JP MORGAN CHASE COML
2030-10-15
6.131999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169.00
172.12
JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR
2019-07-15
0.854500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13062.00
10055.97
SASC 2001-9 B2
2031-07-25
7.320000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9725.00
1620.50
First Tier Security
N/A
N/A
2014-06-29
2014-06-29
N
N
N
2000000.00
2000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-04-21
2014-12-22
N
N
N
38000000.00
38000000.00
0.0379
N
38008740.00
38008740.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
5000000.00
5000000.00
0.0050
N
5000000.00
5000000.00
Labcon North America
Taxable Bonds Series 2010 0.200000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
1795000.00
1795000.00
0.0018
N
1795000.00
1795000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
4000000.00
4000000.00
0.0040
N
3999600.00
3999600.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
3000000.00
3000000.00
0.0030
N
3000720.00
3000720.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
5000000.00
5000000.00
0.0050
N
5001350.00
5001350.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
2000000.00
2000000.00
0.0020
N
2000560.00
2000560.00
Lloyds Bank Plc
Lloyds Bank Plc 0.370000%
53944LYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
1000000.00
1000000.00
0.0010
N
1000410.00
1000410.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.180000%
56274MDV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999860.00
0.0010
N
999870.00
999870.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.180000%
56274ME16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999400.00
0.0040
N
3999440.00
3999440.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140505_2MN2
0000728612
Other Repurchase Agreement
N
AGATE BAY MTG TR 2013 1
2043-07-25
3.637999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
273.00
209.01
BNK OF AMER STRU NOTES
2036-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3687.00
1008.73
CWALT, INC. 2004-2CB
2034-10-25
0.915499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
708672.00
42429.66
EVERBANK MTG LN TR
2043-06-25
3.382800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
92769.00
54221.21
GSAA HEQ TR 2006-7
2046-03-25
6.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
745218.00
480299.65
GSAA HOME EQUITY
2036-11-25
5.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
484981.00
231904.43
GSMS
2045-08-10
5.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3240739.00
3355684.20
GSR MTG TR 2005-9F
2036-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
254678.85
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1242347.00
1314574.02
MADISON SQUARE 2004-1 LTD RESTR
2043-09-25
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15297.00
7094.97
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
0.855500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5380334.00
1094005.42
RES ASSET SEC TRUST 2006
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22065.00
12099.31
RESIDENTAL ASSET SECURITIZATION TRUST 2005 A8
2037-08-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
699382.00
344149.35
RFMSI
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
324642.40
WACHOVIA COMM MTG
2020-06-15
0.354499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2322538.00
2272100.73
WMALT 2006
2046-10-25
0.989199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64425.00
13159.74
WMALT SERIES
2046-06-25
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29429251.00
6297738.32
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
14000000.00
14000000.00
0.0140
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
14000000.00
14000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M140402_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-12-25
1.750000
Government Agency Debt
7167485.00
6180000.29
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
6000000.00
6000000.00
0.0060
N
6000000.00
6000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
3000000.00
3000000.00
0.0030
N
3000060.00
3000060.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
2000000.00
2000000.00
0.0020
N
2000160.00
2000160.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
6000000.00
6000000.00
0.0060
N
6000180.00
6000180.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LJL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
4000000.00
4000000.00
0.0040
N
4000280.00
4000280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
1500000.00
1500000.00
0.0015
N
1500150.00
1500150.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
2000000.00
2000000.00
0.0020
N
2000060.00
2000060.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LNS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
4000000.00
4000000.00
0.0040
N
4000160.00
4000160.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1ED9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
6000000.00
5998600.01
0.0060
N
5998920.00
5998920.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1F55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
3000000.00
2998916.66
0.0030
N
2999040.00
2999040.00
Natixis SA
Natixis SA 0.230000%
63873EN31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
8000000.00
8000000.00
0.0080
N
8000000.00
8000000.00
Natixis SA
Natixis SA 0.265000%
63873ES28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
1000000.00
1000000.00
0.0010
N
1000090.00
1000090.00
Old Line Funding, LLC
Old Line Funding, LLC 0.214400%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-07
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
6000000.00
6000000.00
0.0060
N
6000240.00
6000240.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PYH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
5000000.00
5000000.00
0.0050
N
4999950.00
4999950.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PYJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
5000000.00
5000000.00
0.0050
N
5000000.00
5000000.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBD3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
8000000.00
8000000.00
0.0080
N
8001440.00
8001440.00
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0040
N
4001080.00
4001080.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
15000000.00
15000000.00
0.0150
N
15004650.00
15004650.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
5000000.00
5000000.00
0.0050
N
5001550.00
5001550.00
Rabobank Nederland
Rabobank Nederland 0.270000%
21685VBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
2000000.00
2000000.00
0.0020
N
2000620.00
2000620.00
Royal Bank of Canada
Royal Bank of Canada 0.274500%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-06-24
N
N
N
19000000.00
19000000.00
0.0190
N
19006840.00
19006840.00
Royal Bank of Canada
Royal Bank of Canada 0.235500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2015-03-04
N
N
N
8000000.00
8000000.00
0.0080
N
8000400.00
8000400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.275000%
83050UF29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
3000000.00
2998579.17
0.0030
N
2999280.00
2999280.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UK31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
1000000.00
998663.89
0.0010
N
998584.30
998584.30
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
2000000.00
2000000.00
0.0020
N
2000020.00
2000020.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HWX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
4000000.00
4000000.00
0.0040
N
3999640.00
3999640.00
Societe Generale
Societe Generale 0.225000%
83368NWW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
2000000.00
2000000.00
0.0020
N
2000100.00
2000100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
5000000.00
5000000.00
0.0050
N
5000700.00
5000700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CH88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
1000000.00
1000000.00
0.0010
N
1000140.00
1000140.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
2000000.00
2000000.00
0.0020
N
2000320.00
2000320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
2000000.00
2000000.00
0.0020
N
2000140.00
2000140.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UQG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
6000000.00
6000000.00
0.0060
N
6000480.00
6000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562USP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562USR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
5000000.00
5000000.00
0.0050
N
5000100.00
5000100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UXK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
4000000.00
4000000.00
0.0040
N
3999840.00
3999840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KHU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
9000000.00
9000000.00
0.0090
N
9000000.00
9000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
1000000.00
1000000.00
0.0010
N
1000020.00
1000020.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
5000000.00
5000000.00
0.0050
N
5000150.00
5000150.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-29
2014-05-29
N
N
N
1000000.00
1000000.00
0.0010
N
1000030.00
1000030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KKN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
1000000.00
1000000.00
0.0010
N
999960.00
999960.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
10000000.00
10000000.00
0.0100
Security is a time deposit.
N
10000000.00
10000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.140000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
Texas
N/A
N/A
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.140000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
Texas
N/A
N/A
N
N
1770000.00
1770000.00
0.0018
N
1770000.00
1770000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UGQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999271.67
0.0010
N
999330.00
999330.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112T4L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
5000000.00
5000000.00
0.0050
N
5000000.00
5000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112T4S0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
17000000.00
17000000.00
0.0170
N
17000510.00
17000510.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112T4U5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
7000000.00
7000000.00
0.0070
N
7000000.00
7000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.050000%
89112T4W1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TUR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
4000000.00
4000000.00
0.0040
N
4000440.00
4000440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112TY40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
5000000.00
5000000.00
0.0050
N
4999950.00
4999950.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233HEK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
12000000.00
11996640.00
0.0120
N
11999160.00
11999160.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
N
9000000.00
8987880.00
0.0090
N
8991000.00
8991000.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
3000000.00
3000000.00
0.0030
N
3000210.00
3000210.00
United States Treasury Department
United States Treasury Department 0.095006%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-01
2016-01-31
N
N
N
7000000.00
6998669.73
0.0070
N
6996227.00
6996227.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.220000%
9497P62S6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
11000000.00
11000000.00
0.0110
N
11002090.00
11002090.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224400%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-10
2015-01-09
N
N
N
7000000.00
7000000.00
0.0070
N
7000840.00
7000840.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.207600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-05-20
N
N
N
10000000.00
10000000.00
0.0100
N
10001200.00
10001200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226200%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-11-18
N
N
N
5000000.00
5000000.00
0.0050
N
5001100.00
5001100.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-25
N
N
N
3000000.00
3000000.00
0.0030
N
3000420.00
3000420.00
Westpac Banking Corp
Westpac Banking Corp 0.243800%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-08-27
N
N
N
10000000.00
10000000.00
0.0100
N
10004000.00
10004000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49258.47
49258.47
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
46165.04
46165.04
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24610.09
24610.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
23064.58
23064.58
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24602.17
24602.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
23057.15
23057.15
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
23055.54
23055.54