0001145549-14-004549.txt : 20140630
0001145549-14-004549.hdr.sgml : 20140630
20140507161655
ACCESSION NUMBER: 0001145549-14-004549
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140430
FILED AS OF DATE: 20140507
DATE AS OF CHANGE: 20140507
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: 14821165
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
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-04-30
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
84
742607842.20
241197.55
31072.63
742817967.12
0.0022
1.0001
2014-04-30
1.0001
2014-04-30
C000012386
1.00
742817967.12
1.00
-17641491.01
33867965.86
51509456.87
0.0001
1.0001
2014-04-30
1.0001
2014-04-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.302000%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-06-04
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000000.00
0.0054
N
4000160.00
4000160.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.090000%
00279HV45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
Y
Santander UK Plc
N/A
N/A
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.260000%
02086MK37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
998880.55
0.0013
N
999020.00
999020.00
Alpine Securitization Corp
Alpine Securitization Corp 0.260000%
02086MK60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
998858.89
0.0013
N
998990.00
998990.00
Alpine Securitization Corp
Alpine Securitization Corp 0.260000%
02086MK94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1997674.45
0.0027
N
1997920.00
1997920.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
5000000.00
5000000.00
0.0067
Security is a time deposit.
N
5000000.00
5000000.00
Bank of America, NA
Bank of America, NA 0.352500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-05-06
2015-03-05
N
N
N
2000000.00
2000000.00
0.0027
N
2000084.00
2000084.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W2N2
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
4000000.00
4000000.00
0.0054
N
4000320.00
4000320.00
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
6000000.00
6000000.00
0.0081
N
6000660.00
6000660.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3T8
Other Note
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
1000000.00
1000000.00
0.0013
N
1000120.00
1000120.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4R1
Other Note
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
4000000.00
4000000.00
0.0054
N
4000360.00
4000360.00
Bank of America, NA
Bank of America, NA 0.200000%
06052W5S8
Other Note
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
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
2000000.00
2000000.00
0.0027
N
1999920.00
1999920.00
Bank of Montreal
Bank of Montreal 0.050000%
06366BRL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
7000000.00
7000000.00
0.0094
N
7000000.00
7000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.050000%
06405XE19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
6000000.00
6000000.00
0.0081
N
5999988.60
5999988.60
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-09
2014-09-09
N
N
N
13000000.00
13000000.00
0.0175
N
13002990.00
13002990.00
Bank of the West
Bank of the West 0.230000%
06426GDY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-28
2014-07-28
N
N
N
3000000.00
3000000.00
0.0040
N
3000750.00
3000750.00
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
4000000.00
4000000.00
0.0054
N
4000240.00
4000240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
2000000.00
2000000.00
0.0027
N
2000200.00
2000200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
1000000.00
1000000.00
0.0013
N
1000110.00
1000110.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.230000%
06538GN57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
1000000.00
1000054.67
0.0013
N
1000030.00
1000030.00
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
6000000.00
6000000.00
0.0081
N
6000540.00
6000540.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GWX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
5000000.00
5000000.00
0.0067
N
5000450.00
5000450.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GYN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
3000000.00
3000000.00
0.0040
N
3000210.00
3000210.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
1000000.00
1000000.00
0.0013
N
1000520.00
1000520.00
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
2000000.00
2000000.00
0.0027
N
2000860.00
2000860.00
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
2000000.00
2000000.00
0.0027
N
2000460.00
2000460.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
2000000.00
2000000.00
0.0027
N
2000460.00
2000460.00
Barclays Bank Plc
Barclays Bank Plc 0.290000%
06741XZK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-29
2014-09-29
N
N
N
1000000.00
1000000.00
0.0013
N
999960.00
999960.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140505_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-03-25
2.500000
Government Agency Debt
21800720.00
7868786.61
GNMA
2035-04-20
0.496699
Government Agency Debt
5152944.00
2020832.55
GNMA
2040-04-20
0.997000
Government Agency Debt
16601735.00
6910381.17
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
16000000.00
16000000.00
0.0215
N
16000000.00
16000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.290000%
06737JJW6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-30
2014-09-30
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
1997551.11
0.0027
N
1997680.00
1997680.00
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
1999608.89
0.0027
N
1999820.00
1999820.00
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
3000000.00
3000000.00
0.0040
N
3002130.00
3002130.00
BNP Paribas
BNP Paribas 0.300000%
05572NTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
4000000.00
4000000.00
0.0054
N
4000640.00
4000640.00
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
4000000.00
4000000.00
0.0054
N
4000640.00
4000640.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M140507_2MN1
0001197610
Other Repurchase Agreement
N
BABCOCK & WILCOX CO NEW COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1526.36
BANK OF AMERICA CORPORATION COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149992.08
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149947.83
BERKSHIRE HILLS BANCORP INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2143.05
BLOCK H & R INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
150005.25
BOEING CO COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149936.16
CAPITAL ONE FINL CORP COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
146799.47
CARDINAL HEALTH INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149973.36
CITIGROUP INC COM NEW
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149970.24
COPA HOLDINGS SA CL A
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
150000.48
CORNING INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
150004.26
CROWN CASTLE INTL CORP COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
143528.20
DOMINION RES INC VA NEW COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
143760.64
DOW CHEM CO COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
138600.20
EOG RES INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
142157.74
GENERAL ELECTRIC CO COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149989.80
HERSHA HOSPITALITY TR SH BEN I
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
13745.16
HOST HOTELS & RESORTS INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
69675.97
INGERSOLL-RAND PLC SHS
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149959.40
INVESCO LTD SHS
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5740.86
KELLOGG CO COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149990.76
LEAR CORP COM NEW
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
52691.20
MARCUS & MILLICHAP INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
548.46
METLIFE INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149662.08
PEPSICO INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
148279.04
REGIONS FINANCIAL CORP NEW COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10.09
STATE STR CORP COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149976.54
TIME WARNER CABLE INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
69958.35
TJX COS INC NEW COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
118302.80
YUME INC COM
2014-04-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3344.66
Unrated Security
N/A
N/A
2014-05-07
2014-05-07
N
Y
BNP Paribas
N/A
N/A
N
3000000.00
3000000.00
0.0040
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M140501_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-05-01
5.580000
Government Agency Debt
3154581.00
2479093.53
Fannie Mae
2037-03-01
2.426000
Government Agency Debt
3500000.00
2542683.11
Fannie Mae
2042-02-01
2.732000
Government Agency Debt
5459309.00
2456627.16
Fannie Mae
2042-03-01
2.769000
Government Agency Debt
3035043.00
1448455.02
Fannie Mae
2042-06-01
2.616000
Government Agency Debt
1793715.00
1373141.51
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
10000000.00
10000000.00
0.0135
N
10000000.00
10000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
988VYS000_0.2700_M140507_2MN1
0001197610
Other Repurchase Agreement
N
Bank of America Corp
2017-09-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4947.00
5655.82
CITIGROUP INC
2017-11-21
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6284727.00
7344345.06
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
7000000.00
7000000.00
0.0094
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
7000770.00
7000770.00
BPCE SA
BPCE SA 0.260000%
05571CE15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.100000%
10513DA34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-29
2014-05-29
N
N
N
5000000.00
5000000.00
0.0067
N
5000100.00
5000100.00
CAFCO, LLC
CAFCO, LLC 0.240000%
12476FHK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5995600.00
0.0081
N
5996220.00
5996220.00
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
4000000.00
3996754.44
0.0054
N
3996960.00
3996960.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240400%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-05-12
2015-01-02
N
N
N
6000000.00
6000000.00
0.0081
N
6000120.00
6000120.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
5000000.00
5000000.00
0.0067
Security is a time deposit.
N
5000000.00
5000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.180000%
13738KE29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3999980.00
0.0054
N
3999960.00
3999960.00
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
4998800.00
0.0067
N
4999200.00
4999200.00
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
1000000.00
1000000.00
0.0013
N
1000960.00
1000960.00
Chase Bank USA, NA
Chase Bank USA, NA 0.220000%
16144RUN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
N
7000000.00
7000000.00
0.0094
N
6999510.00
6999510.00
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
8000000.00
7993508.90
0.0108
N
7995600.00
7995600.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
3000000.00
3000000.00
0.0040
N
3000030.00
3000030.00
Citibank, NA
Citibank, NA 0.350000%
17304ULB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
2000000.00
2000000.00
0.0027
N
2000020.00
2000020.00
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
5000000.00
5000000.00
0.0067
N
5001300.00
5001300.00
Citibank, NA
Citibank, NA 0.230000%
17304URA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
1000000.00
1000000.00
0.0013
N
1000230.00
1000230.00
Citibank, NA
Citibank, NA 0.230000%
17304URV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-19
2014-09-19
N
N
N
4000000.00
4000000.00
0.0054
N
4000480.00
4000480.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
1000000.00
1000000.00
0.0013
Security is a time deposit.
N
1000000.00
1000000.00
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
3000000.00
2998650.00
0.0040
N
2999220.00
2999220.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
4000000.00
3996700.00
0.0054
N
3997840.00
3997840.00
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
2997900.00
0.0040
N
2998740.00
2998740.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.232300%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2015-02-25
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.225000%
22533MBW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
N
3000000.00
3000000.00
0.0040
N
3000390.00
3000390.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MCY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
N
N
3000000.00
3000000.00
0.0040
N
3000330.00
3000330.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TB64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
3000000.00
3000000.00
0.0040
N
2999700.00
2999700.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
1000000.00
1000000.00
0.0013
N
1000140.00
1000140.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
3000000.00
3000000.00
0.0040
N
3000480.00
3000480.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140708_2MN1
0001230485
Other Repurchase Agreement
N
144A FREMF 2013-K32 B
2023-07-25
3.535899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4751.51
BSARM 2004-11 B1
2034-10-25
2.925399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5342000.00
1775684.59
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
4315.92
LBUBS 2007-C6 AJ
2040-07-15
6.342800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
815000.00
841768.59
OPMAC 2005-3 M3
2035-07-25
0.652299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1115000.00
804667.14
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
19449.73
First Tier Security
N/A
N/A
2014-07-08
2014-07-08
N
N
N
3000000.00
3000000.00
0.0040
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 0.650000%
988WZK004_0.6500_M140711_2MN1
0001230485
Other Repurchase Agreement
N
GSMS
2045-08-10
5.997399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2208000.00
2300433.43
First Tier Security
N/A
N/A
2014-07-11
2014-07-11
N
N
N
2000000.00
2000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140715_2MN1
0001230485
Other Repurchase Agreement
N
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
2301569.94
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
2000000.00
2000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140721_2MN1
0001230485
Other Repurchase Agreement
N
144A FREMF 2013-K32 B
2023-07-25
3.535899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4751.51
144A MSC 2012-STAR C
2034-08-05
3.851999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5015.05
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
4315.92
GSAA 2005-11 1A2
2035-10-25
0.472300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
643517.41
GSAA 2005-15 1A2
2036-01-25
0.532300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
91171.54
GSAA 2007-4 A3B
2037-03-25
0.502299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
346000.00
57438.34
INABS 2006-C 3A4
2036-08-25
0.392299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
9966.69
JPMAC 2007-HE1 AV2
2047-03-25
0.292300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1905000.00
1486394.44
First Tier Security
N/A
N/A
2014-07-21
2014-07-21
N
N
N
2000000.00
2000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140801_2MN1
0001230485
Other Repurchase Agreement
N
144A FREMF 2013-K32 B
2023-07-25
3.535899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4751.51
144A MSC 2012-STAR C
2034-08-05
3.851999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5015.05
SLM STUDENT LN EDC REPACKAGIN
2029-10-28
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390000.00
1144998.19
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1000000.00
1000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_2MN1
0001230485
Other Repurchase Agreement
N
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
4315.92
RBSGC 2005-A 2A3
2035-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1174000.00
1142759.84
WAMMS 2003-AR4 B1
2033-08-25
2.265899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
5529.26
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
1000000.00
1000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140507_2MN1
0001230485
Other Repurchase Agreement
N
144A CBRE 2006-1A C
2046-03-25
0.852299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
935.84
144A ECP 2013-5A C
2025-01-20
3.727799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
58160.98
144A FREMF 2013-K32 B
2023-07-25
3.535899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4751.51
144A MONT 2006-1A A1B
2042-09-06
0.471800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135000.00
519879.80
144A NMCRE 2007-2A B
2042-05-21
0.563599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
78505.03
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
141977.84
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
4083.46
CWALT 2006-OC2 2A2
2036-02-25
0.352300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2375000.00
115015.66
GSMS 2006 RR2
2046-06-23
5.570700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2473.85
MARM 2007-3 12A1
2047-05-25
0.352300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1830.02
OOMLT 2007-4 2A2
2037-04-25
0.332299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
220176.43
WAMU 2007-OA5 1A
2047-06-25
0.880000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2441.66
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
1000000.00
1000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000000.00
1000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1FB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999498.89
0.0027
N
1999620.00
1999620.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1G80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-08
2014-07-08
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999168.89
0.0027
N
1999280.00
1999280.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1GE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
Y
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
999547.78
0.0013
N
999600.00
999600.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
2000000.00
2000000.00
0.0027
N
2000200.00
2000200.00
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
5000000.00
5000000.00
0.0067
N
5002800.00
5002800.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JFG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
6000000.00
6000000.00
0.0081
N
6000360.00
6000360.00
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
0.0040
N
3000180.00
3000180.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
3000000.00
3000000.00
0.0040
N
3000390.00
3000390.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25155JPU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-28
2014-07-28
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
21599B009_0.0500_M140501_2MN1
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-08-31
0.625000
Treasury Debt
41404100.00
40800055.81
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
40000000.00
40000000.00
0.0538
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M140501_2MN1
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
12457200.00
11654665.54
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
11426127.00
11426127.00
0.0154
N
11426127.00
11426127.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140501_2MN1
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2043-05-20
3.000000
Government Agency Debt
7850281.00
7223535.50
United States Treasury Department
2039-08-15
4.500000
Treasury Debt
2601000.00
3115459.32
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
10000000.00
10000000.00
0.0135
N
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140505_2MN1
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2039-08-15
4.500000
Treasury Debt
6812600.00
8160083.88
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
8000000.00
8000000.00
0.0108
N
8000000.00
8000000.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
12000000.00
12000000.00
0.0162
Security is a time deposit.
N
12000001.20
12000001.20
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385YM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
N
2000000.00
1999835.00
0.0027
N
1999940.00
1999940.00
Freddie Mac
Freddie Mac 0.227300%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-10
2015-05-10
N
N
N
15000000.00
15000000.00
0.0202
N
15006120.00
15006120.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JF40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
1000000.00
999811.11
0.0013
N
999960.00
999960.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959JGF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
1000000.00
999562.50
0.0013
N
999850.00
999850.00
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
7000000.00
6996150.00
0.0094
N
6998250.00
6998250.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140501_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
196621.00
1344.04
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
14723.00
13856.08
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
695101.00
361603.02
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
4218.00
3767.48
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
2552972.00
2679430.00
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140505_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-07-01
5.500000
Government Agency Debt
1007884.00
44140.65
Fannie Mae
2022-02-01
6.000000
Government Agency Debt
258921.00
44580.46
Fannie Mae
2022-04-01
7.000000
Government Agency Debt
1820000.00
44354.27
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
233307.00
44603.27
Fannie Mae
2024-04-01
6.000000
Government Agency Debt
330000.00
44381.94
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
78326.00
43741.63
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
1001137.00
44249.98
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
700000.00
44033.23
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
370000.00
44336.51
Fannie Mae
2034-03-01
3.500000
Government Agency Debt
2984197.00
3079144.39
Fannie Mae
2035-04-01
5.500000
Government Agency Debt
300000.00
44666.07
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
214977.00
44734.89
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
448633.00
44690.09
Fannie Mae
2039-05-01
5.000000
Government Agency Debt
89946.00
44225.39
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
64000.00
44253.15
Freddie Mac
2017-11-01
6.500000
Government Agency Debt
982956.00
44324.46
Freddie Mac
2022-06-01
5.500000
Government Agency Debt
536269.00
44177.73
Freddie Mac
2023-09-01
6.000000
Government Agency Debt
500000.00
44168.18
Freddie Mac
2024-02-01
6.000000
Government Agency Debt
126093.00
7490.94
Freddie Mac
2030-09-01
8.500000
Government Agency Debt
7244511.00
36212.58
Freddie Mac
2032-05-01
6.000000
Government Agency Debt
304192.00
44706.30
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
556173.00
44184.40
Freddie Mac
2035-05-01
6.000000
Government Agency Debt
282619.00
28441.34
Freddie Mac
2036-04-01
6.000000
Government Agency Debt
168600.00
44416.25
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
438155.00
44195.53
Freddie Mac
2041-01-20
4.500000
Government Agency Debt
3689538.00
2219116.88
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
9309.00
8314.72
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
2273881.00
2003109.50
GNMA
2040-03-15
5.000000
Government Agency Debt
2516064.00
2508104.39
GNMA
2040-11-15
4.000000
Government Agency Debt
1972087.00
1449534.14
GNMA
2044-04-15
4.500000
Government Agency Debt
2311636.00
2527378.68
GNMA
2044-04-20
4.000000
Government Agency Debt
2394959.00
2541988.46
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
17000000.00
17000000.00
0.0229
N
17000000.00
17000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140507_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
7.500000
Government Agency Debt
1655988.00
6069.30
Fannie Mae
2016-06-01
6.500000
Government Agency Debt
1424475.00
6099.82
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
89415.00
6239.50
Fannie Mae
2017-12-01
6.500000
Government Agency Debt
261801.00
6024.69
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
100000.00
6661.54
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
500750.00
6469.02
Fannie Mae
2018-11-01
7.000000
Government Agency Debt
625000.00
6528.91
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
74000.00
6285.85
Fannie Mae
2020-05-01
5.000000
Government Agency Debt
65000.00
6507.71
Fannie Mae
2020-10-01
4.000000
Government Agency Debt
52092.00
6060.08
Fannie Mae
2020-12-01
4.000000
Government Agency Debt
104126.00
6310.67
Fannie Mae
2021-03-01
6.500000
Government Agency Debt
650000.00
6582.15
Fannie Mae
2021-04-01
6.000000
Government Agency Debt
1098900.00
6149.13
Fannie Mae
2021-08-01
6.000000
Government Agency Debt
29240.00
6574.10
Fannie Mae
2022-02-01
5.000000
Government Agency Debt
47375.00
6269.02
Fannie Mae
2022-05-01
10.000000
Government Agency Debt
2875000.00
6070.15
Fannie Mae
2022-07-01
5.000000
Government Agency Debt
66645.00
6505.58
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
62739.00
6890.55
Fannie Mae
2023-10-01
7.000000
Government Agency Debt
980000.00
6969.68
Fannie Mae
2023-10-01
7.000000
Government Agency Debt
106856.00
6794.49
Fannie Mae
2025-03-01
4.500000
Government Agency Debt
24272.00
6544.26
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
15701.00
6154.71
Fannie Mae
2025-12-01
7.000000
Government Agency Debt
1000000.00
6266.54
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
15202.00
6664.92
Fannie Mae
2026-10-01
8.500000
Government Agency Debt
500000.00
6347.90
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
7565.00
6906.58
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
7000.00
6376.54
Fannie Mae
2028-04-01
6.000000
Government Agency Debt
1761354.00
6165.31
Fannie Mae
2028-05-01
6.000000
Government Agency Debt
500000.00
6309.61
Fannie Mae
2028-05-01
6.500000
Government Agency Debt
525000.00
6242.33
Fannie Mae
2028-10-01
6.000000
Government Agency Debt
410373.00
6420.55
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
484956.00
6375.56
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
899434.00
6407.77
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
325000.00
6242.43
Fannie Mae
2029-02-01
6.000000
Government Agency Debt
40102.00
6884.96
Fannie Mae
2029-03-01
6.000000
Government Agency Debt
399664.00
6674.55
Fannie Mae
2029-03-01
6.000000
Government Agency Debt
375000.00
6482.76
Fannie Mae
2030-04-01
8.500000
Government Agency Debt
1141000.00
6276.75
Fannie Mae
2030-08-01
4.000000
Government Agency Debt
21339.00
6658.08
Fannie Mae
2030-09-01
7.500000
Government Agency Debt
2062341.00
6582.44
Fannie Mae
2030-09-01
8.500000
Government Agency Debt
435248.00
6387.94
Fannie Mae
2030-11-01
8.500000
Government Agency Debt
1031986.00
6584.39
Fannie Mae
2031-04-01
6.000000
Government Agency Debt
530000.00
6406.13
Fannie Mae
2031-04-01
6.500000
Government Agency Debt
525477.00
6734.49
Fannie Mae
2031-07-01
6.500000
Government Agency Debt
433000.00
6411.57
Fannie Mae
2031-09-01
6.500000
Government Agency Debt
395500.00
6283.53
Fannie Mae
2031-09-01
8.000000
Government Agency Debt
625521.00
6717.50
Fannie Mae
2031-10-01
6.500000
Government Agency Debt
1000000.00
6290.68
Fannie Mae
2031-10-01
6.500000
Government Agency Debt
100000.00
6190.15
Fannie Mae
2031-12-01
6.000000
Government Agency Debt
73657.00
6561.26
Fannie Mae
2031-12-01
6.000000
Government Agency Debt
76574.00
6470.71
Fannie Mae
2032-01-01
6.000000
Government Agency Debt
51930.00
6810.93
Fannie Mae
2032-01-01
6.500000
Government Agency Debt
1090286.00
7023.31
Fannie Mae
2032-03-01
6.500000
Government Agency Debt
306000.00
5648.16
Fannie Mae
2032-03-01
8.000000
Government Agency Debt
416280.00
6826.09
Fannie Mae
2032-05-01
7.000000
Government Agency Debt
1595312.00
6196.96
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
124665.00
6907.28
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
363035.00
6663.92
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
46568.00
6736.38
Fannie Mae
2032-11-01
6.000000
Government Agency Debt
242213.00
6504.97
Fannie Mae
2032-12-01
5.500000
Government Agency Debt
14824.00
6711.91
Fannie Mae
2033-03-01
6.500000
Government Agency Debt
302100.00
6226.48
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
35372.00
6719.84
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
31160.00
7008.58
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
31780.00
6647.90
Fannie Mae
2033-08-01
5.500000
Government Agency Debt
69000.00
6506.69
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
101432.00
7075.99
Fannie Mae
2034-05-01
6.000000
Government Agency Debt
313498.00
1934.37
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
107955.00
6417.17
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
45116.00
6893.71
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
85000.00
6151.48
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
35000.00
6091.20
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
42505.00
6637.14
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
75000.00
6235.92
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
44577.00
6689.45
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
45000.00
6749.04
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
50000.00
6900.23
Fannie Mae
2037-12-01
2.017999
Government Agency Debt
100000.00
6180.63
Fannie Mae
2038-02-01
6.000000
Government Agency Debt
60003.00
6989.04
Fannie Mae
2038-12-01
5.000000
Government Agency Debt
36581.00
6509.45
Fannie Mae
2039-07-01
2.513999
Government Agency Debt
41498.00
13921.81
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
12194.00
4923.60
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
16000.00
6369.96
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
22160.00
6445.76
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
17666.00
6498.77
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
13204.00
6220.64
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
12000.00
6837.71
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
11489.00
6758.24
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
8182.00
6316.73
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
11640.00
6389.42
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
2083.00
1960.35
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
7000.00
6137.57
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
8000.00
7025.73
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
7850.00
7050.12
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
6000.00
6438.78
Freddie Mac
2014-09-01
6.500000
Government Agency Debt
2019578.00
5174.11
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
1129167.00
6358.93
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
859357.00
5624.56
Freddie Mac
2016-06-01
6.500000
Government Agency Debt
2112033.00
6541.45
Freddie Mac
2016-08-01
6.000000
Government Agency Debt
1250000.00
6150.20
Freddie Mac
2017-01-01
8.500000
Government Agency Debt
1020500.00
6218.13
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
301414.00
6111.28
Freddie Mac
2017-10-01
6.000000
Government Agency Debt
470868.00
5154.69
Freddie Mac
2019-06-01
8.500000
Government Agency Debt
10000000.00
6018.37
Freddie Mac
2019-10-01
6.000000
Government Agency Debt
252303.00
6400.06
Freddie Mac
2020-02-01
9.500000
Government Agency Debt
9000000.00
6772.62
Freddie Mac
2020-07-01
5.000000
Government Agency Debt
67249.00
6851.92
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
192363.00
6139.54
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
80000.00
6226.70
Freddie Mac
2021-11-01
3.000000
Government Agency Debt
12509.00
6589.69
Freddie Mac
2022-07-01
5.500000
Government Agency Debt
58228.00
6173.44
Freddie Mac
2022-12-01
9.500000
Government Agency Debt
1316700.00
6267.57
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
82000.00
6642.67
Freddie Mac
2024-02-01
6.000000
Government Agency Debt
250000.00
6916.15
Freddie Mac
2024-02-01
7.500000
Government Agency Debt
197503.00
1253.28
Freddie Mac
2024-09-01
8.500000
Government Agency Debt
1117575.00
6002.78
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
15554.00
6696.49
Freddie Mac
2026-09-01
8.000000
Government Agency Debt
1633751.00
6869.05
Freddie Mac
2028-11-01
7.000000
Government Agency Debt
573629.00
6710.75
Freddie Mac
2028-12-01
3.500000
Government Agency Debt
1035768.00
1070803.87
Freddie Mac
2029-02-01
8.500000
Government Agency Debt
494708.00
6406.52
Freddie Mac
2029-07-01
6.000000
Government Agency Debt
165069.00
6693.09
Freddie Mac
2029-07-01
7.000000
Government Agency Debt
369000.00
6407.70
Freddie Mac
2029-08-01
6.500000
Government Agency Debt
624500.00
6538.28
Freddie Mac
2029-11-01
7.000000
Government Agency Debt
300385.00
6706.36
Freddie Mac
2030-02-01
7.000000
Government Agency Debt
772057.00
5839.53
Freddie Mac
2030-02-01
8.500000
Government Agency Debt
2241546.00
6947.47
Freddie Mac
2030-05-01
8.000000
Government Agency Debt
645302.00
6172.68
Freddie Mac
2030-06-01
8.000000
Government Agency Debt
25011279.00
6094.99
Freddie Mac
2030-07-01
7.500000
Government Agency Debt
1917324.00
6533.85
Freddie Mac
2030-08-01
8.000000
Government Agency Debt
6126838.00
6205.31
Freddie Mac
2030-11-01
8.500000
Government Agency Debt
160530.00
2273.23
Freddie Mac
2031-07-01
8.500000
Government Agency Debt
558000.00
6826.59
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
4723134.00
6162.68
Freddie Mac
2031-11-01
7.000000
Government Agency Debt
75000.00
6432.93
Freddie Mac
2031-11-01
7.000000
Government Agency Debt
780172.00
6365.97
Freddie Mac
2031-11-01
8.000000
Government Agency Debt
428059.00
6957.11
Freddie Mac
2031-12-01
6.000000
Government Agency Debt
117040.00
6775.21
Freddie Mac
2032-01-01
7.000000
Government Agency Debt
517975.00
6848.05
Freddie Mac
2036-05-01
6.000000
Government Agency Debt
130082.00
6800.77
Freddie Mac
2036-05-01
6.500000
Government Agency Debt
70000.00
6562.86
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
25000.00
6955.29
Freddie Mac
2039-03-01
6.500000
Government Agency Debt
12750.00
6901.33
Freddie Mac
2039-05-01
4.000000
Government Agency Debt
43822.00
6560.40
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
12342.00
6786.69
Freddie Mac
2039-11-01
4.000000
Government Agency Debt
16768.00
6906.02
Freddie Mac
2040-05-01
4.500000
Government Agency Debt
19755.00
6690.98
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
10000.00
6637.43
Freddie Mac
2041-07-01
4.000000
Government Agency Debt
15791.00
6890.29
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
7701.00
6707.64
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
8406.00
6225.72
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
10686.00
9544.65
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Govco, LLC
Govco, LLC 0.340000%
38362WE56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999886.67
0.0040
N
2999940.00
2999940.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1K13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
Y
ING Bank NV
N/A
N/A
N
2000000.00
1997450.00
0.0027
N
1997660.00
1997660.00
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
2000000.00
2000000.00
0.0027
N
2000020.00
2000020.00
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
4000000.00
4000000.00
0.0054
N
4003800.00
4003800.00
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
3000000.00
3000000.00
0.0040
N
3000690.00
3000690.00
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
0.0013
N
1000010.00
1000010.00
ING Bank NV
ING Bank NV 0.330000%
923WQZ009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
3000000.00
3000000.00
0.0040
N
3000780.00
3000780.00
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
4000000.00
3994800.00
0.0054
N
3997520.00
3997520.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.620000%
921ACP006_0.6200_M140729_2MN1
0001168163
Other Repurchase Agreement
N
CGWF COML MTG 2013 RKWH
2030-11-15
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3159459.00
3160795.45
SASC 2001-9 B2
2031-07-25
7.320000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1759068.00
291638.86
WACHOVIA BANK COMM
2047-04-17
5.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56.00
61.47
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
3000000.00
3000000.00
0.0040
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000000.00
3000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.412000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-05-21
2014-12-22
N
N
N
10000000.00
10000000.00
0.0135
N
10002030.00
10002030.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PD34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-09
2014-05-09
N
N
N
4000000.00
4000000.00
0.0054
N
4000120.00
4000120.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PE74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
1000000.00
1000000.00
0.0013
N
1000050.00
1000050.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
6000000.00
6000000.00
0.0081
N
6002460.00
6002460.00
Lexington Parker Capital Company, LLC
Lexington Parker Capital Company, LLC 0.220000%
52952MG79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-07
2014-07-07
N
N
Y
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
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
4000000.00
3998362.22
0.0054
N
3998600.00
3998600.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
3000000.00
3000000.00
0.0040
N
3000780.00
3000780.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
3000000.00
3000000.00
0.0040
N
3000510.00
3000510.00
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
3000000.00
3000000.00
0.0040
N
3000630.00
3000630.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
1000000.00
1000000.00
0.0013
N
1000210.00
1000210.00
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
2000000.00
2000000.00
0.0027
N
2001100.00
2001100.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140604_2MN1
0000728612
Other Repurchase Agreement
N
BEAR STEARNS ALT A TRUST 2002-1
2035-05-25
2.533300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26925638.00
3674231.59
CITIGRP MTGE LOAN TRUST
2035-08-25
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
376978.00
324701.27
GE COMMERCIAL MTG CORP
2049-12-10
5.482999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32900.00
18548.39
GSAA HEQ TR 2006-7
2046-03-25
6.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9383.00
6023.17
GSMSC 2008 IR
2037-08-27
2.685200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650235.00
673365.49
HVMLT
2036-12-19
0.342200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6320.00
2201.16
HVMLT 2006-14
2037-02-19
0.302200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23278.00
8441.94
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
49288.00
22882.70
ML CFC COMMERCIAL MTG TRUST 2007 5
2048-08-14
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13416.00
12227.54
WAMU MTGE CTFS
2047-01-25
0.834999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.29
WMALT 2007-OA5 A1A
2047-05-25
0.974999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6949196.00
3307376.48
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
7000000.00
7000000.00
0.0094
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
7005040.00
7005040.00
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
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
1000000.00
1000000.00
0.0013
N
999910.00
999910.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
1000000.00
1000000.00
0.0013
N
999900.00
999900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-23
2014-10-23
N
N
N
3000000.00
3000000.00
0.0040
N
2999700.00
2999700.00
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
3000000.00
3000000.00
0.0040
N
3000060.00
3000060.00
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
4000000.00
4000000.00
0.0054
N
4000360.00
4000360.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LSJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-17
2014-10-17
N
N
N
3000000.00
3000000.00
0.0040
N
3000000.00
3000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LSS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
4000000.00
4000000.00
0.0054
N
4000000.00
4000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
3000000.00
3000000.00
0.0040
N
2999850.00
2999850.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.070000%
60686N005_0.0700_M140501_2MN1
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-02-15
4.500000
Treasury Debt
1882500.00
2040044.34
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
13000000.00
13000000.00
0.0175
Security is a time deposit.
N
13000000.00
13000000.00
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
3000000.00
2999800.00
0.0040
N
2999880.00
2999880.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1EP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
4000000.00
3999511.11
0.0054
N
3999680.00
3999680.00
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
6000000.00
6000000.00
0.0081
N
6000120.00
6000120.00
Natixis SA
Natixis SA 0.250000%
63873ES77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.400000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2014-05-07
2014-05-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
65000.00
65000.00
0.0001
N
65000.00
65000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EL22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
4000000.00
4000000.00
0.0054
N
4000000.00
4000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EL97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
2000000.00
2000000.00
0.0027
N
2000000.00
2000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UJR5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999060.83
0.0013
N
999430.00
999430.00
Old Line Funding, LLC
Old Line Funding, LLC 0.212500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
4000000.00
0.0054
N
4000120.00
4000120.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.180000%
69033PXB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
4000000.00
3999999.89
0.0054
N
4000040.00
4000040.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.245000%
69033RGE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
3000000.00
2998489.17
0.0040
N
2998800.00
2998800.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.230000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
Y
California State Teachers Retirement System
N/A
N/A
Y
California State Teachers Retirement System
N/A
N/A
N
7160000.00
7160000.00
0.0096
N
7160000.00
7160000.00
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
5000000.00
5000000.00
0.0067
N
5001250.00
5001250.00
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
0.0067
N
5000900.00
5000900.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21685VAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
6000000.00
6000000.00
0.0081
N
6001080.00
6001080.00
Royal Bank of Canada
Royal Bank of Canada 0.280400%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-07-07
2015-05-07
N
N
N
7000000.00
7000000.00
0.0094
N
7000399.00
7000399.00
Royal Bank of Canada
Royal Bank of Canada 0.320100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-07-07
2015-05-04
N
N
N
5000000.00
5000000.00
0.0067
N
5002400.00
5002400.00
Royal Bank of Canada
Royal Bank of Canada 0.272300%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-06-24
N
N
N
10000000.00
10000000.00
0.0135
N
10002200.00
10002200.00
Royal Bank of Canada
Royal Bank of Canada 0.232000%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2015-03-04
N
N
N
4000000.00
4000000.00
0.0054
N
4000160.00
4000160.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MEM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999888.89
0.0013
N
999930.00
999930.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MFH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999738.89
0.0013
N
999800.00
999800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124MGE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1999136.66
0.0027
N
1999300.00
1999300.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050UGE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
3000000.00
2998335.00
0.0040
N
2999040.00
2999040.00
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
3000000.00
2996641.67
0.0040
N
2996730.00
2996730.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
2000000.00
2000000.00
0.0027
N
2000200.00
2000200.00
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
2000000.00
2000000.00
0.0027
N
2000220.00
2000220.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UR38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
6000000.00
6000000.00
0.0081
N
5999700.00
5999700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562US29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
7000000.00
7000000.00
0.0094
N
6999650.00
6999650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562USH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
1000000.00
1000000.00
0.0013
N
1000240.00
1000240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UVN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
4000000.00
4000000.00
0.0054
N
4000000.00
4000000.00
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
2000000.00
2000000.00
0.0027
N
2000040.00
2000040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UZV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
1000000.00
1000000.00
0.0013
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
0.0013
N
1000030.00
1000030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KLJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
2000000.00
2000000.00
0.0027
N
1999920.00
1999920.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.070000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
10000000.00
10000000.00
0.0135
Security is a time deposit.
N
10000000.00
10000000.00
Swedbank AB
Swedbank AB 0.255000%
87019SKM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
2000000.00
1997549.17
0.0027
N
1997540.00
1997540.00
Swedbank AB
Swedbank AB 0.080000%
870999000_M140507
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
8000000.00
8000000.00
0.0108
Security is a time deposit.
N
8000000.00
8000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UJN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-22
2014-09-22
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2997360.00
0.0040
N
2997450.00
2997450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.202000%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-29
2014-09-02
N
N
N
6000000.00
6000000.00
0.0081
N
6001080.00
6001080.00
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
3000000.00
3000000.00
0.0040
N
3000390.00
3000390.00
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
10000000.00
10000000.00
0.0135
N
10000100.00
10000100.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKM5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
2000000.00
1997693.34
0.0027
N
1998500.00
1998500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HLA0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-10
2014-11-10
N
N
N
13000000.00
12983273.34
0.0175
N
12988170.00
12988170.00
United States Treasury Department
United States Treasury Department 0.075000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-05-01
2016-01-31
N
N
N
5000000.00
4998712.32
0.0067
N
4998355.00
4998355.00
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
1000000.00
1000000.00
0.0013
N
1000170.00
1000170.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222500%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2015-04-07
N
N
N
2000000.00
2000000.00
0.0027
N
2000100.00
2000100.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.202000%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
N
7000000.00
7000000.00
0.0094
N
7000350.00
7000350.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.202500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-08-05
N
N
N
5000000.00
5000000.00
0.0067
N
5000550.00
5000550.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.200000%
9497P6R67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-02
N
N
N
11000000.00
11000000.00
0.0148
N
11000000.00
11000000.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-10-29
N
N
N
2000000.00
2000000.00
0.0027
N
2000620.00
2000620.00
Westpac Banking Corp
Westpac Banking Corp 0.231800%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
10000000.00
10000000.00
0.0135
N
10000700.00
10000700.00
Westpac Banking Corp
Westpac Banking Corp 0.252000%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-06-19
N
N
N
4000000.00
4000000.00
0.0054
N
4000720.00
4000720.00
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
23198.28
23198.28
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
11586.04
11586.04