0001145549-15-000702.txt : 20150302
0001145549-15-000702.hdr.sgml : 20150302
20150108161017
ACCESSION NUMBER: 0001145549-15-000702
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150108
DATE AS OF CHANGE: 20150108
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: 15516550
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
2014-12-31
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
49
79
932020085.34
326729.61
135153.60
932211661.35
0.0022
1.0001
2014-12-31
1.0001
2014-12-31
C000012387
1.00
932211661.35
1.00
-7341136.12
32908300.15
40249436.27
0.0001
1.0001
2014-12-31
1.0001
2014-12-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-11
2015-02-11
N
Y
Santander UK Plc
N/A
N/A
N
7000000.00
7000000.00
0.0075
N
7000560.00
7000560.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.308300%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-02-04
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0032
N
3000030.00
3000030.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
8000000.00
8000000.00
0.0086
Security is a time deposit.
N
8000000.00
8000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M150105
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
2000000.00
2000000.00
0.0021
Security is a time deposit.
N
1999993.80
1999993.80
Bank of America, NA
Bank of America, NA 0.357000%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-03-05
N
N
N
3000000.00
3000000.00
0.0032
N
3000024.00
3000024.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDR3
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
1000000.00
1000000.00
0.0011
N
1000040.00
1000040.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDY8
Other Note
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
6000000.00
6000000.00
0.0064
N
6000780.00
6000780.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PAX5
Other Note
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
10000000.00
10000000.00
0.0107
N
10000700.00
10000700.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBR7
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
7000000.00
7000000.00
0.0075
N
7000000.00
7000000.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BH94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
15000000.00
15000000.00
0.0161
N
15000300.00
15000300.00
Bank of Montreal
Bank of Montreal 0.220000%
06366CET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
10000000.00
10000000.00
0.0107
N
9999700.00
9999700.00
Bank of Nova Scotia
Bank of Nova Scotia 0.239500%
06417HRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-28
2015-04-28
N
N
N
5000000.00
5000000.00
0.0054
N
5000100.00
5000100.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
924HZZ001_0.1000_M150102_2MN2
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-05-01
3.228000
Government Agency Debt
1617.00
647.03
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5488403.00
5152453.17
Fannie Mae
2044-05-01
2.874000
Government Agency Debt
9282357.00
8028138.09
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
14726.00
15779.36
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
7988043.00
7402983.17
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
20000000.00
20000000.00
0.0215
N
20000000.00
20000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
5000000.00
5000000.00
0.0054
N
5000700.00
5000700.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HQS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
3000000.00
3000000.00
0.0032
N
3000480.00
3000480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HYJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
7000000.00
7000000.00
0.0075
N
7000350.00
7000350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000%
06538JBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
3000000.00
3000000.00
0.0032
N
3000000.00
3000000.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
7000000.00
7000000.00
0.0075
N
7000840.00
7000840.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
N
4000000.00
4000000.00
0.0043
N
4000480.00
4000480.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
1000000.00
1000000.00
0.0011
N
1000120.00
1000120.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M150102_2MN2
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
757500.00
758972.16
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
744031.00
744031.00
0.0008
N
744031.00
744031.00
Barclays US Funding Corp
Barclays US Funding Corp 0.350000%
06737JRT4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
Y
Barclays Bank Plc
N/A
N/A
N
5000000.00
4994361.11
0.0054
N
4996000.00
4996000.00
Blue Mountain Enterprises, LLC
Blue Mountain Enterprises, LLC 0.160000%
095770AA1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1980000.00
1980000.00
0.0021
N
1980000.00
1980000.00
BNP Paribas
BNP Paribas 0.300000%
05572NWM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
2000000.00
2000000.00
0.0021
N
1999660.00
1999660.00
BNP Paribas
BNP Paribas 0.260000%
05572NWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
N
4000000.00
4000000.00
0.0043
N
4000080.00
4000080.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M150102_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-01-25
3.000000
Government Agency Debt
406322.00
408047.95
Freddie Mac
2034-10-15
0.410800
Government Agency Debt
147000000.00
10092403.15
Freddie Mac
2040-01-15
0.474999
Government Agency Debt
6277172.00
6299549.07
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
16000000.00
16000000.00
0.0172
N
16000000.00
16000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.460000%
988VYS000_0.4600_M150107_2MN2
0001197610
Other Repurchase Agreement
N
DARDEN RESTAURANTS INC
2017-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3100325.00
3450000.32
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0032
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000960.00
3000960.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999069.45
0.0021
N
1999300.00
1999300.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.250000%
13606JNU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
13000000.00
13000000.00
0.0139
N
12999350.00
12999350.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
7000000.00
7000000.00
0.0075
Security is a time deposit.
N
7000000.00
7000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KPS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
2000000.00
1999346.67
0.0021
N
1999380.00
1999380.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KRL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
5000000.00
4995912.50
0.0054
N
4996350.00
4996350.00
Chariot Funding, LLC
Chariot Funding, LLC 0.290000%
15963UU12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7988335.57
0.0086
N
7988960.00
7988960.00
Charta, LLC
Charta, LLC 0.250000%
16115XPR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2998854.17
0.0032
N
2999190.00
2999190.00
Charta, LLC
Charta, LLC 0.250000%
16115XSJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6993340.28
0.0075
N
6993630.00
6993630.00
Charta, LLC
Charta, LLC 0.250000%
16115XSN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4995104.17
0.0054
N
4995250.00
4995250.00
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
0.0021
N
2000020.00
2000020.00
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
0.0021
N
2000020.00
2000020.00
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
0.0011
N
1000110.00
1000110.00
Citibank, NA
Citibank, NA 0.250000%
17304UA42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000020.00
1000020.00
Citibank, NA
Citibank, NA 0.250000%
17304UB66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000020.00
1000020.00
Citibank, NA
Citibank, NA 0.250000%
17304UWW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
9000000.00
9000000.00
0.0097
N
9000180.00
9000180.00
Citibank, NA
Citibank, NA 0.250000%
17304UZW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
8000000.00
8000000.00
0.0086
N
8000960.00
8000960.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
7000000.00
7000000.00
0.0075
Security is a time deposit.
N
6999829.90
6999829.90
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.280000%
19422GQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
2000000.00
1999066.67
0.0021
N
1999380.00
1999380.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.390000%
19422GUL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
4000000.00
3991333.33
0.0043
N
3992000.00
3992000.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.400000%
19422DTA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
1000000.00
998222.22
0.0011
N
998670.00
998670.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.400000%
19422DTF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
3000000.00
2994500.00
0.0032
N
2995770.00
2995770.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-07-02
N
N
N
10000000.00
10000000.00
0.0107
N
10000200.00
10000200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234300%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
2000000.00
2000000.00
0.0021
N
1999986.00
1999986.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.244100%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-06-19
N
N
N
4000000.00
4000000.00
0.0043
N
4000244.00
4000244.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1997805.56
0.0021
N
1997440.00
1997440.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.280000%
22533MVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T4U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
6000000.00
6000000.00
0.0064
N
6001080.00
6001080.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5C8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
N
4000000.00
4000000.00
0.0043
N
4000760.00
4000760.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VNA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
1000000.00
1000000.00
0.0011
N
999960.00
999960.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VPN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
7000000.00
7000000.00
0.0075
N
6999650.00
6999650.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150225_2MN2
0001230485
Other Repurchase Agreement
N
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4575000.00
4604609.36
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3430000.00
3452198.93
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
7000000.00
7000000.00
0.0075
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
7004550.00
7004550.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150402_2MN2
0001230485
Other Repurchase Agreement
N
CSMC 2007-C4 A1AJ
2039-09-15
5.898100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2195000.00
2302735.34
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
2000000.00
2000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
2000000.00
2000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1ND1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
5000000.00
4999616.67
0.0054
N
4999700.00
4999700.00
DNB Bank ASA
DNB Bank ASA 0.240000%
2332K1R85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
N
2000000.00
1998706.67
0.0021
N
1999020.00
1999020.00
Eagle Cnty
Housing Facilities RB (BC Housing) Series 1997B 0.210000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0016
N
1500000.00
1500000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384AB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
2000000.00
1999995.00
0.0021
N
2000000.00
2000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384AY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
16000000.00
15999168.89
0.0172
N
15999904.00
15999904.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JPC1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
N
7000000.00
6998203.33
0.0075
N
6999440.00
6999440.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
9000000.00
8994335.00
0.0096
N
8996310.00
8996310.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M150105_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-10-01
7.000000
Government Agency Debt
1500403.00
50758.73
Fannie Mae
2017-03-01
5.500000
Government Agency Debt
6142578.00
49009.17
Fannie Mae
2017-05-01
6.500000
Government Agency Debt
4896345.00
51090.24
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1360000.00
52388.56
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
1950374.00
51142.79
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
2322677.00
50749.43
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
1395825.00
50153.88
Fannie Mae
2018-02-01
6.500000
Government Agency Debt
535000.00
46688.79
Fannie Mae
2018-04-01
6.500000
Government Agency Debt
2720000.00
46084.17
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
1017772.00
52409.79
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
1000000.00
48744.70
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
500050.00
51394.07
Fannie Mae
2018-10-01
4.000000
Government Agency Debt
575000.00
51763.16
Fannie Mae
2018-10-01
5.500000
Government Agency Debt
1104677.00
49273.78
Fannie Mae
2018-11-01
5.500000
Government Agency Debt
503770.00
45254.84
Fannie Mae
2018-12-01
6.000000
Government Agency Debt
5404000.00
47501.86
Fannie Mae
2019-02-01
6.000000
Government Agency Debt
1600158.00
44096.03
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
296986.00
47283.31
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
886063.00
51969.90
Fannie Mae
2020-01-01
9.000000
Government Agency Debt
13475804.00
51961.37
Fannie Mae
2020-04-01
4.500000
Government Agency Debt
600000.00
51004.19
Fannie Mae
2020-04-01
8.000000
Government Agency Debt
8318977.00
48481.85
Fannie Mae
2020-08-01
4.000000
Government Agency Debt
636731.00
44617.76
Fannie Mae
2020-08-01
5.000000
Government Agency Debt
351409.00
52910.74
Fannie Mae
2020-10-01
4.000000
Government Agency Debt
335000.00
52039.83
Fannie Mae
2021-01-01
5.500000
Government Agency Debt
400000.00
50373.92
Fannie Mae
2021-04-01
4.000000
Government Agency Debt
136417.00
48536.03
Fannie Mae
2021-05-01
5.500000
Government Agency Debt
1284504.00
48753.88
Fannie Mae
2021-05-01
7.000000
Government Agency Debt
4999976.00
53364.63
Fannie Mae
2021-07-01
6.000000
Government Agency Debt
500000.00
49961.33
Fannie Mae
2021-07-01
6.000000
Government Agency Debt
964902.00
44931.77
Fannie Mae
2021-11-01
4.500000
Government Agency Debt
400000.00
48321.98
Fannie Mae
2021-12-01
6.000000
Government Agency Debt
3074761.00
50788.22
Fannie Mae
2022-01-01
5.500000
Government Agency Debt
240000.00
44639.69
Fannie Mae
2022-06-01
4.500000
Government Agency Debt
1000000.00
51899.69
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
500000.00
46586.45
Fannie Mae
2022-10-01
7.000000
Government Agency Debt
1446206.00
46011.69
Fannie Mae
2022-11-01
5.500000
Government Agency Debt
1294119.00
48809.70
Fannie Mae
2023-04-01
5.500000
Government Agency Debt
700000.00
50829.64
Fannie Mae
2023-05-01
8.000000
Government Agency Debt
1400000.00
49397.31
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
700000.00
53302.80
Fannie Mae
2023-10-01
6.000000
Government Agency Debt
650817.00
53997.50
Fannie Mae
2024-02-01
5.000000
Government Agency Debt
640505.00
48911.46
Fannie Mae
2024-06-01
5.000000
Government Agency Debt
519676.00
47932.19
Fannie Mae
2024-09-01
5.500000
Government Agency Debt
481948.00
44859.41
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
250000.00
50377.98
Fannie Mae
2025-06-01
5.000000
Government Agency Debt
175043.00
51615.88
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
225000.00
53394.14
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
79789.00
45438.23
Fannie Mae
2026-04-01
6.500000
Government Agency Debt
369918.00
47393.79
Fannie Mae
2026-06-01
5.500000
Government Agency Debt
550000.00
46248.05
Fannie Mae
2027-06-01
5.500000
Government Agency Debt
559327.00
52988.93
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
67850.00
50564.36
Fannie Mae
2027-10-01
2.000000
Government Agency Debt
59792.00
46307.77
Fannie Mae
2027-11-01
6.000000
Government Agency Debt
505000.00
46913.07
Fannie Mae
2027-11-01
7.500000
Government Agency Debt
4000000.00
51247.86
Fannie Mae
2028-07-01
6.000000
Government Agency Debt
351000.00
50823.21
Fannie Mae
2028-08-01
3.000000
Government Agency Debt
51451.00
45178.63
Fannie Mae
2028-11-01
2.500000
Government Agency Debt
50000.00
47578.48
Fannie Mae
2028-11-01
3.000000
Government Agency Debt
48817.00
45215.90
Fannie Mae
2028-11-01
5.500000
Government Agency Debt
712319.00
54248.65
Fannie Mae
2028-12-01
3.000000
Government Agency Debt
48636.00
46487.54
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
49076.00
49087.60
Fannie Mae
2029-04-01
3.000000
Government Agency Debt
45559.00
45752.10
Fannie Mae
2029-05-01
3.000000
Government Agency Debt
45252.00
45747.72
Fannie Mae
2029-05-01
4.500000
Government Agency Debt
342200.00
46856.84
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
53543.00
54396.74
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
50434.00
51215.58
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
48039.00
45863.52
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
49125.00
49958.88
Fannie Mae
2029-07-01
3.500000
Government Agency Debt
50760.00
52499.92
Fannie Mae
2029-09-01
3.000000
Government Agency Debt
43011.00
44455.26
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
51629.00
53312.40
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
50000.00
50474.36
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
47146.00
47819.57
Fannie Mae
2029-10-01
7.500000
Government Agency Debt
5086662.00
46509.39
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
49099.00
50960.79
Fannie Mae
2029-11-01
3.500000
Government Agency Debt
48403.00
51312.51
Fannie Mae
2029-12-01
3.000000
Government Agency Debt
52159.00
54023.27
Fannie Mae
2030-04-01
8.500000
Government Agency Debt
6478502.00
49601.20
Fannie Mae
2030-04-01
8.500000
Government Agency Debt
947001.00
48013.56
Fannie Mae
2030-10-01
8.500000
Government Agency Debt
574259.00
53395.14
Fannie Mae
2031-01-01
8.500000
Government Agency Debt
12568668.00
45434.61
Fannie Mae
2031-05-01
8.000000
Government Agency Debt
2597714.00
48770.08
Fannie Mae
2031-05-01
8.500000
Government Agency Debt
700624.00
45143.10
Fannie Mae
2031-06-01
7.000000
Government Agency Debt
1886488.00
49316.61
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
2100000.00
46551.80
Fannie Mae
2032-05-01
6.500000
Government Agency Debt
737855.00
48219.39
Fannie Mae
2032-10-01
6.000000
Government Agency Debt
850000.00
51237.11
Fannie Mae
2032-11-01
5.500000
Government Agency Debt
1976404.00
52041.65
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
553000.00
53625.63
Fannie Mae
2033-05-01
5.500000
Government Agency Debt
1242032.00
51869.23
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
930000.00
46035.90
Fannie Mae
2033-08-01
2.105000
Government Agency Debt
1000000.00
48575.02
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
747838.00
52311.87
Fannie Mae
2033-10-01
7.000000
Government Agency Debt
3921401.00
47115.55
Fannie Mae
2034-03-01
5.000000
Government Agency Debt
500000.00
50009.19
Fannie Mae
2034-05-01
5.500000
Government Agency Debt
802432.00
54126.14
Fannie Mae
2034-08-01
6.000000
Government Agency Debt
651258.00
44317.53
Fannie Mae
2034-10-01
5.000000
Government Agency Debt
266126.00
46047.55
Fannie Mae
2035-02-01
2.428999
Government Agency Debt
2000000.00
46822.41
Fannie Mae
2035-03-01
5.000000
Government Agency Debt
211135.00
47735.95
Fannie Mae
2035-03-01
6.500000
Government Agency Debt
1250000.00
50414.46
Fannie Mae
2035-04-01
4.500000
Government Agency Debt
239024.00
48947.53
Fannie Mae
2035-05-01
6.000000
Government Agency Debt
480000.00
46199.74
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
628794.00
52217.04
Fannie Mae
2035-11-01
2.524999
Government Agency Debt
711000.00
50627.28
Fannie Mae
2035-11-01
4.500000
Government Agency Debt
189602.00
48792.65
Fannie Mae
2035-12-01
6.500000
Government Agency Debt
589293.00
49918.67
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
135000.00
50170.76
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
255780.00
48933.66
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
2000000.00
51167.23
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
484265.00
50855.76
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
582415.00
53906.13
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
888694.00
51137.28
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1027576.00
50144.96
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
1227176.00
52376.09
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
401268.00
54392.02
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
362448.00
51277.25
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
500000.00
44374.82
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
419574.00
50194.22
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
261100.00
45040.97
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
241000.00
44725.06
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
470000.00
44849.85
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
710776.00
48485.73
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
344997.00
52797.57
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
382274.00
48711.20
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
970677.00
44902.36
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
360000.00
54152.04
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
532919.00
46941.26
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
303507.00
45928.12
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
537446.00
46911.67
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
374570.00
52210.18
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
86303.00
53308.26
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
100000.00
50393.13
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
100089.00
49746.43
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
100000.00
48041.34
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
77941.00
45715.22
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
73124.00
49407.38
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
295470.00
54160.26
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
53808.00
49657.21
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
136094.00
49223.43
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
65000.00
46518.04
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
73207.00
53905.00
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
94018.00
52229.86
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
77000.00
48087.54
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
122378.00
50863.93
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
113212.00
51826.17
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
149319.00
54301.11
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
70000.00
53254.75
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
65400.00
50790.13
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
55000.00
47015.51
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
55000.00
49386.47
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
52834.00
45910.37
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
54000.00
44938.73
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
57000.00
52310.66
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
47238.00
44994.05
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
49000.00
44871.03
Fannie Mae
2043-03-01
2.500000
Government Agency Debt
50480.00
44951.60
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
59082.00
53672.05
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
55000.00
50073.36
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
52462.00
46952.68
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
47778.00
44278.40
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
51513.00
49891.79
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
45170.00
44685.59
Fannie Mae
2043-10-01
3.000000
Government Agency Debt
48180.00
47693.29
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
55115.00
44920.50
Fannie Mae
2043-11-01
3.000000
Government Agency Debt
57495.00
51947.31
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
104509.00
53841.48
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
65689.00
44659.10
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
48103.00
51350.31
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
48343.00
53563.80
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
48021.00
52332.71
Fannie Mae
2044-11-01
3.000000
Government Agency Debt
44362.00
44606.48
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
44018.00
46039.95
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
48435.00
51899.62
Fannie Mae
2044-12-01
4.500000
Government Agency Debt
44533.00
49585.18
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
32448180.00
49940.45
Freddie Mac
2016-09-01
5.500000
Government Agency Debt
22162295.00
51211.39
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
1016470.00
53410.57
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
7023410.00
48208.62
Freddie Mac
2017-06-01
5.500000
Government Agency Debt
1000000.00
52047.72
Freddie Mac
2017-07-01
5.500000
Government Agency Debt
3600000.00
50773.50
Freddie Mac
2017-07-01
5.500000
Government Agency Debt
6500000.00
45684.52
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
3738700.00
48139.04
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
6479315.00
53813.26
Freddie Mac
2017-09-01
6.000000
Government Agency Debt
1703584.00
45176.81
Freddie Mac
2017-10-01
5.000000
Government Agency Debt
1675000.00
51372.99
Freddie Mac
2018-10-01
4.500000
Government Agency Debt
913000.00
50195.63
Freddie Mac
2018-10-01
6.000000
Government Agency Debt
1800000.00
45264.11
Freddie Mac
2018-12-01
5.000000
Government Agency Debt
1568386.00
48615.96
Freddie Mac
2018-12-01
5.000000
Government Agency Debt
400000.00
48127.46
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
326358.00
49917.45
Freddie Mac
2019-02-01
6.000000
Government Agency Debt
2500000.00
46471.57
Freddie Mac
2019-05-01
4.500000
Government Agency Debt
703017.00
52464.67
Freddie Mac
2019-05-01
4.500000
Government Agency Debt
480749.00
48546.24
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
741178.00
53044.88
Freddie Mac
2019-07-01
6.000000
Government Agency Debt
768728.00
51478.06
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
762744.00
45585.92
Freddie Mac
2020-01-01
6.000000
Government Agency Debt
1873146.00
52392.72
Freddie Mac
2020-03-01
7.500000
Government Agency Debt
7000000.00
48882.03
Freddie Mac
2020-04-01
5.500000
Government Agency Debt
501913.00
48254.96
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
500000.00
52647.52
Freddie Mac
2021-04-01
6.500000
Government Agency Debt
5000000.00
49572.90
Freddie Mac
2021-06-01
4.500000
Government Agency Debt
532182.00
45940.89
Freddie Mac
2021-12-01
7.500000
Government Agency Debt
1404006.00
46151.55
Freddie Mac
2022-04-01
6.000000
Government Agency Debt
723228.00
49771.45
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
771001.00
45876.44
Freddie Mac
2022-08-01
5.000000
Government Agency Debt
1372696.00
51932.67
Freddie Mac
2022-08-01
5.500000
Government Agency Debt
403418.00
48031.10
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
661260.00
48315.86
Freddie Mac
2023-05-01
5.500000
Government Agency Debt
645084.00
48774.23
Freddie Mac
2023-08-01
4.500000
Government Agency Debt
510000.00
45925.59
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
354684.00
51802.60
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
467982.00
45403.99
Freddie Mac
2025-06-01
4.500000
Government Agency Debt
301815.00
54138.88
Freddie Mac
2025-06-01
4.500000
Government Agency Debt
287104.00
47939.38
Freddie Mac
2025-10-01
5.500000
Government Agency Debt
430000.00
44841.34
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
181889.00
51342.57
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
738022.00
49746.91
Freddie Mac
2027-05-01
5.500000
Government Agency Debt
640661.00
47250.16
Freddie Mac
2028-07-01
5.500000
Government Agency Debt
342461.00
45139.76
Freddie Mac
2029-01-01
8.500000
Government Agency Debt
3102663.00
48481.81
Freddie Mac
2029-03-01
6.000000
Government Agency Debt
14539737.00
52602.43
Freddie Mac
2030-02-01
7.500000
Government Agency Debt
1785000.00
52313.02
Freddie Mac
2030-02-01
8.000000
Government Agency Debt
9430403.00
52927.65
Freddie Mac
2030-03-01
8.500000
Government Agency Debt
358129.00
51533.17
Freddie Mac
2030-04-01
8.500000
Government Agency Debt
8045398.00
47670.73
Freddie Mac
2030-05-01
6.000000
Government Agency Debt
1000000.00
45561.89
Freddie Mac
2030-06-01
8.000000
Government Agency Debt
1698385.00
44797.89
Freddie Mac
2030-10-01
5.500000
Government Agency Debt
400000.00
47416.22
Freddie Mac
2030-10-01
8.000000
Government Agency Debt
845217.00
44836.51
Freddie Mac
2030-11-01
8.000000
Government Agency Debt
1507801.00
50053.13
Freddie Mac
2030-11-01
8.000000
Government Agency Debt
736641.00
44849.97
Freddie Mac
2030-12-01
8.500000
Government Agency Debt
7191000.00
49206.78
Freddie Mac
2031-01-01
7.000000
Government Agency Debt
1000000.00
52996.10
Freddie Mac
2031-06-01
5.500000
Government Agency Debt
325000.00
53356.67
Freddie Mac
2031-06-01
8.500000
Government Agency Debt
15131827.00
44426.63
Freddie Mac
2031-07-01
8.000000
Government Agency Debt
1027516.00
51922.37
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
220577.00
53947.51
Freddie Mac
2031-10-01
8.000000
Government Agency Debt
1459684.00
45220.12
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
494220.00
53127.92
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
5000719.00
51435.91
Freddie Mac
2032-05-01
6.000000
Government Agency Debt
87228.00
12639.83
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
4702252.00
49760.27
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
1000000.00
44436.20
Freddie Mac
2032-07-01
7.000000
Government Agency Debt
2239276.00
53680.86
Freddie Mac
2032-09-01
6.500000
Government Agency Debt
1377372.00
45516.95
Freddie Mac
2033-03-01
5.500000
Government Agency Debt
1381530.00
46636.51
Freddie Mac
2034-05-01
5.500000
Government Agency Debt
575000.00
47791.96
Freddie Mac
2034-06-01
7.000000
Government Agency Debt
2738311.00
53331.96
Freddie Mac
2034-07-01
7.000000
Government Agency Debt
443777.00
46066.96
Freddie Mac
2035-02-01
7.500000
Government Agency Debt
575814.00
48664.45
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
470526.00
48888.75
Freddie Mac
2035-09-01
4.500000
Government Agency Debt
501147.00
44787.02
Freddie Mac
2036-04-01
6.000000
Government Agency Debt
1243336.00
51885.83
Freddie Mac
2036-09-01
6.000000
Government Agency Debt
727840.00
46979.64
Freddie Mac
2036-11-01
5.500000
Government Agency Debt
401404.00
49448.85
Freddie Mac
2037-01-01
5.500000
Government Agency Debt
806963.00
52163.78
Freddie Mac
2037-02-01
5.000000
Government Agency Debt
544750.00
45606.36
Freddie Mac
2037-05-01
6.500000
Government Agency Debt
488000.00
51930.86
Freddie Mac
2037-08-01
5.500000
Government Agency Debt
300000.00
51727.21
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
245000.00
45707.29
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
726999.00
46259.06
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
1097554.00
45292.96
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
550000.00
47054.28
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
190000.00
46903.70
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
689436.00
53761.21
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
200000.00
44641.51
Freddie Mac
2038-05-01
5.000000
Government Agency Debt
644930.00
48131.66
Freddie Mac
2038-06-01
6.500000
Government Agency Debt
654115.00
50015.71
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
526281.00
51083.41
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
53443.00
45625.16
Freddie Mac
2038-10-01
6.500000
Government Agency Debt
841683.00
50703.98
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
525068.00
53690.43
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
531434.00
48658.79
Freddie Mac
2039-07-01
4.000000
Government Agency Debt
77587.00
51120.29
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
431133.00
52482.60
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
97525.00
52934.79
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
91269.00
47388.49
Freddie Mac
2040-02-01
4.500000
Government Agency Debt
160000.00
51120.74
Freddie Mac
2040-05-01
4.500000
Government Agency Debt
100000.00
49656.45
Freddie Mac
2040-08-01
5.500000
Government Agency Debt
75000.00
51729.32
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
71000.00
53532.50
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
68000.00
46087.33
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
152000.00
52931.91
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
93018.00
44269.44
Freddie Mac
2043-02-01
2.500000
Government Agency Debt
50000.00
44594.61
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
59000.00
53059.22
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
42597.00
44996.75
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
44258.00
47299.40
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
14000000.00
14000000.00
0.0150
N
13999720.00
13999720.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
2000000.00
1999957.55
0.0021
N
1999700.00
1999700.00
ING Bank NV
ING Bank NV 0.290000%
924RUL005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
7000000.00
7000000.00
0.0075
N
7000140.00
7000140.00
ING Bank NV
ING Bank NV 0.300000%
924TBU002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
1000000.00
1000000.00
0.0011
N
1000060.00
1000060.00
ING Bank NV
ING Bank NV 0.300000%
924UWV004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
6000000.00
6000000.00
0.0064
N
5999580.00
5999580.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.330000%
46590ERQ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
3000000.00
2996892.50
0.0032
N
2998020.00
2998020.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.100000%
46899T004_0.1000_M150102_2MN2
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
20114340.00
16971428.72
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
543976.00
458549.28
GNMA
2038-01-16
2.750000
Government Agency Debt
34962247.00
19572891.19
GNMA
2041-08-20
3.000000
Government Agency Debt
2252056.00
2144453.99
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
576600.00
617023.37
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
16879300.00
16823579.66
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
46300.00
47594.96
United States Treasury Department
2022-05-15
1.750000
Treasury Debt
19550700.00
19224550.47
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
74000000.00
74000000.00
0.0794
N
74000000.00
74000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150331_2MN2
0001168163
Other Repurchase Agreement
N
AMERICAN HONDA FIN
2016-05-26
0.609400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22599.00
22655.55
AT & T INC
2045-06-15
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
448506.00
422978.53
AT & T INC
2045-06-15
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24222.00
22843.36
AUSTRALIA NEW ZEALAND
2017-06-13
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984.00
980.68
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1246.00
1431.74
CB WEATVACO CORP.
2030-01-15
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32822.00
44628.11
CB WEATVACO CORP.
2030-01-15
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2643.00
3593.69
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72071.00
72098.80
CGWF COML MTG 2013 RKWH
2030-11-15
3.955000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2338802.00
2332816.49
COLLEGE LOAN CORP TRUST 1
2042-03-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1450539.00
1094782.71
COLLEGE LOAN CORP TRUST 1
2042-03-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6559.00
4950.35
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1680960.00
1688218.95
CSMC SERIES 2010 UD1
2049-12-20
5.927200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1196598.00
1255602.68
EQTY 2014 INNS MTG TR
2031-05-10
4.055500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1849608.00
1840400.68
EQTY 2014 INNS MTG TR
2031-05-10
4.055500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1772342.00
1763519.31
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2243.00
2313.16
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
493.00
508.42
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7213.00
7874.64
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3126.00
3412.74
Freddie Mac
2018-10-25
1.669999
Government Agency Debt
386315.00
312441.78
FREEPORT MCMORAN COPPER GOLD
2022-03-01
3.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3609.00
3450.36
FREEPORT MCMORAN COPPER GOLD
2022-03-01
3.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1613.00
1542.10
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
2.46
GCMO 144A COMMERCIAL
2028-11-15
7.946100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16257.00
16564.72
GS MTG SECS TR 2014 GC24
2047-09-10
4.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57706.00
61308.74
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7729.00
5951.91
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
927.00
713.86
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7803.00
8094.99
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
917.00
951.31
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46179.00
46551.14
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2746.00
2768.13
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33443.00
38466.37
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
323722.00
349591.14
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1281.00
1383.37
VERIZON COMMUNICATIONS
2034-03-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15305.00
16528.46
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20048.00
15618.81
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1045.00
814.13
First Tier Security
N/A
N/A
2015-03-31
2015-03-31
N
N
N
10000000.00
10000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
10000000.00
10000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
992JYG007_0.0900_M150107_2MN2
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
12495900.00
12240648.46
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
12000000.00
12000000.00
0.0129
N
12000000.00
12000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.305500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-10-22
N
N
N
3000000.00
3000000.00
0.0032
N
3000210.00
3000210.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3TH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8987892.50
0.0096
N
8988480.00
8988480.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3U19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3994167.79
0.0043
N
3994120.00
3994120.00
Labcon North America
Taxable Bonds Series 2010 0.180000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
1645000.00
1645000.00
0.0018
N
1645000.00
1645000.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.260000%
52952MP20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
2000000.00
1999537.78
0.0021
N
1999680.00
1999680.00
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
0.0043
N
4002200.00
4002200.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LQD9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
6000000.00
5996923.33
0.0064
N
5997600.00
5997600.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MNN8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999650.00
0.0032
N
2999700.00
2999700.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150204_2MN2
0000728612
Other Repurchase Agreement
N
COMM 2014 KY0 MTG TR
2027-06-11
3.658999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5405921.00
5396654.05
COMM 2014 TWC MTG TR
2032-02-13
2.403999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9568714.00
9553346.65
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
13000000.00
13000000.00
0.0139
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
13004550.00
13004550.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
992JYF009_0.0500_M150105_2MN2
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2037-07-16
0.561000
Government Agency Debt
28000000.00
15053272.70
GNMA
2040-05-20
0.455000
Government Agency Debt
1645264.00
1305206.85
GNMA
2062-08-20
4.498000
Government Agency Debt
19037203.00
17520449.48
GNMA
2064-10-20
2.536999
Government Agency Debt
13466436.00
13501071.10
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
46000000.00
46000000.00
0.0493
N
45999080.00
45999080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
6000000.00
6000000.00
0.0064
N
6000060.00
6000060.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
1000000.00
1000000.00
0.0011
N
999780.00
999780.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.280000%
60682ASX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
7000000.00
7000000.00
0.0075
N
6998950.00
6998950.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60682ATA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
4000000.00
4000000.00
0.0043
N
3999600.00
3999600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
N
7000000.00
7000000.00
0.0075
N
7000280.00
7000280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LV29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
3000000.00
3000000.00
0.0032
N
2999940.00
2999940.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M150102_2MN2
0000812291
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-07-15
2.000000
Government Agency Debt
2161144.00
2060000.52
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
2000000.00
2000000.00
0.0021
N
2000000.00
2000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
10000000.00
10000000.00
0.0107
Security is a time deposit.
N
10000000.00
10000000.00
National Bank of Canada
National Bank of Canada 0.090000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
8000000.00
8000000.00
0.0086
Security is a time deposit.
N
7999968.80
7999968.80
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1N56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
2000000.00
1999953.33
0.0021
N
1999960.00
1999960.00
Natixis SA
Natixis SA 0.100000%
63873KN60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
9000000.00
8999875.00
0.0097
N
8999820.00
8999820.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.240000%
65558E6N3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
9000000.00
9000000.00
0.0097
N
9001080.00
9001080.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UNL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4999419.44
0.0054
N
4999600.00
4999600.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UNV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4067000.00
4066304.09
0.0044
N
4066552.63
4066552.63
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4996455.56
0.0054
N
4996450.00
4996450.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PN63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
5000000.00
4999894.57
0.0054
N
5000100.00
5000100.00
Rabobank Nederland
Rabobank Nederland 0.232200%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-07
2015-05-07
N
N
N
4000000.00
4000000.00
0.0043
N
4000080.00
4000080.00
Rabobank Nederland
Rabobank Nederland 0.234000%
21684BZA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-06-02
N
N
N
6000000.00
6000000.00
0.0064
N
6000120.00
6000120.00
Rabobank Nederland
Rabobank Nederland 0.232000%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-04-20
N
N
N
10000000.00
10000000.00
0.0107
N
10000100.00
10000100.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KT27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
5000000.00
4992611.11
0.0054
N
4992700.00
4992700.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KTJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
1000000.00
998366.67
0.0011
N
998310.00
998310.00
Royal Bank of Canada
Royal Bank of Canada 0.238300%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-03-04
N
N
N
8000000.00
8000000.00
0.0086
N
8000080.00
8000080.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MP46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5998583.33
0.0064
N
5999100.00
5999100.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MRP7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1998382.22
0.0021
N
1998600.00
1998600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UNM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
2000000.00
1999722.22
0.0021
N
1999900.00
1999900.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.265000%
83050UQH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
2000000.00
1998895.83
0.0021
N
1999340.00
1999340.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HN51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
10000000.00
10000000.00
0.0107
N
10001700.00
10001700.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.220000%
8574P1CZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
10000000.00
10000000.00
0.0107
N
10000700.00
10000700.00
State Street Corp
State Street Corp 0.300000%
85747KTH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
2000000.00
1997216.67
0.0021
N
1997900.00
1997900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6M9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
1000000.00
1000000.00
0.0011
N
1000050.00
1000050.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U7L0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
4000000.00
4000000.00
0.0043
N
4000200.00
4000200.00
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
0.0064
N
6000900.00
6000900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YBM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
1000000.00
1000000.00
0.0011
N
1000060.00
1000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YNF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-20
2015-02-20
N
N
N
4000000.00
4000000.00
0.0043
N
4000160.00
4000160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YQL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
5000000.00
5000000.00
0.0054
N
4999800.00
4999800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YUQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-24
2015-03-24
N
N
N
2000000.00
2000000.00
0.0021
N
1999900.00
1999900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
2000000.00
2000000.00
0.0021
N
1999840.00
1999840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
12000000.00
12000000.00
0.0129
N
12000000.00
12000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
3000000.00
3000000.00
0.0032
N
3000030.00
3000030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KUR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-30
2015-03-30
N
N
N
3000000.00
3000000.00
0.0032
N
2999940.00
2999940.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.040000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
15000000.00
15000000.00
0.0161
Security is a time deposit.
N
15000000.00
15000000.00
Swedbank AB
Swedbank AB 0.250000%
87019SQR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
N
4000000.00
3997694.44
0.0043
N
3997960.00
3997960.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UQH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9102000.00
9097638.62
0.0098
N
9097904.10
9097904.10
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112U4Q1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
7000000.00
7000000.00
0.0075
N
6999930.00
6999930.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.235000%
89112UAE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
10000000.00
10000000.00
0.0107
N
10000700.00
10000700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.231000%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-16
2015-06-16
N
N
N
6000000.00
6000000.00
0.0064
N
6000120.00
6000120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112UJM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
6000000.00
6000000.00
0.0064
N
6000360.00
6000360.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112UNB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
3000000.00
3000000.00
0.0032
N
3000090.00
3000090.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112UWA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
5000000.00
5000000.00
0.0054
N
5001850.00
5001850.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HS13
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
13000000.00
12990466.67
0.0139
N
12992590.00
12992590.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSE5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
6000000.00
5994901.67
0.0064
N
5995920.00
5995920.00
UBS AG
UBS AG 0.230000%
90267RYR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-16
2015-01-16
N
N
N
3000000.00
3000000.00
0.0032
N
3000120.00
3000120.00
UBS AG
UBS AG 0.250000%
90267RZE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
N
7000000.00
7000000.00
0.0075
N
7000770.00
7000770.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
2000000.00
1999152.78
0.0021
N
1999440.00
1999440.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
1000000.00
999569.44
0.0011
N
999720.00
999720.00
United States Treasury Department
United States Treasury Department 0.093000%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-01-02
2016-10-31
N
N
N
10000000.00
9993365.06
0.0107
N
9994760.00
9994760.00
United States Treasury Department
United States Treasury Department 0.085000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-01-02
2016-01-31
N
N
N
7000000.00
6999215.73
0.0075
N
6998467.00
6998467.00
United States Treasury Department
United States Treasury Department 0.110000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-01-02
2016-07-31
N
N
N
5000000.00
5000000.00
0.0054
N
5000295.00
5000295.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.231700%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
7000000.00
7000000.00
0.0075
N
7000000.00
7000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224000%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-05-01
N
N
N
3000000.00
3000000.00
0.0032
N
3000060.00
3000060.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.245500%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-05-20
N
N
N
11000000.00
11000000.00
0.0118
N
11001760.00
11001760.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.247200%
94988E6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-08
2015-08-10
N
N
N
1000000.00
1000000.00
0.0011
N
1000030.00
1000030.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.265500%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-11-23
N
N
N
6000000.00
6000000.00
0.0064
N
6000240.00
6000240.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.269500%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-11-25
N
N
N
5000000.00
5000000.00
0.0054
N
5000150.00
5000150.00
Westpac Banking Corp
Westpac Banking Corp 0.241000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-12
2015-06-12
N
N
N
9000000.00
9000000.00
0.0097
N
9000090.00
9000090.00
Westpac Banking Corp
Westpac Banking Corp 0.240800%
9612C4MF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-12
2015-06-12
N
N
N
1000000.00
1000000.00
0.0011
N
1000020.00
1000020.00
Westpac Banking Corp
Westpac Banking Corp 0.249500%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-27
2015-07-27
N
N
N
10000000.00
10000000.00
0.0107
N
10000300.00
10000300.00
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
0.0001
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
47967.90
47967.90
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
23965.30
23965.30
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
23957.59
23957.59
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
23955.91
23955.91