0001145549-15-001422.txt : 20150401
0001145549-15-001422.hdr.sgml : 20150401
20150206153148
ACCESSION NUMBER: 0001145549-15-001422
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150131
FILED AS OF DATE: 20150206
DATE AS OF CHANGE: 20150206
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: 15584234
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
2015-01-31
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
48
84
726686167.77
225293.81
48765.87
726862695.71
0.0022
1.0001
2015-01-31
1.0001
2015-01-31
C000012386
1.00
726862695.71
1.00
-12473121.36
33587284.35
46060405.71
0.0001
1.0001
2015-01-31
1.0001
2015-01-31
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
2000000.00
2000000.00
0.0028
N
2000100.00
2000100.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
Y
Santander UK Plc
N/A
N/A
N
1000000.00
1000000.00
0.0014
N
1000080.00
1000080.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.321300%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-03-04
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000000.00
0.0055
N
4000000.00
4000000.00
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
2015-02-05
2015-02-05
N
N
N
6000000.00
6000000.00
0.0083
Security is a time deposit.
N
5999960.70
5999960.70
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.070000%
052992005_M150206
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
5000000.00
5000000.00
0.0069
Security is a time deposit.
N
5000000.00
5000000.00
Bank of America, NA
Bank of America, NA 0.371300%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2015-02-05
2015-03-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000008.00
2000008.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAM9
Other Note
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
1000000.00
1000000.00
0.0014
N
1000210.00
1000210.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAS6
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
6000000.00
6000000.00
0.0083
N
6001380.00
6001380.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBY2
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
4000000.00
4000000.00
0.0055
N
4000920.00
4000920.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PCL9
Other Note
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
3000000.00
3000000.00
0.0041
N
3000390.00
3000390.00
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
3000000.00
3000000.00
0.0041
N
3000330.00
3000330.00
Bank of New York Mellon
Bank of New York Mellon 0.030000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
9000000.00
9000000.00
0.0124
Security is a time deposit.
N
9000000.00
9000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.239000%
06417HRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-27
2015-04-28
N
N
N
5000000.00
5000000.00
0.0069
N
5000050.00
5000050.00
Bank of Nova Scotia
Bank of Nova Scotia 0.238300%
06417HTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-05-26
N
N
N
4000000.00
4000000.00
0.0055
N
4000000.00
4000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.300000%
06417HZJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
9000000.00
9000000.00
0.0124
N
9000540.00
9000540.00
Bank of Nova Scotia
Bank of Nova Scotia 0.070000%
924HZZ001_0.0700_M150202_2MN1
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
2698382.00
2027386.68
Freddie Mac
2045-02-01
3.000000
Government Agency Debt
989379.00
1022613.89
United States Treasury Department
2015-07-30
0.00
Treasury Debt
13304800.00
13299611.13
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
16000000.00
16000000.00
0.0220
N
16000000.00
16000000.00
Bank of the West
Bank of the West 0.240000%
06426GGD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
3000000.00
3000000.00
0.0041
N
3000510.00
3000510.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HJW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
1000000.00
1000000.00
0.0014
N
1000080.00
1000080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000%
06538HQQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
5000000.00
5000000.00
0.0069
N
5000450.00
5000450.00
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
0.0041
N
3000330.00
3000330.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XD96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
1000000.00
1000000.00
0.0014
N
1000020.00
1000020.00
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
2000000.00
2000000.00
0.0028
N
2000040.00
2000040.00
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
3000000.00
3000000.00
0.0041
N
3000090.00
3000090.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XH84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
N
2000000.00
2000000.00
0.0028
N
2000360.00
2000360.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M150202_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-09-30
1.970000
Government Agency Debt
26093000.00
26534928.44
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
25761639.00
25761639.00
0.0354
N
25761639.00
25761639.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M150206_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2054-01-15
3.000000
Government Agency Debt
5099087.00
5177277.57
GNMA
2039-06-20
2.600000
Government Agency Debt
134493.00
72723.12
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
5000000.00
5000000.00
0.0069
N
5000000.00
5000000.00
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
4000000.00
3996733.33
0.0055
N
3997920.00
3997920.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.280000%
08224MQG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
1000000.00
999673.33
0.0014
N
999790.00
999790.00
BNP Paribas
BNP Paribas 0.310000%
05572NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
2000000.00
2000000.00
0.0028
N
2000200.00
2000200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M150202_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
16078.00
14576.14
Fannie Mae
2035-02-01
2.274999
Government Agency Debt
754614.00
439597.85
Fannie Mae
2036-10-01
2.234000
Government Agency Debt
106951.00
13816.33
Fannie Mae
2037-04-01
6.073000
Government Agency Debt
4380000.00
551851.78
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
28755.00
27466.79
Fannie Mae
2043-08-01
5.000000
Government Agency Debt
44000.00
38633.01
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1618621.00
1789249.26
Freddie Mac
2039-12-01
5.500000
Government Agency Debt
3.00
0.50
GNMA
2029-02-15
6.000000
Government Agency Debt
7703012.00
217337.09
GNMA
2033-12-15
7.599999
Government Agency Debt
60199.00
51362.71
GNMA
2038-02-16
0.688200
Government Agency Debt
12890303.00
3300130.64
GNMA
2039-08-15
4.000000
Government Agency Debt
130000.00
51615.86
GNMA
2040-04-20
3.500000
Government Agency Debt
1521745.00
533331.11
GNMA
2040-06-15
5.000000
Government Agency Debt
65516.00
21768.77
GNMA
2040-06-20
1.625000
Government Agency Debt
115388.00
44602.56
GNMA
2040-11-20
0.505000
Government Agency Debt
197740.00
189139.70
GNMA
2041-02-20
1.625000
Government Agency Debt
1000000.00
489241.39
GNMA
2041-06-20
3.500000
Government Agency Debt
1233828.00
454580.61
GNMA
2041-08-15
4.500000
Government Agency Debt
22034.00
14271.10
GNMA
2042-04-15
3.500000
Government Agency Debt
6491.00
6596.32
GNMA
2042-05-20
2.000000
Government Agency Debt
944892.00
526938.97
GNMA
2042-06-15
3.500000
Government Agency Debt
6707.00
6818.43
GNMA
2042-06-20
2.000000
Government Agency Debt
1071193.00
627352.63
GNMA
2042-09-15
3.500000
Government Agency Debt
62710.00
54358.23
GNMA
2042-11-20
2.000000
Government Agency Debt
1500000.00
921252.40
GNMA
2044-08-15
4.000000
Government Agency Debt
38596.00
39960.11
GNMA
2044-09-20
4.000000
Government Agency Debt
1915663.00
1975920.22
GNMA
2044-12-20
4.500000
Government Agency Debt
8675.00
9444.45
GNMA
2064-11-20
4.604000
Government Agency Debt
13403.00
15247.80
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
12000000.00
12000000.00
0.0165
N
12000000.00
12000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M150206_2MN1
0001197610
Other Repurchase Agreement
N
BANK OF AMERICA FUNDING CORPORATION 2002-1
2025-01-22
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
229.00
231.78
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-25
4.669500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
116607.00
116932.86
GREENPOINT MTGE FDG TR
2037-06-25
0.389500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7731046.00
3277065.78
MARM 2007-3 12A1
2047-05-25
0.369500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118373.00
42872.64
MTG TRUST
2035-05-25
0.429499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70739.00
12874.93
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000090.00
3000090.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.460000%
988VYS000_0.4600_M150206_2MN1
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
1215103.00
1364952.54
FREESCALE SEMICONDUCTOR INC
2020-08-01
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1812366.00
2081414.25
HDS ACQUISITION SUBSIDIARY INC
2020-04-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3081.00
3611.19
THE LIMITED
2037-07-15
7.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20.00
22.46
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000390.00
3000390.00
BPCE SA
BPCE SA 0.260000%
05571CR11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
3000000.00
2998743.33
0.0041
N
2998770.00
2998770.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999763.89
0.0028
N
1999840.00
1999840.00
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
1000000.00
999756.94
0.0014
N
999830.00
999830.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998805.55
0.0055
N
3999120.00
3999120.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FT48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4995763.89
0.0069
N
4995700.00
4995700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.286300%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-02-10
2015-10-07
N
N
N
6000000.00
6000000.00
0.0083
N
6000120.00
6000120.00
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
1999720.00
0.0028
N
1999740.00
1999740.00
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
3000000.00
2996399.17
0.0041
N
2996310.00
2996310.00
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
4000000.00
3999361.11
0.0055
N
3999600.00
3999600.00
Charta, LLC
Charta, LLC 0.250000%
16115XSB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998638.89
0.0027
N
1998840.00
1998840.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CS46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998736.11
0.0027
N
1998920.00
1998920.00
Citibank, NA
Citibank, NA 0.250000%
17304UG20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
7000000.00
7000000.00
0.0096
N
7000210.00
7000210.00
Citibank, NA
Citibank, NA 0.250000%
17304UZN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
N
4000000.00
4000000.00
0.0055
N
4000400.00
4000400.00
Citibank, NA
Citibank, NA 0.250000%
17304UZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
N
N
1000000.00
1000000.00
0.0014
N
1000110.00
1000110.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.380000%
19422GT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
3000000.00
2996010.00
0.0041
N
2997330.00
2997330.00
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
3000000.00
2995733.33
0.0041
N
2997240.00
2997240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.248300%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
2000000.00
2000000.00
0.0028
N
1999982.00
1999982.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.248000%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-19
2015-06-19
N
N
N
12000000.00
12000000.00
0.0165
N
12000576.00
12000576.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4998229.17
0.0069
N
4998700.00
4998700.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VS47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3997472.22
0.0055
N
3997840.00
3997840.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.220000%
22533MSN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
1000000.00
1000000.00
0.0014
N
1000010.00
1000010.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.290000%
22533MWX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.280000%
22533MXG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
2000000.00
2000000.00
0.0028
N
1999940.00
1999940.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
1000000.00
1000000.00
0.0014
N
1000180.00
1000180.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T6R4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
2000000.00
2000000.00
0.0028
N
2000360.00
2000360.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549VEN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
N
2000000.00
2000000.00
0.0028
N
2000080.00
2000080.00
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
2000000.00
2000000.00
0.0028
N
2000140.00
2000140.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VNJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
2000000.00
2000000.00
0.0028
N
2000140.00
2000140.00
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
2000000.00
2000000.00
0.0028
N
2000160.00
2000160.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150203_2MN1
0001230485
Other Repurchase Agreement
N
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1865000.00
1453026.17
BOAMS 2003-H B1
2033-09-25
2.647100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5346000.00
1168809.61
IMM 2004-7 M2
2034-11-25
1.113200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17086416.00
831663.11
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
3000000.00
3000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000030.00
3000030.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150209_2MN1
0001230485
Other Repurchase Agreement
N
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955000.00
2302247.90
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
2000000.00
2000000.00
0.0028
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_M150210_2MN1
0001230485
Other Repurchase Agreement
N
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955000.00
2302247.90
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
2000000.00
2000000.00
0.0028
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_M150217_2MN1
0001230485
Other Repurchase Agreement
N
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955000.00
2302247.90
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
2000000.00
2000000.00
0.0028
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_M150225_2MN1
0001230485
Other Repurchase Agreement
N
BACM 2007-4 AJ
2051-02-10
5.820599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
1154256.77
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
1000000.00
1000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000320.00
1000320.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150402_2MN1
0001230485
Other Repurchase Agreement
N
BACM 2007-4 AJ
2051-02-10
5.820599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
1154256.77
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
1000000.00
1000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000000.00
1000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1P23
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
United States Treasury Department
N/A
N/A
1000000.00
1000000.00
0.0014
N
999990.00
999990.00
DNB Bank ASA
DNB Bank ASA 0.130000%
23290QTR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
8000000.00
8000000.00
0.0110
N
8000000.00
8000000.00
DNB Bank ASA
DNB Bank ASA 0.130000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
4000000.00
4000000.00
0.0055
Security is a time deposit.
N
4000007.40
4000007.40
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006_M150205
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
N
1000000.00
1000000.00
0.0014
Security is a time deposit.
N
999999.40
999999.40
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
5000000.00
4997830.56
0.0069
N
4998550.00
4998550.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
3000000.00
2998661.67
0.0041
N
2999100.00
2999100.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JSU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
10000000.00
9992972.22
0.0137
N
9993600.00
9993600.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
2000000.00
1998027.78
0.0027
N
1998180.00
1998180.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M150204_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-06-01
4.000000
Government Agency Debt
11864549.00
9603688.82
Freddie Mac
2020-01-08
1.570000
Government Agency Debt
14954000.00
14876978.59
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
24000000.00
24000000.00
0.0330
N
24000000.00
24000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M150206_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-01
3.023000
Government Agency Debt
1468371.00
1019134.24
Freddie Mac
2020-01-08
1.570000
Government Agency Debt
1027000.00
1021710.38
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
2000000.00
2000000.00
0.0028
N
2000000.00
2000000.00
HSBC Bank Plc
HSBC Bank Plc 0.350000%
926EXU009
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
7000000.00
7000000.00
0.0096
N
6999440.00
6999440.00
HSBC Bank USA
HSBC Bank USA 0.240000%
40428AZB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
3000000.00
3000000.00
0.0041
N
3000210.00
3000210.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.270000%
4497W1R65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
Y
ING Bank NV
N/A
N/A
N
6000000.00
5997165.00
0.0083
N
5997840.00
5997840.00
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
2000000.00
2000000.00
0.0028
N
2000240.00
2000240.00
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
4000000.00
4000000.00
0.0055
N
4000240.00
4000240.00
ING Bank NV
ING Bank NV 0.300000%
924WXT004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
1000000.00
1000000.00
0.0014
N
1000060.00
1000060.00
ING Bank NV
ING Bank NV 0.300000%
924XNV008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
1000000.00
1000000.00
0.0014
N
1000060.00
1000060.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150430_2MN1
0001168163
Other Repurchase Agreement
N
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
881157.00
909438.84
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
16142.00
16660.10
COLLEGE LOAN CORP TRUST 1
2042-03-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21503.00
16092.76
COLLEGE LOAN CORP TRUST 1
2042-03-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14156.00
10594.29
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3327.00
3448.89
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1912.00
1982.05
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38115.00
39276.87
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7276.00
7497.80
EQTY 2014 INNS MTG TR
2031-05-10
4.057999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17796.00
17713.14
EQTY 2014 INNS MTG TR
2031-05-10
4.057999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17166.00
17086.07
EXPORKLORE SA
2031-12-05
4.092699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2753.00
2782.17
EXPORKLORE SA
2031-12-05
4.092699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1683.00
1700.83
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9992.00
11009.75
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4551.00
5014.55
FREEPORT MCMORAN COPPER GOLD
2022-03-01
3.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333434.00
302382.31
GCMO 144A COMMERCIAL
2028-11-15
7.985500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1626.00
1719.25
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4508.00
5099.02
GS MTG SECS TR 2014 GC24
2047-09-10
4.507399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1058151.00
1158984.41
GS MTG SECS TR 2014 GC24
2047-09-10
4.507399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12399.00
13580.53
HSBC HOLDINGS PLC
2042-01-14
6.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
696904.00
967993.46
HSBC HOLDINGS PLC
2042-01-14
6.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
421066.00
584856.93
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.160999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
542.00
531.95
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3773.00
4003.46
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1475.00
1565.10
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1432.00
1471.11
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3518.00
4135.16
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.958000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15257.00
16826.07
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.958000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5161.00
5691.77
VNDO 2012 6 AVE MTG TR
2030-11-15
3.297699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4299.00
4419.53
Wells Fargo & Company
2016-06-15
3.676000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
403021.00
424044.59
WFRBS COML MTG TR 2013-C15
2046-08-15
4.482599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38178.00
33423.49
WFRBS COML MTG TR 2013-C15
2046-08-15
4.482599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14459.00
12658.34
First Tier Security
N/A
N/A
2015-04-30
2015-04-30
N
N
N
4000000.00
4000000.00
0.0055
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
4000000.00
4000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.308500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-10-22
N
N
N
1000000.00
1000000.00
0.0014
N
1000070.00
1000070.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.306800%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-10-23
N
N
N
2000000.00
2000000.00
0.0028
N
2000140.00
2000140.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.307800%
46639XAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-27
2015-10-27
N
N
N
5000000.00
5000000.00
0.0069
N
5000100.00
5000100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.307800%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-12-08
N
N
N
4000000.00
4000000.00
0.0055
N
4000160.00
4000160.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P3T94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2997354.16
0.0041
N
2997450.00
2997450.00
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
2000000.00
1997825.00
0.0027
N
1998140.00
1998140.00
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
5000000.00
4993998.62
0.0069
N
4994650.00
4994650.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.260000%
52952MRD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-13
2015-04-13
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
5000000.00
4997472.22
0.0069
N
4997900.00
4997900.00
Lloyds Bank Plc
Lloyds Bank Plc 0.120000%
53943SP35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
6000000.00
5999980.00
0.0083
N
5999940.00
5999940.00
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
0.0041
N
3000960.00
3000960.00
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
5000000.00
4998591.66
0.0069
N
4999050.00
4999050.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150306_2MN1
0000728612
Other Repurchase Agreement
N
ALTERNATIVE LOAN TRUST 2007 QA4
2047-05-25
0.388299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19007748.00
4100816.79
BAMLL RE REMIC TR 2015 FRR10
2046-12-26
3.151250
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9813.00
9747.06
CWALT INC 2005 53T2
2037-09-17
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5335783.00
5089436.35
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
8000000.00
8000000.00
0.0110
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
8000000.00
8000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M150206_2MN1
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2061-04-20
4.719999
Government Agency Debt
20519930.00
22102306.85
GNMA
2061-04-20
4.761000
Government Agency Debt
10160219.00
10924423.01
GNMA
2062-06-20
4.456999
Government Agency Debt
1755470.00
1993270.16
GNMA
2064-07-20
4.512999
Government Agency Debt
477568.00
537580.35
GNMA
2064-08-20
4.666999
Government Agency Debt
1414668.00
1522420.38
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
36000000.00
36000000.00
0.0495
N
36000000.00
36000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
7000000.00
7000000.00
0.0096
N
7000350.00
7000350.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
1000000.00
1000000.00
0.0014
N
999980.00
999980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-04-21
N
N
N
1000000.00
1000000.00
0.0014
N
999980.00
999980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
2000000.00
2000000.00
0.0028
N
1999960.00
1999960.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ASC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
2000000.00
2000000.00
0.0028
N
1999880.00
1999880.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
1000000.00
1000000.00
0.0014
N
999900.00
999900.00
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
2000000.00
2000000.00
0.0028
N
1999920.00
1999920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
2000000.00
2000000.00
0.0028
N
1999840.00
1999840.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L2Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
2000000.00
2000000.00
0.0028
N
1999840.00
1999840.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
5000000.00
5000000.00
0.0069
N
5000000.00
5000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.300000%
60688L5B8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
5000000.00
5000000.00
0.0069
N
5000250.00
5000250.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LG83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
2000000.00
2000000.00
0.0028
N
2000060.00
2000060.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M150202_2MN1
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-10-01
4.000000
Government Agency Debt
4766143.00
5150000.70
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
5000000.00
5000000.00
0.0069
N
5000000.00
5000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.040000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
13000000.00
13000000.00
0.0179
Security is a time deposit.
N
13000000.00
13000000.00
Natixis SA
Natixis SA 0.300000%
63873FKN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
4000000.00
4000000.00
0.0055
N
4000200.00
4000200.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.410000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2015-02-06
2015-02-06
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
50000.00
50000.00
0.0001
N
50000.00
50000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
6000000.00
5999959.21
0.0083
N
6000600.00
6000600.00
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
1000000.00
1000000.00
0.0014
N
1000160.00
1000160.00
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
2000000.00
1998973.33
0.0028
N
1999100.00
1999100.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983US12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999462.22
0.0014
N
999520.00
999520.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.240000%
69033RT14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
1000000.00
999206.67
0.0014
N
999150.00
999150.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.160000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
Y
California State Teachers Retirement System
N/A
N/A
Y
California State Teachers Retirement System
N/A
N/A
N
6915000.00
6915000.00
0.0095
N
6915000.00
6915000.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BSJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-24
2015-03-24
N
N
N
10000000.00
10000000.00
0.0138
N
10001200.00
10001200.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BSS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
2000000.00
2000000.00
0.0028
N
2000140.00
2000140.00
Rabobank Nederland
Rabobank Nederland 0.238000%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-18
2015-04-20
N
N
N
2000000.00
2000000.00
0.0028
N
2000020.00
2000020.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VDD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
7000000.00
7000000.00
0.0096
N
6999720.00
6999720.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
4000000.00
3999191.11
0.0055
N
3999400.00
3999400.00
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
1000000.00
998833.33
0.0014
N
998930.00
998930.00
Royal Bank of Canada
Royal Bank of Canada 0.343600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-02-05
N
N
N
7000000.00
7000000.00
0.0096
N
7007945.00
7007945.00
Royal Bank of Canada
Royal Bank of Canada 0.375600%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-02-04
N
N
N
5000000.00
5000000.00
0.0069
N
5000050.00
5000050.00
Royal Bank of Canada
Royal Bank of Canada 0.251300%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-03-04
N
N
N
4000000.00
4000000.00
0.0055
N
4000000.00
4000000.00
Royal Bank of Canada
Royal Bank of Canada 0.261300%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-09-04
N
N
N
5000000.00
5000000.00
0.0069
N
5000150.00
5000150.00
Royal Bank of Canada
Royal Bank of Canada 0.277500%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2016-01-06
N
N
N
3000000.00
3000000.00
0.0041
N
3000420.00
3000420.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MPH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999687.50
0.0041
N
2999790.00
2999790.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MPJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999888.89
0.0014
N
999930.00
999930.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MQC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1999472.22
0.0028
N
1999660.00
1999660.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.270000%
82124MRH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2998335.00
0.0041
N
2998770.00
2998770.00
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
0.0138
N
10001400.00
10001400.00
Societe Generale
Societe Generale 0.220000%
83368NP62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
1000000.00
1000000.00
0.0014
N
1000020.00
1000020.00
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.236800%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-13
2015-04-13
N
N
N
4000000.00
4000000.00
0.0055
N
3999920.00
3999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
2000000.00
2000000.00
0.0028
N
2000180.00
2000180.00
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
0.0014
N
1000060.00
1000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562Y2Q6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
1000000.00
1000000.00
0.0014
N
999920.00
999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y7D0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
2000000.00
2000000.00
0.0028
N
1999700.00
1999700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YE83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
2000000.00
2000000.00
0.0028
N
1999820.00
1999820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YH31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
1000000.00
1000000.00
0.0014
N
999910.00
999910.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
3000000.00
3000000.00
0.0041
N
3000030.00
3000030.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562YQ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
N
3000000.00
3000000.00
0.0041
N
2999580.00
2999580.00
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
2000000.00
2000000.00
0.0028
N
2000100.00
2000100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
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
5000000.00
5000000.00
0.0069
N
5000500.00
5000500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KVM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
3000000.00
3000000.00
0.0041
N
2999760.00
2999760.00
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
2015-02-02
2015-02-02
N
N
N
14000000.00
14000000.00
0.0193
Security is a time deposit.
N
14000000.00
14000000.00
Swedbank AB
Swedbank AB 0.235000%
87019SRH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
1000000.00
999516.94
0.0014
N
999690.00
999690.00
Swedbank AB
Swedbank AB 0.260000%
87019TYC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
2000000.00
2000000.00
0.0028
N
2000200.00
2000200.00
Swedbank AB
Swedbank AB 0.120000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
5000000.00
5000000.00
0.0069
Security is a time deposit.
N
5000000.50
5000000.50
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602URF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1999120.00
0.0028
N
1999120.00
1999120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.238300%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-06-16
N
N
N
5000000.00
5000000.00
0.0069
N
5000050.00
5000050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.238800%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-07-21
N
N
N
4000000.00
4000000.00
0.0055
N
4000040.00
4000040.00
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
4000000.00
4000000.00
0.0055
N
4001520.00
4001520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89113EBZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
15000000.00
15000000.00
0.0206
N
15000000.00
15000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.228000%
89233ACY3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
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
1000000.00
999462.22
0.0014
N
999520.00
999520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
3000000.00
2998083.33
0.0041
N
2998260.00
2998260.00
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
5000000.00
4996773.61
0.0069
N
4997050.00
4997050.00
UBS AG
UBS AG 0.250000%
90267RZB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
5000000.00
5000000.00
0.0069
N
5000250.00
5000250.00
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
4000000.00
3999166.66
0.0055
N
3999560.00
3999560.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-02-02
2016-01-31
N
N
N
5000000.00
4999269.64
0.0069
N
4999555.00
4999555.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-02-02
2016-07-31
N
N
N
3000000.00
3000000.00
0.0041
N
3000168.00
3000168.00
Versailles Commercial Paper LLC
Versailles Commercial Paper LLC 0.250000%
92512MS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Credit / Liquidity
Natixis SA
N/A
N/A
2000000.00
1998777.78
0.0027
N
1998882.80
1998882.80
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.238000%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-04-07
N
N
N
2000000.00
2000000.00
0.0028
N
2000020.00
2000020.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.248000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-20
2015-05-20
N
N
N
5000000.00
5000000.00
0.0069
N
5000650.00
5000650.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.257800%
94988E6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-08-10
N
N
N
7000000.00
7000000.00
0.0096
N
7000140.00
7000140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.268800%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-11-23
N
N
N
10000000.00
10000000.00
0.0138
N
10000400.00
10000400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.297800%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2016-02-08
N
N
N
4000000.00
4000000.00
0.0055
N
4000600.00
4000600.00
Westpac Banking Corp
Westpac Banking Corp 0.246300%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-11
2015-05-11
N
N
N
6000000.00
6000000.00
0.0083
N
6000060.00
6000060.00
Westpac Banking Corp
Westpac Banking Corp 0.296800%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-12
2016-02-12
N
N
N
3000000.00
3000000.00
0.0041
N
3000450.00
3000450.00
Westpac Banking Corp
Westpac Banking Corp 0.246300%
9612C4MF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-06-12
N
N
N
5000000.00
5000000.00
0.0069
N
5000050.00
5000050.00
Westpac Banking Corp
Westpac Banking Corp 0.247800%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-27
2015-07-27
N
N
N
2000000.00
2000000.00
0.0028
N
2000040.00
2000040.00
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
24144.05
24144.05
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
12058.40
12058.40