0001145549-15-002928.txt : 20150601
0001145549-15-002928.hdr.sgml : 20150601
20150407142106
ACCESSION NUMBER: 0001145549-15-002928
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150407
DATE AS OF CHANGE: 20150407
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: 15755989
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
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-03-31
0000857156
S000004499
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
44
86
14687143806.01
3830753.78
1303702.86
14689670856.93
0.0024
1.0001
2015-03-31
1.0001
2015-03-31
C000012373
1.00
14689670856.93
1.00
63519758.17
3394801831.97
3331282073.80
0.0001
1.0001
2015-03-31
1.0001
2015-03-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.180000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279H4G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
Y
Santander UK Plc
N/A
N/A
N
5000000.00
5000000.00
0.0003
N
5000550.00
5000550.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279H5C6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0051
N
75000000.00
75000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.265000%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-10
2015-11-10
N
N
N
45000000.00
45000000.00
0.0031
N
45001350.00
45001350.00
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
2015-04-02
2015-04-02
N
N
N
300000000.00
300000000.00
0.0204
Security is a time deposit.
N
300000000.00
300000000.00
Bank of America, NA
Bank of America, NA 0.382750%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2016-04-04
N
N
N
40000000.00
40000000.00
0.0027
N
40002000.00
40002000.00
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
129000000.00
129000000.00
0.0088
N
129001419.00
129001419.00
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
15000000.00
15000000.00
0.0010
N
15000150.00
15000150.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBK2
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
9000000.00
9000000.00
0.0006
N
9000432.00
9000432.00
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
25000000.00
25000000.00
0.0017
N
25001500.00
25001500.00
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
14000000.00
14000000.00
0.0010
N
14000840.00
14000840.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBZ9
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
3000000.00
3000000.00
0.0002
N
3000177.00
3000177.00
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
23000000.00
23000000.00
0.0016
N
23001840.00
23001840.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PCS4
Other Note
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
74000000.00
74000000.00
0.0050
N
74006660.00
74006660.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDC8
Other Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
45000000.00
45000000.00
0.0031
N
45004500.00
45004500.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDW4
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
10000000.00
10000000.00
0.0007
N
10001300.00
10001300.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDX2
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
45000000.00
45000000.00
0.0031
N
45021150.00
45021150.00
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
93000000.00
93000000.00
0.0063
N
93002790.00
93002790.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
68000000.00
68000000.00
0.0046
N
68006800.00
68006800.00
Bank of Montreal
Bank of Montreal 0.050000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
71000000.00
71000000.00
0.0048
Security is a time deposit.
N
71000000.00
71000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.340000%
06417HA71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
30000000.00
30000000.00
0.0020
N
30001800.00
30001800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.275000%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-12-08
N
N
N
97000000.00
97000000.00
0.0066
N
97002910.00
97002910.00
Bank of Nova Scotia
Bank of Nova Scotia 0.276500%
06417HH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-12-11
N
N
N
19000000.00
19000000.00
0.0013
N
19000570.00
19000570.00
Bank of Nova Scotia
Bank of Nova Scotia 0.243800%
06417HTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-05-26
N
N
N
119000000.00
119000000.00
0.0081
N
118998810.00
118998810.00
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
145000000.00
145000000.00
0.0099
N
145050750.00
145050750.00
Bank of the West
Bank of the West 0.240000%
06426GGH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
43000000.00
43000000.00
0.0029
N
43004730.00
43004730.00
Bank of the West
Bank of the West 0.250000%
06426GGP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
29000000.00
29000000.00
0.0020
N
29006670.00
29006670.00
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
3000000.00
3000000.00
0.0002
N
3000090.00
3000090.00
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
40000000.00
40000000.00
0.0027
N
40001200.00
40001200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JMV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
84000000.00
84000000.00
0.0057
N
84010920.00
84010920.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
59000000.00
59000000.00
0.0040
N
59007670.00
59007670.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
47000000.00
47000000.00
0.0032
N
47006110.00
47006110.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XL30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
59000000.00
59000000.00
0.0040
N
59005900.00
59005900.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XQ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
62000000.00
62000000.00
0.0042
N
62014260.00
62014260.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
119000000.00
119000000.00
0.0081
N
119071400.00
119071400.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XS74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
6000000.00
6000000.00
0.0004
N
6000660.00
6000660.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M150401_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-06-25
0.00
Treasury Debt
400.00
399.97
United States Treasury Department
2015-06-30
1.875000
Treasury Debt
100.00
100.90
United States Treasury Department
2015-09-30
0.250000
Treasury Debt
100.00
100.05
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
100.00
101.78
United States Treasury Department
2016-05-15
7.250000
Treasury Debt
9400.00
10383.07
United States Treasury Department
2016-05-31
0.375000
Treasury Debt
100.00
100.14
United States Treasury Department
2016-06-15
0.500000
Treasury Debt
100.00
100.29
United States Treasury Department
2016-09-15
0.875000
Treasury Debt
100.00
100.60
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
100.00
100.49
United States Treasury Department
2016-10-31
0.375000
Treasury Debt
1547800.00
1547077.53
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
100.00
101.21
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
100.00
105.53
United States Treasury Department
2017-01-31
0.875000
Treasury Debt
100.00
100.72
United States Treasury Department
2017-05-31
2.750000
Treasury Debt
100.00
105.38
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
100.00
102.72
United States Treasury Department
2017-10-15
0.875000
Treasury Debt
100.00
100.62
United States Treasury Department
2017-10-31
0.750000
Treasury Debt
100.00
100.18
United States Treasury Department
2018-02-28
2.750000
Treasury Debt
100.00
105.50
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
1000.00
1103.46
United States Treasury Department
2018-06-30
1.375000
Treasury Debt
100.00
101.44
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
200.00
209.71
United States Treasury Department
2018-07-31
2.250000
Treasury Debt
100.00
104.24
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
100.00
100.90
United States Treasury Department
2018-11-15
3.750000
Treasury Debt
500.00
553.45
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
200.00
200.77
United States Treasury Department
2019-02-28
1.500000
Treasury Debt
101.00
102.18
United States Treasury Department
2020-06-30
1.875000
Treasury Debt
100.00
102.51
United States Treasury Department
2020-09-30
2.000000
Treasury Debt
100.00
102.47
United States Treasury Department
2021-01-31
2.125000
Treasury Debt
100.00
103.26
United States Treasury Department
2021-03-31
2.250000
Treasury Debt
200.00
207.12
United States Treasury Department
2021-05-31
2.000000
Treasury Debt
200.00
205.33
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
100.00
103.22
United States Treasury Department
2021-09-30
2.125000
Treasury Debt
200.00
205.19
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
100.00
137.01
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1532313.00
1532313.00
0.0001
N
1532313.00
1532313.00
Barclays US Funding LLC
Barclays US Funding LLC 0.300000%
06737JR15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.280000%
08224MSN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Guaranty
SOCIETE GENERALE
N/A
N/A
19000000.00
18992463.33
0.0013
N
18994870.00
18994870.00
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
31000000.00
31000000.00
0.0021
N
31005890.00
31005890.00
BNP Paribas
BNP Paribas 0.300000%
05572NWN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
62000000.00
62000000.00
0.0042
N
62012400.00
62012400.00
BNP Paribas
BNP Paribas 0.360000%
05572NXE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
96000000.00
96000000.00
0.0065
N
96011520.00
96011520.00
BNP Paribas
BNP Paribas 0.250000%
05572NXN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
N
41000000.00
41000000.00
0.0028
N
41000820.00
41000820.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.310000%
921AAE003_0.3100_M150401_2M54
0001197610
Other Repurchase Agreement
N
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
2.641200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20668962.00
16456312.27
HARBORVIEW MTGE LOAN TRUST,NY
2036-11-19
0.357499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53026897.00
16059655.78
WELLS FARGO
2036-10-25
2.611000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27360577.00
4284031.98
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
32000000.00
32000000.00
0.0022
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
32000000.00
32000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M150401_2M54
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-01-31
2.625000
Treasury Debt
51482000.00
54195941.32
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
29226600.00
30675499.81
United States Treasury Department
2044-05-15
3.375000
Treasury Debt
18820000.00
22228670.08
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
105000000.00
105000000.00
0.0071
N
105000000.00
105000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M150401_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-01-25
0.501000
Government Agency Debt
53000.00
35397.86
Fannie Mae
2019-12-25
1.800000
Government Agency Debt
28709.00
28932.07
Fannie Mae
2022-10-25
2.654999
Government Agency Debt
4695.00
4705.08
Fannie Mae
2024-10-01
3.153999
Government Agency Debt
380000.00
400349.44
Fannie Mae
2025-05-01
2.706000
Government Agency Debt
506640.00
508678.79
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
93763049.00
43335091.46
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
582827.00
433857.74
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
648646.00
496731.64
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
606807.00
509879.28
Fannie Mae
2028-07-01
3.000000
Government Agency Debt
526084.00
465448.18
Fannie Mae
2033-10-01
2.196000
Government Agency Debt
3500000.00
474325.22
Fannie Mae
2034-11-01
5.740000
Government Agency Debt
478380.00
440300.99
Fannie Mae
2035-04-01
2.373000
Government Agency Debt
3160000.00
489437.23
Fannie Mae
2035-05-01
5.208999
Government Agency Debt
6500000.00
404878.50
Fannie Mae
2036-02-01
2.031000
Government Agency Debt
850000.00
489593.59
Fannie Mae
2036-04-01
2.355000
Government Agency Debt
5000000.00
468257.96
Fannie Mae
2036-07-01
1.985000
Government Agency Debt
2550000.00
371204.90
Fannie Mae
2037-05-01
2.265000
Government Agency Debt
2528049.00
384754.72
Fannie Mae
2038-06-01
3.939999
Government Agency Debt
686585.00
475224.74
Fannie Mae
2041-07-01
2.270999
Government Agency Debt
788390.00
319122.47
Fannie Mae
2042-06-01
2.795999
Government Agency Debt
506243.00
414094.26
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
440000.00
391314.61
Fannie Mae
2043-05-01
2.275999
Government Agency Debt
681051.00
551305.88
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
360934.00
384474.82
Freddie Mac
2028-02-01
2.000000
Government Agency Debt
653000.00
532804.56
Freddie Mac
2030-12-01
3.500000
Government Agency Debt
800000.00
359828.60
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
1041925.00
456160.65
Freddie Mac
2040-08-01
4.500000
Government Agency Debt
1807528.00
558732.56
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
1101802.00
365660.88
Freddie Mac
2045-03-01
3.000000
Government Agency Debt
1009411.00
1030250.51
Freddie Mac
2045-03-01
3.000000
Government Agency Debt
518918.00
530287.49
Freddie Mac
2045-03-20
3.000000
Government Agency Debt
421644.00
430109.35
GNMA
2038-03-20
0.855999
Government Agency Debt
10493276.00
977500.90
GNMA
2038-05-15
5.000000
Government Agency Debt
3179465.00
432167.14
GNMA
2041-07-20
5.500000
Government Agency Debt
63721568.00
22422891.73
GNMA
2041-10-20
1.625000
Government Agency Debt
794916.00
283010.77
GNMA
2042-01-20
2.500000
Government Agency Debt
1000.00
364.86
GNMA
2042-11-20
3.500000
Government Agency Debt
10539363.00
8138763.39
GNMA
2044-12-20
4.000000
Government Agency Debt
428085.00
458791.68
GNMA
2045-03-15
3.000000
Government Agency Debt
499950.00
515878.41
GNMA
2055-06-15
4.129999
Government Agency Debt
487036.00
512100.66
GNMA
2056-01-15
3.819999
Government Agency Debt
351100.00
377268.65
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
88000000.00
88000000.00
0.0060
N
88000000.00
88000000.00
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
89000000.00
89000000.00
0.0061
N
89000000.00
89000000.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FS49
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
24000000.00
23994500.00
0.0016
N
23996640.00
23996640.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FV37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19980711.07
0.0014
N
19983600.00
19983600.00
CAFCO, LLC
CAFCO, LLC 0.270000%
12476FV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24976375.00
0.0017
N
24979000.00
24979000.00
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
28000000.00
28000000.00
0.0019
N
28007280.00
28007280.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270000%
13606JTP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
31000000.00
31000000.00
0.0021
N
31003720.00
31003720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.290000%
13738KSM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
50000000.00
49979861.11
0.0034
N
49986500.00
49986500.00
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
16000000.00
15995555.55
0.0011
N
15997120.00
15997120.00
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
16000000.00
15994333.33
0.0011
N
15996000.00
15996000.00
Charta, LLC
Charta, LLC 0.250000%
16115XT88
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
32000000.00
31984888.89
0.0022
N
31988480.00
31988480.00
Charta, LLC
Charta, LLC 0.280000%
16115XTR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29980166.67
0.0020
N
29985900.00
29985900.00
Charta, LLC
Charta, LLC 0.280000%
16115XTV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14989616.70
0.0010
N
14992500.00
14992500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
50000000.00
50000000.00
0.0034
N
50025500.00
50025500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
33000000.00
33000000.00
0.0022
N
33011220.00
33011220.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178CTR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16988761.08
0.0012
N
16992350.00
16992350.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CVA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61250000.00
61185364.23
0.0042
N
61194875.00
61194875.00
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
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
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
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Citibank, NA
Citibank, NA 0.250000%
17304UG53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
114000000.00
114000000.00
0.0078
N
114010260.00
114010260.00
Citibank, NA
Citibank, NA 0.280000%
17304UL57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
19000000.00
19000000.00
0.0013
N
19004370.00
19004370.00
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
29000000.00
28965441.66
0.0020
N
28977090.00
28977090.00
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
57000000.00
56952499.99
0.0039
N
56974350.00
56974350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.267800%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-29
2015-10-29
N
N
N
46000000.00
45997588.62
0.0031
N
46001380.00
46001380.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.277500%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-11-19
N
N
N
112000000.00
111996350.57
0.0076
N
112002240.00
112002240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.257500%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-06-19
N
N
N
18000000.00
18000000.00
0.0012
N
18000360.00
18000360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-10-09
N
N
N
104000000.00
104000000.00
0.0071
N
104002288.00
104002288.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VSJ4
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
31000000.00
30989881.94
0.0021
N
30993180.00
30993180.00
CRC Funding, LLC
CRC Funding, LLC 0.280000%
12622VV35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16983604.41
0.0012
N
16986060.00
16986060.00
CRC Funding, LLC
CRC Funding, LLC 0.270000%
12622VV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49952750.00
0.0034
N
49958000.00
49958000.00
CRC Funding, LLC
CRC Funding, LLC 0.300000%
12622VWP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4992708.33
0.0003
N
4993000.00
4993000.00
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
61000000.00
61000000.00
0.0042
N
61000610.00
61000610.00
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
11000000.00
11000000.00
0.0007
N
11001540.00
11001540.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MXS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
28000000.00
28000000.00
0.0019
N
28002800.00
28002800.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549V3J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
32000000.00
32000000.00
0.0022
N
32000640.00
32000640.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549V5S8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
108000000.00
108000000.00
0.0074
N
108003240.00
108003240.00
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
38000000.00
38000000.00
0.0026
N
38009120.00
38009120.00
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
93000000.00
93000000.00
0.0063
N
93015810.00
93015810.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
17000000.00
17000000.00
0.0012
N
17003740.00
17003740.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.300000%
921AER000_0.3000_M150401_2M54
0001230485
Other Repurchase Agreement
N
BSABS 2005-AC3 1A1
2035-07-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2080000.00
466219.48
BSABS 2006-AC1 1A2
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
114586.31
CFLX 2005-2 4A1
2020-05-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
151845.21
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1573997.74
CSMC 2006-5 1A1
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99208000.00
21720923.74
CSMC 2006-5 2A1
2036-06-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54055000.00
13426657.23
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3951290.00
3775127.43
MLCFC 2007-5
2048-08-12
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
16821715.59
RALI 2005-QS12 A3
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
2635337.28
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49512799.00
14049750.92
WFMBS
2036-12-25
5.538199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
14963989.14
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
78000000.00
78000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
78000000.00
78000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2M54
0001230485
Other Repurchase Agreement
N
144A CD 2007-CD5 D
2044-11-15
6.123899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9505000.00
9717039.73
144A CSMC 2014-OAK1 B4
2044-11-25
3.792199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5655000.00
5236648.98
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
13000000.00
13000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
13000000.00
13000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2M54
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
39217616.00
39627716.14
CSMC 2007-C4 A1AJ
2039-09-15
5.902599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22370000.00
23625850.59
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
55000000.00
55000000.00
0.0037
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
55000000.00
55000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150526_2M54
0001230485
Other Repurchase Agreement
N
144A CSMC 2008-C1 AJ
2041-02-15
5.970699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1647265.89
IMM 2004-7 M2
2034-11-25
1.118700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17086416.00
806995.97
LBUBS 2007-C6 AJ
2040-07-15
6.120700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36889000.00
38374941.12
SARM 2004-16 M
2034-11-25
0.723700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14478000.00
7474072.68
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
42000000.00
42000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
42000000.00
42000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150610_2M54
0001230485
Other Repurchase Agreement
N
CSFB 2004-AR5 IB1
2034-06-25
2.489399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4706000.00
1816803.69
CSMC TR 2013-7
2043-08-01
3.592800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
480017.89
PMTLT 2013-J1 B4
2043-09-25
3.599800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5780000.00
4605484.12
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
6000000.00
6000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
6000000.00
6000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.700000%
988WZK004_0.7000_M150527_2M54
0001230485
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
6183817.86
BSARM
2036-02-25
2.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
6803157.93
CREDIT SUISSE COMM MTGE TR
2038-06-11
5.807100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3540000.00
3532847.93
MSM 2005-5AR 1M3
2035-09-25
0.723700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6094000.00
5050253.66
TMST
2037-06-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67110000.00
10429293.54
WBCMT 2006-C26 AJ
2045-06-15
5.993699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2470000.00
2501372.44
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
30000000.00
30000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30000000.00
30000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1R70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
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
106000000.00
105995406.66
0.0072
N
105996820.00
105996820.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M150401_2M54
0001074042
Government Agency Repurchase Agreement
Y
5.25 TVBD 39 C
2039-09-15
5.250000
Government Agency Debt
10807000.00
14129215.89
Fannie Mae
2031-03-15
0.00
Government Agency Debt
26293000.00
15807614.53
Freddie Mac
2025-12-11
0.00
Government Agency Debt
24551500.00
18473530.66
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
47000000.00
47000000.00
0.0032
N
47000000.00
47000000.00
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
83000000.00
82996126.67
0.0056
N
82998340.00
82998340.00
DNB Bank ASA
DNB Bank ASA 0.325000%
2332K1X13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
14000000.00
13976870.84
0.0010
N
13976760.00
13976760.00
DNB Bank ASA
DNB Bank ASA 0.070000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
195000000.00
195000000.00
0.0133
Security is a time deposit.
N
195000000.00
195000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
145000000.00
145000000.00
0.0099
Security is a time deposit.
N
145000000.00
145000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384EY1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
90000000.00
89995800.00
0.0061
N
89998200.00
89998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.077500%
313384FH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-05-08
2015-05-08
N
N
N
42000000.00
41996654.58
0.0029
N
41998614.00
41998614.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150401_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
870118200.00
1198001764.65
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1198000000.00
1198000000.00
0.0816
N
1198000000.00
1198000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.100000%
985YBN003_0.1000_M150406_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
250400.00
279908.16
United States Treasury Department
2021-11-15
2.000000
Treasury Debt
678332400.00
695724036.98
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
696000000.00
696000000.00
0.0474
N
695979120.00
695979120.00
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
32000000.00
31997457.78
0.0022
N
31998720.00
31998720.00
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
32000000.00
31997066.67
0.0022
N
31998720.00
31998720.00
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
4000000.00
3997666.67
0.0003
N
3998720.00
3998720.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
81000000.00
80951625.00
0.0055
N
80973270.00
80973270.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1575000.00
1575000.00
0.0001
N
1575000.00
1575000.00
HSBC Bank Plc
HSBC Bank Plc 0.313800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2016-01-04
N
N
N
134000000.00
134000000.00
0.0091
N
134005360.00
134005360.00
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
157000000.00
157000000.00
0.0107
N
156971740.00
156971740.00
HSBC Bank USA
HSBC Bank USA 0.310000%
40428AE45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
36000000.00
36000000.00
0.0025
N
35994600.00
35994600.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
37000000.00
37000000.00
0.0025
N
37004070.00
37004070.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.270000%
4497W1R16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
ING Bank NV
N/A
N/A
N
88000000.00
88000000.00
0.0060
N
88000000.00
88000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1T14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
Y
ING Bank NV
N/A
N/A
N
72000000.00
71963400.00
0.0049
N
71977680.00
71977680.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W1TC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-12
2015-06-12
N
Y
ING Bank NV
N/A
N/A
N
2000000.00
1998880.00
0.0001
N
1999240.00
1999240.00
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
72000000.00
72000000.00
0.0049
N
72006480.00
72006480.00
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
30000000.00
30000000.00
0.0020
N
30004500.00
30004500.00
ING Bank NV
ING Bank NV 0.300000%
924WBT008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
2000000.00
2000000.00
0.0001
N
2000300.00
2000300.00
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
6000000.00
6000000.00
0.0004
N
6000840.00
6000840.00
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
3000000.00
3000000.00
0.0002
N
3000390.00
3000390.00
ING Bank NV
ING Bank NV 0.330000%
926FDG009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-30
2015-07-30
N
N
N
17000000.00
17000000.00
0.0012
N
17003400.00
17003400.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.140000%
46899T004_0.1400_M150401_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
12593051.00
10513976.11
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
67608032.00
59888584.11
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
45972123.00
32597783.51
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.630000%
921ACP006_0.6300_M150629_2M54
0001168163
Other Repurchase Agreement
N
AMERICOLD 2010 LLC TRUST
2029-01-17
6.810999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6780493.00
7915386.87
AUSTRALIA NEW ZEALAND
2016-02-12
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2890476.00
2902630.45
BAMLL COML MTG SEC TR
2031-12-17
3.271999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8875000.00
8925411.97
BBCMS TR 2014-BXO
2027-08-16
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144329.00
144779.07
BERKSHIRE HATHAWAY
2021-08-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10005000.00
10974100.98
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.521999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11935051.00
11901488.31
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.521999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6919233.00
6899775.35
COMM 2014 KY0 MTG TR
2027-06-11
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3498346.00
3496788.46
COMM 2014 KY0 MTG TR
2027-06-11
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2262918.00
2261910.50
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.786299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8700000.00
10091472.45
CONNECTICUT LIGHT & POWER
2018-05-01
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920000.00
3377306.07
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2005724.00
2064565.26
DBUBS 2011 LC1 MTG TR
2044-07-12
5.458999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1768845.00
1908503.08
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7337911.00
7442109.34
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310045.00
1328647.64
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5787417.00
7946596.16
EQTY 2014 INNS MTG TR
2031-05-08
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7053378.00
7020272.77
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5562444.00
5790656.48
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1545325.00
1608725.63
FREEPORT MCMORAN COOPER
2017-03-01
2.149999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2936181.00
2928405.01
GCMO 144A COMMERCIAL
2028-11-15
7.968799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3220610.00
3269800.67
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666489.00
7158494.44
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.174999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36269480.00
35603773.85
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.174999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14639.00
14370.31
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16166895.00
14558378.76
JP MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
3.274999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7277566.00
7251283.48
JP MORGAN MTG 2014 I9VR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.82
JP MORGAN MTG TR 2014 1
2044-01-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9783475.00
8278839.86
METRO EDISON CO
2023-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5043243.00
5136268.42
MORGAN STANLEY CAP I TR 2011 C1
2047-09-17
3.883999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12927000.00
13145197.71
ORACLE CORP
2019-10-08
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
192.00
196.24
ORACLE CORP
2024-07-08
3.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500250.00
1586707.74
PHILLIP MORRIS INTL INC
2023-11-15
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3476951.00
3674337.51
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4834588.00
5317450.53
RIO TINTO FIN USA PLC
2017-03-22
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61053.00
61940.71
RIO TINTO FIN USA PLC
2017-03-22
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11784.00
11955.34
SPRINGLEAF MTG LN TR 2013 2
2065-12-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2387989.00
2460541.68
SPRINGLEAF MTG LN TR 2013 2
2065-12-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1317638.00
1357670.92
STARWOOD HOTELS & RESORTS WORLDWIDE INC
2019-12-01
7.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
899408.00
1085471.53
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4280527.00
4683400.69
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144874.00
158509.22
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184208.00
194133.84
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10049146.00
11175357.02
WFRBS COML MTG TR 2011-C5
2044-11-18
5.635500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5201490.00
5936406.69
WFRBS COML MTG TR 2013 C16
2046-09-17
4.983299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1383028.00
1407566.79
WFRBS COML MTG TR 2013 C17
2046-12-17
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8820464.00
7041787.05
WFRBS COML MTG TR 2013 C17
2046-12-17
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2244073.00
1791547.95
WFRBS COML MTG TR 2013-C15
2046-08-17
4.482400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1021449.00
889377.85
WMB 7.875 09/01/21
2021-09-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8419542.00
9807524.55
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
226000000.00
226000000.00
0.0154
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
226000000.00
226000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
992JYG007_0.0700_M150407_2M54
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
22500.00
23615.43
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
93710000.00
97898683.23
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
96000000.00
96000000.00
0.0065
N
95991360.00
95991360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313300%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-10-23
N
N
N
54000000.00
54000000.00
0.0037
N
54002700.00
54002700.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.423600%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-06-08
2015-11-06
N
N
N
114000000.00
114041610.00
0.0078
N
114053580.00
114053580.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.376700%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2016-04-22
N
N
N
25000000.00
25000000.00
0.0017
N
25005100.00
25005100.00
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
59000000.00
58971729.17
0.0040
N
58976400.00
58976400.00
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
3000000.00
2998139.17
0.0002
N
2998620.00
2998620.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3TP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-23
2015-06-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
117000000.00
116921772.49
0.0080
N
116941500.00
116941500.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.240000%
52952MU16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
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
1000000.00
999393.33
0.0001
N
999430.00
999430.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53943SRL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
41000000.00
40994157.50
0.0028
N
40997130.00
40997130.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53944L7F2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
N
61000000.00
61000000.00
0.0042
N
61007320.00
61007320.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GAB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
31000000.00
31000000.00
0.0021
N
31003720.00
31003720.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LS13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
42000000.00
41990900.00
0.0029
N
41994960.00
41994960.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.270000%
55607LTV6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
66000000.00
65955945.00
0.0045
N
65967000.00
65967000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150505_2M54
0000728612
Other Repurchase Agreement
N
BAMILL RE REMIC TR 2014 FRR6
2046-08-26
3.668200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14774411.00
14774285.11
BEAR STEARNS ARM TRUST 2007-4
2047-06-25
2.871200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81322734.00
21308900.46
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26049235.00
22089722.33
JPMCC 2008-C2 AM
2051-02-12
6.573400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23680000.00
21177883.45
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86850000.00
21697385.25
MORGAN STANLEY ACES SPC
2047-06-25
0.863299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31800281.00
22347318.33
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24269000.00
23243060.38
WAMU MTGE
2046-11-25
0.967600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55117627.00
13404913.26
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.847600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95975000.00
21656531.45
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
158000000.00
158000000.00
0.0108
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
158048980.00
158048980.00
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
9000000.00
9000000.00
0.0006
N
9000270.00
9000270.00
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
14000000.00
14000000.00
0.0010
N
14000700.00
14000700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
15000000.00
15000000.00
0.0010
N
15001200.00
15001200.00
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
29000000.00
29000000.00
0.0020
N
29002030.00
29002030.00
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
108000000.00
108000000.00
0.0074
N
108014040.00
108014040.00
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
40000000.00
40000000.00
0.0027
N
40006000.00
40006000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
9000000.00
9000000.00
0.0006
N
9001440.00
9001440.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-27
2015-07-27
N
N
N
7000000.00
7000000.00
0.0005
N
7000700.00
7000700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682AUC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
13000000.00
13000000.00
0.0009
N
13001820.00
13001820.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
12000000.00
12000000.00
0.0008
N
12001320.00
12001320.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682AVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
1000000.00
1000000.00
0.0001
N
1000080.00
1000080.00
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
22000000.00
22000000.00
0.0015
N
22000000.00
22000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.300000%
60688L3L8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
5000000.00
5000000.00
0.0003
N
5000450.00
5000450.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L3R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
2000000.00
2000007.77
0.0001
N
2000000.00
2000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
8000000.00
8000000.00
0.0005
N
8000080.00
8000080.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
57000000.00
57000000.00
0.0039
N
57000000.00
57000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
78000000.00
78000000.00
0.0053
N
78000000.00
78000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6P6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L7K6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
47000000.00
47000000.00
0.0032
N
47000940.00
47000940.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L7M2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
91000000.00
91000000.00
0.0062
N
91001820.00
91001820.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LY26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
44000000.00
44000000.00
0.0030
N
44000440.00
44000440.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.250000%
60686N005_0.2500_M150401_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-02-25
3.000000
Government Agency Debt
4311330.00
4542675.97
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
2803979.00
2445674.08
Freddie Mac
2037-08-15
2.373000
Government Agency Debt
38536733.00
16398383.29
GNMA
2034-11-20
7.277999
Government Agency Debt
4500000.00
4531457.97
GNMA
2036-09-20
6.729000
Government Agency Debt
5584907.00
4224432.91
GNMA
2037-11-20
7.093000
Government Agency Debt
4378767.00
3907375.96
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
35000000.00
35000000.00
0.0024
N
35000000.00
35000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.120000%
55799C003_0.1200_M150401_2M54
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2017-12-01
5.500000
Government Agency Debt
290100.00
10120.68
Freddie Mac
2020-07-01
4.000000
Government Agency Debt
685180.00
117508.13
Freddie Mac
2020-07-01
8.500000
Government Agency Debt
7659000.00
5432.95
Freddie Mac
2029-12-01
7.500000
Government Agency Debt
33900.00
192.30
Freddie Mac
2030-08-01
9.500000
Government Agency Debt
213000.00
621.47
Freddie Mac
2033-08-01
5.000000
Government Agency Debt
300810.00
33741.68
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
64930.00
6450.88
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
1581000.00
875952.25
Freddie Mac
2044-09-01
4.500000
Government Agency Debt
1001930.00
1085333.02
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
834499.00
924646.65
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
190000000.00
190000000.00
0.0129
Security is a time deposit.
N
190000000.00
190000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQC000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
12000000.00
12000000.00
0.0008
N
12002040.00
12002040.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQE006
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
87000000.00
87000000.00
0.0059
N
87014790.00
87014790.00
National Bank of Canada
National Bank of Canada 0.330000%
63307UGA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
45000000.00
45000000.00
0.0031
N
45003600.00
45003600.00
National Bank of Canada
National Bank of Canada 0.070000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
100000000.00
100000000.00
0.0068
Security is a time deposit.
N
99999140.00
99999140.00
Nationwide Building Society
Nationwide Building Society 0.220000%
6385E1R11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
39100000.00
39100000.00
0.0027
N
39100000.00
39100000.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E1R29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
92000000.00
91999361.11
0.0063
N
91999080.00
91999080.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E1S10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
8000000.00
7998000.00
0.0005
N
7999040.00
7999040.00
Nationwide Building Society
Nationwide Building Society 0.350000%
6385E1T19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
2000000.00
1998813.89
0.0001
N
1999380.00
1999380.00
Natixis SA
Natixis SA 0.310000%
63873FKG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
115000000.00
115000000.00
0.0078
N
115020700.00
115020700.00
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
15000000.00
15000000.00
0.0010
N
15002550.00
15002550.00
Old Line Funding, LLC
Old Line Funding, LLC 0.300000%
67983UWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8000000.00
7988333.33
0.0005
N
7988400.00
7988400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.300000%
67983UWQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49926666.67
0.0034
N
49927000.00
49927000.00
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
59000000.00
58976006.67
0.0040
N
58984660.00
58984660.00
PNC Bank NA
PNC Bank NA 0.320000%
69349KTA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
14000000.00
13991288.89
0.0010
N
13994820.00
13994820.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-05-07
N
N
N
118000000.00
118000000.00
0.0080
N
118001180.00
118001180.00
Rabobank Nederland
Rabobank Nederland 0.247000%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
145000000.00
145000000.00
0.0099
N
145000000.00
145000000.00
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
46000000.00
46000000.00
0.0031
N
46006440.00
46006440.00
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VDP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
37000000.00
37000000.00
0.0025
N
37006660.00
37006660.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.300000%
76582KSB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
5000000.00
4998333.33
0.0003
N
4999000.00
4999000.00
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
51000000.00
50969258.33
0.0035
N
50982150.00
50982150.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.400000%
76582KVM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
50000000.00
49921111.10
0.0034
N
49942000.00
49942000.00
Royal Bank of Canada
Royal Bank of Canada 0.343600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-06
N
N
N
75000000.00
75000000.00
0.0051
N
75077775.00
75077775.00
Royal Bank of Canada
Royal Bank of Canada 0.375600%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-01
N
N
N
100000000.00
100000000.00
0.0068
N
100001000.00
100001000.00
Royal Bank of Canada
Royal Bank of Canada 0.345200%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-04-01
2016-03-31
N
N
N
50000000.00
50000000.00
0.0034
N
49999000.00
49999000.00
Royal Bank of Canada
Royal Bank of Canada 0.262700%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-09-04
N
N
N
39000000.00
39000000.00
0.0027
N
39000780.00
39000780.00
Royal Bank of Canada
Royal Bank of Canada 0.285000%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-12-10
N
N
N
39000000.00
39000000.00
0.0027
N
39001170.00
39001170.00
Royal Bank of Canada
Royal Bank of Canada 0.285000%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2016-01-06
N
N
N
194000000.00
194000000.00
0.0132
N
193992240.00
193992240.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MRW2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-30
2015-04-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
12000000.00
11997100.00
0.0008
N
11998440.00
11998440.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
18000000.00
17995500.00
0.0012
N
17997480.00
17997480.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
124000000.00
123965900.00
0.0084
N
123980160.00
123980160.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UR18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
17000000.00
17000000.00
0.0012
N
17000000.00
17000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.100000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
126000000.00
126000000.00
0.0086
Security is a time deposit.
N
126000000.00
126000000.00
Societe Generale
Societe Generale 0.270000%
83369CT20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
126000000.00
125941410.00
0.0086
N
125950860.00
125950860.00
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
39000000.00
38974975.00
0.0027
N
38983620.00
38983620.00
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
25000000.00
25000000.00
0.0017
N
25003750.00
25003750.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562Y3G7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
13000000.00
13000000.00
0.0009
N
13002080.00
13002080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y6X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
34000000.00
34000000.00
0.0023
N
34000680.00
34000680.00
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
10000000.00
10000000.00
0.0007
N
10001000.00
10001000.00
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
6000000.00
6000000.00
0.0004
N
6000780.00
6000780.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
28000000.00
28000000.00
0.0019
N
28005880.00
28005880.00
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
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
43000000.00
43000000.00
0.0029
N
43001720.00
43001720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
19000000.00
19000000.00
0.0013
N
19000760.00
19000760.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
75000000.00
75000000.00
0.0051
N
75015000.00
75015000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
35000000.00
35000000.00
0.0024
N
35007000.00
35007000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
7000000.00
7000000.00
0.0005
N
6999790.00
6999790.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86563RHM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
22000000.00
21999999.44
0.0015
N
22000000.00
22000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
1000000.00
1000000.00
0.0001
N
1000050.00
1000050.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
1000000.00
1000000.00
0.0001
N
1000050.00
1000050.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KVD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
79000000.00
79000000.00
0.0054
N
79003950.00
79003950.00
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
44000000.00
44000000.00
0.0030
N
44003080.00
44003080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
23000000.00
23000000.00
0.0016
N
23002300.00
23002300.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
144000000.00
144000000.00
0.0098
N
144012960.00
144012960.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
220000000.00
220000000.00
0.0150
Security is a time deposit.
N
220000000.00
220000000.00
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
35000000.00
34996344.44
0.0024
N
34997900.00
34997900.00
Swedbank AB
Swedbank AB 0.210000%
87019SUG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-16
2015-07-16
N
N
N
54000000.00
53966610.00
0.0037
N
53965171.62
53965171.62
Swedbank AB
Swedbank AB 0.270000%
87019SV43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
18000000.00
17983125.00
0.0012
N
17985780.00
17985780.00
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
7000000.00
7000000.00
0.0005
N
7001680.00
7001680.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
93000000.00
93000000.00
0.0063
Security is a time deposit.
N
92999776.80
92999776.80
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
5000000.00
4999572.22
0.0003
N
4999650.00
4999650.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602UT83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14000000.00
13993388.89
0.0010
N
13994540.00
13994540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.246500%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-06-17
N
N
N
50000000.00
50000000.00
0.0034
N
50009000.00
50009000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243300%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-07-21
N
N
N
92000000.00
92000000.00
0.0063
N
92000000.00
92000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89113ECZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
33000000.00
33000000.00
0.0022
N
33012210.00
33012210.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.286000%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2016-03-21
N
N
N
54000000.00
54000000.00
0.0037
N
54002160.00
54002160.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89113EJL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
94000000.00
94000000.00
0.0064
N
94000000.00
94000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89113EJR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
90000000.00
90000000.00
0.0061
N
89999100.00
89999100.00
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
42000000.00
41988461.67
0.0029
N
41996220.00
41996220.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSJ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
119000000.00
118964266.94
0.0081
N
118986910.00
118986910.00
UBS AG
UBS AG 0.250000%
90267RA41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.260000%
91127QVE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-14
2015-08-14
N
N
N
78000000.00
77923949.99
0.0053
N
77933700.00
77933700.00
United States Treasury Department
United States Treasury Department 0.119000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2017-01-31
N
N
N
48000000.00
47999813.28
0.0033
N
48010272.00
48010272.00
United States Treasury Department
United States Treasury Department 0.080000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-01-31
N
N
N
103000000.00
102989471.00
0.0070
N
102994541.00
102994541.00
United States Treasury Department
United States Treasury Department 0.105000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0043
N
62997858.00
62997858.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.245000%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
107000000.00
107000000.00
0.0073
N
107000000.00
107000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.360600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2016-04-14
N
N
N
135000000.00
135000000.00
0.0092
N
134995140.00
134995140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241900%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-05-01
N
N
N
38000000.00
38000000.00
0.0026
N
38000000.00
38000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.277000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-11-18
N
N
N
23000000.00
23000000.00
0.0016
N
23000460.00
23000460.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.273300%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-11-23
N
N
N
23000000.00
23000000.00
0.0016
N
23000460.00
23000460.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.273800%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-11-25
N
N
N
35000000.00
35000000.00
0.0024
N
35000700.00
35000700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
38000000.00
38000000.00
0.0026
N
38004940.00
38004940.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2016-02-09
N
N
N
18000000.00
18000000.00
0.0012
N
18002160.00
18002160.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.304500%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2016-02-12
N
N
N
60000000.00
60000000.00
0.0041
N
60007200.00
60007200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305600%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2016-02-26
N
N
N
50000000.00
50000000.00
0.0034
N
50006000.00
50006000.00
Westpac Banking Corp
Westpac Banking Corp 0.253000%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-05-05
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Westpac Banking Corp
Westpac Banking Corp 0.256500%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-05-11
N
N
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Westpac Banking Corp
Westpac Banking Corp 0.267500%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-08-19
N
N
N
40000000.00
40000000.00
0.0027
N
40000400.00
40000400.00
Westpac Banking Corp
Westpac Banking Corp 0.263800%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-08-25
N
N
N
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
Westpac Banking Corp
Westpac Banking Corp 0.273300%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-10-23
N
N
N
15000000.00
15000000.00
0.0010
N
15000150.00
15000150.00
Westpac Banking Corp
Westpac Banking Corp 0.305000%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
14000000.00
14000000.00
0.0010
N
14001820.00
14001820.00
Westpac Banking Corp
Westpac Banking Corp 0.307900%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2016-02-12
N
N
N
79000000.00
79000000.00
0.0054
N
79009480.00
79009480.00
Westpac Banking Corp
Westpac Banking Corp 0.256000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-13
2015-06-12
N
N
N
46000000.00
46000000.00
0.0031
N
46000000.00
46000000.00
Westpac Banking Corp
Westpac Banking Corp 0.255600%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-07-27
N
N
N
90000000.00
90000000.00
0.0061
N
90001800.00
90001800.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
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
725715.43
725715.43
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
159966.09
159966.09
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
159966.09
159966.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
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
1230614.29
1230614.29
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
209104.23
209104.23
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
209104.23
209104.23