0001145549-15-003870.txt : 20150629
0001145549-15-003870.hdr.sgml : 20150629
20150507165118
ACCESSION NUMBER: 0001145549-15-003870
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150430
FILED AS OF DATE: 20150507
DATE AS OF CHANGE: 20150507
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: 15842569
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
2015-04-30
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
49
79
711772235.03
193384.61
40370.13
711925249.51
0.0025
1.0001
2015-04-30
1.0001
2015-04-30
C000012386
25000.00
711925249.51
1.00
-6638588.16
53850060.44
60488648.60
0.0001
1.0001
2015-04-30
1.0001
2015-04-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300000%
00279H5N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
Y
Santander UK Plc
N/A
N/A
N
7000000.00
7000000.00
0.0098
N
7000770.00
7000770.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.130000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
6000000.00
6000000.00
0.0084
Security is a time deposit.
N
6000000.00
6000000.00
Bank of America, NA
Bank of America, NA 0.382800%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2016-04-04
N
N
N
2000000.00
2000000.00
0.0028
N
2000092.00
2000092.00
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
0.0056
N
4000400.00
4000400.00
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
0.0042
N
3000600.00
3000600.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDJ3
Other Note
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
5000000.00
5000000.00
0.0070
N
5002450.00
5002450.00
Bank of Montreal
Bank of Montreal 0.290000%
06366CF60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-15
2015-10-15
N
N
N
9000000.00
9000000.00
0.0126
N
9000450.00
9000450.00
Bank of New York Mellon
Bank of New York Mellon 0.060000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
9000000.00
9000000.00
0.0126
Security is a time deposit.
N
9000000.00
9000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.080000%
06405XS63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
5000000.00
4999944.44
0.0070
N
4999950.00
4999950.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.070000%
06405XS71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
1000000.00
999988.33
0.0014
N
999980.56
999980.56
Bank of Nova Scotia
Bank of Nova Scotia 0.279800%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2015-12-08
N
N
N
2000000.00
2000000.00
0.0028
N
2000060.00
2000060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.300000%
06417HN85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
5000000.00
5000000.00
0.0070
N
5000750.00
5000750.00
Bank of Nova Scotia
Bank of Nova Scotia 0.251300%
06417HTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
4000000.00
4000000.00
0.0056
N
3999960.00
3999960.00
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
0.0126
N
9003780.00
9003780.00
Bank of the West
Bank of the West 0.250000%
06426GGZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
3000000.00
3000000.00
0.0042
N
3000810.00
3000810.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JME3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
7000000.00
7000000.00
0.0098
N
7001400.00
7001400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000240.00
2000240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
7000000.00
7000000.00
0.0098
N
7000770.00
7000770.00
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
1000000.00
1000000.00
0.0014
N
1000560.00
1000560.00
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
1000000.00
1000000.00
0.0014
N
1000790.00
1000790.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XS90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
6000000.00
6000000.00
0.0084
N
6003600.00
6003600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150506_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
37647089.00
9059379.63
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
2565549.00
2314146.92
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
849223.00
853745.26
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
8221985.00
8907447.70
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
8074578.00
9025280.55
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
29000000.00
29000000.00
0.0407
N
29000000.00
29000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M150507_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
10840732.00
7280000.63
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
7000000.00
7000000.00
0.0098
N
7000000.00
7000000.00
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
2000300.00
2000300.00
BNP Paribas
BNP Paribas 0.380000%
05572NXH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
4000000.00
4000000.00
0.0056
N
4000960.00
4000960.00
BNP Paribas
BNP Paribas 0.380000%
05572NXJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
3000000.00
3000000.00
0.0042
N
3000720.00
3000720.00
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
5000000.00
5000000.00
0.0070
N
5000500.00
5000500.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M150501_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2045-04-20
3.500000
Government Agency Debt
241213.00
251862.18
GNMA
2042-07-20
2.000000
Government Agency Debt
57580.00
29331.74
GNMA
2042-11-20
3.000000
Government Agency Debt
1724.00
1420.08
United States Treasury Department
2020-04-15
0.125000
Treasury Debt
11700500.00
11960156.26
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
12000000.00
12000000.00
0.0169
N
12000000.00
12000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M150507_2MN1
0001197610
Other Repurchase Agreement
N
HARBORVIEW MTGE LOAN TRUST,NY
2036-11-19
0.357500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11236055.00
3421645.70
MALLINCKRODT INTL FIN S A / MALLINCKRODT CB LLC
2025-04-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4014.00
4104.32
WELLS FARGO
2036-10-25
2.611400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
156907.00
24250.07
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
3000000.00
3000000.00
0.0042
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
BPCE SA
BPCE SA 0.230000%
05571CU90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
3000000.00
2998677.50
0.0042
N
2999670.00
2999670.00
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
4998819.44
0.0070
N
4999250.00
4999250.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.301000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-05-11
2016-01-04
N
N
N
6000000.00
6000000.00
0.0084
N
6000060.00
6000060.00
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
2998525.84
0.0042
N
2999010.00
2999010.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963UXK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-19
2015-10-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6990025.00
0.0098
N
6989220.00
6989220.00
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
1999861.11
0.0028
N
1999920.00
1999920.00
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
1999958.33
0.0028
N
1999980.00
1999980.00
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
0.0098
N
7000140.00
7000140.00
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
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
3000000.00
2998796.67
0.0042
N
2999430.00
2999430.00
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
2998666.67
0.0042
N
2999400.00
2999400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260600%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-06-19
N
N
N
12000000.00
12000000.00
0.0169
N
12000084.00
12000084.00
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
3999916.67
0.0056
N
3999960.00
3999960.00
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
7000000.00
6991541.67
0.0098
N
6992510.00
6992510.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.230000%
22533MD24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
4000000.00
4000000.00
0.0056
N
4000320.00
4000320.00
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
1000010.00
1000010.00
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
2000100.00
2000100.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549VA29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
2000000.00
2000000.00
0.0028
N
2000100.00
2000100.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549VDK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000040.00
1000040.00
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
2000280.00
2000280.00
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
2000280.00
2000280.00
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
2000320.00
2000320.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549VZ22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
4000000.00
4000000.00
0.0056
N
4000160.00
4000160.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M150501_2MN1
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-04-15
0.750000
Treasury Debt
3925000.00
3909643.17
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
3832825.00
3832825.00
0.0054
N
3832825.00
3832825.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2MN1
0001230485
Other Repurchase Agreement
N
FHASI 2003-AR3 2A1
2033-09-25
2.589700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52540000.00
3450247.70
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
3000000.00
3000000.00
0.0042
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000750.00
3000750.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2MN1
0001230485
Other Repurchase Agreement
N
STACR 2015-DNA1 M2
2027-10-25
2.031700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
2300517.11
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
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 0.660000%
988WZK004_0.6600_M150526_2MN1
0001230485
Other Repurchase Agreement
N
BSARM 2003-8 4A1
2034-01-25
2.668000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1745000.00
155497.89
MSM
2034-09-25
2.430100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
780279.11
SARM 2004-12 1A1
2034-09-25
2.530500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
214478.15
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
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
1000340.00
1000340.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150602_2MN1
0001230485
Other Repurchase Agreement
N
STACR 2015-DNA1 M2
2027-10-25
2.031700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
2300517.11
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
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 0.660000%
988WZK004_0.6600_M150610_2MN1
0001230485
Other Repurchase Agreement
N
STACR 2015-DNA1 M2
2027-10-25
2.031700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
2300517.11
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
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 0.700000%
988WZK004_0.7000_M150527_2MN1
0001230485
Other Repurchase Agreement
N
144A SLFMT 2013-1A M2
2058-06-25
3.140000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100422.05
144A SLFMT 2013-2A M2
2065-12-25
4.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
103195.69
BSARM 2003-8 4A1
2034-01-25
2.668000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
4901.08
LBUBS 2001-C3 D
2036-06-15
6.731000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100918.45
STACR 2015-DNA1 M2
2027-10-25
2.031700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840400.00
840588.95
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
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 0.300000%
2284K1T45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
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
2000000.00
1999433.33
0.0028
N
1999680.00
1999680.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.250000%
2284K1T45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
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
999763.89
0.0014
N
999840.00
999840.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M150501_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2017-07-20
0.175100
Government Agency Debt
17524000.00
17510307.43
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
17000000.00
17000000.00
0.0239
N
17000000.00
17000000.00
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
4000000.00
4000000.00
0.0056
Security is a time deposit.
N
3999999.20
3999999.20
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006_M150507
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
9000000.00
9000000.00
0.0126
Security is a time deposit.
N
9000000.00
9000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
7000000.00
7000000.00
0.0098
Security is a time deposit.
N
7000000.00
7000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384FF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
2000000.00
1999976.39
0.0028
N
1999994.00
1999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384GM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
2000000.00
1999863.89
0.0028
N
1999928.00
1999928.00
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
9998350.00
0.0140
N
9999300.00
9999300.00
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
1999250.00
0.0028
N
1999700.00
1999700.00
General Electric Co
General Electric Co 0.070000%
36960MS53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
4000000.00
3999968.89
0.0056
N
3999960.00
3999960.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
38399H002_0.1000_M150501_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2047-01-15
3.650000
Government Agency Debt
14278483.00
15317123.63
GNMA
2050-05-15
2.670000
Government Agency Debt
8026114.00
8142876.57
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
23000000.00
23000000.00
0.0323
N
23000000.00
23000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150507_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-04-20
2.500000
Government Agency Debt
223393.00
155226.16
GNMA
2022-05-15
6.000000
Government Agency Debt
2850000.00
158932.20
GNMA
2022-09-15
7.500000
Government Agency Debt
2536595.00
159792.20
GNMA
2024-01-20
5.500000
Government Agency Debt
220190.00
152127.82
GNMA
2024-01-20
6.000000
Government Agency Debt
466105.00
162258.50
GNMA
2025-01-20
5.000000
Government Agency Debt
416034.00
158779.42
GNMA
2029-01-15
7.000000
Government Agency Debt
191526.00
31077.99
GNMA
2029-06-20
7.000000
Government Agency Debt
12372611.00
159764.71
GNMA
2032-09-15
6.500000
Government Agency Debt
290189.00
23252.87
GNMA
2033-05-20
7.000000
Government Agency Debt
5302021.00
160273.29
GNMA
2033-08-15
6.000000
Government Agency Debt
1001630.00
155857.49
GNMA
2034-06-20
4.500000
Government Agency Debt
770000.00
159426.21
GNMA
2034-12-15
5.500000
Government Agency Debt
957360.00
162681.41
GNMA
2035-03-20
6.500000
Government Agency Debt
1588577.00
160441.87
GNMA
2039-01-20
6.000000
Government Agency Debt
415400.00
154761.90
GNMA
2039-05-15
5.000000
Government Agency Debt
856996.00
152876.16
GNMA
2039-11-20
5.000000
Government Agency Debt
3354045.00
157895.08
GNMA
2040-04-15
5.000000
Government Agency Debt
502354.00
152670.00
GNMA
2040-06-15
5.000000
Government Agency Debt
300000.00
160579.12
GNMA
2042-02-20
6.000000
Government Agency Debt
409150.00
162718.45
GNMA
2043-09-15
4.000000
Government Agency Debt
150030.00
158607.23
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
3000000.00
3000000.00
0.0042
N
3000000.00
3000000.00
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
3000000.00
3000000.00
0.0042
N
3000090.00
3000090.00
HSBC Bank Plc
HSBC Bank Plc 0.320000%
40433HXV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
4000000.00
3993564.45
0.0056
N
3992982.88
3992982.88
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
0.0098
N
7000490.00
7000490.00
HSBC Bank Plc
HSBC Bank Plc 0.430000%
926JXS003
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-23
2015-12-23
N
N
N
4000000.00
4000000.00
0.0056
N
4000800.00
4000800.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.360000%
4497W1X68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
Y
ING Bank NV
N/A
N/A
N
6000000.00
5990520.00
0.0084
N
5992500.00
5992500.00
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
0.0056
N
4000160.00
4000160.00
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
1000080.00
1000080.00
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
ING Bank NV
ING Bank NV 0.420000%
926PAL009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
2000000.00
2000000.00
0.0028
N
2000640.00
2000640.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.630000%
921ACP006_0.6300_M150729_2MN1
0001168163
Other Repurchase Agreement
N
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
306.00
356.77
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17.00
19.82
BBCMS TR 2014-BXO
2027-08-16
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1965.00
1971.64
BBCMS TR 2014-BXO
2027-08-16
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14.00
14.05
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.231500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5296565.00
5291618.01
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.231500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8760.00
8751.82
CITIGROUP COML MTG TR 2014 GC21
2047-05-10
4.996400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1808.00
1754.30
CITIGROUP COML MTG TR 2014 GC21
2047-05-10
4.996400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
268.00
260.04
CITIGROUP MORTGAGE
2033-10-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.19
COMCAST CORPORATION SPL A
2042-07-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2591.00
2820.02
COMM 2013 CCRE11 MTG TR
2050-08-12
5.339000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
944.00
957.73
COMM 2014 LC17 MTG TR
2047-10-11
3.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260.00
229.27
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14465.00
14672.91
DOW CHEMICAL COMPANY
2042-11-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4431.00
4442.35
DOW CHEMICAL COMPANY
2042-11-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31.00
31.08
E 0N INTERNATIONAL FINANCE B.V,NL
2018-04-30
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20370.00
22701.75
E 0N INTERNATIONAL FINANCE B.V,NL
2018-04-30
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167.00
186.12
GCMO 144A COMMERCIAL
2028-11-15
7.968800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3132.00
3176.57
GENERAL MTRS CO
2025-04-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
374.00
379.37
GS MTG SECS TR 2014 GC24
2047-09-10
4.162000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127.00
138.03
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
491.00
500.15
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390338.00
335861.45
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.182000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177.00
173.73
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
599.00
540.46
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6.00
5.41
JP MORGAN MTG 2014 I9VR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
1.46
JP MORGAN MTG TR 2014 IVR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
501467.00
439321.16
NEW RESIDENTIAL MTG LN TR 201403
2054-11-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2128.00
2004.07
NEW RESIDENTIAL MTG LN TR 201403
2054-11-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385.00
1304.34
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.506400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13272.00
11700.04
SEQUOIA MTG TR 2013-7
2043-06-25
3.558500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480230.00
407480.28
SEQUOIA MTG TR 2013-9
2043-07-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18923.00
16428.05
SEQUOIA MTG TR 2013-9
2043-07-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2842.00
2467.29
SHELLPOINT ASSET FDG TR 2013-1
2043-07-25
3.937400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
1.89
UBS BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4832.00
4972.58
UBS BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33.00
33.96
WELLS FARGO
2045-10-17
4.778200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1562.00
1741.23
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
14946.00
17071.73
WFRBS COML MTG TR 2012 C8
2045-08-17
4.876400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7512.00
8219.09
WFRBS COML MTG TR 2012 C9
2045-11-17
4.803300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295314.00
301042.91
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
6000000.00
6000000.00
0.0084
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
6000000.00
6000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
992JYG007_0.0800_M150507_2MN1
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
926200.00
954632.61
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
57400.00
57987.20
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
7608000.00
8125779.88
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
39700.00
41836.18
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
9000000.00
9000000.00
0.0126
N
8999550.00
8999550.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-10-22
N
N
N
1000000.00
1000000.00
0.0014
N
1000050.00
1000050.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.321500%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-10-23
N
N
N
2000000.00
2000000.00
0.0028
N
2000100.00
2000100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.321300%
46639XAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
2015-10-27
N
N
N
5000000.00
5000000.00
0.0070
N
5000050.00
5000050.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.319800%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2015-12-08
N
N
N
4000000.00
4000000.00
0.0056
N
4000120.00
4000120.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.280000%
48125PX99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
2000000.00
1999998.93
0.0028
N
2000720.00
2000720.00
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
2999187.50
0.0042
N
2999430.00
2999430.00
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
1999242.78
0.0028
N
1999520.00
1999520.00
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
4997543.06
0.0070
N
4998350.00
4998350.00
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
7000000.00
7000000.00
0.0098
N
7001050.00
7001050.00
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
4000000.00
4000000.00
0.0056
N
4000600.00
4000600.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GBR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
1000000.00
1000000.00
0.0014
N
1000070.00
1000070.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.270000%
55607LTR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
N
4000000.00
3998350.00
0.0056
N
3998920.00
3998920.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M150604_2MN1
0000728612
Other Repurchase Agreement
N
CWCI
2048-08-17
5.254000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3356079.00
3460118.01
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5566743.00
5739882.31
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
8000000.00
8000000.00
0.0112
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
8000000.00
8000000.00
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
2000060.00
2000060.00
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
1000060.00
1000060.00
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
2000180.00
2000180.00
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
2000280.00
2000280.00
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
0.0014
N
1000130.00
1000130.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AWB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
1000000.00
1000000.00
0.0014
N
999990.00
999990.00
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
2000220.00
2000220.00
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
0.0070
N
5000500.00
5000500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60688L7D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
1000000.00
1000000.00
0.0014
N
1000120.00
1000120.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60689DDC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-11
2015-08-11
N
N
N
7000000.00
7000000.00
0.0098
N
6999930.00
6999930.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.140000%
60686N005_0.1400_M150501_2MN1
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-10-29
0.00
Treasury Debt
5101800.00
5100014.37
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
5000000.00
5000000.00
0.0070
N
5000000.00
5000000.00
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
2000000.00
2000000.00
0.0028
N
2000560.00
2000560.00
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
5000000.00
5000000.00
0.0070
N
5001050.00
5001050.00
National Bank of Canada
National Bank of Canada 0.100000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
2000000.00
2000000.00
0.0028
Security is a time deposit.
N
1999990.90
1999990.90
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
6000000.00
6000000.00
0.0084
N
6000000.00
6000000.00
Natixis SA
Natixis SA 0.270000%
63873FNM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-08
2015-07-08
N
N
N
1000000.00
1000000.00
0.0014
N
1000160.00
1000160.00
Natixis SA
Natixis SA 0.290000%
63873FPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
4000000.00
4000000.00
0.0056
N
4000560.00
4000560.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.430000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2015-05-07
2015-05-07
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 0.240000%
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
1000050.00
1000050.00
NRW.BANK
NRW.BANK 0.100000%
62939MS65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
8000000.00
7999888.89
0.0112
N
7999840.00
7999840.00
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
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
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
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3995133.34
0.0056
N
3995640.00
3995640.00
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
999793.33
0.0014
N
999900.00
999900.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.160000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
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
0.0097
N
6915000.00
6915000.00
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
0.0098
N
7000910.00
7000910.00
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
Repo Agreement
BNP Paribas
N/A
N/A
1000000.00
999688.89
0.0014
N
999850.00
999850.00
Royal Bank of Canada
Royal Bank of Canada 0.360800%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-07-07
2016-05-06
N
N
N
7000000.00
7000000.00
0.0098
N
7007336.00
7007336.00
Royal Bank of Canada
Royal Bank of Canada 0.390800%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-07-06
2016-05-03
N
N
N
5000000.00
5000000.00
0.0070
N
5000000.00
5000000.00
Royal Bank of Canada
Royal Bank of Canada 0.267600%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-05
2015-09-04
N
N
N
5000000.00
5000000.00
0.0070
N
5000100.00
5000100.00
Royal Bank of Canada
Royal Bank of Canada 0.287600%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2016-01-06
N
N
N
3000000.00
3000000.00
0.0042
N
2999910.00
2999910.00
Royal Bank of Canada
Royal Bank of Canada 0.310000%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2016-04-13
N
N
N
3000000.00
3000000.00
0.0042
N
3000150.00
3000150.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, 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
4000000.00
4000000.00
0.0056
N
4000000.00
4000000.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MV31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
4000000.00
3996344.45
0.0056
N
3997680.00
3997680.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.120000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
9000000.00
9000000.00
0.0126
Security is a time deposit.
N
9000000.00
9000000.00
Societe Generale
Societe Generale 0.270000%
83369CT12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
1000000.00
999767.50
0.0014
N
999900.00
999900.00
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
4000000.00
3999040.00
0.0056
N
3999560.00
3999560.00
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
1000180.00
1000180.00
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
2000180.00
2000180.00
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
2000060.00
2000060.00
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
1000030.00
1000030.00
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
0.0042
N
3000240.00
3000240.00
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
6000000.00
6000000.00
0.0084
N
6000900.00
6000900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86563RGQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
3000000.00
3000000.00
0.0042
N
3000210.00
3000210.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-16
2015-10-16
N
N
N
1000000.00
1000000.00
0.0014
N
1000020.00
1000020.00
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
0.0042
N
3000000.00
3000000.00
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
4000000.00
4000000.00
0.0056
N
4000200.00
4000200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.245000%
86563KXS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
5000000.00
5000000.00
0.0070
N
5000250.00
5000250.00
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
2015-05-01
2015-05-01
N
N
N
14000000.00
14000000.00
0.0197
Security is a time deposit.
N
14000000.00
14000000.00
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
1000000.00
999287.50
0.0014
N
999440.00
999440.00
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
2000240.00
2000240.00
Swedbank AB
Swedbank AB 0.120000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
6000000.00
6000000.00
0.0084
Security is a time deposit.
N
6000010.50
6000010.50
Toronto-Dominion Bank
Toronto-Dominion Bank 0.252500%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-06-16
N
N
N
5000000.00
5000000.00
0.0070
N
5000000.00
5000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.250300%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-07-21
N
N
N
4000000.00
4000000.00
0.0056
N
4000000.00
4000000.00
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
0.0056
N
4000920.00
4000920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.390000%
89113EDL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
2000000.00
2000000.00
0.0028
N
2001540.00
2001540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.390000%
89113EDW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
3000000.00
3000000.00
0.0042
N
3002040.00
3002040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ELT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
3000000.00
3000000.00
0.0042
N
3001110.00
3001110.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ELX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
2000000.00
2000000.00
0.0028
N
2000680.00
2000680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89113EMX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
3000000.00
3000000.00
0.0042
N
3000000.00
3000000.00
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
1000000.00
0.0014
N
1000000.00
1000000.00
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
2999770.00
0.0042
N
2999910.00
2999910.00
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
4999584.72
0.0070
N
4999850.00
4999850.00
United States Treasury Department
United States Treasury Department 0.109000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2017-01-31
N
N
N
2000000.00
1999999.98
0.0028
N
2000676.00
2000676.00
United States Treasury Department
United States Treasury Department 0.070000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2016-01-31
N
N
N
5000000.00
4999446.69
0.0070
N
4999905.00
4999905.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2016-07-31
N
N
N
3000000.00
3000000.00
0.0042
N
3000237.00
3000237.00
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
2000000.00
0.0028
N
2000000.00
2000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.260600%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-20
2015-05-20
N
N
N
5000000.00
5000000.00
0.0070
N
5000200.00
5000200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.269800%
94988E6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2015-08-10
N
N
N
7000000.00
7000000.00
0.0098
N
7000070.00
7000070.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.280300%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-11-23
N
N
N
10000000.00
10000000.00
0.0140
N
10000200.00
10000200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.309800%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2016-02-08
N
N
N
4000000.00
4000000.00
0.0056
N
4000440.00
4000440.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.325900%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2016-05-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000080.00
2000080.00
Westpac Banking Corp
Westpac Banking Corp 0.260000%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
6000000.00
6000000.00
0.0084
N
6000000.00
6000000.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2016-02-12
N
N
N
3000000.00
3000000.00
0.0042
N
3000330.00
3000330.00
Westpac Banking Corp
Westpac Banking Corp 0.260000%
9612C4MF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-12
2015-06-12
N
N
N
5000000.00
5000000.00
0.0070
N
4999950.00
4999950.00
Westpac Banking Corp
Westpac Banking Corp 0.261300%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-27
2015-07-27
N
N
N
2000000.00
2000000.00
0.0028
N
2000020.00
2000020.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-05-31
2015-05-31
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
24629.24
24629.24
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-05-31
2015-05-31
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
12300.72
12300.72