0001145549-15-007586.txt : 20151130
0001145549-15-007586.hdr.sgml : 20151130
20151007154920
ACCESSION NUMBER: 0001145549-15-007586
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151007
DATE AS OF CHANGE: 20151007
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: 151148947
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
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
2015-09-30
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
43
72
714941551.01
261760.63
71049.02
715132262.62
0.0031
1.0001
2015-09-30
1.0001
2015-09-30
C000012386
25000.00
715132262.62
1.00
10388565.87
52697705.67
42309139.80
0.0001
1.0001
2015-09-30
1.0001
2015-09-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.360000%
00279JAB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
Y
Santander UK Plc
N/A
N/A
N
5000000.00
5000000.00
0.0070
N
5001983.55
5001983.55
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
9000000.00
9000000.00
0.0126
Security is a time deposit.
N
9000000.00
9000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
926TZC004
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
8000000.00
8000000.00
0.0112
Security is a time deposit.
N
8000000.00
8000000.00
Bank of America, NA
Bank of America, NA 0.412800%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-04-04
N
N
N
2000000.00
2000000.00
0.0028
N
2000034.00
2000034.00
Bank of America, NA
Bank of America, NA 0.530000%
06053PJV0
Other Note
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
7000000.00
7000000.00
0.0098
N
7008736.07
7008736.07
Bank of America, NA
Bank of America, NA 0.340000%
06053PKK2
Other Note
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
1000000.00
1000000.00
0.0014
N
1000261.01
1000261.01
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
9000486.99
9000486.99
Bank of Montreal
Bank of Montreal 0.310000%
06366CP77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
1000000.00
1000000.00
0.0014
N
1000168.11
1000168.11
Bank of Nova Scotia
Bank of Nova Scotia 0.299300%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2015-12-08
N
N
N
2000000.00
2000000.00
0.0028
N
2000016.02
2000016.02
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
5000429.55
5000429.55
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417KY94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
1000000.00
999653.33
0.0014
N
999891.10
999891.10
Bank of Nova Scotia
Bank of Nova Scotia 0.120000%
924HZZ001_0.1200_M151001_2MN1
0001041839
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
2296102.00
2060000.75
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
2000000.00
2000000.00
0.0028
N
2000000.00
2000000.00
Bank of the West
Bank of the West 0.320000%
06426GJA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
3000000.00
3000000.00
0.0042
N
3000903.63
3000903.63
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.553000%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-03-10
N
N
N
5000000.00
5000000.00
0.0070
N
5000100.05
5000100.05
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
2000052.22
2000052.22
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
7000217.77
7000217.77
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
6000256.26
6000256.26
Barclays Bank Plc
Barclays Bank Plc 0.920000%
06741XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
2000000.00
2000000.00
0.0028
N
2003811.62
2003811.62
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06741XY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
1000000.00
1000000.00
0.0014
N
1000701.41
1000701.41
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M151001_2MN1
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-31
0.375000
Treasury Debt
30700.00
30764.78
United States Treasury Department
2016-07-31
0.500000
Treasury Debt
100.00
100.23
United States Treasury Department
2016-08-31
3.000000
Treasury Debt
3635800.00
3731707.05
United States Treasury Department
2016-10-31
3.125000
Treasury Debt
49200.00
51269.13
United States Treasury Department
2017-09-30
0.625000
Treasury Debt
39008000.00
38989666.24
United States Treasury Department
2018-05-15
1.000000
Treasury Debt
200.00
201.52
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
9593100.00
10236353.33
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
52000000.00
52000000.00
0.0727
N
52000000.52
52000000.52
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M151002_2MN1
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2024-02-15
2.750000
Treasury Debt
12431100.00
13260100.00
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
13000000.00
13000000.00
0.0182
N
13000000.00
13000000.00
BNP Paribas SA
BNP Paribas SA 0.520000%
05572NA97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
6000000.00
6000000.00
0.0084
N
6002973.06
6002973.06
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M151001_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-09-25
3.500000
Government Agency Debt
2686368.00
2672653.92
GNMA
2035-06-20
4.500000
Government Agency Debt
133.00
26.50
GNMA
2044-07-20
3.000000
Government Agency Debt
4577800.00
4757838.77
GNMA
2045-09-20
3.000000
Government Agency Debt
5083000.00
5169480.47
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
12000000.00
12000000.00
0.0168
N
12000000.00
12000000.00
BPCE SA
BPCE SA 0.340000%
05571CY21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
1000000.00
999697.78
0.0014
N
999868.00
999868.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998402.78
0.0014
N
998785.50
998785.50
CAFCO, LLC
CAFCO, LLC 0.480000%
12476EBA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1996480.00
0.0028
N
1997332.60
1997332.60
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.433600%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2016-06-28
N
N
N
3000000.00
3000000.00
0.0042
N
3000105.00
3000105.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.570000%
13606ADR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.373000%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-06-10
N
N
N
6000000.00
6000000.00
0.0084
N
6000000.06
6000000.06
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
6998950.00
0.0098
N
6999242.60
6999242.60
Charta, LLC
Charta, LLC 0.510000%
16115UCF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3990593.33
0.0056
N
3992039.60
3992039.60
Charta, LLC
Charta, LLC 0.400000%
16115XZE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2997533.33
0.0042
N
2998406.40
2998406.40
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
4000000.00
4000000.00
0.0056
N
4001652.44
4001652.44
Ciesco, LLC
Ciesco, LLC 0.310000%
17178CY49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8997365.00
0.0126
N
8998530.30
8998530.30
Coca-Cola Co
Coca-Cola Co 0.390000%
19121AAM3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
1000000.00
998786.66
0.0014
N
999394.20
999394.20
Coca-Cola Co
Coca-Cola Co 0.510000%
19121ACH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
1000000.00
997620.00
0.0014
N
998028.30
998028.30
Coca-Cola Co
Coca-Cola Co 0.680000%
19121AF22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
6000000.00
5972233.34
0.0084
N
5980771.20
5980771.20
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.520000%
19422FD11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
5000000.00
4986783.33
0.0070
N
4986966.50
4986966.50
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.420000%
19422GZ98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
3000000.00
2997585.00
0.0042
N
2998220.70
2998220.70
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.520000%
19422CD18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
3000000.00
2992070.00
0.0042
N
2992179.90
2992179.90
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.336400%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-13
2016-05-12
N
N
N
5000000.00
5000000.00
0.0070
N
5000425.05
5000425.05
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZ19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
4000000.00
3998102.22
0.0056
N
3999090.80
3999090.80
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622VZH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998288.89
0.0028
N
1998877.60
1998877.60
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.350000%
22533M3Z2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
3000000.00
3000000.00
0.0042
N
3000655.83
3000655.83
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22533MV81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
3000000.00
3000000.00
0.0042
N
3000519.63
3000519.63
Credit Agricole SA
Credit Agricole SA 0.290000%
926UPM000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
4000000.00
4000000.00
0.0056
N
4000023.64
4000023.64
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VB36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
1000000.00
1000000.00
0.0014
N
1000433.71
1000433.71
Credit Suisse AG
Credit Suisse AG 0.570000%
22549VCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
4000000.00
4000000.00
0.0056
N
4000259.24
4000259.24
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VVT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
3000000.00
3000000.00
0.0042
N
3001300.53
3001300.53
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.850000%
988WZK004_0.8500_M160103_2MN1
0001230485
Other Repurchase Agreement
N
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3644923.39
LXS 2006-13 1A3
2036-09-25
0.483900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10156604.93
First Tier Security
N/A
N/A
2016-01-03
2016-01-03
N
Y
Credit Suisse AG
N/A
N/A
N
12000000.00
12000000.00
0.0168
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
12003978.00
12003978.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.330000%
2284K1Z97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Credit / Liquidity
BNP Paribas SA
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
999367.50
0.0014
N
999406.90
999406.90
DBS Bank Ltd
DBS Bank Ltd 0.290000%
23305EY31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
N
7000000.00
6998139.17
0.0098
N
6999008.10
6999008.10
DBS Bank Ltd
DBS Bank Ltd 0.300000%
23305EYR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-25
2015-11-25
N
N
N
1000000.00
999541.67
0.0014
N
999720.00
999720.00
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
2015-10-01
2015-10-01
N
N
N
7000000.00
7000000.00
0.0098
Security is a time deposit.
N
7000000.00
7000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M151001_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
0.00
6899877.03
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
0.00
8003349.92
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
0.00
3603347.33
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
0.00
11081.33
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
0.00
8002345.14
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
26000000.00
26000000.00
0.0364
N
26000000.00
26000000.00
HSBC Bank Plc
HSBC Bank Plc 0.342800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-05
2016-01-04
N
N
N
3000000.00
3000000.00
0.0042
N
3000015.03
3000015.03
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
3999004.44
0.0056
N
3998817.60
3998817.60
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
6999909.70
6999909.70
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
4000182.04
4000182.04
HSBC Bank Plc
HSBC Bank Plc 0.345000%
926RLC003
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
1000000.00
1000000.00
0.0014
N
999944.10
999944.10
HSBC Bank USA
HSBC Bank USA 0.400000%
40428AJ81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
2000000.00
2000000.00
0.0028
N
2000002.00
2000002.00
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
5999700.00
0.0084
N
5999836.20
5999836.20
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.410000%
4497W1YG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
Y
ING Bank NV
N/A
N/A
N
4000000.00
3997904.45
0.0056
N
3998788.40
3998788.40
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
2000402.62
2000402.62
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.120000%
46899T004_0.1200_M151001_2MN1
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
14554900.00
15300074.49
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
15000000.00
15000000.00
0.0210
N
15000000.00
15000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.750000%
921ACP006_0.7500_M151229_2MN1
0001168163
Other Repurchase Agreement
N
AGATE BAY MTG TR 2014-2
2044-09-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7600.00
5141.46
BBCMS TR 2014-BXO
2027-08-16
3.197600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73346.00
72564.01
CBS CORP NEW
2026-01-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
8937.62
COMM 2010 C1 MTG TRUST
2046-07-12
6.188000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3797.00
4194.43
COMM 2014 KY0 MTG TR
2027-06-11
2.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9.00
8.94
COMM 2015 CCRE24 MTG TR
2055-08-10
3.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8269.00
6394.07
E I DU PONT DE NEMOURS
2023-02-15
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
732000.00
711342.96
EXPORKLORE S A 18 PROMISSORY NOTE DUE 12-8-2004
2031-12-05
2.957500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253.00
255.45
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61025.00
61377.25
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9080.00
9212.41
MCGRAW HILL COS INC
2020-08-14
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
311273.00
317962.26
ROYAL BANK OF SCOTLAND GROUP PLC
2023-12-19
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
7588.58
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6937767.00
5573211.23
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726.00
518.23
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
586.00
418.29
TECK CORP
2017-01-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1895.62
TRW AUTOMOTIVE INC
2021-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
21804.75
UBS GROUP AG SR 144A NT 20
2020-09-24
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99124.00
99186.61
WFRBS COML MTG TR 2013 C16
2046-09-17
5.148000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100.00
96.42
WINWATER MTG LN TR 2015-4 A-7 20450620 FLT
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97.00
96.67
First Tier Security
N/A
N/A
2015-12-29
2015-12-29
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
6000576.30
6000576.30
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.335800%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-22
2015-10-22
N
N
N
1000000.00
1000000.00
0.0014
N
1000020.01
1000020.01
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.335000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
2000000.00
2000000.00
0.0028
N
2000042.02
2000042.02
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.334300%
46639XAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
5000000.00
5000000.00
0.0070
N
4999885.00
4999885.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.339300%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2015-12-08
N
N
N
4000000.00
4000000.00
0.0056
N
4000024.04
4000024.04
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.470000%
4820P2A54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
998746.66
0.0014
N
999009.10
999009.10
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.420000%
4820P3ZJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4995450.00
0.0070
N
4996456.00
4996456.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.120000%
51489NLT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
3000000.00
3000000.00
0.0042
N
2999997.90
2999997.90
Lloyds Bank Plc
Lloyds Bank Plc 0.520000%
53945GKB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
1000000.00
1000000.00
0.0014
N
1000507.51
1000507.51
Lloyds Bank Plc
Lloyds Bank Plc 0.520000%
53945GKE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
4000000.00
4000000.00
0.0056
N
4001972.44
4001972.44
Lloyds Bank Plc
Lloyds Bank Plc 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000333.40
2000333.40
Lloyds Bank Plc
Lloyds Bank Plc 0.060000%
53999C006
0001167831
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
3000000.00
3000000.00
0.0042
Security is a time deposit.
N
3000000.00
3000000.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.290000%
55607LXM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
4000000.00
3999355.56
0.0056
N
3999638.40
3999638.40
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M151001_2MN1
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2040-01-16
3.000000
Government Agency Debt
67736506.00
21066470.74
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
20452884.00
20452884.00
0.0286
N
20452884.00
20452884.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.620000%
921ACQ004_0.6200_M151104_2MN1
0000728612
Other Repurchase Agreement
N
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9424898.00
10350000.65
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
9000000.00
9000000.00
0.0126
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
9001905.30
9001905.30
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
1000104.81
1000104.81
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682AYA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
3000000.00
3000000.00
0.0042
N
3000127.53
3000127.53
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AZR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
4000000.00
4000000.00
0.0056
N
4000337.64
4000337.64
Mizuho Bank Ltd
Mizuho Bank Ltd 0.350000%
60689DDX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-13
2015-11-13
N
N
N
2000000.00
2000000.00
0.0028
N
2000309.62
2000309.62
Mizuho Bank Ltd
Mizuho Bank Ltd 0.330000%
60689DJX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
1000000.00
1000000.00
0.0014
N
1000111.21
1000111.21
Mizuho Bank Ltd
Mizuho Bank Ltd 0.500000%
60689DKQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
6000000.00
6000000.00
0.0084
N
6000588.06
6000588.06
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.170000%
60686N005_0.1700_M151001_2MN1
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-03-01
2.435000
Government Agency Debt
0.00
1030000.06
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
Nationwide Building Society
Nationwide Building Society 0.370000%
6385E1YK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-19
2015-11-19
N
N
N
1000000.00
999496.39
0.0014
N
999719.40
999719.40
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1Z38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
N
5000000.00
4996500.00
0.0070
N
4998044.50
4998044.50
Natixis SA
Natixis SA 0.400000%
63873FUS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
4000000.00
4000000.00
0.0056
N
4001381.64
4001381.64
New York City IDA
IDRB (Allway Tools) Series 1997 0.450000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2015-10-07
2015-10-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
35000.00
35000.00
0.0000
N
35000.00
35000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.500000%
67983TCV6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3990000.00
0.0056
N
3990427.20
3990427.20
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.520000%
69033QC30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
1000000.00
997775.56
0.0014
N
998570.60
998570.60
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.160000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
Y
California State Teachers Retirement System
N/A
N/A
Y
California State Teachers Retirement System
N/A
N/A
N
6560000.00
6560000.00
0.0092
N
6560000.00
6560000.00
Rabobank Nederland
Rabobank Nederland 0.510000%
21684BJ62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
1000000.00
1000000.00
0.0014
N
1000370.31
1000370.31
Rabobank Nederland
Rabobank Nederland 0.500000%
21685VHA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-02-19
N
N
N
2000000.00
2000000.00
0.0028
N
2001156.42
2001156.42
Rabobank Nederland
Rabobank Nederland 0.350000%
21685VHF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
1000175.61
1000175.61
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
1000000.00
999280.56
0.0014
N
999343.80
999343.80
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
3000000.00
2997812.50
0.0042
N
2997992.40
2997992.40
Royal Bank of Canada
Royal Bank of Canada 0.374300%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2015-10-07
2016-09-06
N
N
N
7000000.00
7000000.00
0.0098
N
7000329.00
7000329.00
Royal Bank of Canada
Royal Bank of Canada 0.403500%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-10-03
N
N
N
5000000.00
5000000.00
0.0070
N
4999580.00
4999580.00
Royal Bank of Canada
Royal Bank of Canada 0.309300%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2016-01-06
N
N
N
3000000.00
3000000.00
0.0042
N
2999958.00
2999958.00
Royal Bank of Canada
Royal Bank of Canada 0.336400%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-04-13
N
N
N
3000000.00
3000000.00
0.0042
N
3000069.03
3000069.03
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MYG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
7000000.00
6996869.45
0.0098
N
6997715.20
6997715.20
Societe Generale
Societe Generale 0.350000%
83369TA98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
4000000.00
4000000.00
0.0056
N
4000820.44
4000820.44
Societe Generale
Societe Generale 0.350000%
83369TB48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000398.42
2000398.42
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.344000%
8574P1FB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-03-11
N
N
N
9000000.00
9000000.00
0.0126
N
9000549.09
9000549.09
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
2000276.22
2000276.22
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.500000%
86563R4V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
1000000.00
1000000.00
0.0014
N
1000079.31
1000079.31
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.500000%
86563R6B9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
2000000.00
2000000.00
0.0028
N
2000028.82
2000028.82
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
6001343.46
6001343.46
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
1000072.81
1000072.81
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86563RPY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
1000000.00
1000000.00
0.0014
N
1000149.71
1000149.71
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86563RSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
2000000.00
2000000.00
0.0028
N
2000343.82
2000343.82
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86563RZ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
5000000.00
5000000.00
0.0070
N
5000774.05
5000774.05
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.280000%
86563KD83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
4000000.00
4000000.00
0.0056
N
4000156.04
4000156.04
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.300000%
86563KG23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
1000000.00
1000000.00
0.0014
N
1000102.41
1000102.41
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86563KG49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
1000000.00
1000000.00
0.0014
N
1000159.21
1000159.21
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86563KG72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
2000000.00
2000000.00
0.0028
N
2000307.62
2000307.62
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.330000%
86563KH71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
4000000.00
4000000.00
0.0056
N
4000566.84
4000566.84
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.330000%
86563KJ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
1000000.00
1000000.00
0.0014
N
1000117.51
1000117.51
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DXQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
11000000.00
11000000.00
0.0154
N
11001478.51
11001478.51
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DYH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
2000000.00
2000000.00
0.0028
N
2000244.22
2000244.22
Swedbank AB
Swedbank AB 0.390000%
87019RAS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-26
2016-01-26
N
N
N
3000000.00
2996197.50
0.0042
N
2996951.70
2996951.70
Swedbank AB
Swedbank AB 0.080000%
87019T6X5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
3000000.00
3000000.00
0.0042
N
2999959.14
2999959.14
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.510000%
88602TCF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1995296.67
0.0028
N
1995398.20
1995398.20
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.400000%
88602UZG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3996622.22
0.0056
N
3997270.80
3997270.80
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
2000586.82
2000586.82
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
3001185.93
3001185.93
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
2000298.42
2000298.42
Toronto-Dominion Bank
Toronto-Dominion Bank 0.344300%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2016-05-27
N
N
N
5000000.00
5000000.00
0.0070
N
5000445.05
5000445.05
Toronto-Dominion Bank
Toronto-Dominion Bank 0.357300%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-19
2016-03-17
N
N
N
7000000.00
7000000.00
0.0098
N
7000441.07
7000441.07
Toronto-Dominion Bank
Toronto-Dominion Bank 0.260000%
89113EVM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
11000000.00
11000000.00
0.0154
N
11001441.11
11001441.11
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.310000%
89233HZB3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
9000000.00
8994497.50
0.0126
N
8996256.00
8996256.00
UBS AG
UBS AG 0.350000%
90267RU98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
3000000.00
3000000.00
0.0042
N
3000449.73
3000449.73
UBS AG
UBS AG 0.350000%
90267RV22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
1000000.00
1000000.00
0.0014
N
1000149.91
1000149.91
UBS AG
UBS AG 0.340000%
90267RW47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
1000000.00
1000000.00
0.0014
N
1000135.71
1000135.71
UBS AG
UBS AG 0.500000%
90267RX38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
N
3000000.00
3000000.00
0.0042
N
3000845.73
3000845.73
UBS AG
UBS AG 0.545000%
90267RZ85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000266.11
1000266.11
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.350000%
90262DYG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
Y
UBS AG
N/A
N/A
N
1000000.00
999552.78
0.0014
N
999693.20
999693.20
United Overseas Bank Ltd
United Overseas Bank Ltd 0.400000%
91127PA76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
2000000.00
1997822.22
0.0028
N
1998663.60
1998663.60
United States Treasury Department
United States Treasury Department 0.099000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2017-01-31
N
N
N
2000000.00
1999999.98
0.0028
N
1999600.00
1999600.00
United States Treasury Department
United States Treasury Department 0.060000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2016-01-31
N
N
N
5000000.00
4999754.53
0.0070
N
5000040.00
5000040.00
United States Treasury Department
United States Treasury Department 0.085000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2016-07-31
N
N
N
3000000.00
3000000.00
0.0042
N
3000381.00
3000381.00
Victory Receivables Corp
Victory Receivables Corp 0.340000%
92646LZE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
6000000.00
5995806.66
0.0084
N
5996062.80
5996062.80
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.316000%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-11-23
N
N
N
10000000.00
10000000.00
0.0140
N
9999920.00
9999920.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.329300%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2016-02-08
N
N
N
4000000.00
4000000.00
0.0056
N
4000192.04
4000192.04
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.336000%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-05-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000034.02
2000034.02
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.510000%
94988EJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
8000000.00
8000000.00
0.0112
N
8009950.48
8009950.48
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
976PDT008_0.1200_M151001_2MN1
0000827124
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-10-31
1.500000
Treasury Debt
25069500.00
25500104.09
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
25000000.00
25000000.00
0.0350
N
25000000.00
25000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.140000%
976PDT008_0.1400_M151001_2MN1
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-05-01
3.000000
Government Agency Debt
12032435.00
10400040.69
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
10000000.00
10000000.00
0.0140
N
10000000.00
10000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.250000%
927CYE007_0.2500_M151002_2MN1
0000072971
Other Repurchase Agreement
N
CANADIAN PACIFIC RAILWAY
2025-02-01
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
446000.00
420943.72
HCP INC
2025-02-01
3.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1503000.00
1416580.84
KIMCO REALTY CORPORATION
2045-04-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
534000.00
504513.71
MACYS RETAIL HOLDINGS,INC.
2023-02-15
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
420277.47
REGENCY ENERGY PARTNERS LP
2023-11-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1226322.50
XLIT LTD
2045-03-31
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
648000.00
612055.44
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
4000000.00
4000000.00
0.0056
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000000.00
4000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.250000%
927CYE007_0.2500_M151005_2MN1
0000072971
Other Repurchase Agreement
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.089200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1641779.00
1150056.29
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
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
N
999992.00
999992.00
Westpac Banking Corp
Westpac Banking Corp 0.357000%
96121TA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2016-07-01
N
N
N
10000000.00
10000000.00
0.0140
N
10001110.10
10001110.10
Westpac Banking Corp
Westpac Banking Corp 0.480000%
96121TD47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
3000000.00
3000000.00
0.0042
N
3001119.93
3001119.93
Westpac Banking Corp
Westpac Banking Corp 0.336400%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-02-12
N
N
N
3000000.00
3000000.00
0.0042
N
3000138.03
3000138.03
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
22026.99
22026.99
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
22026.99
22026.99
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
11001.06
11001.06
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
11001.06
11001.06