0001145549-15-002927.txt : 20150601
0001145549-15-002927.hdr.sgml : 20150601
20150407142109
ACCESSION NUMBER: 0001145549-15-002927
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150407
DATE AS OF CHANGE: 20150407
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 15755990
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-03-31
0000857156
S000004505
2
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
47
91
22301179050.12
6604204.67
1931398.78
22305851856.01
0.0025
1.0001
2015-03-31
1.0001
2015-03-31
C000012379
1.00
5500236290.27
1.00
-36171729.24
1597639069.56
1633810798.80
0.0001
1.0001
2015-03-31
1.0001
2015-03-31
C000012380
1.00
16805615565.74
1.00
134450432.24
5406996765.73
5272546333.49
0.0001
1.0001
2015-03-31
1.0001
2015-03-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279H4G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
Y
Santander UK Plc
N/A
N/A
N
11000000.00
11000000.00
0.0005
N
11001210.00
11001210.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279H5C6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0034
N
75000000.00
75000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
217000000.00
217000000.00
0.0097
Security is a time deposit.
N
217000000.00
217000000.00
Bank of America, NA
Bank of America, NA 0.382750%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2016-04-04
N
N
N
60000000.00
60000000.00
0.0027
N
60003000.00
60003000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAS6
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
26000000.00
26000000.00
0.0012
N
26000260.00
26000260.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PAX5
Other Note
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
15000000.00
15000000.00
0.0007
N
15000315.00
15000315.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PBC0
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
12000000.00
12000000.00
0.0005
N
12000240.00
12000240.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBH9
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
70000000.00
70000000.00
0.0031
N
70003500.00
70003500.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBR7
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
24000000.00
24000000.00
0.0011
N
24001440.00
24001440.00
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
97000000.00
97000000.00
0.0043
N
97005820.00
97005820.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBZ9
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
105000000.00
105000000.00
0.0047
N
105006195.00
105006195.00
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
61000000.00
61000000.00
0.0027
N
61004880.00
61004880.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PCS4
Other Note
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
33000000.00
33000000.00
0.0015
N
33002970.00
33002970.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDC8
Other Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
26000000.00
26000000.00
0.0012
N
26002600.00
26002600.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDW4
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
99000000.00
99000000.00
0.0044
N
99012870.00
99012870.00
Bank of Montreal
Bank of Montreal 0.220000%
06366CET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
50000000.00
50000000.00
0.0022
N
50001500.00
50001500.00
Bank of Montreal
Bank of Montreal 0.050000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
30000000.00
30000000.00
0.0013
Security is a time deposit.
N
30000000.00
30000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.340000%
06417HA71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
166000000.00
166000000.00
0.0074
N
166009960.00
166009960.00
Bank of Nova Scotia
Bank of Nova Scotia 0.275000%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-12-08
N
N
N
50000000.00
50000000.00
0.0022
N
50001500.00
50001500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.276500%
06417HH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-12-11
N
N
N
117000000.00
117000000.00
0.0052
N
117003510.00
117003510.00
Bank of Nova Scotia
Bank of Nova Scotia 0.247800%
06417HRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
65000000.00
65000000.00
0.0029
N
65000000.00
65000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.245000%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-06-09
N
N
N
73000000.00
73000000.00
0.0033
N
73000730.00
73000730.00
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
107000000.00
107000000.00
0.0048
N
107037450.00
107037450.00
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
924HZZ001_0.1400_M150401_2M47
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-01
2.595000
Government Agency Debt
39988049.00
22745989.93
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
113020.00
95387.77
Freddie Mac
2030-02-01
3.000000
Government Agency Debt
287836.00
301352.55
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
30995293.00
32564760.32
GNMA
2061-09-20
4.655999
Government Agency Debt
19180785.00
22693080.01
United States Treasury Department
2022-03-31
1.750000
Treasury Debt
15345600.00
15340812.17
United States Treasury Department
2044-02-15
1.375000
Treasury Debt
7640900.00
9019835.49
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Bank of the West
Bank of the West 0.240000%
06426GGF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
27000000.00
27000000.00
0.0012
N
27002160.00
27002160.00
Bank of the West
Bank of the West 0.250000%
06426GGN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
61000000.00
61000000.00
0.0027
N
61013420.00
61013420.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HRC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
102000000.00
102000000.00
0.0046
N
102003060.00
102003060.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HZ37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
74000000.00
74000000.00
0.0033
N
74005920.00
74005920.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JMV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
117000000.00
117000000.00
0.0052
N
117015210.00
117015210.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
136000000.00
136000000.00
0.0061
N
136017680.00
136017680.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538JNV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
53000000.00
53000000.00
0.0024
N
53004770.00
53004770.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538JPH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
40000000.00
40000000.00
0.0018
N
40004000.00
40004000.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XL30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
104000000.00
104000000.00
0.0047
N
104010400.00
104010400.00
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
108000000.00
108000000.00
0.0048
N
108024840.00
108024840.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
137000000.00
137000000.00
0.0061
N
137078090.00
137078090.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M150401_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-10-31
0.375000
Treasury Debt
1681300.00
1680515.21
United States Treasury Department
2017-06-30
0.750000
Treasury Debt
1689100.00
1694097.44
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
3308391.00
3308391.00
0.0001
N
3308391.00
3308391.00
Barclays US Funding LLC
Barclays US Funding LLC 0.300000%
06737JR15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Barclays Bank Plc
N/A
N/A
N
31000000.00
31000000.00
0.0014
N
31000000.00
31000000.00
Barclays US Funding LLC
Barclays US Funding LLC 0.350000%
06737JRT4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
Y
Barclays Bank Plc
N/A
N/A
N
31000000.00
30992163.89
0.0014
N
30996590.00
30996590.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.280000%
08224MSN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Guaranty
SOCIETE GENERALE
N/A
N/A
33000000.00
32986910.00
0.0015
N
32991090.00
32991090.00
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
86000000.00
86000000.00
0.0039
N
86018060.00
86018060.00
BNP Paribas
BNP Paribas 0.300000%
05572NWM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
102000000.00
102000000.00
0.0046
N
102019380.00
102019380.00
BNP Paribas
BNP Paribas 0.360000%
05572NXD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
111000000.00
111000000.00
0.0050
N
111013320.00
111013320.00
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
101000000.00
101000000.00
0.0045
N
101002020.00
101002020.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.310000%
921AAE003_0.3100_M150401_2M47
0001197610
Other Repurchase Agreement
N
GOLDMAN SACHS GRP
2017-06-04
0.886000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2905026.00
2906607.68
J P MORGAN CHASE & CO
2020-01-23
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5479857.00
5493392.25
RESIDENTIAL ASSET SEC TR
2036-07-25
0.673799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.21
STRUCT ASSET MTG INV II TRUST 200
2036-10-25
0.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.34
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.264200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.29
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
8000000.00
8000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
8000000.00
8000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
977BXL003_0.0600_M150401_2M47
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-07-15
1.875000
Treasury Debt
32275700.00
39545747.64
United States Treasury Department
2018-02-15
3.500000
Treasury Debt
6291000.00
6781220.79
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
138900.00
144178.44
United States Treasury Department
2022-07-15
0.125000
Treasury Debt
38702100.00
39600258.16
United States Treasury Department
2024-07-15
0.125000
Treasury Debt
5870900.00
5751461.12
United States Treasury Department
2025-01-15
2.375000
Treasury Debt
3378700.00
5077175.46
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
95000000.00
95000000.00
0.0043
N
95000000.00
95000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M150401_2M47
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-07-15
0.625000
Treasury Debt
75492900.00
75791164.11
United States Treasury Department
2016-10-31
3.125000
Treasury Debt
39365800.00
41508922.22
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
115000000.00
115000000.00
0.0052
N
115000000.00
115000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M150401_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
5887068.00
6040565.25
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
13254299.00
10921141.64
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
103337.00
94556.19
Fannie Mae
2036-06-01
2.125000
Government Agency Debt
21748426.00
1175679.68
Fannie Mae
2038-02-01
4.500000
Government Agency Debt
1006573.00
139368.25
Fannie Mae
2038-04-01
4.995000
Government Agency Debt
32949780.00
1450492.72
Fannie Mae
2038-10-01
5.391000
Government Agency Debt
1152713.00
1186054.73
Fannie Mae
2039-12-01
3.500000
Government Agency Debt
1284194.00
1354034.34
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
154016954.00
88694670.98
Fannie Mae
2042-05-01
2.948000
Government Agency Debt
1355754.00
1416098.50
Fannie Mae
2042-10-01
2.023000
Government Agency Debt
2031206.00
1448132.60
Fannie Mae
2042-11-01
2.682999
Government Agency Debt
1489261.00
1303375.99
Fannie Mae
2043-03-01
2.326000
Government Agency Debt
1390536.00
1394209.90
Fannie Mae
2044-09-01
2.837000
Government Agency Debt
1321146.00
1292674.15
Fannie Mae
2045-02-01
2.613000
Government Agency Debt
1238000.00
1281029.46
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
17698793.00
18633354.17
Freddie Mac
2027-06-15
4.000000
Government Agency Debt
3876.00
4111.74
GNMA
2023-10-25
3.527000
Government Agency Debt
178776.00
194228.11
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
134000000.00
134000000.00
0.0060
N
134000000.00
134000000.00
BPCE SA
BPCE SA 0.260000%
05571CR11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
116000000.00
116000000.00
0.0052
N
116000000.00
116000000.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.270000%
12476FV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33967870.00
0.0015
N
33971440.00
33971440.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JYM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
262000000.00
262000000.00
0.0117
N
262000000.00
262000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-04-10
2015-12-04
N
N
N
182000000.00
182000000.00
0.0082
N
182001820.00
182001820.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KRH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
29000000.00
28996520.00
0.0013
N
28997680.00
28997680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.290000%
13738KSM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
20000000.00
19991944.44
0.0009
N
19994600.00
19994600.00
Charta, LLC
Charta, LLC 0.280000%
16115XTR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
37000000.00
36975538.89
0.0017
N
36982610.00
36982610.00
Charta, LLC
Charta, LLC 0.280000%
16115XTV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24982694.50
0.0011
N
24987500.00
24987500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
136000000.00
136000000.00
0.0061
N
136046240.00
136046240.00
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
7000000.00
6998395.83
0.0003
N
6999020.00
6999020.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178CTR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
28000000.00
27981488.84
0.0013
N
27987400.00
27987400.00
Citibank, NA
Citibank, NA 0.250000%
17304UA42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
24000000.00
24000000.00
0.0011
N
24000000.00
24000000.00
Citibank, NA
Citibank, NA 0.250000%
17304UB66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
10000000.00
10000000.00
0.0004
N
10000000.00
10000000.00
Citibank, NA
Citibank, NA 0.250000%
17304UD80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
3000000.00
3000000.00
0.0001
N
3000180.00
3000180.00
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
64000000.00
64000000.00
0.0029
N
64005760.00
64005760.00
Citibank, NA
Citibank, NA 0.250000%
17304UG53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
169000000.00
169000000.00
0.0076
N
169015210.00
169015210.00
Citibank, NA
Citibank, NA 0.280000%
17304UL57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
49000000.00
49000000.00
0.0022
N
49011270.00
49011270.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GT20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
12000000.00
11993800.00
0.0005
N
11995800.00
11995800.00
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
8000000.00
7993777.78
0.0004
N
7996720.00
7996720.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.330000%
19422DU66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
19000000.00
18983280.00
0.0009
N
18988030.00
18988030.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.267800%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-29
2015-10-29
N
N
N
90000000.00
89995282.09
0.0040
N
90002700.00
90002700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.277500%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-11-19
N
N
N
84000000.00
83997262.92
0.0038
N
84001680.00
84001680.00
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
56000000.00
55987166.67
0.0025
N
55992160.00
55992160.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
23000000.00
22989138.89
0.0010
N
22991950.00
22991950.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.280000%
22533MVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
117000000.00
117000000.00
0.0052
N
117001170.00
117001170.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549V3E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
35000000.00
35000000.00
0.0016
N
35000000.00
35000000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549V3J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
34000000.00
34000000.00
0.0015
N
34000680.00
34000680.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549V5S8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
57000000.00
57000000.00
0.0026
N
57001710.00
57001710.00
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
98000000.00
98000000.00
0.0044
N
98007840.00
98007840.00
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
32000000.00
32000000.00
0.0014
N
32005440.00
32005440.00
Credit Suisse AG
Credit Suisse AG 0.350000%
22549VR21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
N
N
75000000.00
75000000.00
0.0034
N
75000000.00
75000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
15000000.00
15000000.00
0.0007
N
15003300.00
15003300.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.300000%
921AER000_0.3000_M150401_2M47
0001230485
Other Repurchase Agreement
N
CD 2007-CD5 C
2044-11-15
6.123899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
2302800.06
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
2000000.00
2000000.00
0.0001
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
2000000.00
2000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2M47
0001230485
Other Repurchase Agreement
N
BOAMS
2019-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25859000.00
871097.37
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17500000.00
17682998.18
GSMS
2045-08-10
5.795799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44462942.00
45847696.89
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
56000000.00
56000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
56000000.00
56000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2M47
0001230485
Other Repurchase Agreement
N
144A GSMPS 1999-2 A
2027-09-19
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13035000.00
562435.54
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13766000.00
10798968.37
144A RBSGC 2005-RP1 1B1
2034-12-25
5.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1242000.00
335908.11
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.028299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13435643.00
13795114.90
FHAMS 2004-AA7 2A1
2035-02-25
2.273299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7685000.00
1699811.41
JPMCC 2006-CB15 AM
2043-06-12
5.855000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
308145.44
MARM 2004-5 B1
2034-07-25
2.471400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7450000.00
2030506.06
MLCFC 2006-3 B
2046-07-12
5.525000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4412750.00
3999699.61
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
681837.83
MSM 2004-10AR B1
2034-11-25
2.515400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
961284.27
WACHOVIA CMBS 2005-C22
2044-12-15
5.360699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3076000.00
2777198.23
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
33000000.00
33000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
33000000.00
33000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150526_2M47
0001230485
Other Repurchase Agreement
N
144A CSMC 2008-C1 AJ
2041-02-15
5.970699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1440000.00
1520553.13
BOAMS 2003-H B1
2033-09-25
2.654300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9411000.00
2044131.57
BSCMS 2007-PW17 AJ
2050-06-11
5.896200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4160000.00
4325683.75
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.028299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5335000.00
5477738.43
GMACC 2005-C1 AJ
2043-05-10
4.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
496741.47
JPMCC 2007-CB18 AJ
2047-06-12
5.501999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
15148276.09
ML CFC COMM MTG TRUST
2049-12-12
5.238999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12250000.00
12423532.01
MSC 2007-HQ11 C
2044-02-12
5.557999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
200581.93
PNCMT 2000-1 DB1
2030-03-25
0.079899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
477144.24
WFMBS
2035-03-25
2.615400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25857000.00
3890450.89
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
40000000.00
40000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40000000.00
40000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150602_2M47
0001230485
Other Repurchase Agreement
N
CSMC TR 2013-6
2043-08-25
3.293600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
111432.59
CSMC TR 2013-7
2043-08-01
3.592800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6815000.00
5640210.19
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
5000000.00
5000000.00
0.0002
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
5000000.00
5000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150610_2M47
0001230485
Other Repurchase Agreement
N
ARMT 2005-10 5A1
2036-01-25
0.433699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44262615.00
5683319.68
BALTA 2005-10 11A1
2036-01-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
4040288.53
BALTA 2005-5 24A1
2035-07-25
5.203599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
7765019.24
BALTA 2005-8 11A1
2035-10-25
0.713700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
4184078.29
BSABS 2004-AC4 M1
2034-08-25
1.073700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
2786718.56
BSARM TRUST 2005-9
2035-10-25
2.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44380000.00
11682192.19
BSMF 2006-AR3 1A1
2036-10-25
0.353700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
15134510.99
CWALT 2005-31 2A1
2035-08-25
0.473700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27450000.00
4082033.39
CWALT INC
2035-05-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22295000.00
3105194.25
CWALT INC
2035-11-20
0.475999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37250000.00
6506089.34
CWL 2005-IM3 A3
2036-03-25
0.423700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8474224.81
IMM 2005-5 A4
2035-08-25
0.933699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2823664.85
IMSA 2007-2 1A1C
2037-05-25
0.553699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15195000.00
6612268.14
INDA
2037-08-25
5.001100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8798120.05
RFMSI 2007-SA1 2A1
2037-02-25
3.335500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27975000.00
5755000.95
RFMSI 2007-SA2 4A
2037-04-25
3.776600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27804800.00
6736076.04
RFMSI SERIES 2007-SA1 TRUST
2037-02-25
4.671299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27365000.00
6991955.37
WAMU 2006-AR17 1A
2046-12-25
0.940799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
8439336.53
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
104000000.00
104000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.700000%
988WZK004_0.7000_M150527_2M47
0001230485
Other Repurchase Agreement
N
AHM 2005-2 5A4D
2035-09-25
4.461199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4663000.00
3465064.96
BAFC 2007-1 TA4
2037-01-25
6.089599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
373127.26
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20450000.00
20849594.46
CFLX 2006-2 A4
2036-09-25
5.276200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
188492.37
CSFB 2003-AR15 CB2
2033-06-25
2.469599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348484.00
132749.02
CSFB 2003-AR24 CB1
2033-10-25
2.564999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541500.00
801462.89
CWALT 2005-J11 1A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10850000.00
6210147.81
CWHL 2003-58 B1
2034-02-19
2.550100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
59223.65
CWHL 2005-HYB7 6A1
2035-11-20
4.789799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23946000.00
5650239.09
CWHL 2006-HYB2 4A1
2036-04-20
5.031900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
5401963.00
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4757658.36
FHAMS 2005-AA8 3A1
2035-10-25
2.261400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3760204.64
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2573336.36
INDA 2007-AR1 1A2
2037-03-25
2.823700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7036985.68
INDX 2005-AR15 A1
2035-09-25
4.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12075000.00
3119060.02
INDX 2005-AR19 A1
2035-10-25
4.648600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17465000.00
4727852.67
JPMMT 2005-A6 1A2
2035-09-25
2.526500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17275000.00
11594265.02
LBUBS 2007-C7 C
2045-09-15
6.350799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
4950130.34
RAST 2005-A15 2A4
2036-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19193000.00
9023199.30
SARM
2035-09-25
2.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9152000.00
2356839.86
SARM
2035-10-25
5.312500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
92523.25
SEMT 10 B3
2027-10-20
2.275999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
59188.03
SEMT 2004-5 B2
2034-06-20
1.496000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
187856.51
TMST
2038-04-25
3.015600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127691000.00
31279559.68
TMST
2038-04-25
6.130700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154052000.00
26658313.14
WBCMT 2006-C26 D
2045-06-15
6.038700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
817440.93
WBCMT 2006-C27 B
2045-07-15
5.865000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
8522874.71
WELLS FARGO MTG B SEC
2034-09-25
2.613200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3958000.00
2028753.57
WMALT 2005-8 2CB1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134373.00
75195.60
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
145000000.00
145000000.00
0.0065
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
145000000.00
145000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1R70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
46000000.00
45998006.67
0.0021
N
45998620.00
45998620.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.300000%
2284K1T37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
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
104000000.00
103945400.00
0.0047
N
103962560.00
103962560.00
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
6000000.00
5996800.00
0.0003
N
5997780.00
5997780.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M150401_2M47
0001074042
Government Agency Repurchase Agreement
Y
5.375 TVBD 56 A
2056-04-01
5.375000
Government Agency Debt
5692000.00
7735228.78
Farm Federal Credit Bank
2016-10-24
0.650000
Government Agency Debt
15000000.00
15039970.83
Farm Federal Credit Bank
2022-03-24
2.480000
Government Agency Debt
19000000.00
18944562.22
Farm Federal Credit Bank
2022-06-30
2.480000
Government Agency Debt
9615000.00
9638065.32
Freddie Mac
2020-05-01
1.375000
Government Agency Debt
16255000.00
16189966.45
Freddie Mac
2032-07-15
6.250000
Government Agency Debt
9941000.00
14852295.82
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
80000000.00
80000000.00
0.0036
N
80000000.00
80000000.00
DNB Bank ASA
DNB Bank ASA 0.240000%
2332K1R85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
N
109000000.00
108994913.34
0.0049
N
108997820.00
108997820.00
DNB Bank ASA
DNB Bank ASA 0.310000%
2332K1VM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
50000000.00
49938861.11
0.0022
N
49945000.00
49945000.00
DNB Bank ASA
DNB Bank ASA 0.325000%
2332K1X13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
141000000.00
140767056.27
0.0063
N
140765940.00
140765940.00
DNB Bank ASA
DNB Bank ASA 0.070000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
145000000.00
145000000.00
0.0065
Security is a time deposit.
N
145000000.00
145000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000%
23328AJY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
90000000.00
90000000.00
0.0040
N
90000000.00
90000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
132000000.00
132000000.00
0.0059
Security is a time deposit.
N
132000000.00
132000000.00
Eagle Cnty
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.077500%
313384FH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-05-08
2015-05-08
N
N
N
77487000.00
77480827.95
0.0035
N
77484442.93
77484442.93
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150401_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-11-15
3.125000
Treasury Debt
1666298800.00
1878002614.90
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
1878000000.00
1878000000.00
0.0842
N
1878000000.00
1878000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.100000%
985YBN003_0.1000_M150406_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
7495700.00
8136509.88
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
1150764700.00
1582872330.80
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
1591000000.00
1591000000.00
0.0713
N
1590952270.00
1590952270.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
46000000.00
45996345.55
0.0021
N
45998160.00
45998160.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
125000000.00
124925347.22
0.0056
N
124958750.00
124958750.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2355000.00
2355000.00
0.0001
N
2355000.00
2355000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150402_2M47
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2036-04-20
5.500000
Government Agency Debt
42097957.00
4952664.10
GNMA
2034-06-20
5.500000
Government Agency Debt
40158000.00
5348077.98
GNMA
2040-10-20
5.000000
Government Agency Debt
9000000.00
4992775.70
GNMA
2041-05-15
4.500000
Government Agency Debt
7022943.00
4840678.40
GNMA
2042-08-20
3.500000
Government Agency Debt
5575000.00
4881920.26
GNMA
2043-11-15
4.500000
Government Agency Debt
3889325.00
3957136.70
GNMA
2043-11-20
4.500000
Government Agency Debt
5444172.00
4768078.62
GNMA
2044-01-15
4.500000
Government Agency Debt
4512989.00
4827543.57
GNMA
2044-05-15
3.500000
Government Agency Debt
4991439.00
5216028.36
GNMA
2044-08-20
4.500000
Government Agency Debt
5032780.00
5312204.10
GNMA
2044-09-20
4.500000
Government Agency Debt
4726852.00
5003776.73
GNMA
2044-12-20
4.500000
Government Agency Debt
4819714.00
5320565.58
GNMA
2045-02-20
3.500000
Government Agency Debt
719842.00
758550.62
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
59000000.00
59000000.00
0.0026
N
58999410.00
58999410.00
HSBC Bank Plc
HSBC Bank Plc 0.313800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2016-01-04
N
N
N
134000000.00
133999871.50
0.0060
N
134005360.00
134005360.00
HSBC Bank Plc
HSBC Bank Plc 0.350000%
926EXU009
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
216000000.00
216000000.00
0.0097
N
215961120.00
215961120.00
HSBC Bank USA
HSBC Bank USA 0.240000%
40428AYZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
108000000.00
108000000.00
0.0048
N
108006480.00
108006480.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
5000000.00
5000000.00
0.0002
N
5000550.00
5000550.00
ING Bank NV
ING Bank NV 0.290000%
924RUL005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
159000000.00
159000000.00
0.0071
N
159000000.00
159000000.00
ING Bank NV
ING Bank NV 0.300000%
924TBU002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
72000000.00
72000000.00
0.0032
N
72006480.00
72006480.00
ING Bank NV
ING Bank NV 0.300000%
924UWV004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
40000000.00
40000000.00
0.0018
N
40006000.00
40006000.00
ING Bank NV
ING Bank NV 0.300000%
924WBT008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
177000000.00
177000000.00
0.0079
N
177026550.00
177026550.00
ING Bank NV
ING Bank NV 0.330000%
926FDG009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-30
2015-07-30
N
N
N
10000000.00
10000000.00
0.0004
N
10002000.00
10002000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.707100%
46623EJX8
Other Note
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
24531000.00
24536184.90
0.0011
N
24535292.93
24535292.93
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.330000%
46590ERQ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
111000000.00
110976597.49
0.0050
N
110990010.00
110990010.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.140000%
46899T004_0.1400_M150401_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
101002.00
84326.87
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
145140782.00
102916016.95
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.630000%
921ACP006_0.6300_M150629_2M47
0001168163
Other Repurchase Agreement
N
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4423996.00
5544640.88
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124922.00
156566.06
AMERICOLD 2010 LLC TRUST
2029-01-17
6.810999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.17
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9158129.00
9518155.66
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2149805.00
2234318.67
BANK OF NY COMPANY
2019-01-15
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1812000.00
1839222.28
BARCLAYS BANK PLC,GB
2019-05-22
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3685000.00
4451655.03
BNP PARIBAS / BNP PARIBAS US SR NT 5%21
2021-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5718729.00
6521956.26
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.224499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2237993.00
2250562.19
BPCE
2018-12-10
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5411.00
5592.15
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
CITIGROUP COML MTG TR 2014 GC23
2047-07-12
3.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15343968.00
11317623.85
CITIGROUP COML MTG TR 2014 GC23
2047-07-12
3.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525770.00
387804.97
COMCAST CORP
2017-01-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12259406.00
13611523.13
COMM 2014 CCRE19 MTG TR
2047-08-10
4.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11554889.00
9374942.75
COMM 2014 KY0 MTG TR
2027-06-11
2.527000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12406250.00
12411409.62
COMM 2014 KY0 MTG TR
2027-06-11
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1699215.00
1698458.47
COMM 2014 KY0 MTG TR
2027-06-11
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
187237.00
187153.64
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7184846.00
7395625.43
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2385815.00
2455806.86
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5846299.00
5929316.45
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
645684.00
886576.86
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3689585.00
4428110.78
EQTY 2014 INNS MTG TR
2031-05-08
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154093.00
1148676.23
EXPORKLORE SA
2031-12-05
4.092699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4068666.00
4105743.03
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4808227.00
5005495.94
FLORIDA POWER COMPANY
2021-08-15
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5015000.00
5270419.52
GE COML MTG SECS TR 2007 C1
2049-12-10
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10498066.67
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1606504.00
1819529.11
GS MTG SECS TR 2014
2031-07-15
6.124500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9601012.00
9811744.61
GULFSTREAM NAT GAS SYS LLC
2025-11-01
6.190000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
427718.08
JP MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
3.274999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10292434.00
10255263.45
JP MORGAN MTG 2014 I9VR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.82
LB UBS COMMERCIAO
2039-03-15
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10356572.22
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1784021.00
2607048.86
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
7970280.00
7712786.53
ORACLE CORP
2024-07-08
3.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85978.00
90932.82
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9996000.00
12054995.52
RIO TINTO FIN USA PLC
2017-03-22
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2868361.00
2910066.97
RIO TINTO FIN USA PLC
2017-03-22
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1104536.00
1120595.95
SMUCKER J M CO
2025-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8630464.00
8875823.30
SPECTRA ENERGY PARTNERS LP
2016-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4182176.00
4310970.76
SYSCO CORP
2034-10-02
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4225129.00
4509687.91
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1757625.00
1923048.76
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
545770.00
597136.66
UNITEDHEALTH GROUP INC COM
2018-02-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6668615.00
7590595.48
VIACOM, INC CLASS B COMMON NEW
2021-12-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7449468.00
7884514.86
WAMU COMMERCIAL MORTGAGE SECURITIES TR
2045-03-23
5.672600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9239105.76
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975069.00
2019697.44
WELLS FARGO
2045-10-17
4.778200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10775699.00
10626429.97
WELLS FARGO BK
2036-08-26
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6199999.00
8038017.98
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4030402.00
4482090.45
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
9033438.00
9887823.37
WFRBS COML MTG TR 2013 C16
2046-09-17
4.983299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9664224.00
9835694.43
WFRBS COML MTG TR 2013 C16
2046-09-17
4.983299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2952748.00
3005138.03
WFRBS COML MTG TR 2013 C17
2046-12-17
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2946914.00
2352658.64
WFRBS COML MTG TR 2013-C15
2046-08-17
4.482400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9177207.00
7990613.95
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62542.00
67546.40
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
253000000.00
253000000.00
0.0113
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
253000000.00
253000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
992JYG007_0.0700_M150407_2M47
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
129160500.00
130318306.14
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
24300.00
25504.67
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
209900.00
219282.19
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
128000000.00
128000000.00
0.0057
N
127988480.00
127988480.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313300%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-10-22
N
N
N
66000000.00
66000000.00
0.0030
N
66003300.00
66003300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313300%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-10-23
N
N
N
75000000.00
75000000.00
0.0034
N
75003750.00
75003750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.315000%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-12-08
N
N
N
61000000.00
61000000.00
0.0027
N
61001830.00
61001830.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.406600%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-04-20
2016-04-18
N
N
N
90000000.00
90000000.00
0.0040
N
90045630.00
90045630.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.423600%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-06-08
2015-11-06
N
N
N
200000000.00
200073000.00
0.0090
N
200094000.00
200094000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.376700%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2016-04-22
N
N
N
30000000.00
30000000.00
0.0013
N
30006120.00
30006120.00
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
29000000.00
28982011.94
0.0013
N
28986660.00
28986660.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.260000%
52952MRD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-13
2015-04-13
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
14000000.00
13998786.67
0.0006
N
13999300.00
13999300.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53943SRL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
92000000.00
91986890.00
0.0041
N
91993560.00
91993560.00
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
148000000.00
148000000.00
0.0066
N
148017760.00
148017760.00
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
127000000.00
127000000.00
0.0057
N
127015240.00
127015240.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LS13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
4000000.00
3999133.33
0.0002
N
3999520.00
3999520.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.270000%
55607LTV6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
38000000.00
37974635.00
0.0017
N
37981000.00
37981000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150505_2M47
0000728612
Other Repurchase Agreement
N
BA CREDIT CARD TRUST
2044-10-26
2.421199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32103297.00
32113900.23
BAMILL COML MTG SECS TR 2014 INLD
2029-12-17
2.700899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34075000.00
31300047.86
HARBORVIEW MTG LOAN TRUST 2000-1
2046-05-19
0.377500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
136094997.00
37573965.92
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.775299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34855748.00
36740460.42
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38805147.00
37214373.12
RBSSP RESEC TR 2009-5
2037-06-26
5.206800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58759485.00
36826355.47
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000000.00
36904468.34
WAMU MTGE CTFS
2047-01-25
0.827600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7302600.00
1999374.66
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31514946.00
32227054.22
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
246000000.00
246000000.00
0.0110
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
246076260.00
246076260.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682AQQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
24000000.00
24000000.00
0.0011
N
24000240.00
24000240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-04-21
N
N
N
18000000.00
18000000.00
0.0008
N
18000900.00
18000900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
12000000.00
12000000.00
0.0005
N
12000960.00
12000960.00
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
26000000.00
26000000.00
0.0012
N
26002600.00
26002600.00
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
74000000.00
74000000.00
0.0033
N
74008880.00
74008880.00
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
140000000.00
140000000.00
0.0063
N
140009800.00
140009800.00
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
27000000.00
27000000.00
0.0012
N
27004050.00
27004050.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
10000000.00
10000000.00
0.0004
N
10001600.00
10001600.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
20000000.00
20000000.00
0.0009
N
20001800.00
20001800.00
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
18000000.00
18000000.00
0.0008
N
18000000.00
18000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.300000%
60688L3L8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
160000000.00
160000000.00
0.0072
N
160014400.00
160014400.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L3R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
2000000.00
2000007.77
0.0001
N
2000000.00
2000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
70000000.00
70000000.00
0.0031
N
70000700.00
70000700.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
55000000.00
55000000.00
0.0025
N
55000550.00
55000550.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4W3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
25000000.00
25000000.00
0.0011
N
25000250.00
25000250.00
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
54000000.00
54000000.00
0.0024
N
54005400.00
54005400.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
28000000.00
28000000.00
0.0013
N
28000000.00
28000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
16000000.00
16000000.00
0.0007
N
16000000.00
16000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6U5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
81000000.00
81000000.00
0.0036
N
81000000.00
81000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6X9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.250000%
60686N005_0.2500_M150401_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-02-25
3.467000
Government Agency Debt
32237621.00
4014099.22
Fannie Mae
2038-03-25
2.000000
Government Agency Debt
40344867.00
34939151.89
Freddie Mac
2038-03-15
3.000000
Government Agency Debt
7207628.00
7396748.95
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
225000000.00
225000000.00
0.0101
Security is a time deposit.
N
225000000.00
225000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.370000%
926FSN008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
135000000.00
135000000.00
0.0061
N
135047250.00
135047250.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQC000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
75000000.00
75000000.00
0.0034
N
75012750.00
75012750.00
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
11000000.00
11000000.00
0.0005
N
11001870.00
11001870.00
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
123000000.00
123000000.00
0.0055
N
123009840.00
123009840.00
National Bank of Canada
National Bank of Canada 0.070000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
100000000.00
100000000.00
0.0045
Security is a time deposit.
N
99999140.00
99999140.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E1R29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
21000000.00
20999854.17
0.0009
N
20999790.00
20999790.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E1S10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
31000000.00
30992250.00
0.0014
N
30996280.00
30996280.00
Nationwide Building Society
Nationwide Building Society 0.320000%
6385E1SN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
52000000.00
51976426.66
0.0023
N
51987520.00
51987520.00
Nationwide Building Society
Nationwide Building Society 0.350000%
6385E1T19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
15000000.00
14991104.16
0.0007
N
14995350.00
14995350.00
Nationwide Building Society
Nationwide Building Society 0.340000%
6385E1TA9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
38000000.00
37974877.78
0.0017
N
37985940.00
37985940.00
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1TS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
56000000.00
55946488.89
0.0025
N
55973120.00
55973120.00
Natixis SA
Natixis SA 0.310000%
63873FKG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
95000000.00
95000000.00
0.0043
N
95017100.00
95017100.00
Natixis SA
Natixis SA 0.290000%
63873FLQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
8000000.00
8000000.00
0.0004
N
8001920.00
8001920.00
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
112000000.00
112000000.00
0.0050
N
112016800.00
112016800.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15000000.00
14998533.33
0.0007
N
14999100.00
14999100.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14109000.00
14106758.24
0.0006
N
14107589.10
14107589.10
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49978472.22
0.0022
N
49985000.00
49985000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
56000000.00
55975111.11
0.0025
N
55982640.00
55982640.00
Old Line Funding, LLC
Old Line Funding, LLC 0.300000%
67983UWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
13000000.00
12981041.67
0.0006
N
12981150.00
12981150.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PS68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
22000000.00
22000000.00
0.0010
N
22000880.00
22000880.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.225000%
69033RRL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
25000000.00
24997031.25
0.0011
N
24998750.00
24998750.00
PNC Bank NA
PNC Bank NA 0.320000%
69349KTA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
56000000.00
55965155.56
0.0025
N
55979280.00
55979280.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-05-07
N
N
N
36000000.00
36000000.00
0.0016
N
36000360.00
36000360.00
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
196000000.00
196000000.00
0.0088
N
196027440.00
196027440.00
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VDP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
63000000.00
63000000.00
0.0028
N
63011340.00
63011340.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.310000%
76582KR86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
6000000.00
5999638.33
0.0003
N
5999820.00
5999820.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KT27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
16000000.00
15990355.55
0.0007
N
15994400.00
15994400.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KTJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
25000000.00
24981041.67
0.0011
N
24988250.00
24988250.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.400000%
76582KVM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
88000000.00
87861155.56
0.0039
N
87897920.00
87897920.00
Royal Bank of Canada
Royal Bank of Canada 0.343600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-06
N
N
N
60000000.00
60000000.00
0.0027
N
60062220.00
60062220.00
Royal Bank of Canada
Royal Bank of Canada 0.375600%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-01
N
N
N
137000000.00
137000000.00
0.0061
N
137001370.00
137001370.00
Royal Bank of Canada
Royal Bank of Canada 0.345200%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-04-01
2016-03-31
N
N
N
125000000.00
125000000.00
0.0056
N
124997500.00
124997500.00
Royal Bank of Canada
Royal Bank of Canada 0.262700%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-09-04
N
N
N
25000000.00
25000000.00
0.0011
N
25000500.00
25000500.00
Royal Bank of Canada
Royal Bank of Canada 0.285000%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-12-10
N
N
N
124000000.00
124000000.00
0.0056
N
124003720.00
124003720.00
Royal Bank of Canada
Royal Bank of Canada 0.283800%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2016-02-25
N
N
N
150000000.00
150000000.00
0.0067
N
150019500.00
150019500.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.260000%
82124MRP7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5999046.67
0.0003
N
5999400.00
5999400.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MRT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
178000000.00
177967861.17
0.0080
N
177978640.00
177978640.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MRW2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-30
2015-04-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
38000000.00
37990816.67
0.0017
N
37995060.00
37995060.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5998500.00
0.0003
N
5999160.00
5999160.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
16000000.00
15995600.00
0.0007
N
15997440.00
15997440.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.255000%
83050URG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
5000000.00
4999468.75
0.0002
N
4999800.00
4999800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.100000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
300000000.00
300000000.00
0.0134
Security is a time deposit.
N
300000000.00
300000000.00
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
186000000.00
185914905.00
0.0083
N
185929320.00
185929320.00
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.246000%
8574P1DK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-04-13
N
N
N
175000000.00
175000000.00
0.0078
N
174998250.00
174998250.00
State Street Corp
State Street Corp 0.300000%
85747KTH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
6000000.00
5996150.00
0.0003
N
5997480.00
5997480.00
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
52000000.00
52000000.00
0.0023
N
52007800.00
52007800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562Y3W2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
15000000.00
15000000.00
0.0007
N
15002550.00
15002550.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y6X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
13000000.00
13000000.00
0.0006
N
13000260.00
13000260.00
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
44000000.00
44000000.00
0.0020
N
44005720.00
44005720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
9000000.00
9000000.00
0.0004
N
9001890.00
9001890.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
70000000.00
70000000.00
0.0031
N
70000000.00
70000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
12000000.00
12000000.00
0.0005
N
12000480.00
12000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
14000000.00
14000000.00
0.0006
N
14002800.00
14002800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
23000000.00
23000000.00
0.0010
N
23004600.00
23004600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.430000%
86563REK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
60000000.00
60000000.00
0.0027
N
60010200.00
60010200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.430000%
86563RET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
33000000.00
33000000.00
0.0015
N
33005610.00
33005610.00
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
141000000.00
141000000.00
0.0063
N
141016920.00
141016920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86563RHM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
103000000.00
103000000.00
0.0046
N
103000000.00
103000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
14000000.00
14000000.00
0.0006
N
14000700.00
14000700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
63000000.00
63000000.00
0.0028
N
63003150.00
63003150.00
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
57000000.00
57000000.00
0.0026
N
57003990.00
57003990.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
13000000.00
13000000.00
0.0006
N
13001300.00
13001300.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KXH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
14000000.00
14000000.00
0.0006
N
14000280.00
14000280.00
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
56000000.00
56000000.00
0.0025
N
55999440.00
55999440.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
445000000.00
445000000.00
0.0199
Security is a time deposit.
N
445000000.00
445000000.00
Swedbank AB
Swedbank AB 0.235000%
87019SRH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
55000000.00
54994255.56
0.0025
N
54996700.00
54996700.00
Swedbank AB
Swedbank AB 0.210000%
87019SUG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-16
2015-07-16
N
N
N
30000000.00
29981450.00
0.0013
N
29980650.90
29980650.90
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
57000000.00
57000000.00
0.0026
N
57013680.00
57013680.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
110000000.00
110000000.00
0.0049
Security is a time deposit.
N
109999736.00
109999736.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602URF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
7000000.00
6999401.11
0.0003
N
6999510.00
6999510.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602US43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
45000000.00
44990925.00
0.0020
N
44992800.00
44992800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.264500%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-10-14
N
N
N
85000000.00
85000000.00
0.0038
N
85001700.00
85001700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.266500%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-10-19
N
N
N
64000000.00
64000000.00
0.0029
N
64001280.00
64001280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.244500%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-16
2015-06-16
N
N
N
134000000.00
134000000.00
0.0060
N
134000000.00
134000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.246500%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-06-17
N
N
N
50000000.00
50000000.00
0.0022
N
50009000.00
50009000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243300%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-07-21
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89113ECZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
152000000.00
152000000.00
0.0068
N
152056240.00
152056240.00
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
122000000.00
122000000.00
0.0055
N
122036600.00
122036600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.420000%
89113EFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
75000000.00
75000000.00
0.0034
N
75038250.00
75038250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.286000%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2016-03-21
N
N
N
115000000.00
115000000.00
0.0052
N
115004600.00
115004600.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HS47
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
137000000.00
136972371.67
0.0061
N
136990410.00
136990410.00
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
41000000.00
40988998.33
0.0018
N
40996310.00
40996310.00
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
55000000.00
54984890.28
0.0025
N
54995050.00
54995050.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSJ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
26000000.00
25992192.78
0.0012
N
25997140.00
25997140.00
UBS AG
UBS AG 0.250000%
90267RA41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
UBS AG
UBS AG 0.250000%
90267RZY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
144000000.00
144000000.00
0.0065
N
144002880.00
144002880.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.240000%
91127QR76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
54000000.00
53997840.00
0.0024
N
53998920.00
53998920.00
United States Treasury Department
United States Treasury Department 0.119000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2017-01-31
N
N
N
85000000.00
84999347.32
0.0038
N
85018190.00
85018190.00
United States Treasury Department
United States Treasury Department 0.080000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-01-31
N
N
N
160000000.00
159983996.60
0.0072
N
159991520.00
159991520.00
United States Treasury Department
United States Treasury Department 0.105000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-07-31
N
N
N
95000000.00
95000000.00
0.0043
N
94996770.00
94996770.00
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
1999583.33
0.0001
N
1999720.00
1999720.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.360600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2016-04-14
N
N
N
55000000.00
55000000.00
0.0025
N
54998020.00
54998020.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.404600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-06-22
2016-04-21
N
N
N
225000000.00
225000000.00
0.0101
N
225002475.00
225002475.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241900%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-05-01
N
N
N
21000000.00
21000000.00
0.0009
N
21000000.00
21000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.256000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-05-20
N
N
N
200000000.00
200000000.00
0.0090
N
200012000.00
200012000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.255000%
94988E4K1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-06-10
N
N
N
105000000.00
105000000.00
0.0047
N
105006300.00
105006300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.265000%
94988E6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-08-10
N
N
N
100000000.00
100000000.00
0.0045
N
100002000.00
100002000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
95000000.00
95000000.00
0.0043
N
95012350.00
95012350.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2016-02-09
N
N
N
64000000.00
64000000.00
0.0029
N
64007680.00
64007680.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.304500%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2016-02-12
N
N
N
65000000.00
65000000.00
0.0029
N
65007800.00
65007800.00
Westpac Banking Corp
Westpac Banking Corp 0.556100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2015-04-28
2015-07-28
N
N
N
100000000.00
100000000.00
0.0045
N
100004600.00
100004600.00
Westpac Banking Corp
Westpac Banking Corp 0.253000%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-05-05
N
N
N
195000000.00
195000000.00
0.0087
N
195000000.00
195000000.00
Westpac Banking Corp
Westpac Banking Corp 0.267500%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-08-19
N
N
N
60000000.00
60000000.00
0.0027
N
60000600.00
60000600.00
Westpac Banking Corp
Westpac Banking Corp 0.263800%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-08-25
N
N
N
23000000.00
23000000.00
0.0010
N
23000000.00
23000000.00
Westpac Banking Corp
Westpac Banking Corp 0.305000%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
71000000.00
71000000.00
0.0032
N
71009230.00
71009230.00
Westpac Banking Corp
Westpac Banking Corp 0.255600%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-07-27
N
N
N
75000000.00
75000000.00
0.0034
N
75001500.00
75001500.00
Westpac Banking Corp
Westpac Banking Corp 0.274500%
9612C4NS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-11-16
N
N
N
145000000.00
145000000.00
0.0065
N
145002900.00
145002900.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
147661.54
147661.54
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
147661.54
147661.54
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
491936.09
491936.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1082233.85
1082233.85
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
1082233.85
1082233.85
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
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
529017.61
529017.61
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
123002.19
123002.19
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
123002.19
123002.19