0001145549-15-006082.txt : 20150929
0001145549-15-006082.hdr.sgml : 20150929
20150807144100
ACCESSION NUMBER: 0001145549-15-006082
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150731
FILED AS OF DATE: 20150807
DATE AS OF CHANGE: 20150807
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: 151036814
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-07-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
78
38831608375.34
13538723.94
111304053.08
38733843046.20
0.0028
1.0001
2015-07-31
1.0001
2015-07-31
C000012378
1.00
38733843046.20
1.00
195219501.35
7239483022.65
7044263521.30
0.0006
1.0001
2015-07-31
1.0001
2015-07-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.190000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6260000.00
6260000.00
0.0002
N
6260000.00
6260000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.280000%
00279H6E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
Y
Santander UK Plc
N/A
N/A
N
61000000.00
61000000.00
0.0016
N
61011590.00
61011590.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.278500%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-10
2015-11-10
N
N
N
187000000.00
187000000.00
0.0048
N
187001870.00
187001870.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
5000000.00
5000000.00
0.0001
Security is a time deposit.
N
4999976.50
4999976.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005_M150804
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
353000000.00
353000000.00
0.0091
Security is a time deposit.
N
352999346.95
352999346.95
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.220000%
926RCG004
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-21
2015-09-21
N
N
N
2000000.00
2000000.00
0.0001
N
2000240.00
2000240.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.130000%
926TZC004
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
419000000.00
419000000.00
0.0108
Security is a time deposit.
N
418998386.85
418998386.85
Bank of America, NA
Bank of America, NA 0.398200%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-08-04
2016-04-04
N
N
N
100000000.00
100000000.00
0.0026
N
100002800.00
100002800.00
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
89000000.00
89000000.00
0.0023
N
89001780.00
89001780.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDJ3
Other Note
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
22000000.00
22000000.00
0.0006
N
22001540.00
22001540.00
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
68000000.00
68000000.00
0.0018
N
68011560.00
68011560.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDX2
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
1000000.00
1000000.00
0.0000
N
1000120.00
1000120.00
Bank of America, NA
Bank of America, NA 0.340000%
06053PFV4
Other Note
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
119000000.00
119000000.00
0.0031
N
119035700.00
119035700.00
Bank of America, NA
Bank of America, NA 0.230000%
06053PGL5
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
3000000.00
3000000.00
0.0001
N
2999940.00
2999940.00
Bank of America, NA
Bank of America, NA 0.340000%
06053PGN1
Other Note
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
80000000.00
80000000.00
0.0021
N
80012000.00
80012000.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PHF7
Other Note
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
125000000.00
125000000.00
0.0032
N
124995000.00
124995000.00
Bank of America, NA
Bank of America, NA 0.260000%
06053PHH3
Other Note
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
315000000.00
315000000.00
0.0081
N
314996850.00
314996850.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PHP5
Other Note
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
17000000.00
17000000.00
0.0004
N
16999660.00
16999660.00
Bank of America, NA
Bank of America, NA 0.330000%
06053PJE8
Other Note
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
36000000.00
36000000.00
0.0009
N
36000720.00
36000720.00
Bank of America, NA
Bank of America, NA 0.460000%
06053PJF5
Other Note
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
186000000.00
186000000.00
0.0048
N
186020460.00
186020460.00
Bank of Montreal
Bank of Montreal 0.250000%
06366C6D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
65000000.00
65000000.00
0.0017
N
65007800.00
65007800.00
Bank of Montreal
Bank of Montreal 0.260000%
06366C6R4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-20
2015-10-20
N
N
N
124000000.00
124000000.00
0.0032
N
124017360.00
124017360.00
Bank of Montreal
Bank of Montreal 0.310000%
06366CM70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
15000000.00
15000000.00
0.0004
N
15003900.00
15003900.00
Bank of New York Mellon
Bank of New York Mellon 0.080000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
571000000.00
571000000.00
0.0147
Security is a time deposit.
N
571000000.00
571000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417H2H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
N
171000000.00
171000000.00
0.0044
N
171034200.00
171034200.00
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
72000000.00
72000000.00
0.0019
N
72024480.00
72024480.00
Bank of Nova Scotia
Bank of Nova Scotia 0.286500%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-12-08
N
N
N
100000000.00
100000000.00
0.0026
N
100002000.00
100002000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290500%
06417HK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-21
2015-12-21
N
N
N
166000000.00
166000000.00
0.0043
N
166001660.00
166001660.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417HT71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-13
2015-11-13
N
N
N
119000000.00
119000000.00
0.0031
N
119036890.00
119036890.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417KY94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
121500000.00
121394159.99
0.0031
N
121424670.00
121424670.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417KYP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
113000000.00
112883986.67
0.0029
N
112914120.00
112914120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
924HZZ001_0.1700_M150803_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-07-01
3.500000
Government Agency Debt
5335450.00
3813290.00
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
1524560.00
1117680.00
Fannie Mae
2029-01-01
3.500000
Government Agency Debt
2914880.00
2575380.00
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
5305420.00
4867150.00
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
1000.00
919.17
Fannie Mae
2030-01-01
3.000000
Government Agency Debt
1040000.00
1031540.00
Fannie Mae
2035-03-01
4.000000
Government Agency Debt
4464840.00
4754470.00
Fannie Mae
2035-07-01
3.500000
Government Agency Debt
1002.00
1051.89
Fannie Mae
2035-07-01
4.000000
Government Agency Debt
1300530.00
1409180.00
Fannie Mae
2035-07-01
4.000000
Government Agency Debt
1001.00
1080.10
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
13124000.00
9040170.00
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
3812060.00
2419560.00
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
3298840.00
2899490.00
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1681600.00
1305800.00
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
962533.00
772737.00
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
106358.00
87283.50
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
7093740.00
6153310.00
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
9789550.00
8492270.00
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
502800.00
444904.00
Fannie Mae
2044-07-01
5.000000
Government Agency Debt
7529830.00
7894380.00
Fannie Mae
2044-07-01
5.000000
Government Agency Debt
1747620.00
1688350.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
59000000.00
59000000.00
0.0015
N
59000000.00
59000000.00
Bank of the West
Bank of the West 0.270000%
06426GHH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
105000000.00
105000000.00
0.0027
N
105012600.00
105012600.00
Bank of the West
Bank of the West 0.280000%
06426GHS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
77000000.00
77000000.00
0.0020
N
77018480.00
77018480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.538500%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2016-03-10
N
N
N
112000000.00
112000000.00
0.0029
N
112003360.00
112003360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JME3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
7000000.00
7000000.00
0.0002
N
7000770.00
7000770.00
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
52000000.00
52000000.00
0.0013
N
52007280.00
52007280.00
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
75000000.00
75000000.00
0.0019
N
75010500.00
75010500.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
20000000.00
20000000.00
0.0005
N
20003000.00
20003000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
60000000.00
60000000.00
0.0015
N
60014400.00
60014400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
119000000.00
119000000.00
0.0031
N
119028560.00
119028560.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538JWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-09
2016-02-09
N
N
N
117000000.00
117000000.00
0.0030
N
117037440.00
117037440.00
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
262000000.00
262000000.00
0.0068
N
262036680.00
262036680.00
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
166000000.00
166000000.00
0.0043
N
166041500.00
166041500.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
62000000.00
62000000.00
0.0016
N
62018600.00
62018600.00
Barclays Bank Plc
Barclays Bank Plc 0.920000%
06741XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
226000000.00
226000000.00
0.0058
N
226230520.00
226230520.00
Barclays Capital, Inc
Barclays Capital, Inc 0.090000%
992JYM004_0.0900_M150805_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
4671400.00
4676760.00
United States Treasury Department
2016-01-15
0.375000
Treasury Debt
336000.00
336344.00
United States Treasury Department
2016-05-31
0.375000
Treasury Debt
1200000.00
1201310.00
United States Treasury Department
2016-06-30
0.500000
Treasury Debt
4760800.00
4770250.00
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
9120800.00
9414380.00
United States Treasury Department
2017-10-31
0.750000
Treasury Debt
11401100.00
11402900.00
United States Treasury Department
2018-01-31
0.875000
Treasury Debt
756100.00
755509.00
United States Treasury Department
2018-05-31
2.375000
Treasury Debt
5000.00
5210.42
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
23754700.00
24707900.00
United States Treasury Department
2019-09-30
1.750000
Treasury Debt
4500.00
4579.69
United States Treasury Department
2020-06-30
1.625000
Treasury Debt
187137000.00
187451000.00
United States Treasury Department
2022-02-28
1.750000
Treasury Debt
10349600.00
10273700.00
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
250000000.00
250000000.00
0.0065
N
249997500.00
249997500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150805_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-03-25
4.350000
Government Agency Debt
158.00
0.13
GNMA
2042-02-16
3.200000
Government Agency Debt
981265.00
1011520.00
GNMA
2044-08-20
3.000000
Government Agency Debt
92840500.00
96173400.00
GNMA
2045-03-20
3.500000
Government Agency Debt
16345900.00
17035000.00
GNMA
2045-05-20
3.500000
Government Agency Debt
6028010.00
6305620.00
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
115000000.00
115000000.00
0.0030
N
114998850.00
114998850.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150806_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
7500.00
7547.04
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
995900.00
1005700.00
United States Treasury Department
2016-01-07
0.00
Treasury Debt
100.00
99.95
United States Treasury Department
2016-04-15
0.250000
Treasury Debt
14996400.00
15002700.00
United States Treasury Department
2016-04-30
2.625000
Treasury Debt
14800.00
15156.10
United States Treasury Department
2016-05-31
3.250000
Treasury Debt
205400.00
211519.00
United States Treasury Department
2016-07-31
0.120000
Treasury Debt
175800.00
175866.00
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
24917800.00
25156600.00
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
47800.00
48258.10
United States Treasury Department
2016-11-30
2.750000
Treasury Debt
24970000.00
25817900.00
United States Treasury Department
2017-07-31
0.500000
Treasury Debt
600.00
597.09
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
11110400.00
11435000.00
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
927800.00
935918.00
United States Treasury Department
2020-05-15
3.500000
Treasury Debt
8153000.00
8921000.00
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
2170000.00
2416970.00
United States Treasury Department
2021-05-31
2.000000
Treasury Debt
8289500.00
8387100.00
United States Treasury Department
2022-04-30
1.750000
Treasury Debt
197169000.00
194952000.00
United States Treasury Department
2022-06-30
2.125000
Treasury Debt
22600.00
22820.60
United States Treasury Department
2037-02-15
4.750000
Treasury Debt
197800.00
267167.00
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
289000000.00
289000000.00
0.0075
N
288997110.00
288997110.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150807_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-27
0.00
Treasury Debt
827700.00
827507.00
United States Treasury Department
2015-12-24
0.00
Treasury Debt
248000.00
247878.00
United States Treasury Department
2016-07-21
0.00
Treasury Debt
48000.00
47838.10
United States Treasury Department
2016-10-31
0.103000
Treasury Debt
279100.00
279147.00
United States Treasury Department
2019-05-31
1.500000
Treasury Debt
218357000.00
220063000.00
United States Treasury Department
2019-11-30
1.000000
Treasury Debt
5600.00
5492.09
United States Treasury Department
2020-04-30
1.375000
Treasury Debt
1021000.00
1014300.00
United States Treasury Department
2039-11-15
4.375000
Treasury Debt
88225300.00
112344000.00
United States Treasury Department
2042-02-15
3.125000
Treasury Debt
1684800.00
1771070.00
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
330000000.00
330000000.00
0.0085
N
330000000.00
330000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
992JYM004_0.1200_M150806_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
1870.00
82.68
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
1193.00
259.55
Freddie Mac
2021-09-25
4.187000
Government Agency Debt
1078000.00
1149944.38
Freddie Mac
2022-02-25
8.284000
Government Agency Debt
71181340.00
77423729.97
Freddie Mac
2040-08-20
4.500000
Government Agency Debt
50000000.00
20315279.58
Freddie Mac
2044-07-25
5.045400
Government Agency Debt
250000.00
265222.91
GNMA
2038-12-15
6.000000
Government Agency Debt
14234883.00
5241959.23
GNMA
2043-06-20
4.500000
Government Agency Debt
30000000.00
18520736.76
GNMA
2044-02-20
3.000000
Government Agency Debt
683455.00
685376.28
GNMA
2045-02-20
4.500000
Government Agency Debt
13192626.00
13087637.57
GNMA
2045-05-20
2.500000
Government Agency Debt
6773878.00
6241358.61
GNMA
2050-06-15
2.430000
Government Agency Debt
19000000.00
18864537.22
GNMA
2053-01-15
3.740000
Government Agency Debt
18215392.00
19980694.21
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
174000000.00
174000000.00
0.0045
N
173998260.00
173998260.00
Barton Capital, LLC
Barton Capital, LLC 0.270000%
06945MXE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-14
2015-10-14
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
61000000.00
60967060.00
0.0016
N
60971940.00
60971940.00
BNP Paribas Fortis SA
BNP Paribas Fortis SA 0.270000%
34959TCL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
83000000.00
83000000.00
0.0021
N
83002490.00
83002490.00
BNP Paribas SA
BNP Paribas SA 0.360000%
05572NXE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
285000000.00
285000000.00
0.0074
N
285039900.00
285039900.00
BNP Paribas SA
BNP Paribas SA 0.390000%
05572NXT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
7000000.00
7000000.00
0.0002
N
7002170.00
7002170.00
BNP Paribas SA
BNP Paribas SA 0.400000%
05572NYR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
162000000.00
162000000.00
0.0042
N
162038880.00
162038880.00
BNP Paribas SA
BNP Paribas SA 0.250000%
05572NYV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
9000000.00
9000000.00
0.0002
N
9000720.00
9000720.00
BNP Paribas SA
BNP Paribas SA 0.260000%
05572NZC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
N
129000000.00
129000000.00
0.0033
N
129012900.00
129012900.00
BNP Paribas SA
BNP Paribas SA 0.260000%
05572NZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
91000000.00
91000000.00
0.0023
N
91005460.00
91005460.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M150803_2M49
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-07-31
0.625000
Treasury Debt
190136000.00
189720000.00
United States Treasury Department
2026-01-15
2.000000
Treasury Debt
100.00
136.77
United States Treasury Department
2029-01-15
2.500000
Treasury Debt
100.00
136.46
United States Treasury Department
2044-02-15
1.375000
Treasury Debt
100.00
110.45
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
186000000.00
186000000.00
0.0048
N
186000000.00
186000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.160000%
987WVU007_0.1600_M150803_2M49
0001197610
Government Agency Repurchase Agreement
Y
3.25 FHLB 24 PV
2024-03-08
3.250000
Government Agency Debt
6340000.00
6777390.00
Fannie Mae
2016-10-01
6.000000
Government Agency Debt
67137.00
335.20
Fannie Mae
2017-06-01
0.00
Government Agency Debt
6316000.00
6219290.00
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
4730680.00
151702.00
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
1000.00
43.46
Fannie Mae
2018-11-01
4.500000
Government Agency Debt
154459.00
9902.69
Fannie Mae
2019-01-01
4.500000
Government Agency Debt
39786.00
2189.75
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
3066940.00
179179.00
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
740486.00
56619.30
Fannie Mae
2019-09-01
6.000000
Government Agency Debt
2793.00
80.14
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
1583220.00
133006.00
Fannie Mae
2020-07-01
3.500000
Government Agency Debt
2176768.00
418149.66
Fannie Mae
2020-08-01
4.000000
Government Agency Debt
408413.00
26090.00
Fannie Mae
2020-09-01
3.500000
Government Agency Debt
311451.00
51914.45
Fannie Mae
2020-10-01
4.000000
Government Agency Debt
4786540.00
279234.00
Fannie Mae
2021-02-01
3.500000
Government Agency Debt
2321324.00
667434.91
Fannie Mae
2021-08-01
6.500000
Government Agency Debt
1000.00
10.47
Fannie Mae
2021-11-01
5.620000
Government Agency Debt
3969920.00
3644260.00
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
1000000.00
53016.60
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
279700.00
28790.93
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
366.00
21.76
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
139.00
8.27
Fannie Mae
2023-11-01
3.000000
Government Agency Debt
315000.00
231988.98
Fannie Mae
2024-01-25
3.475000
Government Agency Debt
862818.00
909720.00
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
261393.00
2177.16
Fannie Mae
2024-07-01
5.500000
Government Agency Debt
1410000.00
119149.00
Fannie Mae
2024-09-25
2.532000
Government Agency Debt
834072.00
817076.00
Fannie Mae
2025-05-01
3.000000
Government Agency Debt
6344832.00
6508701.06
Fannie Mae
2025-07-01
5.500000
Government Agency Debt
219000.00
21148.00
Fannie Mae
2025-10-01
3.500000
Government Agency Debt
13281321.00
5750308.74
Fannie Mae
2026-01-01
5.000000
Government Agency Debt
792000.00
59874.80
Fannie Mae
2026-02-01
5.500000
Government Agency Debt
4559.00
370.44
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
577667.00
147898.00
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
4488200.00
2186600.00
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
3011830.00
332417.00
Fannie Mae
2026-07-25
3.500000
Government Agency Debt
3652820.00
3777560.00
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1774400.00
1096830.00
Fannie Mae
2026-08-01
4.500000
Government Agency Debt
307264.00
104298.54
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
5951000.00
3294240.00
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
3982110.00
1842084.93
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
2475850.00
1619880.00
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
3554000.00
2427680.00
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
1382100.00
687836.00
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
6130000.00
4257130.00
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
70000.00
37053.90
Fannie Mae
2027-10-01
6.000000
Government Agency Debt
3200000.00
243623.00
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
3782340.00
3070620.00
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
1003.00
898.34
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
1000.00
887.67
Fannie Mae
2029-03-01
3.000000
Government Agency Debt
178253.00
144297.00
Fannie Mae
2029-06-01
4.500000
Government Agency Debt
1930398.00
211527.05
Fannie Mae
2029-08-01
4.000000
Government Agency Debt
1965626.00
447815.45
Fannie Mae
2029-09-01
4.500000
Government Agency Debt
218725.00
144932.00
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
1053.00
1014.06
Fannie Mae
2029-10-01
3.500000
Government Agency Debt
94648.00
77432.30
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
13089500.00
12300200.00
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
2122700.00
2131350.00
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
1024.00
963.86
Fannie Mae
2030-01-01
3.000000
Government Agency Debt
1024.00
1010.83
Fannie Mae
2030-04-01
3.500000
Government Agency Debt
1420180.00
1484920.00
Fannie Mae
2030-06-01
3.000000
Government Agency Debt
1015.00
1049.03
Fannie Mae
2030-11-01
4.000000
Government Agency Debt
5136.00
1462.87
Fannie Mae
2031-10-01
6.500000
Government Agency Debt
11250000.00
92110.30
Fannie Mae
2031-11-01
4.500000
Government Agency Debt
2777360.00
1272480.00
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
2052000.00
28616.50
Fannie Mae
2031-12-01
3.500000
Government Agency Debt
3782380.00
2726710.00
Fannie Mae
2032-01-28
6.000000
Government Agency Debt
3823340.00
43181.50
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
1920940.00
1442490.00
Fannie Mae
2033-01-01
3.500000
Government Agency Debt
7669697.00
6730189.94
Fannie Mae
2033-05-01
5.500000
Government Agency Debt
36215.00
2566.85
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
1010.00
860.16
Fannie Mae
2033-09-01
3.000000
Government Agency Debt
131000.00
117194.83
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
103000.00
13682.50
Fannie Mae
2034-06-01
6.000000
Government Agency Debt
325000.00
27129.80
Fannie Mae
2034-07-01
6.000000
Government Agency Debt
235000.00
15571.60
Fannie Mae
2034-10-01
3.500000
Government Agency Debt
1039.00
1011.63
Fannie Mae
2034-12-01
5.500000
Government Agency Debt
25000.00
2859.27
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
261152.00
21898.70
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
71000.00
8090.45
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
691754.00
60951.60
Fannie Mae
2036-09-25
3.000000
Government Agency Debt
23701.00
19875.00
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
1056210.00
44455.80
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
216619.00
11774.80
Fannie Mae
2036-11-01
2.397000
Government Agency Debt
31677300.00
3716810.00
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
18811700.00
894091.00
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
2054820.00
115716.00
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
97000.00
3640.05
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
376878.00
41795.60
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
116663.00
24180.60
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
14216.00
726.37
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
3812440.00
297103.00
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
25787.00
1562.53
Fannie Mae
2037-10-01
5.500000
Government Agency Debt
393655.00
15909.40
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
271429.00
13788.90
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
52867.00
2816.64
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
265629.00
22741.20
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
7326.00
427.62
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
112716.00
11998.90
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
1016.00
101.45
Fannie Mae
2038-04-01
6.000000
Government Agency Debt
13536700.00
971762.00
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
3922230.00
175994.72
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
534000.00
70951.50
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
394511.00
30611.10
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
175394000.00
10086900.00
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
808859.00
58246.80
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
720024.00
355398.43
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
17000.00
522.74
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
147041.00
10711.18
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
1366000.00
358571.77
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
198000.00
88357.50
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
992059.00
373453.62
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
1000.00
632.54
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
5457.00
1275.67
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
2975000.00
1103289.47
Fannie Mae
2040-09-01
3.304000
Government Agency Debt
59296600.00
8139350.00
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
25981.00
12777.89
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2370620.00
1065620.00
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
21920.00
6563.00
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
60000.00
14840.70
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1014.00
390.60
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
2107280.00
605671.00
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
36036.00
13526.70
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
298427.00
124396.00
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
15000.00
9725.36
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
140000.00
92940.30
Fannie Mae
2041-12-25
3.000000
Government Agency Debt
16543800.00
16721800.00
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
13327900.00
11146800.00
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
2005310.00
1457150.00
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
400000.00
358647.00
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
8193830.00
6786580.00
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1031470.00
872047.00
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
1966660.00
1324100.00
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
19638400.00
15407400.00
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
144119.00
123639.25
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
233582.00
202059.00
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
17750200.00
17566800.00
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
1000.00
886.87
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
1000.00
962.30
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
1004.00
926.18
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
1069.00
920.84
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1000.00
732.00
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
1021.00
1037.81
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
1007.00
1022.17
Fannie Mae
2044-10-01
3.500000
Government Agency Debt
256030.00
256453.00
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1008.00
1012.86
Fannie Mae
2045-03-01
3.500000
Government Agency Debt
444380.00
458762.00
Fannie Mae
2045-04-01
2.458000
Government Agency Debt
2627330.00
2636010.00
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
1359350.00
1405700.00
Fannie Mae
2045-05-01
3.000000
Government Agency Debt
3227400.00
3176185.58
Fannie Mae
2045-05-01
3.500000
Government Agency Debt
1000.00
1029.13
Fannie Mae
2045-05-01
4.000000
Government Agency Debt
1872390.00
2002740.00
Fannie Mae
2045-05-01
4.000000
Government Agency Debt
1357970.00
1454750.00
Fannie Mae
2045-05-01
4.000000
Government Agency Debt
1000.00
1053.00
Fannie Mae
2045-06-01
3.500000
Government Agency Debt
1142670.00
1184240.00
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
1089020.00
1165330.00
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
1000.00
1064.23
Fannie Mae
2045-07-01
3.500000
Government Agency Debt
13483778.00
13836441.72
Fannie Mae
2045-07-01
3.500000
Government Agency Debt
1001.00
1043.68
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
1000.00
1066.47
Fannie Mae
2047-10-01
7.000000
Government Agency Debt
1000.00
58.45
Fannie Mae
2049-05-01
6.000000
Government Agency Debt
1000.00
256.16
FHDN 09/11/15
2015-09-11
0.00
Government Agency Debt
18061000.00
18059900.00
FHDN 10/02/15
2015-10-02
0.00
Government Agency Debt
5744000.00
5743310.00
Freddie Mac
2017-08-23
5.500000
Government Agency Debt
100000.00
111820.00
Freddie Mac
2020-08-01
4.500000
Government Agency Debt
51767.00
3075.10
Freddie Mac
2022-11-01
5.000000
Government Agency Debt
365071.00
11437.50
Freddie Mac
2023-02-01
6.000000
Government Agency Debt
360473.00
75187.70
Freddie Mac
2023-11-01
6.000000
Government Agency Debt
1102670.00
130262.00
Freddie Mac
2025-01-01
5.000000
Government Agency Debt
99805.00
11711.60
Freddie Mac
2025-10-01
5.500000
Government Agency Debt
15000.00
1367.93
Freddie Mac
2025-11-01
4.500000
Government Agency Debt
930944.00
324129.00
Freddie Mac
2026-05-01
5.000000
Government Agency Debt
6321.00
428.15
Freddie Mac
2027-08-01
5.500000
Government Agency Debt
1701970.00
167744.00
Freddie Mac
2027-12-01
6.000000
Government Agency Debt
1268530.00
93922.40
Freddie Mac
2028-01-01
6.000000
Government Agency Debt
600000.00
63906.00
Freddie Mac
2029-07-01
3.500000
Government Agency Debt
97935.00
88276.90
Freddie Mac
2032-11-15
3.000000
Government Agency Debt
4495540.00
4029610.00
Freddie Mac
2035-10-15
5.500000
Government Agency Debt
377024.00
426395.00
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
242320.00
20668.30
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
5000000.00
296492.00
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
252067.00
16531.50
Freddie Mac
2038-09-20
6.000000
Government Agency Debt
31876575.00
382360.96
Freddie Mac
2038-10-15
2.500000
Government Agency Debt
19081.00
13827.10
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
2000000.00
427989.00
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
525988.00
180583.00
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
446000.00
124667.00
Freddie Mac
2039-08-01
4.500000
Government Agency Debt
176610.00
84869.90
Freddie Mac
2040-05-01
4.500000
Government Agency Debt
5300000.00
1994980.00
Freddie Mac
2040-10-15
0.455000
Government Agency Debt
2135890.00
2094300.00
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
620309.00
259666.91
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
9099830.00
5316880.00
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
11919.00
5427.18
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
6319328.00
3006578.17
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
11046700.00
10240500.00
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
933536.00
876139.00
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
830000.00
667138.00
Freddie Mac
2043-08-15
0.687300
Government Agency Debt
764100.00
650764.00
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
3764340.00
3440720.00
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
279060.00
286934.00
Freddie Mac
2044-05-01
3.000000
Government Agency Debt
1332240.00
1313420.00
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
2337320.00
2463200.00
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
3266570.00
3015750.00
Freddie Mac
2045-01-01
3.500000
Government Agency Debt
1000.00
995.15
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
4798630.00
4858950.00
GNMA
2022-10-20
1.625000
Government Agency Debt
122880.00
751.04
GNMA
2027-05-15
7.000000
Government Agency Debt
258839677.00
2350671.73
GNMA
2027-07-15
7.000000
Government Agency Debt
343893093.00
3935000.97
GNMA
2027-07-15
7.000000
Government Agency Debt
5568.00
59.50
GNMA
2027-08-15
3.000000
Government Agency Debt
3545000.00
2304334.16
GNMA
2027-08-15
7.000000
Government Agency Debt
7029302.00
71867.48
GNMA
2029-05-20
3.500000
Government Agency Debt
558007.00
419925.88
GNMA
2029-09-15
7.500000
Government Agency Debt
100000000.00
707792.00
GNMA
2030-05-20
2.000000
Government Agency Debt
25000.00
289.39
GNMA
2030-07-15
7.500000
Government Agency Debt
5748200.00
49708.97
GNMA
2030-12-15
7.000000
Government Agency Debt
30021308.00
458517.35
GNMA
2035-06-20
4.500000
Government Agency Debt
10.00
2.14
GNMA
2038-01-15
6.000000
Government Agency Debt
10260000.00
653218.00
GNMA
2038-02-15
6.000000
Government Agency Debt
5093340.00
205305.00
GNMA
2038-02-16
0.707000
Government Agency Debt
15660300.00
3775370.00
GNMA
2038-11-20
5.500000
Government Agency Debt
3620394.00
3869633.54
GNMA
2039-02-15
4.500000
Government Agency Debt
258297.00
21656.50
GNMA
2039-12-15
5.500000
Government Agency Debt
31491233.00
4966522.98
GNMA
2039-12-15
5.500000
Government Agency Debt
1004461.00
362394.96
GNMA
2041-01-20
5.000000
Government Agency Debt
90000.00
33981.17
GNMA
2041-06-15
4.500000
Government Agency Debt
478553.00
63740.09
GNMA
2041-07-15
5.000000
Government Agency Debt
132490.00
19051.46
GNMA
2041-07-15
5.500000
Government Agency Debt
75557.00
27256.84
GNMA
2041-08-15
4.500000
Government Agency Debt
223921.00
153870.77
GNMA
2041-09-15
4.500000
Government Agency Debt
1281995.00
256665.72
GNMA
2041-10-15
5.000000
Government Agency Debt
758038.00
45423.03
GNMA
2042-03-15
3.500000
Government Agency Debt
280904.00
28055.19
GNMA
2042-05-20
4.000000
Government Agency Debt
77279742.00
39935982.66
GNMA
2042-06-15
3.500000
Government Agency Debt
123773.00
84528.01
GNMA
2042-07-20
2.000000
Government Agency Debt
111290.00
52181.39
GNMA
2042-09-15
3.000000
Government Agency Debt
364327.00
322409.54
GNMA
2042-09-15
3.000000
Government Agency Debt
345290.00
269833.08
GNMA
2043-03-15
4.000000
Government Agency Debt
51491.00
41890.73
GNMA
2043-04-20
3.500000
Government Agency Debt
25283320.00
21706437.32
GNMA
2043-11-15
4.000000
Government Agency Debt
225090.00
176146.08
GNMA
2044-06-15
4.000000
Government Agency Debt
1277088.00
1286149.75
GNMA
2044-08-20
4.500000
Government Agency Debt
3250407.00
2460374.65
GNMA
2044-10-15
4.000000
Government Agency Debt
566152.00
597615.36
GNMA
2044-11-20
4.500000
Government Agency Debt
129062800.00
111120680.65
GNMA
2045-01-15
3.000000
Government Agency Debt
782350.00
786355.51
GNMA
2045-07-15
3.500000
Government Agency Debt
49231.00
51400.10
United States Treasury Department
2017-03-31
3.250000
Treasury Debt
13069300.00
13774497.65
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
100.00
119.31
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
490000000.00
490000000.00
0.0127
N
490000000.00
490000000.00
BPCE SA
BPCE SA 0.260000%
05571CWQ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
N
113000000.00
112957562.22
0.0029
N
112963840.00
112963840.00
BPCE SA
BPCE SA 0.340000%
05571CY21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
81000000.00
80930384.99
0.0021
N
80944920.00
80944920.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FV37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
55000000.00
55000000.00
0.0014
N
54999450.00
54999450.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476FY34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49960388.89
0.0013
N
49973000.00
49973000.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476FY42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21982381.66
0.0006
N
21987900.00
21987900.00
Caisse des Depots et Consignations
Caisse des Depots et Consignations 0.240000%
12800BXD9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
27000000.00
26987220.00
0.0007
N
26987850.00
26987850.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.390000%
13606J2N8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
27000000.00
27000000.00
0.0007
N
27005670.00
27005670.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606J4Q9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
50000000.00
50000000.00
0.0013
N
50000000.00
50000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.520000%
13606J4T3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
108000000.00
108000000.00
0.0028
N
108000000.00
108000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270000%
13606JTP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
199000000.00
199000000.00
0.0051
N
199019900.00
199019900.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.308500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-08-10
2016-04-05
N
N
N
312000000.00
312000000.00
0.0081
N
312000000.00
312000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KWJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
420000000.00
419855100.00
0.0108
N
419886600.00
419886600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KWV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-29
2015-09-29
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
156000000.00
155933310.00
0.0040
N
155943840.00
155943840.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963UXV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24981875.00
0.0006
N
24982250.00
24982250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963UXV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4996133.33
0.0001
N
4996450.00
4996450.00
Charta, LLC
Charta, LLC 0.320000%
16115XY25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9991911.11
0.0003
N
9994700.00
9994700.00
Charta, LLC
Charta, LLC 0.310000%
16115XY41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
79000000.00
78936734.16
0.0020
N
78956550.00
78956550.00
Charta, LLC
Charta, LLC 0.340000%
16115XZ16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
150000000.00
149829999.99
0.0039
N
149865000.00
149865000.00
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
542000000.00
542000000.00
0.0140
N
542222220.00
542222220.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
81000000.00
81000000.00
0.0021
N
81038880.00
81038880.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178CV34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
27000000.00
27000000.00
0.0007
N
26999730.00
26999730.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178CY23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
46000000.00
45963953.89
0.0012
N
45975620.00
45975620.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178CY31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49960388.89
0.0013
N
49973000.00
49973000.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178CY49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
41000000.00
40967165.83
0.0011
N
40977450.00
40977450.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.370000%
19422GYP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
173000000.00
172800857.80
0.0045
N
172820080.00
172820080.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.420000%
19422GZ98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
58000000.00
57913386.68
0.0015
N
57923440.00
57923440.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.279000%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-28
2015-10-29
N
N
N
17000000.00
16999632.55
0.0004
N
17000170.00
17000170.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.316700%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-12
2016-05-12
N
N
N
31000000.00
31000000.00
0.0008
N
31003410.00
31003410.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.269500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36000144.00
36000144.00
CRC Funding, LLC
CRC Funding, LLC 0.280000%
12622VV35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
45000000.00
0.0012
N
44999550.00
44999550.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622VY40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
82000000.00
81934331.66
0.0021
N
81954900.00
81954900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.270000%
22533MG96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
57000000.00
57000000.00
0.0015
N
57001710.00
57001710.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22533ML66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
146000000.00
146000000.00
0.0038
N
146017520.00
146017520.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22533MV81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
108000000.00
108000000.00
0.0028
N
108007560.00
108007560.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.130000%
22533MV99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
75000000.00
75000000.00
0.0019
N
75000000.00
75000000.00
Credit Agricole SA
Credit Agricole SA 0.290000%
926UPM000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
192000000.00
192000000.00
0.0050
N
192028800.00
192028800.00
Credit Suisse AG
Credit Suisse AG 0.300000%
22549VQT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
385000000.00
385000000.00
0.0099
N
385053900.00
385053900.00
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
162000000.00
162000000.00
0.0042
N
162017820.00
162017820.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.800000%
988WZK004_0.8000_M151103_2M49
0001230485
Other Repurchase Agreement
N
144A CMLTI 2014-A B4
2035-01-25
5.432900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3220500.00
2933934.09
144A CSMC 2008-C1 AJ
2041-02-15
5.972900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3117247.58
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
544368.00
144A JPMCC 2010-C2 G
2043-11-15
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13766000.00
10836800.00
144A TPMT 2015-2 1B2
2060-11-25
3.260100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41116000.00
29944200.00
144A TPMT 2015-2 2B2
2057-11-25
3.955800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7302000.00
6098020.00
BOAMS 2005-A 2A2
2035-02-25
2.642400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27825000.00
4417676.84
BSARM 2004-11 B1
2034-10-25
2.798300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10472000.00
2847609.55
BSCMS 2007-PW17 AJ
2050-06-11
5.885700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2912000.00
2994735.00
CMT 2007-A1
2037-02-25
2.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11180000.00
1557096.33
CNFH 01-4 M-1 CMO SE 01-4
2033-09-01
1.936600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7873000.00
7135624.70
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.037300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18770643.00
19084903.17
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71467616.00
72372184.93
CSMC TR 2013-6
2043-08-25
3.294200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7054000.00
5738065.22
CSMC TR 2015-TOWN
2017-03-15
4.687300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2484672.52
CWALT INC. 2004-13CB
2044-03-25
4.244600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4573000.00
3654056.62
FHAMS 2004-AA7 2A1
2035-02-25
2.283300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37740000.00
7881476.42
GSMS
2045-08-10
5.794600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
937533.00
957682.35
IMM 2004-7 M2
2034-11-25
1.135500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17086400.00
765475.00
JPMCC 2007-CB18 AJ
2047-06-12
5.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4967220.00
JPMMT 2007-A1 7A1
2035-07-25
2.611700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
9363100.00
JPMMT 2007-A1 7A3
2035-07-25
2.611700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18500000.00
8791950.00
MARM 2004-5 B1
2034-07-25
2.555800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7450000.00
1966620.00
ML CFC COMM MTG TRUST
2049-12-12
5.239000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12250000.00
12404900.00
MSC 2007-HQ11 C
2044-02-12
5.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
199305.00
MSM 2004-10AR B1
2034-11-25
2.519100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
979295.00
PNCMT 2000-1 DB1
2030-03-25
0.079900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
494056.82
WAMMS 2003-AR4 B1
2033-08-25
2.276600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20116100.00
2247820.00
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10174700.00
WFMBS
2035-03-25
2.616400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25857000.00
3644100.00
WFMBS 2005-AR16 7A1
2035-10-25
5.192600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96590000.00
15851400.00
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
Y
Credit Suisse AG
N/A
N/A
N
223000000.00
223000000.00
0.0058
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
223047432.10
223047432.10
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.800000%
988WZL002_0.8000_M151103_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.640500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1219100.00
144A ARMOR 2005-1A B1
2037-12-10
0.618500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854000.00
3279620.00
144A CCMFC 2006-2A A2
2047-04-25
0.370500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1507390.00
144A CCMFC 2006-3A A1
2047-08-25
0.320500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72170000.00
16824989.45
144A CSMC 2009-14R 4A10
2035-10-26
2.740400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24448000.00
22494196.14
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221600000.00
11238545.41
144A MARM 2005-5 A2
2045-04-26
0.562700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
571819.13
144A MESC 11PA B3
2032-09-28
2.436000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
11382328.05
144A SASIF 2006-AA B4
2037-12-25
0.620500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
936.83
144A WBCMT 2005-C18 N
2042-04-15
4.702000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
459325.00
1458.88
AHM 2007-1 GA1A
2047-05-25
0.347000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2687690.00
AMSI
2035-11-25
0.660500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7381970.00
BALTA 2004-3 B
2034-04-25
3.115500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
2298860.00
BALTA 2006-5 1A1
2036-08-25
0.530500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
227500000.00
29735100.00
BCAP 2008-IND1 A1
2047-10-25
1.390500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000000.00
25208000.00
BSABS
2034-10-25
1.990500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9333000.00
544388.00
BSMF 2006-SL3 A
2036-10-25
0.510500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70529500.00
7454304.02
BSMF 2006-SL4 A
2036-11-25
0.490500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66990000.00
7400053.18
BSMF 2006-SL6 1A
2037-01-25
0.530500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86500000.00
11138819.72
CMLTI 2005-11 A2B
2035-10-25
2.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
823561.12
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8748261.67
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1612500.00
702356.39
COMM 2006-C7 AJ
2046-06-10
5.774600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
366423.79
CSMC 2008-1R
2037-03-25
0.317000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
605440.63
CWALT
2035-07-20
1.467500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13713000.00
1816935.62
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
694259.07
CWALT 2004-16CB M
2034-08-25
5.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19908000.00
10922678.98
CWALT 2004-5CB M
2034-03-25
5.591600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1268997.02
CWALT 2004-J11 M
2034-11-25
5.653600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970500.00
870145.42
CWALT 2005-14 2A2
2035-05-25
0.440500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1807831.25
CWALT 2005-16 A5
2035-06-25
0.470500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1081888.49
CWALT 2005-79CB A1
2036-01-25
0.740500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2741867.78
CWALT 2005-J11 1A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
5487761.50
CWALT 2006-OA12 A1C
2046-09-20
0.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2672127.49
CWHL
2035-04-25
0.480500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
124074.70
CWHL 2005-7 IM1
2035-03-25
0.940500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1629500.94
CWHL 2006-HYB2 1A1
2036-04-20
2.674100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7219263.94
DBALT 2005-2 M
2035-04-25
5.614700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
690708.40
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
4865262.87
DSLA
2045-08-19
0.488000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2774746.90
FHAMS 2005-AA8 3A1
2035-10-25
2.285000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3501675.37
FHLT 2005-E
2036-01-25
0.640500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8483894.17
GMACM 2004-J5 M1
2035-01-25
5.481400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9106000.00
4079489.75
HMBT
2036-12-25
0.370500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4417998.79
HVMLT
2037-08-19
0.418000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10524610.76
HVMLT 2005-5 2A1B
2045-07-19
0.478000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.08
IMM 2005-5 A4
2035-08-25
0.950500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19745000.00
2363904.74
IMPAC CMB TRUST SERIES 200
2035-05-25
0.835500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
191376.51
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
336197.35
JPMMT 2005-A6 1A2
2035-09-25
2.560800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17275000.00
10915604.22
LBUBS 2007-C7 C
2045-09-15
6.247400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
4862322.93
LBUBS 2008-C1 AJ
2041-04-15
6.149200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4299561.00
3109637.64
LUM 2005-1 A2
2035-11-25
0.530500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
2030509.11
LXS 2007-10H 2A1
2037-07-25
0.350500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18406254.00
3215221.35
MANA 2007-A1 A2A
2037-01-25
0.260500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8186000.00
1034556.17
MANA 2007-A1 A2C
2037-01-25
0.420500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2177000.00
568341.83
MARM 2003-3 B1
2033-09-25
2.737900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7643000.00
1971575.69
MARM 2004-7 B1
2034-08-25
2.397400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
4885790.90
MARM 2007-1 I2A1
2047-01-25
0.350500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24979000.00
8263640.48
MERRILL LYNCH ALTER NOTE ASSET
2037-01-25
0.350500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4499000.00
836195.77
MSM 2006-1AR 3A
2036-02-25
2.929700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
3917282.22
NAA 2007-3 A1
2037-07-25
0.450500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66134500.00
18639493.10
NYMT 2005-1 M1
2035-04-25
0.940500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18854000.00
1026762.22
PHHAM 2007-2 1A5
2037-05-25
0.510500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2472635.13
RAAC SER 2007-SP1 TR CL M2
2037-03-25
1.190500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6221000.00
4887829.09
RALI SERIES 5.5% 08/33
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
3077473.95
RESIDENTIAL FLT 01/34
2034-01-25
1.901400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22468000.00
2808103.60
RFMSI 2007-SA1 2A1
2037-02-25
3.341500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9700000.00
1922431.76
SAMI 2004-AR4 M
2034-12-19
0.863000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
884556.32
SAMI 2005-AR5 B2
2035-07-19
0.888000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9136000.00
2741939.03
SAMI 2007-AR2 1A1
2037-02-25
0.340500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6200000.00
2296317.84
SARM 2004-20 1A3
2035-01-25
2.441400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
481634.76
SARM 2005-3XS M2
2035-01-25
1.315500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7124000.00
5569697.99
SASC 2004-2AC B1
2034-02-25
2.399800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17814000.00
3078428.64
SASC 2006-S4 A
2037-01-25
0.530500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
4395014.08
SEMT 2007-1 2A1
2047-02-20
2.535800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60800000.00
13149645.42
STACS 2007-1 A
2037-04-25
0.830500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.06
STRUCTURED FLT 05/35
2035-05-19
1.613000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15500000.00
1013493.58
TMST
2038-04-25
2.444800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
31956216.11
TMST
2038-04-25
6.076700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154052000.00
23436570.12
WAMU 2004-AR14 B1
2035-01-25
2.387900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
2081794.60
WBCMT 2006-C26 B
2045-06-15
6.026600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5570685.74
WFMBS 2004-D B2
2034-05-25
2.601600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
275509.74
WFMBS 2005-AR14 A6
2035-08-25
2.744800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
1990552.95
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
Y
Credit Suisse AG
N/A
N/A
N
377000000.00
377000000.00
0.0097
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
377080187.90
377080187.90
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
992JYD004_0.1300_M150803_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-03-25
2.869600
Government Agency Debt
136654000.00
137077000.00
Fannie Mae
2037-08-25
6.896000
Government Agency Debt
1000000.00
63086.20
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
10000000.00
6021700.00
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
2364380.00
2435120.00
Fannie Mae
2044-03-25
3.500000
Government Agency Debt
18089700.00
11885800.00
Fannie Mae
2044-06-25
2.500000
Government Agency Debt
3775000.00
3678390.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
158000000.00
158000000.00
0.0041
N
158000000.00
158000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
992JYD004_0.1300_M150805_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-10-25
6.000000
Government Agency Debt
75000.00
2170.62
Fannie Mae
2035-03-25
0.540500
Government Agency Debt
8600000.00
720771.00
Fannie Mae
2036-07-25
0.760500
Government Agency Debt
50000000.00
559348.00
Freddie Mac
2037-01-15
0.487300
Government Agency Debt
30000000.00
1514920.00
Freddie Mac
2041-05-15
4.500000
Government Agency Debt
7000000.00
9462280.00
Freddie Mac
2042-03-15
4.500000
Government Agency Debt
73507.00
97632.40
Freddie Mac
2044-05-15
4.000000
Government Agency Debt
28290000.00
26739200.00
Freddie Mac
2044-07-15
4.000000
Government Agency Debt
18328400.00
13944100.00
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
52000000.00
52000000.00
0.0013
N
51999480.00
51999480.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.140000%
992JYD004_0.1400_M150806_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-06-25
2.500000
Government Agency Debt
32332000.00
31504600.00
GNMA
2045-04-20
2.000000
Government Agency Debt
25515000.00
24596000.00
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
55000000.00
55000000.00
0.0014
N
55000000.00
55000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.300000%
2284K1W33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
Credit / Liquidity
BNP Paribas SA
N/A
N/A
141000000.00
140963574.99
0.0036
N
140974620.00
140974620.00
DNB Bank ASA
DNB Bank ASA 0.120000%
23290QP56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
185000000.00
185000000.00
0.0048
N
185001850.00
185001850.00
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
375000000.00
374800260.45
0.0097
N
374902500.00
374902500.00
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
8000000.00
8000000.00
0.0002
Security is a time deposit.
N
7999982.00
7999982.00
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006_M150804
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
205000000.00
205000000.00
0.0053
Security is a time deposit.
N
204999723.25
204999723.25
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
386000000.00
386000000.00
0.0100
Security is a time deposit.
N
385996352.30
385996352.30
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150803_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-05-15
3.500000
Treasury Debt
2490418100.00
2725011424.57
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
2725000000.00
2725000000.00
0.0704
N
2725000000.00
2725000000.00
General Electric Capital Corp
General Electric Capital Corp 0.090000%
36959JV42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
90000000.00
89999775.00
0.0023
N
89999100.00
89999100.00
General Electric Capital Corp
General Electric Capital Corp 0.090000%
36959JV59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
200000000.00
199999000.00
0.0052
N
199998000.00
199998000.00
General Electric Capital Corp
General Electric Capital Corp 0.090000%
36959JV75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
45000000.00
44999550.00
0.0012
N
44999037.45
44999037.45
General Electric Co
General Electric Co 0.090000%
36960MV59
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
175000000.00
174999125.00
0.0045
N
174998250.00
174998250.00
General Electric Co
General Electric Co 0.110000%
36960MV67
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
75000000.00
74999312.50
0.0019
N
74998500.00
74998500.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.190000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
3860000.00
3860000.00
0.0001
N
3860000.00
3860000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399H002_0.1400_M150803_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-01-15
3.500000
Government Agency Debt
16134713.00
13590818.23
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
13324331.00
13324331.00
0.0003
N
13324331.00
13324331.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M150806_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
55048412.00
52622623.49
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
45838423.00
48357376.90
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
99000000.00
99000000.00
0.0026
N
98999010.00
98999010.00
HSBC Bank Plc
HSBC Bank Plc 0.328200%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-04
2016-01-04
N
N
N
307000000.00
307000000.00
0.0079
N
307006140.00
307006140.00
HSBC Bank Plc
HSBC Bank Plc 0.320000%
40433HXV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
231000000.00
230821359.99
0.0060
N
230856780.00
230856780.00
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
134000000.00
134000000.00
0.0035
N
134033500.00
134033500.00
HSBC Bank Plc
HSBC Bank Plc 0.320000%
926UZQ000
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
242000000.00
242000000.00
0.0062
N
242036300.00
242036300.00
HSBC Bank USA
HSBC Bank USA 0.310000%
40428AE45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
4000000.00
4000000.00
0.0001
N
4000760.00
4000760.00
HSBC Bank USA
HSBC Bank USA 0.320000%
40428AG35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
131000000.00
131000000.00
0.0034
N
131023580.00
131023580.00
HSBC Bank USA
HSBC Bank USA 0.400000%
40428AJ81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
56000000.00
56000000.00
0.0014
N
56015120.00
56015120.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W1Y26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
Y
ING Bank NV
N/A
N/A
N
45000000.00
44954500.00
0.0012
N
44967150.00
44967150.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.410000%
4497W1YG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
Y
ING Bank NV
N/A
N/A
N
258000000.00
257691474.98
0.0067
N
257767800.00
257767800.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W1YP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
Y
ING Bank NV
N/A
N/A
N
101000000.00
100874311.12
0.0026
N
100901020.00
100901020.00
ING Bank NV
ING Bank NV 0.350000%
926FSL002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
183000000.00
183000000.00
0.0047
N
183005490.00
183005490.00
ING Bank NV
ING Bank NV 0.420000%
926PAF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
50000000.00
50000000.00
0.0013
N
50017000.00
50017000.00
ING Bank NV
ING Bank NV 0.340000%
927BNX009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
136000000.00
136000000.00
0.0035
N
136002720.00
136002720.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.160000%
46899T004_0.1600_M150803_2M49
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
143361000.00
94347600.00
Freddie Mac
2040-04-15
2.000000
Government Agency Debt
74300000.00
14306600.00
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
71881400.00
56145800.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
160000000.00
160000000.00
0.0041
N
160000000.00
160000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M151029_2M49
0001168163
Other Repurchase Agreement
N
144A WFRBS 2011-C3 C
2044-03-17
5.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5455765.56
21ST CENTY FOX AMER INC
2045-12-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2035000.00
2828907.77
Abbott Laboratories
2040-05-27
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
579000.00
671039.13
ADR SCHNEIDER ELECTRIC
2022-09-27
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99783.00
99911.83
ADR SCHNEIDER ELECTRIC
2022-09-27
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
217.00
217.28
AFLAC INCORPORATED
2039-12-17
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2703000.00
3525585.97
AFLAC INCORPORATED
2039-12-17
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1874000.00
2444301.93
AT&T BROADBAND CORP
2022-11-15
9.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1397.25
BANK OF AMERICA
2016-08-15
0.603900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4235000.00
4220875.85
BBCMS TR 2014-BXO
2027-08-16
3.186000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3881970.00
3879504.95
BBCMS TR 2014-BXO
2027-08-16
3.186000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
392.00
391.75
BEAM INC
2018-06-15
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3576792.00
3569374.13
BED BATH & BEYOND
2024-08-01
3.749000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
464501.00
460807.26
BHP BILLITON FINANCE USA LTD
2023-09-30
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.02
BLACKROCK, INC.
2021-05-24
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1960992.00
2160836.15
BPCE
2018-12-10
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
127175.21
CB CANADIAN OCCIDENTAL
2028-05-01
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
1202455.80
CDP FINL INC
2019-11-25
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
307954.27
CGWF COML MTG 2013 RKWH
2030-11-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32772184.00
32794622.02
CMMNWLTH BNK OF AUS
2017-03-24
1.532200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3025394.44
CMS ENERGY CORPORATION
2044-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2533557.00
2678001.42
COCA COLA COMPANY
2020-11-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4033163.00
4219616.13
COMM 2010 C1 MORTGAGE TRUST
2046-07-12
6.050300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4212270.00
4416136.94
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28923808.00
28276324.97
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1609026.00
1573006.64
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27390286.00
28581541.28
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7514605.00
7841429.37
DAIMLER FIN NORTH AMER LLC
2021-03-10
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457619.00
6554292.25
DBUBS 2011 LC1 MTG TR
2044-07-12
5.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3683422.00
3936759.78
DIRECTV HOLDINGS LLC
2019-10-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
774000.00
886859.52
DOMINION GAS HLDGS LLC
2044-12-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4634129.00
4383793.35
DOMINION GAS HLDGS LLC
2044-12-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
729770.00
690347.82
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
189762.10
EXPORKLORE S A 18 PROMISSORY NOTE DUE 12-8-2004
2031-12-05
2.957500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35408.00
35717.71
EXPORKLORE SA
2031-12-05
3.391200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
852447.00
855710.34
EXXON MOBIL CORP COM CASH IN LIEU
2025-03-06
2.709000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
62787.32
FAIRFAX FINCL
2015-10-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3669377.00
3809620.59
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
858.00
929.72
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2929181.00
2882192.06
GCMO 144A COMMERCIAL
2028-11-15
7.976800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8030547.00
8121125.34
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
1638265.00
1703547.68
GS MTG SECS TR 2014 GC21
2047-09-12
3.931000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24749628.00
26107219.34
GS MTG SECS TR 2014 GC24
2047-09-12
4.162000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2470951.00
2590492.73
GS MTG SECS TR 2014 GC24
2047-09-12
4.162000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1007860.00
1056619.09
HILTON USA TR 2013 HLT
2030-11-07
2.662100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4240508.00
4255276.11
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9436708.00
9514243.82
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1719095.00
1733219.78
HYATT HOTELS CORP
2023-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2868021.00
2800479.11
JOHNSON & JOHNSON
2016-11-28
0.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169000.00
169351.33
KINDER MORGAN
2020-09-15
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5408000.00
5930262.58
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3806492.00
3883707.54
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1825508.00
1862538.84
LLOYDS BK PLC
2019-09-05
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1654846.00
1655905.10
MOTOROLA INC
2023-03-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7213268.00
6877153.75
MOTOROLA INC
2023-03-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1047732.00
998911.18
NATL AUSTRALIA BK
2016-07-25
0.827000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
928651.75
NEW RESIDENTIAL MTG LN TR 2014 2
2054-05-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7312242.00
5970076.68
NISOURCE FINANCE CORP
2043-02-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3666423.00
4090328.72
NOMURA HOLDINGS INC ADR
2016-09-13
1.735800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6042790.00
6095581.32
NOMURA HOLDINGS INC ADR
2016-09-13
1.735800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14187.00
14310.94
NY LIFE GBL FNDG
2020-02-11
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94000.00
93512.92
PACKAGING CORP OF AMER
2018-03-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2352286.00
2667011.41
PACKAGING CORP OF AMER
2018-03-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
881326.00
999243.50
PERRIGO FIN PLC
2021-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1767000.00
1765720.89
PLAT UNDERWRITERS FINC
2017-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8078384.00
8916920.26
PPL CAPITAL FUNDING, INC
2024-03-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3022.00
3140.43
PPL CAPITAL FUNDING, INC
2044-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5205335.00
5579251.56
PRESIDENT & FELLOWS OF HARVARD UNIV,MA
2038-10-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
406000.00
521036.04
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3663291.00
4323014.10
PSI ENERGY INC
2035-10-15
6.120000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3744219.00
4643318.30
PUBLIC SER ELEC & GAS
2040-03-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
663793.20
SAN DIEGO GAS ELECTRIC CO
2040-05-15
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.20
SCHLUMBERGER INVT SA
2021-09-14
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2317000.00
2394360.77
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30979675.00
25597631.91
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1660523.00
1372043.33
SEQUOIA MTG TR 2011 1
2041-02-25
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9187998.00
479928.76
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38202381.00
31296779.41
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11797619.00
9665038.40
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24737997.00
17960142.24
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2137879.00
1552130.96
SIMON PROP GRP L P
2018-02-01
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
90369.00
SIMON PROPERTY GROUP
2017-03-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
579000.00
627948.18
Smithsonian Institution
2018-09-01
0.170000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28047.00
28050.97
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6782391.00
6998107.21
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.097000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18400000.00
18531710.17
SPRINGLEAF MTG LN TR 2013 2
2065-12-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16369040.00
16848592.85
SPRINGLEAF MTG LN TR 2013 2
2065-12-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8128987.00
8367136.51
STANFORD LELAND JUNIOR UNIVERSITY BOARD OF TRUSTEE
2042-05-01
4.013000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
157000.00
161046.28
Sumitomo Mitsui Banking Corp
2017-07-18
1.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
447038.10
TIME WARNER
2023-03-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1047.00
1331.60
TRANSOCEAN SEDCO FOREX
2022-10-15
4.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
183087.78
TRW AUTOMOTIVE INC
2021-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6870517.00
7036554.49
VA ELEC & PWR CO
2023-03-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
719562.00
715884.24
VERIZON COMMUNICATIONS
2036-01-15
4.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2349038.00
2144551.11
VIACOM INC CLASS B
2023-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16178000.00
15355150.98
WEATHERFORD INT'L
2016-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6899000.00
7176830.40
Wells Fargo & Company
2049-01-01
7.980000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3141000.00
3483044.43
WELLS FARGO BK
2036-08-26
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6200000.00
7744841.93
WFRBS COML MTG TR 2011 C4
2044-06-17
5.434700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24385586.00
26592077.58
WINWATER MTG LN TR 2014 1
2044-06-20
3.999100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7608000.00
7387054.47
WINWATER MTG LN TR 2015 A
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34420555.00
33971036.08
WINWATER MTG LN TR 2015 A
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3102836.00
3062314.18
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24346880.00
24410736.46
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7084626.00
7103207.40
WISCONSIN ENERGY CORP SR GLBL NT 18
2018-06-15
1.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245348.00
1247212.91
XTO ENERGY INC
2036-04-01
6.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
454000.00
609451.11
XTO ENERGY INC.
2016-04-01
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57000.00
59982.43
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
509000000.00
509000000.00
0.0131
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
509122109.10
509122109.10
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
992JYG007_0.0800_M150807_2M49
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
205912100.00
209386866.69
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
80959900.00
84991098.02
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
46099400.00
46855433.92
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
15348200.00
15773820.60
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
350000000.00
350000000.00
0.0090
N
349975500.00
349975500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.329000%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-10-22
N
N
N
100000000.00
100000000.00
0.0026
N
100003000.00
100003000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.325000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-10-23
N
N
N
170000000.00
170000000.00
0.0044
N
170005100.00
170005100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.326500%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-12-08
N
N
N
273000000.00
273000000.00
0.0070
N
273005460.00
273005460.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.437000%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-10-19
2016-08-18
N
N
N
110000000.00
110000000.00
0.0028
N
110040920.00
110040920.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.438900%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-09-08
2015-11-06
N
N
N
50000000.00
50007916.67
0.0013
N
50008200.00
50008200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.455000%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-10-22
2016-08-22
N
N
N
95000000.00
95000000.00
0.0025
N
95013300.00
95013300.00
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.300000%
4820P3XW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-30
2015-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999266.67
0.0000
N
999270.00
999270.00
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.310000%
4820P3Y31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4996038.89
0.0001
N
4996150.00
4996150.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.100000%
51489NKC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
150000000.00
150000000.00
0.0039
N
149998500.00
149998500.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53943SVM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
54000000.00
53991900.00
0.0014
N
53995680.00
53995680.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GBR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
160000000.00
160000000.00
0.0041
N
160008000.00
160008000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53945GHG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
10000000.00
10000000.00
0.0003
N
10000400.00
10000400.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.300000%
55607LX90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
150000000.00
149916250.02
0.0039
N
149940000.00
149940000.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.290000%
55607LXM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
139000000.00
138911541.95
0.0036
N
138929110.00
138929110.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399U000_0.1500_M150803_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
27910200.00
24790000.00
Fannie Mae
2022-11-25
2.501000
Government Agency Debt
28155900.00
28156000.00
Freddie Mac
2045-07-15
0.536000
Government Agency Debt
50000000.00
50054000.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.590000%
921ACQ004_0.5900_M150904_2M49
0000728612
Other Repurchase Agreement
N
BA CREDIT CARD TRUST
2044-10-26
2.431000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21103297.00
20926549.27
BAMLL RE REMIC R 2014 FRR9
2046-12-27
4.114800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
15013627.40
BAMLL RE REMIC TR 2015 FRR10
2046-12-26
3.164800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22500000.00
21183590.79
BCAP LLC 2009-RR14 TRUST
2035-08-26
2.423800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21039826.00
14924682.95
BHMS 2014 ATLS MTG TR
2033-07-08
4.185000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14991000.00
15097645.97
CWALT ALT LN TR
2046-08-25
0.380500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43915000.00
17828120.82
CWMBS INC
2035-08-20
2.423800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84600000.00
17800901.31
CWMBS, INC 2003-53A-R MTG PASS-THRU 2003-53 CLAS
2035-09-27
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22272000.00
18521098.24
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.420500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
171906400.00
17201615.93
GREENPOINT MTG
2045-10-25
0.500500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140501508.00
18957888.38
GSMSC RESECURITIZATION TR 2014 3R
2036-11-26
0.367000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20667013.00
16483492.32
GSR MTG LN TR 2007-1F 4A-1 20370125 FLT
2037-01-25
0.490500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101571271.00
17402497.73
MORGAN STANLEY ACES SPC
2047-06-25
0.895800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31662065.00
22768269.80
MORGAN STANLEY BK AMER LYNCH
2047-12-17
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9806300.00
8012055.45
MORGAN STANLEY CAP 2007-HQ13 A-J 20441216 FLT
2044-12-16
6.082900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42380000.00
15600092.61
MORGAN STANLEY RESECURITIZATION TR
2046-11-26
0.409500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24562259.00
16154471.86
MSC 2007-IQ14 AM
2049-04-15
5.682800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15540670.00
16209440.15
STRUCTURED
2034-12-25
2.628400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000000.00
19198239.22
STRUCTURED ADJUSTABLE RATE MORTGAGE
2035-12-25
5.107100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73155000.00
18094809.59
TIMBERSTAR TRUST
2036-10-15
7.529600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
16470910.22
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
299000000.00
299000000.00
0.0077
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
299018747.30
299018747.30
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
88000000.00
88000000.00
0.0023
N
88002640.00
88002640.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
14000000.00
14000000.00
0.0004
N
14000280.00
14000280.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
45000000.00
45000000.00
0.0012
N
45001800.00
45001800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682AVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
38000000.00
38000000.00
0.0010
N
38004180.00
38004180.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AVR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
67000000.00
67000000.00
0.0017
N
67016750.00
67016750.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AWB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
32000000.00
32000000.00
0.0008
N
32007040.00
32007040.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.360000%
60682AWL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
35000000.00
35000000.00
0.0009
N
35006650.00
35006650.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
105000000.00
105000000.00
0.0027
N
105017850.00
105017850.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682AYA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
98000000.00
98000000.00
0.0025
N
98018620.00
98018620.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.420000%
60682AYC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
140000000.00
140000000.00
0.0036
N
140028000.00
140028000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.420000%
60682AYJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
21000000.00
21000000.00
0.0005
N
21002310.00
21002310.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60682AYW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
42000000.00
42000000.00
0.0011
N
42000840.00
42000840.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.350000%
60689DEC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
92000000.00
92000000.00
0.0024
N
92010120.00
92010120.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.350000%
60689DEF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
261000000.00
261000000.00
0.0067
N
261028710.00
261028710.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60689DEW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
204000000.00
204000000.00
0.0053
N
204006120.00
204006120.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60689DFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-27
2015-08-27
N
N
N
151000000.00
151000000.00
0.0039
N
151003020.00
151003020.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60689DFH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
3000000.00
3000000.00
0.0001
N
3000060.00
3000060.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60689DFT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
52000000.00
52000000.00
0.0013
N
52000520.00
52000520.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.280000%
60689DGA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
69000000.00
69000000.00
0.0018
N
69002760.00
69002760.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.280000%
60689DGC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
95000000.00
95000000.00
0.0025
N
95003800.00
95003800.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.280000%
60689DHN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
7000000.00
7000000.00
0.0002
N
6999860.00
6999860.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.220000%
60686N005_0.2200_M150803_2M49
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2043-08-20
2.500000
Government Agency Debt
3000000.00
2146858.11
GNMA
2043-10-20
3.000000
Government Agency Debt
47532407.00
26516697.60
GNMA
2044-09-20
3.000000
Government Agency Debt
11849100.00
8779975.08
GNMA
2044-10-20
2.000000
Government Agency Debt
10000000.00
9065511.34
GNMA
2045-06-20
2.500000
Government Agency Debt
9895323.00
10140957.90
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
55000000.00
55000000.00
0.0014
N
55000000.00
55000000.00
MUFG Union Bank, NA
MUFG Union Bank, NA 0.300000%
62478THT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
103000000.00
103000000.00
0.0027
N
103010300.00
103010300.00
National Australia Bank Ltd
National Australia Bank Ltd 0.070000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
375000000.00
375000000.00
0.0097
Security is a time deposit.
N
374999662.50
374999662.50
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
210000000.00
210000000.00
0.0054
N
210016800.00
210016800.00
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
182000000.00
182000000.00
0.0047
N
182014560.00
182014560.00
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
42000000.00
42000000.00
0.0011
N
42002940.00
42002940.00
National Bank of Canada
National Bank of Canada 0.400000%
63307UGV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
108000000.00
108000000.00
0.0028
N
107996760.00
107996760.00
National Bank of Canada
National Bank of Canada 0.440000%
63307UGX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
84000000.00
84000000.00
0.0022
N
84005880.00
84005880.00
National Bank of Canada
National Bank of Canada 0.450000%
63307UGZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
1000000.00
1000000.00
0.0000
N
1000090.00
1000090.00
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1VT5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-27
2015-08-27
N
N
N
88000000.00
87976533.34
0.0023
N
87989440.00
87989440.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E1WQ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
N
139000000.00
138939766.66
0.0036
N
138959690.00
138959690.00
Nationwide Building Society
Nationwide Building Society 0.295000%
6385E1X14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
59000000.00
58971475.14
0.0015
N
58979940.00
58979940.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E1X55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
86000000.00
85954850.00
0.0022
N
85968180.00
85968180.00
Natixis SA
Natixis SA 0.290000%
63873FPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
365000000.00
365000000.00
0.0094
N
365007300.00
365007300.00
Natixis SA
Natixis SA 0.340000%
63873FTK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
21000000.00
21000000.00
0.0005
N
21004200.00
21004200.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.100000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.240000%
65409SW38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
104000000.00
103978506.67
0.0027
N
103981280.00
103981280.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.335000%
65558LEY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
384000000.00
383993611.39
0.0099
N
384057600.00
384057600.00
Old Line Funding, LLC
Old Line Funding, LLC 0.310000%
67983UY56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
99919055.56
0.0026
N
99928000.00
99928000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.330000%
67983UYP2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
99897333.34
0.0026
N
99905000.00
99905000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.240000%
69033P4R8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-29
2015-09-29
N
N
N
71000000.00
71000000.00
0.0018
N
71000710.00
71000710.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.100000%
69033P5W6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
44000000.00
44000000.00
0.0011
N
43999560.00
43999560.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.290000%
69033RY42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
200000000.00
199850166.68
0.0052
N
199886000.00
199886000.00
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VGC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
235000000.00
235000000.00
0.0061
N
235000000.00
235000000.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.400000%
76582KW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
79000000.00
78973666.66
0.0020
N
78986570.00
78986570.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.300000%
76582KW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
46000000.00
45988500.00
0.0012
N
45992180.00
45992180.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.300000%
76582KWF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
87000000.00
86968825.00
0.0022
N
86978250.00
86978250.00
Royal Bank of Canada
Royal Bank of Canada 0.374300%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-10-07
2016-08-05
N
N
N
75000000.00
75000000.00
0.0019
N
75072300.00
75072300.00
Royal Bank of Canada
Royal Bank of Canada 0.403500%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-08-03
N
N
N
243000000.00
243000000.00
0.0063
N
242995140.00
242995140.00
Royal Bank of Canada
Royal Bank of Canada 0.403700%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-10-01
2016-07-29
N
N
N
125000000.00
125000000.00
0.0032
N
124997500.00
124997500.00
Royal Bank of Canada
Royal Bank of Canada 0.298500%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-12-10
N
N
N
120000000.00
120000000.00
0.0031
N
120001200.00
120001200.00
Royal Bank of Canada
Royal Bank of Canada 0.298200%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2016-01-06
N
N
N
236000000.00
236000000.00
0.0061
N
235995280.00
235995280.00
Royal Bank of Canada
Royal Bank of Canada 0.300500%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2016-02-25
N
N
N
75000000.00
75000000.00
0.0019
N
75005250.00
75005250.00
Royal Bank of Canada
Royal Bank of Canada 0.316700%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-13
2016-04-13
N
N
N
414000000.00
414000000.00
0.0107
N
414012420.00
414012420.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MV31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
139000000.00
139000000.00
0.0036
N
138998610.00
138998610.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.300000%
82124MWG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
53000000.00
52980566.67
0.0014
N
52986220.00
52986220.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.310000%
82124MWU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
158000000.00
157923808.89
0.0041
N
157944700.00
157944700.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.130000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
580000000.00
580000000.00
0.0150
Security is a time deposit.
N
579999565.00
579999565.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.250000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
Societe Generale
Societe Generale 0.220000%
83369CV35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
52000000.00
52000000.00
0.0013
N
51999480.00
51999480.00
Societe Generale
Societe Generale 0.260000%
83369CVX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
26000000.00
25994742.22
0.0007
N
25995840.00
25995840.00
Societe Generale
Societe Generale 0.260000%
83369TWF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
230000000.00
230000000.00
0.0059
N
230013800.00
230013800.00
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.326700%
8574P1FB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-11
2016-03-11
N
N
N
163000000.00
163000000.00
0.0042
N
163014670.00
163014670.00
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
73000000.00
73000000.00
0.0019
N
73016060.00
73016060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y7D0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
100000000.00
100000000.00
0.0026
N
100022000.00
100022000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.410000%
86563RA73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
8000000.00
8000000.00
0.0002
N
8000880.00
8000880.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
75000000.00
75000000.00
0.0019
N
75021750.00
75021750.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.410000%
86563RC97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-01-12
N
N
N
19000000.00
19000000.00
0.0005
N
19001330.00
19001330.00
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
7000000.00
7000000.00
0.0002
N
7002030.00
7002030.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
55000000.00
55000000.00
0.0014
N
55015950.00
55015950.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.280000%
86563RF60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
65000000.00
65000000.00
0.0017
N
65005200.00
65005200.00
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
180000000.00
180000000.00
0.0046
N
180037800.00
180037800.00
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
2000000.00
2000000.00
0.0001
N
2000440.00
2000440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86563RPY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
40000000.00
40000000.00
0.0010
N
40006000.00
40006000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86563RWG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-09
2015-09-09
N
N
N
246000000.00
246000000.00
0.0064
N
246019680.00
246019680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.280000%
86563RXT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
102000000.00
102000000.00
0.0026
N
102011220.00
102011220.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86563RYF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
14000000.00
14000000.00
0.0004
N
14001820.00
14001820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.280000%
86563RYM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
N
84000000.00
84000000.00
0.0022
N
84010080.00
84010080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.280000%
86563RZE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
18000000.00
18000000.00
0.0005
N
18002160.00
18002160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.280000%
86563KA94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
182000000.00
182000000.00
0.0047
N
182020020.00
182020020.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KB51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
87000000.00
87000000.00
0.0022
N
87006960.00
87006960.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.280000%
86563KD83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
63000000.00
63000000.00
0.0016
N
63005040.00
63005040.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.270000%
86563KZL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
212000000.00
212000000.00
0.0055
N
212014840.00
212014840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KZV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
17000000.00
17000000.00
0.0004
N
17000850.00
17000850.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.070000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
738000000.00
738000000.00
0.0191
Security is a time deposit.
N
737998597.80
737998597.80
Swedbank AB
Swedbank AB 0.130000%
87019T3A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
422000000.00
422000000.00
0.0109
N
422000000.00
422000000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
The Bank of New York Mellon, Corp
The Bank of New York Mellon, Corp 0.080000%
06405XV36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
175000000.00
175000000.00
0.0045
N
174998250.00
174998250.00
The Bank of New York Mellon, Corp
The Bank of New York Mellon, Corp 0.080000%
06405XV77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
211000000.00
210998124.42
0.0054
N
210995486.71
210995486.71
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.460000%
88602TAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
41000000.00
40911462.77
0.0011
N
40913080.00
40913080.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.276000%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-14
2015-10-14
N
N
N
60000000.00
60000000.00
0.0015
N
60000000.00
60000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.276000%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2015-10-19
N
N
N
115000000.00
115000000.00
0.0030
N
115000000.00
115000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.298000%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-20
2016-03-21
N
N
N
193000000.00
193000000.00
0.0050
N
193003860.00
193003860.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ENP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
112000000.00
112000000.00
0.0029
N
112026880.00
112026880.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ENU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
185000000.00
185000000.00
0.0048
N
185044400.00
185044400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.340500%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-27
2016-05-27
N
N
N
26000000.00
26000000.00
0.0007
N
26003120.00
26003120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.337000%
89113ESK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2016-03-16
N
N
N
89000000.00
89000000.00
0.0023
N
89008010.00
89008010.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.336000%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2016-03-17
N
N
N
365000000.00
365000000.00
0.0094
N
365032850.00
365032850.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.260000%
89113EVM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
175000000.00
175000000.00
0.0045
N
175021000.00
175021000.00
UBS AG
UBS AG 0.350000%
90267RU98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
263000000.00
263000000.00
0.0068
N
263034190.00
263034190.00
UBS AG
UBS AG 0.350000%
90267RV22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
67000000.00
67000000.00
0.0017
N
67008710.00
67008710.00
UBS AG
UBS AG 0.350000%
90267RV71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
57000000.00
57000000.00
0.0015
N
57007410.00
57007410.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.400000%
91127PA76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
143000000.00
142750544.45
0.0037
N
142804090.00
142804090.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.400000%
91127PA84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
23000000.00
22959622.22
0.0006
N
22968030.00
22968030.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.260000%
91127QVD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-13
2015-08-13
N
N
N
100000000.00
99992777.78
0.0026
N
99996000.00
99996000.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.260000%
91127QVE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-14
2015-08-14
N
N
N
81000000.00
80993565.00
0.0021
N
80996760.00
80996760.00
United States Treasury Department
United States Treasury Department 0.134000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-08-03
2017-01-31
N
N
N
200000000.00
199998632.02
0.0052
N
200099400.00
200099400.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-08-03
2016-01-31
N
N
N
264000000.00
263984485.53
0.0068
N
264006600.00
264006600.00
United States Treasury Department
United States Treasury Department 0.120000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-08-03
2016-07-31
N
N
N
170000000.00
170000000.00
0.0044
N
170042840.00
170042840.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.405900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-09-15
2016-08-12
N
N
N
100000000.00
100000000.00
0.0026
N
99995000.00
99995000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.460800%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-09-22
2016-08-19
N
N
N
275000000.00
275000000.00
0.0071
N
275000000.00
275000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.280500%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-27
2015-08-27
N
N
N
74000000.00
74000000.00
0.0019
N
73998520.00
73998520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.288000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-18
2015-11-18
N
N
N
135000000.00
135000000.00
0.0035
N
135000000.00
135000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.290500%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-21
2015-11-23
N
N
N
224000000.00
224000000.00
0.0058
N
224000000.00
224000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.290500%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-11-25
N
N
N
173000000.00
173000000.00
0.0045
N
172998270.00
172998270.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.316500%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2016-02-08
N
N
N
54000000.00
54000000.00
0.0014
N
54003780.00
54003780.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.319500%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2016-02-09
N
N
N
82000000.00
82000000.00
0.0021
N
82005740.00
82005740.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.320500%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-27
2016-02-26
N
N
N
150000000.00
150000000.00
0.0039
N
150010500.00
150010500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.336000%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-05-05
N
N
N
43000000.00
43000000.00
0.0011
N
42999140.00
42999140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.340500%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-21
2016-05-23
N
N
N
2000000.00
2000000.00
0.0001
N
2000240.00
2000240.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.140000%
976PDT008_0.1400_M150803_2M49
0000827124
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-10-31
1.500000
Treasury Debt
66816600.00
67129836.22
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
65812778.00
65812778.00
0.0017
N
65812778.00
65812778.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.160000%
976PDT008_0.1600_M150803_2M49
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-03-01
3.000000
Government Agency Debt
113475000.00
114005000.00
Freddie Mac
2030-04-01
2.500000
Government Agency Debt
251487000.00
250000000.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
350000000.00
350000000.00
0.0090
N
350000000.00
350000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.350000%
927CYE007_0.3500_M150803_2M49
0000072971
Other Repurchase Agreement
N
HARBOR SPC SER 2006 3
2051-08-27
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17492600.00
17641500.00
INVITATION HOMES 2014 SFR1 TR
2031-06-19
3.435200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18500000.00
18218600.00
INVITATION HOMES 2014 SFRS TR
2031-09-18
3.583500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1081940.00
1068260.00
MORTGAGE ASSET RECEIVABLES TR 2015 NPL1
2030-03-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20524100.00
20018600.00
SWAY RESIDENTAIL 2014 1 TR
2032-01-20
4.473500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14651000.00
14688900.00
US RESIDENTIAL OPPORTUNITY FDIII TR 2015 1
2035-01-27
3.721300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13318000.00
12809100.00
VFC 2014 2 LLC SUBSIDIARIES
2030-07-22
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355479.00
175842.00
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.081200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62150000.00
44188000.00
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
112000000.00
112000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
112000022.40
112000022.40
Westpac Banking Corp
Westpac Banking Corp 0.278000%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-19
2015-08-19
N
N
N
100000000.00
100000000.00
0.0026
N
99999000.00
99999000.00
Westpac Banking Corp
Westpac Banking Corp 0.280500%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
226000000.00
226000000.00
0.0058
N
225995480.00
225995480.00
Westpac Banking Corp
Westpac Banking Corp 0.285000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
84999150.00
84999150.00
Westpac Banking Corp
Westpac Banking Corp 0.316500%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2016-02-08
N
N
N
174000000.00
174000000.00
0.0045
N
174013920.00
174013920.00
Westpac Banking Corp
Westpac Banking Corp 0.316700%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-12
2016-02-12
N
N
N
110000000.00
110000000.00
0.0028
N
110007700.00
110007700.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
196804.51
196804.51
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
196804.51
196804.51
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
159966.09
159966.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
614919.62
614919.62
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
614919.62
614919.62
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
1131426.11
1131426.11
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
1131426.11
1131426.11
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
172216.17
172216.17
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
172216.17
172216.17
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
123027.00
123027.00
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
123027.00
123027.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-08-31
2015-08-31
N
N
N
49200.89
49200.89
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
49200.89
49200.89
Yavapai Cnty IDA
RB (Drake Cement LLC) Taxable Series 2015 0.250000%
98521YAB5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
Y
Bank of Nova Scotia
N/A
N/A
Y
Bank of Nova Scotia
N/A
N/A
N
13000000.00
13000000.00
0.0003
N
13000000.00
13000000.00