0001145549-15-006742.txt : 20151030
0001145549-15-006742.hdr.sgml : 20151030
20150908151210
ACCESSION NUMBER: 0001145549-15-006742
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150831
FILED AS OF DATE: 20150908
DATE AS OF CHANGE: 20150908
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: 151096554
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
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-08-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
74
15093995133.09
6812825.04
1366632.91
15099441325.22
0.0030
1.0001
2015-08-31
1.0001
2015-08-31
C000012373
1.00
15099441325.22
1.00
350039432.60
3428688041.37
3078648608.77
0.0001
1.0001
2015-08-31
1.0001
2015-08-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.250000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00099V004
0000931061
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
65000000.00
65000000.00
0.0043
Security is a time deposit.
N
65000000.00
65000000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.330000%
00279H6Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
Y
Santander UK Plc
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000149.61
1000149.61
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.281500%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-10
2015-11-10
N
N
N
45000000.00
45000000.00
0.0030
N
45000000.00
45000000.00
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
2015-09-03
2015-09-03
N
N
N
184000000.00
184000000.00
0.0122
Security is a time deposit.
N
183999816.00
183999816.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005_M150901
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
6000000.00
6000000.00
0.0004
Security is a time deposit.
N
6000000.00
6000000.00
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
137000000.00
137000000.00
0.0091
N
137008221.37
137008221.37
Automatic Data Processing, Inc
Automatic Data Processing, Inc 0.120000%
0530A3W12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
83000000.00
83000000.00
0.0055
N
82999746.02
82999746.02
Bank of America, NA
Bank of America, NA 0.401800%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-09-04
2016-04-04
N
N
N
40000000.00
40000000.00
0.0026
N
40000720.00
40000720.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDW4
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
10000000.00
10000000.00
0.0007
N
10000000.10
10000000.10
Bank of America, NA
Bank of America, NA 0.320000%
06053PDX2
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
45000000.00
45000000.00
0.0030
N
45000000.45
45000000.45
Bank of America, NA
Bank of America, NA 0.310000%
06053PFN2
Other Note
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
6000000.00
6000000.00
0.0004
N
6002436.06
6002436.06
Bank of America, NA
Bank of America, NA 0.320000%
06053PFR3
Other Note
N
First Tier Security
N/A
N/A
2015-10-19
2015-10-19
N
N
N
65000000.00
65000000.00
0.0043
N
65025285.65
65025285.65
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
77000000.00
77000000.00
0.0051
N
77030723.77
77030723.77
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
50000000.00
50000000.00
0.0033
N
50006250.50
50006250.50
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
14000000.00
14000000.00
0.0009
N
14001904.14
14001904.14
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
79000000.00
79000000.00
0.0052
N
78993127.00
78993127.00
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
10000000.00
10000000.00
0.0007
N
9998800.00
9998800.00
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
4000000.00
4000000.00
0.0003
N
4000498.44
4000498.44
Bank of Montreal
Bank of Montreal 0.300000%
06366CE95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-14
2015-10-14
N
N
N
109000000.00
109000000.00
0.0072
N
109018629.19
109018629.19
Bank of Montreal
Bank of Montreal 0.290000%
06366CF60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-15
2015-10-15
N
N
N
1000000.00
1000000.00
0.0001
N
1000162.31
1000162.31
Bank of Montreal
Bank of Montreal 0.310000%
06366CP77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
106000000.00
106000000.00
0.0070
N
106027465.66
106027465.66
Bank of New York Mellon
Bank of New York Mellon 0.070000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
218000000.00
218000000.00
0.0144
Security is a time deposit.
N
218000000.00
218000000.00
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
7000000.00
7000000.00
0.0005
N
7000822.57
7000822.57
Bank of Nova Scotia
Bank of Nova Scotia 0.340000%
06417HA71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
30000000.00
30000000.00
0.0020
N
30011529.30
30011529.30
Bank of Nova Scotia
Bank of Nova Scotia 0.291500%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-12-08
N
N
N
97000000.00
97000000.00
0.0064
N
97001164.97
97001164.97
Bank of Nova Scotia
Bank of Nova Scotia 0.291300%
06417HH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-11
2015-12-11
N
N
N
19000000.00
19000000.00
0.0013
N
19000190.19
19000190.19
Bank of Nova Scotia
Bank of Nova Scotia 0.300000%
06417HN85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
N
N
3000000.00
3000000.00
0.0002
N
3000744.93
3000744.93
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
4000000.00
4000000.00
0.0003
N
4001462.04
4001462.04
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
19000000.00
18985544.17
0.0013
N
18992063.70
18992063.70
Bank of the West
Bank of the West 0.270000%
06426GHR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
10000000.00
10000000.00
0.0007
N
10001706.10
10001706.10
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
12000000.00
12000000.00
0.0008
N
12002719.32
12002719.32
Bank of the West
Bank of the West 0.300000%
06426GHX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
51000000.00
51000000.00
0.0034
N
51014668.11
51014668.11
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.541500%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-10
2016-03-10
N
N
N
87000000.00
87000000.00
0.0058
N
87001914.87
87001914.87
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JMV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
84000000.00
84000000.00
0.0056
N
84000798.84
84000798.84
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
59000000.00
59000000.00
0.0039
N
59000838.39
59000838.39
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
47000000.00
47000000.00
0.0031
N
47000888.77
47000888.77
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
119000000.00
119000000.00
0.0079
N
119002821.49
119002821.49
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XS90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
1000000.00
1000000.00
0.0001
N
1000283.31
1000283.31
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
83000000.00
83000000.00
0.0055
N
83135573.03
83135573.03
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06741XY36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
32000000.00
32000000.00
0.0021
N
32016976.32
32016976.32
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06741XY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
40000000.00
40000000.00
0.0026
N
40021224.40
40021224.40
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06741XY69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
2000000.00
2000000.00
0.0001
N
2001061.20
2001061.20
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150902_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-08-01
2.500000
Government Agency Debt
4893578.00
5048564.14
Fannie Mae
2027-07-01
3.500000
Government Agency Debt
7046593.00
4967968.32
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
5015044.00
5061907.03
Fannie Mae
2035-02-01
4.000000
Government Agency Debt
1566933.00
1666063.88
Fannie Mae
2035-08-01
4.000000
Government Agency Debt
4685297.00
5055418.28
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
20068000.00
4993876.32
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
15965517.00
4980757.22
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
6781128.00
4947438.98
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
4990000.00
5062488.39
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
1450523.00
1097368.89
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
7688534.00
5034235.97
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5891685.00
5056783.19
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
92648910.00
71696358.18
Fannie Mae
2044-05-01
4.000000
Government Agency Debt
807289.00
817541.10
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
5542175.00
5062503.94
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
5227633.00
5009177.95
Fannie Mae
2045-08-01
3.500000
Government Agency Debt
4759387.00
4971611.24
Freddie Mac
2030-01-01
3.000000
Government Agency Debt
4995306.00
4971841.03
Freddie Mac
2033-04-01
3.500000
Government Agency Debt
5951452.00
4948674.34
Freddie Mac
2045-09-01
4.500000
Government Agency Debt
4616751.00
5043066.40
GNMA
2044-08-20
4.500000
Government Agency Debt
171797.00
161164.65
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
149000000.00
149000000.00
0.0099
N
148999269.90
148999269.90
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150904_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-12-31
0.00
Treasury Debt
2807600.00
2806333.77
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
4028300.00
4069059.66
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
39100.00
40700.93
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
3549400.00
3654863.73
United States Treasury Department
2019-10-31
1.250000
Treasury Debt
100.00
99.82
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
45728900.00
46303629.26
United States Treasury Department
2042-02-15
3.125000
Treasury Debt
5110800.00
5345333.06
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
61000000.00
61000000.00
0.0040
N
60999200.90
60999200.90
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
992JYM004_0.120_M150904_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
18151026.00
3952156.96
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
17970114.00
3897317.89
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
7243772.00
3742626.46
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
6703185.00
3698859.49
Fannie Mae
2027-08-01
3.500000
Government Agency Debt
5496600.00
3592513.10
Fannie Mae
2028-01-01
2.000000
Government Agency Debt
5000000.00
3754099.48
Fannie Mae
2028-02-01
3.500000
Government Agency Debt
5777713.00
3872818.04
Fannie Mae
2028-11-01
3.500000
Government Agency Debt
4068466.00
3759650.70
Fannie Mae
2032-11-01
3.500000
Government Agency Debt
4995775.00
3727743.26
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
4500000.00
3802255.83
Fannie Mae
2034-01-01
4.000000
Government Agency Debt
4401568.00
3960818.39
Fannie Mae
2034-04-01
4.000000
Government Agency Debt
3736154.00
3741780.95
Fannie Mae
2034-12-01
4.000000
Government Agency Debt
3653407.00
3849383.05
Fannie Mae
2035-03-01
4.000000
Government Agency Debt
3625725.00
3855286.40
Fannie Mae
2035-08-01
3.500000
Government Agency Debt
3661296.00
3867605.15
Fannie Mae
2037-03-01
4.000000
Government Agency Debt
5344471.00
3918593.40
Fannie Mae
2037-03-01
4.000000
Government Agency Debt
4489905.00
3853212.43
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
7995536.00
3700880.66
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
5103244.00
3762016.09
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
9033169.00
3798389.21
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
5087248.00
3824199.45
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
4200500.00
3669076.13
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
2993412.00
2285499.70
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
5000000.00
3846823.11
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
3470671.00
3700999.52
Fannie Mae
2045-02-01
4.000000
Government Agency Debt
3538910.00
3739975.09
Fannie Mae
2045-05-01
4.500000
Government Agency Debt
3299227.00
3666693.40
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
3526161.00
3762891.46
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3591669.00
3848892.31
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3522523.00
3817679.01
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3345976.00
3595416.76
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
3709232.00
3874643.96
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
3654105.00
3829800.46
Freddie Mac
2029-03-01
3.500000
Government Agency Debt
3858091.00
3727187.07
Freddie Mac
2030-05-01
3.000000
Government Agency Debt
3683618.00
3739223.11
Freddie Mac
2038-10-01
5.500000
Government Agency Debt
31762588.00
3988574.29
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
5652184.00
2197471.60
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
4875000.00
3718539.55
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
5051710.00
3859243.20
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
4559049.00
3637243.69
Freddie Mac
2044-08-01
4.500000
Government Agency Debt
3405363.00
3700932.40
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
3686532.00
3860987.88
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
150000000.00
150000000.00
0.0099
N
149998035.00
149998035.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
992JYM004_0.1200_M150904_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-02-04
0.00
Treasury Debt
2508900.00
2507226.56
United States Treasury Department
2016-02-18
0.00
Treasury Debt
1700.00
1698.33
United States Treasury Department
2016-02-29
2.625000
Treasury Debt
9689.00
9802.07
United States Treasury Department
2016-04-30
2.625000
Treasury Debt
53500.00
54780.24
United States Treasury Department
2019-05-31
1.500000
Treasury Debt
64219200.00
64942981.97
United States Treasury Department
2020-02-15
3.625000
Treasury Debt
8208700.00
8983511.70
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
75000000.00
75000000.00
0.0050
N
74999017.50
74999017.50
Barton Capital, LLC
Barton Capital, LLC 0.330000%
06945MZ25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
113000000.00
112904703.33
0.0075
N
112929064.25
112929064.25
BNP Paribas SA
BNP Paribas SA 0.520000%
05572NA97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
145000000.00
145000000.00
0.0096
N
145015414.95
145015414.95
BNP Paribas SA
BNP Paribas SA 0.400000%
05572NYU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
51000000.00
51000000.00
0.0034
N
51011807.01
51011807.01
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
67000000.00
67000000.00
0.0044
N
67000824.77
67000824.77
BNP Paribas SA
BNP Paribas SA 0.270000%
05572NZH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
20000000.00
20000000.00
0.0013
N
20001774.20
20001774.20
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
25000000.00
25000000.00
0.0017
N
25001937.75
25001937.75
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M150901_2M54
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-12
0.00
Treasury Debt
81.00
81.00
United States Treasury Department
2016-11-15
7.500000
Treasury Debt
100.00
110.50
United States Treasury Department
2017-05-31
0.625000
Treasury Debt
1231200.00
1231980.63
United States Treasury Department
2017-06-30
2.500000
Treasury Debt
1700.00
1762.41
United States Treasury Department
2018-03-15
1.000000
Treasury Debt
48500.00
48794.51
United States Treasury Department
2019-09-30
1.750000
Treasury Debt
2151600.00
2199226.90
United States Treasury Department
2041-08-15
3.750000
Treasury Debt
60749400.00
70872098.93
United States Treasury Department
2043-02-15
3.125000
Treasury Debt
977800.00
1017829.86
United States Treasury Department
2044-05-15
3.375000
Treasury Debt
5660000.00
6228116.22
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
80000000.00
80000000.00
0.0053
N
80000000.00
80000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M150901_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-11-16
0.00
Government Agency Debt
12362000.00
12358538.64
Fannie Mae
2019-07-25
4.287000
Government Agency Debt
31576.00
30044.54
Fannie Mae
2019-09-12
1.750000
Government Agency Debt
28798000.00
29361152.89
Fannie Mae
2020-05-01
6.000000
Government Agency Debt
575079.00
57944.32
Fannie Mae
2021-05-25
2.678000
Government Agency Debt
600000.00
615675.40
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
105886.00
5798.63
Fannie Mae
2022-10-25
2.743000
Government Agency Debt
24315.00
24002.28
Fannie Mae
2024-07-25
3.103000
Government Agency Debt
2404560.00
2479990.65
Fannie Mae
2024-09-25
2.532000
Government Agency Debt
4964896.00
4892190.06
Fannie Mae
2024-12-25
3.159000
Government Agency Debt
11477534.00
11751674.06
Fannie Mae
2026-08-01
5.000000
Government Agency Debt
296772.00
61020.37
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
320512.00
194162.13
Fannie Mae
2027-05-01
5.500000
Government Agency Debt
303385.00
68693.41
Fannie Mae
2032-08-01
5.500000
Government Agency Debt
2000000.00
302605.36
Fannie Mae
2032-09-01
7.500000
Government Agency Debt
4137992.00
1832078.27
Fannie Mae
2033-05-01
5.500000
Government Agency Debt
40464.00
5288.70
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
290000.00
20878.12
Fannie Mae
2033-12-01
2.458000
Government Agency Debt
10589107.00
770585.17
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
582081.00
70147.10
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
284609.00
35123.25
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
148160.00
7804.58
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
15015516.00
903357.41
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
7982971.00
713243.57
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
2933000.00
209760.85
Fannie Mae
2039-02-01
5.000000
Government Agency Debt
500000.00
51736.94
Fannie Mae
2040-06-01
6.000000
Government Agency Debt
1995355.00
612113.35
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
572903.00
164582.15
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
12813251.00
9191207.55
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
724615.00
544359.95
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
1009500.00
1028849.76
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
41759329.00
27684768.87
Fannie Mae
2042-11-01
2.422000
Government Agency Debt
1845568.00
1165100.38
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
10471552.00
8641791.24
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
1861794.00
1870772.37
Fannie Mae
2044-12-25
3.500000
Government Agency Debt
9198000.00
9613167.06
Fannie Mae
2045-04-01
2.452000
Government Agency Debt
4118412.00
4028771.15
Farm Federal Credit Bank
2016-06-30
0.161800
Government Agency Debt
8136000.00
8138591.88
Freddie Mac
2016-08-25
2.000000
Government Agency Debt
500000.00
507581.67
Freddie Mac
2017-07-28
1.000000
Government Agency Debt
12489665.00
12556068.39
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556351.00
883117.10
Freddie Mac
2029-09-01
3.500000
Government Agency Debt
637638.00
556857.30
Freddie Mac
2030-06-01
3.000000
Government Agency Debt
24314.00
25009.21
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
5694816.00
953354.76
Freddie Mac
2035-10-15
5.500000
Government Agency Debt
5725915.00
6477294.38
Freddie Mac
2036-08-01
7.000000
Government Agency Debt
1972687.00
894745.93
Freddie Mac
2038-11-01
6.500000
Government Agency Debt
11257302.00
2517968.90
Freddie Mac
2039-09-01
5.500000
Government Agency Debt
11027136.00
3577854.31
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
186100.00
37078.81
Freddie Mac
2040-10-15
0.484000
Government Agency Debt
1066.00
1028.94
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
3185314.00
1731746.29
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
392431.00
215598.43
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
4134246.00
3397352.79
Freddie Mac
2043-08-15
0.687300
Government Agency Debt
457596.00
384756.09
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
3297871.00
3369976.91
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
277949.00
284102.51
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
401640.00
399211.98
Freddie Mac
2045-04-15
3.000000
Government Agency Debt
781566.00
762205.83
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
1007.00
1024.13
Freddie Mac
2045-07-01
3.000000
Government Agency Debt
789133.00
793266.85
Freddie Mac
2045-08-01
3.000000
Government Agency Debt
488840.00
492194.42
GNMA
2032-08-20
1.625000
Government Agency Debt
35547681.00
960599.24
GNMA
2034-06-20
1.750000
Government Agency Debt
25000.00
1165.03
GNMA
2036-09-20
1.625000
Government Agency Debt
91720.00
13803.04
GNMA
2038-03-20
0.732700
Government Agency Debt
1731675.00
129724.74
GNMA
2040-01-16
2.500000
Government Agency Debt
650547.00
591636.23
GNMA
2040-01-20
2.500000
Government Agency Debt
3992952.00
3859952.20
GNMA
2042-09-20
2.000000
Government Agency Debt
2374000.00
1167371.07
GNMA
2044-08-20
4.500000
Government Agency Debt
826842.00
896405.14
United States Treasury Department
2020-02-15
8.500000
Treasury Debt
1798400.00
2352997.16
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
184000000.00
184000000.00
0.0122
N
184000000.00
184000000.00
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
89000000.00
88947885.55
0.0059
N
88970096.00
88970096.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.110000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
76000000.00
76000000.00
0.0050
Security is a time deposit.
N
76000000.00
76000000.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FWN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-22
2015-09-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30994936.67
0.0021
N
30996816.30
30996816.30
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
100000000.00
99944888.88
0.0066
N
99954320.00
99954320.00
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
56000000.00
55984320.00
0.0037
N
55985417.60
55985417.60
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.130000%
13606AAC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
176000000.00
176000000.00
0.0117
N
176000352.00
176000352.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606AAE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
85000000.00
85000000.00
0.0056
N
85000000.00
85000000.00
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
25000000.00
25000000.00
0.0017
N
25004310.25
25004310.25
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
45000000.00
45000000.00
0.0030
N
45018517.95
45018517.95
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
32000000.00
31995920.00
0.0021
N
31997280.00
31997280.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KWR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
46000000.00
45991720.00
0.0030
N
45993707.20
45993707.20
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
20000000.00
19989688.89
0.0013
N
19990102.00
19990102.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963UXW1
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
19000000.00
18990658.33
0.0013
N
18990342.30
18990342.30
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
21000000.00
20988426.67
0.0014
N
20990407.20
20990407.20
Charta, LLC
Charta, LLC 0.330000%
16115XZE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
97000000.00
96907526.66
0.0064
N
96906637.50
96906637.50
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
50000000.00
50000000.00
0.0033
N
50010925.50
50010925.50
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
33000000.00
33000000.00
0.0022
N
33010867.23
33010867.23
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
51000000.00
51000000.00
0.0034
N
51025220.01
51025220.01
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BB20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11976386.67
0.0008
N
11977422.00
11977422.00
Coca-Cola Co
Coca-Cola Co 0.510000%
19121ACH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
89000000.00
88750354.99
0.0059
N
88822890.00
88822890.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.350000%
19422GXV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
51000000.00
50971241.66
0.0034
N
50974760.10
50974760.10
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.288000%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-29
2015-10-29
N
N
N
46000000.00
45999337.15
0.0030
N
46000368.46
46000368.46
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.304600%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-21
2015-11-19
N
N
N
112000000.00
111998757.29
0.0074
N
111998768.00
111998768.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.322600%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-14
2016-05-12
N
N
N
73000000.00
73000000.00
0.0048
N
73007008.73
73007008.73
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.271500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-09
2015-10-09
N
N
N
104000000.00
104000000.00
0.0069
N
103999584.00
103999584.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UB21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19960644.44
0.0013
N
19962370.00
19962370.00
CRC Funding, LLC
CRC Funding, LLC 0.300000%
12622VWP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999083.33
0.0003
N
4999450.50
4999450.50
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.150000%
22533M3C3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
25000000.00
25000000.00
0.0017
N
24999967.50
24999967.50
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
40000000.00
40000000.00
0.0026
N
40000152.40
40000152.40
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22533MV32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
48000000.00
48000000.00
0.0032
N
48011246.88
48011246.88
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22533MZ38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
34000000.00
34000000.00
0.0023
N
34007034.94
34007034.94
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
71000000.00
71000000.00
0.0047
N
71007015.51
71007015.51
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VB36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
12000000.00
12000000.00
0.0008
N
12002676.12
12002676.12
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
76000000.00
76000000.00
0.0050
N
76004811.56
76004811.56
Credit Suisse AG
Credit Suisse AG 0.500000%
22549VU35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000164.13
3000164.13
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VVT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
87000000.00
87000000.00
0.0058
N
87019384.47
87019384.47
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VWB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
57000000.00
57000000.00
0.0038
N
57012700.17
57012700.17
Credit Suisse AG
Credit Suisse AG 0.450000%
22549VYF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
2000000.00
2000000.00
0.0001
N
2000445.82
2000445.82
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
22799D001_0.1300_M150901_2M54
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-10-31
2.000000
Treasury Debt
20025000.00
20364519.46
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
19961483.00
19961483.00
0.0013
N
19961483.00
19961483.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.800000%
988WZK004_0.8000_M151204_2M54
0001230485
Other Repurchase Agreement
N
144A CSMC 2014-WIN2 B1
2044-10-25
4.006700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6128000.00
6150872.41
144A CSMC 2015-WIN1 B1
2044-12-25
3.887700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5533000.00
5527076.60
144A TPMT 2015-2 1A2
2060-11-25
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8980000.00
9222462.77
144A TPMT 2015-2 2A2
2057-11-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5002000.00
4901426.42
144A WIN 2015-2 B1
2045-02-20
3.930700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6144000.00
6469150.63
AGATE BAY MTG TR 2015-1
2045-01-25
3.823600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6428000.00
6385188.09
BACM 2005-5 B
2045-10-10
5.563800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
176197.62
COMM 2012-CR1 B
2045-05-15
4.612000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
172193.34
CSAIL 2015-C2 AS
2057-06-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
1258507.60
CSMC 2015-2
2045-02-25
3.956000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3523000.00
3581618.34
WBCMT 2005-C21 B
2044-10-15
5.450700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1006214.26
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
Y
Credit Suisse AG
N/A
N/A
N
39000000.00
39000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
39010163.40
39010163.40
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.800000%
988WZL002_0.8000_M151204_2M54
0001230485
Other Repurchase Agreement
N
144A CBAC 2005-1A A
2035-07-25
0.519400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37200000.00
4684347.53
144A CD 2007-CD5 D
2044-11-15
6.325600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12750000.00
12987499.42
144A CSMC 2014-OAK1 B4
2044-11-25
3.767400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8845000.00
8082990.15
144A CSMC 2014-WIN2 B3
2044-10-25
4.006700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4272000.00
4093219.47
144A TPMT 2015-2 1B1
2060-11-25
3.452000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36468000.00
32097919.56
144A TPMT 2015-2 2B1
2057-11-25
4.122100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9493000.00
8044865.65
144A WMCMS 2006-SL1 C
2043-11-23
4.739200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
840413.59
AGATE BAY MTG TR 2014-2
2044-09-25
3.905600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4679000.00
4359364.86
AGATE BAY MTG TR 2014-2
2044-09-25
3.905600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3744000.00
3548485.69
AGATE BAY MTG TR 2015-1
2045-01-25
3.823600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2795000.00
2226271.89
AHM 2004-1 4A
2044-04-25
2.529800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62160000.00
5430149.53
CMLTI 2014-J2 B4
2044-11-25
3.972700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4566000.00
4108315.08
CNF 00-6 A5 CMO SER 00-6
2031-09-01
7.270000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2660000.00
1046233.72
CSFB 2003-AR28 6M3
2033-12-25
2.949400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
620475.29
CSFB 2004-AR5 11M1
2034-06-25
1.299400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6410000.00
2357414.02
CSMC 2015-2
2045-02-25
3.956000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4388000.00
4283728.47
CSMC 2015-2
2045-02-25
3.956000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4315000.00
3738730.51
CSMC TR 2013-6
2043-08-25
3.298500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10602000.00
8677916.91
CSMC TR 2013-7
2043-08-25
3.589500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7395000.00
6090906.75
CSMC TR 2013-7
2043-08-25
3.589500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5997000.00
5015032.40
CSMC TR 2013-IVR1
2043-03-25
3.484500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5848000.00
5472886.84
CSMC TR 2013-IVR1
2043-03-25
3.484500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5849000.00
5436819.72
CSMC TR 2013-IVR2
2043-04-25
3.446000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1945000.00
1820354.08
CSMC TR 2014-WIN1
2044-09-25
3.942500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7687000.00
7539297.14
CWALT 2004-J4 M1
2034-06-25
1.099400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1812963.31
FHASI 2004-AR7 2A4
2035-02-25
2.587100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4307000.00
450361.01
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.961100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4234252.00
4420944.35
ML CFC COML MTGE TR 2007-8
2049-08-12
6.077000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3636186.00
3789746.07
MSC 2007-IQ14 AM
2049-04-15
5.865200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3437890.00
3588722.84
RBSSP
2045-07-26
2.725700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4013526.61
SARM
2034-06-25
0.604400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38800000.00
1394767.69
SHELLPOINT ASSET FDG TR CMO SE
2043-07-25
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2175035.00
1695322.60
STACR 2015-DNA1 M3
2027-10-25
3.490500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8641869.00
8218692.27
WFRBS COML MTG TR 2013 C14
2046-06-15
4.132900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1662471.23
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
Y
Credit Suisse AG
N/A
N/A
N
151000000.00
151000000.00
0.0100
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
151039350.60
151039350.60
DBS Bank Ltd
DBS Bank Ltd 0.290000%
23305EY31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
N
93000000.00
92952802.50
0.0062
N
92971895.40
92971895.40
DBS Bank Ltd
DBS Bank Ltd 0.300000%
23305EYR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-25
2015-11-25
N
N
N
13000000.00
12990791.67
0.0009
N
12993788.60
12993788.60
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M150901_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-06-20
1.750000
Government Agency Debt
40566000.00
41200102.92
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
40000000.00
40000000.00
0.0026
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
99ETSZ007_0.1400_M150907_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-09-15
0.00
Government Agency Debt
72718000.00
45506197.22
Federal Home Loan Bank
2015-09-02
0.00
Government Agency Debt
35143000.00
35143000.00
Freddie Mac
2028-06-14
3.060000
Government Agency Debt
54260000.00
53251035.30
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
130000000.00
130000000.00
0.0086
N
130000000.00
130000000.00
DNB Bank ASA
DNB Bank ASA 0.130000%
23290QT86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
284000000.00
284000000.00
0.0188
N
284000059.64
284000059.64
DNB Bank ASA
DNB Bank ASA 0.325000%
2332K1X13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
14000000.00
13996208.33
0.0009
N
13998240.20
13998240.20
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.120000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
148000000.00
148000000.00
0.0098
Security is a time deposit.
N
147999837.20
147999837.20
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.060000%
981LCR005_M150901
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
1000000.00
1000000.00
0.0001
Security is a time deposit.
N
1000000.00
1000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150901_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-08-15
3.750000
Treasury Debt
664307300.00
775001114.23
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
775000000.00
775000000.00
0.0513
N
775000000.00
775000000.00
General Electric Capital Corp
General Electric Capital Corp 0.090000%
36959JW82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
17000000.00
16999702.50
0.0011
N
16999584.52
16999584.52
General Electric Co
General Electric Co 0.090000%
36960MW82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
50000000.00
49999125.00
0.0033
N
49998778.00
49998778.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1425000.00
1425000.00
0.0001
N
1425000.00
1425000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150903_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
20197427.00
13408966.03
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
12853952.00
11360383.68
Fannie Mae
2030-05-01
2.000000
Government Agency Debt
13756234.00
13457607.99
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
127309000.00
13446956.73
Fannie Mae
2044-11-01
2.659000
Government Agency Debt
1474365.00
1218609.60
GNMA
2044-06-20
3.500000
Government Agency Debt
184570.00
147476.45
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
52000000.00
52000000.00
0.0034
N
51999459.20
51999459.20
Goldman Sachs & Co
Goldman Sachs & Co 0.110000%
992JYE002_0.1100_M150901_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-01-01
3.000000
Government Agency Debt
4163331.00
4062082.24
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
31468313.00
28095948.03
Fannie Mae
2044-10-01
4.000000
Government Agency Debt
27477592.00
24169198.06
Freddie Mac
2025-05-15
5.000000
Government Agency Debt
175000.00
139452.73
Freddie Mac
2025-12-15
3.500000
Government Agency Debt
132000.00
139589.69
Freddie Mac
2037-03-15
3.000000
Government Agency Debt
150000.00
122701.77
Freddie Mac
2039-08-15
5.500000
Government Agency Debt
6300000.00
3332974.58
Freddie Mac
2040-07-15
2.500000
Government Agency Debt
946811.00
554465.56
GNMA
2044-06-20
3.500000
Government Agency Debt
730373.00
583587.91
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
60000000.00
60000000.00
0.0040
N
60000000.00
60000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
992JYE002_0.1200_M150907_2M54
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-09-17
0.00
Treasury Debt
300.00
300.00
United States Treasury Department
2017-08-31
1.875000
Treasury Debt
45000.00
45977.36
United States Treasury Department
2019-10-31
1.500000
Treasury Debt
100900.00
101815.52
United States Treasury Department
2019-11-30
1.500000
Treasury Debt
72600.00
73157.31
United States Treasury Department
2020-04-15
0.125000
Treasury Debt
550400.00
558149.32
United States Treasury Department
2023-02-15
2.000000
Treasury Debt
51032300.00
51124544.21
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
100.00
101.21
United States Treasury Department
2041-08-15
3.750000
Treasury Debt
99400.00
115963.07
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
51000000.00
51000000.00
0.0034
N
51000000.51
51000000.51
HSBC Bank Plc
HSBC Bank Plc 0.331800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-04
2016-01-04
N
N
N
134000000.00
134000000.00
0.0089
N
134000805.34
134000805.34
HSBC Bank Plc
HSBC Bank Plc 0.350000%
926EXU009
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
157000000.00
157000000.00
0.0104
N
157017114.57
157017114.57
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
38000000.00
38000000.00
0.0025
N
38001858.58
38001858.58
HSBC Bank USA
HSBC Bank USA 0.310000%
40428AE45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
36000000.00
36000000.00
0.0024
N
36001904.76
36001904.76
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
35000000.00
35000000.00
0.0023
N
35005992.35
35005992.35
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.270000%
4497W1W10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
Y
ING Bank NV
N/A
N/A
N
17000000.00
17000000.00
0.0011
N
16999949.00
16999949.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.380000%
4497W1X92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
Y
ING Bank NV
N/A
N/A
N
6000000.00
5997593.33
0.0004
N
5998726.20
5998726.20
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.370000%
4497W1XD3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-13
2015-10-13
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999568.33
0.0001
N
999755.10
999755.10
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
35000000.00
34969705.56
0.0023
N
34978664.00
34978664.00
ING Bank NV
ING Bank NV 0.390000%
926MNS007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
81000000.00
81000000.00
0.0054
N
81013803.21
81013803.21
ING Bank NV
ING Bank NV 0.420000%
926PAL009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
70000000.00
70000000.00
0.0046
N
70022001.70
70022001.70
ING Bank NV
ING Bank NV 0.420000%
926SJW000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
60000000.00
60000000.00
0.0040
N
60019602.60
60019602.60
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
13000000.00
13000000.00
0.0009
N
13001669.33
13001669.33
ING Bank NV
ING Bank NV 0.380000%
927DMQ001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
13000000.00
13000000.00
0.0009
N
13002750.93
13002750.93
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M151129_2M54
0001168163
Other Repurchase Agreement
N
144A WFRBS 2011-C5 E
2044-11-18
5.822300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5349098.53
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
408920.00
468123.97
BAMLL COML MTG SECS TR 2014 INLD
2029-12-17
2.787300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
419.00
418.99
BBCMS TR 2014-BXO
2027-08-16
3.197600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142181.00
141604.62
BHMS 2014-ATLS MTG TR
2033-07-08
4.846800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3029000.00
3048010.00
CGWF COML MTG 2013 RKWH
2030-11-15
3.988000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
313816.00
314040.20
COMM 2014 KY0 MTG TR
2027-06-11
2.542000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6215142.00
6192482.97
CSMC SERIES 2010-RR1
2049-06-10
5.741200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
11114040.43
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
28461778.00
27483730.64
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
19321.00
18657.06
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61887.00
64211.04
DBUBS 2011 LC1 MTG TR
2044-07-12
5.639900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4088740.00
4382356.20
ENLINK MIDSTREAM PARTNERS
2044-04-01
5.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2870862.00
2683432.99
EXPORKLORE SA
2031-12-05
4.170700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72805678.00
73786603.55
EXPORKLORE SA
2031-12-05
4.170700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3780609.00
3831545.91
GCB TELEFONICA EUROPE
2030-09-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7897994.00
10887476.87
GRANITE MSTR ISSUER 2006-3 C2 20541220 FLT
2054-12-20
1.202800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11804416.00
11606650.80
GRANITE MSTR ISSUER 2006-3 C2 20541220 FLT
2054-12-20
1.202800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177538.00
174563.62
GS MTG SECS TR 2012-GCJ7
2045-05-12
5.906900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1405466.00
1442427.89
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
2840000.00
2988469.52
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
17668900.00
18534885.18
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
7539700.00
7909234.52
GS MTG SECS TR 2014 GC24
2047-09-12
4.640400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119963.00
124319.80
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9039800.00
9080338.13
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4779210.00
4800641.92
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1898090.00
1930895.11
OHIO EDISON COMPANY
2038-10-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
147000.00
213064.25
PHILIP MORRIS INTL INC SR GLBL NT 25
2025-08-11
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3004124.00
2994826.24
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.235800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7769140.00
6867542.40
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.235800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3753893.00
3318259.08
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204480.00
215612.57
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96983.00
102263.08
SEQUOIA MTG TR 2011 1
2041-02-25
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.09
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5335950.00
5439212.49
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5384205.00
5523797.69
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
997983.00
1014528.89
THE TRUSTEES OF PRINCETON UNIV
2039-03-01
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11.00
14.37
UBS AG STAMFORD BRANCH
2017-08-14
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14260000.00
14225623.50
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5169002.00
5476865.23
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183458.00
194384.67
WFRBS COML MTG TR 2013 C16
2046-09-17
5.148100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3615600.00
3559865.72
WINWATER MTG LN TR 2015 3
2045-03-20
3.909600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1316751.00
1342070.03
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
715840.00
688999.67
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
744633.00
748611.20
First Tier Security
N/A
N/A
2015-11-29
2015-11-29
N
N
N
226000000.00
226000000.00
0.0150
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
226059664.00
226059664.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.100000%
992JYG007_0.1000_M150907_2M54
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
4312100.00
4521817.95
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
1957200.00
1972560.08
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
22500.00
23028.86
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
25604100.00
27065551.41
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
16611700.00
16998223.74
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
405300.00
420306.21
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
50000000.00
50000000.00
0.0033
N
49996395.00
49996395.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.340400%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-23
2015-10-23
N
N
N
54000000.00
54000000.00
0.0036
N
54001350.54
54001350.54
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
114000000.00
114012540.00
0.0076
N
114015504.00
114015504.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.455000%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-10-22
2016-09-22
N
N
N
25000000.00
25000000.00
0.0017
N
25002750.00
25002750.00
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
14000000.00
13993116.67
0.0009
N
13992883.80
13992883.80
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.320000%
4820P3Y23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24986222.22
0.0017
N
24986437.50
24986437.50
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.130000%
51489NLB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
50000000.00
50000000.00
0.0033
N
49999970.00
49999970.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53945GHM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
76000000.00
76000000.00
0.0050
N
76003717.16
76003717.16
Lloyds Bank Plc
Lloyds Bank Plc 0.520000%
53945GKE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
85000000.00
85000000.00
0.0056
N
85017808.35
85017808.35
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M150901_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
3.763000
Government Agency Debt
47536860.00
51500000.09
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
50000000.00
50000000.00
0.0033
N
50000000.00
50000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.590000%
921ACQ004_0.5900_M151005_2M54
0000728612
Other Repurchase Agreement
N
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128641699.00
138000000.25
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
120000000.00
120000000.00
0.0079
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
120043284.00
120043284.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AVN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2015-10-08
N
N
N
36000000.00
36000000.00
0.0024
N
36005461.56
36005461.56
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
8000000.00
8000000.00
0.0005
N
8001236.88
8001236.88
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
38000000.00
38000000.00
0.0025
N
38006977.18
38006977.18
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
30000000.00
30000000.00
0.0020
N
30003669.30
30003669.30
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
150000000.00
150000000.00
0.0099
N
150022591.50
150022591.50
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
16000000.00
16000000.00
0.0011
N
16001625.76
16001625.76
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.430000%
60682AYT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-29
2016-01-29
N
N
N
2000000.00
2000000.00
0.0001
N
2000107.42
2000107.42
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
47000000.00
47000000.00
0.0031
N
47005696.87
47005696.87
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
143000000.00
143000000.00
0.0095
N
143002918.63
143002918.63
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
1000000.00
1000000.00
0.0001
N
1000033.31
1000033.31
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60689DFW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
N
108000000.00
108000000.00
0.0072
N
108003737.88
108003737.88
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
2000000.00
2000000.00
0.0001
N
2000084.82
2000084.82
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.150000%
60686N005_0.1500_M150901_2M54
0000812291
Government Agency Repurchase Agreement
Y
FHDN 07/01/16
2016-07-01
0.00
Government Agency Debt
35817000.00
35700236.58
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
35000000.00
35000000.00
0.0023
N
35000000.00
35000000.00
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
1000000.00
1000000.00
0.0001
N
1000124.11
1000124.11
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
2015-09-01
2015-09-01
N
N
N
200000000.00
200000000.00
0.0132
Security is a time deposit.
N
200000000.00
200000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQC000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
12000000.00
12000000.00
0.0008
N
12000031.32
12000031.32
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQE006
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
87000000.00
87000000.00
0.0058
N
87000461.97
87000461.97
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
71000000.00
71000000.00
0.0047
N
71013100.21
71013100.21
National Bank of Canada
National Bank of Canada 0.550000%
63307UHL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
3000000.00
3000000.00
0.0002
N
3001705.23
3001705.23
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
85975633.34
0.0057
N
85985956.20
85985956.20
Nationwide Building Society
Nationwide Building Society 0.370000%
6385E1YK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-19
2015-11-19
N
N
N
60000000.00
59951283.33
0.0040
N
59970402.00
59970402.00
Natixis SA
Natixis SA 0.400000%
63873FUN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
135000000.00
135000000.00
0.0089
N
135047912.85
135047912.85
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.335000%
65558LEN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
27000000.00
27000000.00
0.0018
N
27003275.37
27003275.37
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.255000%
65558LGK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
28000000.00
27999786.25
0.0019
N
28000215.88
28000215.88
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.255000%
65558LGM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
91000000.00
90999292.69
0.0060
N
91000564.20
91000564.20
Old Line Funding, LLC
Old Line Funding, LLC 0.300000%
67983UWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-23
2015-09-23
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
8000000.00
7998533.33
0.0005
N
7999202.40
7999202.40
Old Line Funding, LLC
Old Line Funding, LLC 0.300000%
67983UWQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49990416.67
0.0033
N
49994600.00
49994600.00
Old Line Funding, LLC
Old Line Funding, LLC 0.360000%
67983UZG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
24000000.00
23974560.00
0.0016
N
23974392.00
23974392.00
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
50000000.00
50000000.00
0.0033
N
50001810.50
50001810.50
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033P5V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
1000000.00
1000000.00
0.0001
N
1000030.01
1000030.01
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.310000%
69033P6L9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
N
32000000.00
32000000.00
0.0021
N
32003117.12
32003117.12
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.320000%
69033P6M7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-18
2015-11-18
N
N
N
31000000.00
31000000.00
0.0021
N
31003602.51
31003602.51
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VGB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
77000000.00
77000000.00
0.0051
N
77003758.37
77003758.37
Rabobank Nederland
Rabobank Nederland 0.350000%
21685VHF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
60000000.00
60000000.00
0.0040
N
59999790.00
59999790.00
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
58000000.00
57993233.34
0.0038
N
57996015.40
57996015.40
Royal Bank of Canada
Royal Bank of Canada 0.374300%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-10-07
2016-09-06
N
N
N
75000000.00
75000000.00
0.0050
N
75074325.00
75074325.00
Royal Bank of Canada
Royal Bank of Canada 0.403500%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-09-02
N
N
N
100000000.00
100000000.00
0.0066
N
99999000.00
99999000.00
Royal Bank of Canada
Royal Bank of Canada 0.403700%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-10-01
2016-08-31
N
N
N
50000000.00
50000000.00
0.0033
N
50000000.50
50000000.50
Royal Bank of Canada
Royal Bank of Canada 0.281800%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
39000000.00
39000000.00
0.0026
N
38999961.00
38999961.00
Royal Bank of Canada
Royal Bank of Canada 0.301500%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-10
2015-12-10
N
N
N
39000000.00
39000000.00
0.0026
N
39000234.39
39000234.39
Royal Bank of Canada
Royal Bank of Canada 0.300800%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2016-01-06
N
N
N
194000000.00
194000000.00
0.0128
N
193996120.00
193996120.00
Royal Bank of Canada
Royal Bank of Canada 0.323500%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2016-04-13
N
N
N
51000000.00
51000000.00
0.0034
N
51001326.51
51001326.51
Royal Bank of Canada
Royal Bank of Canada 0.300000%
78009NUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-19
2015-11-19
N
N
N
8000000.00
8000000.00
0.0005
N
8000564.88
8000564.88
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MW14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
36000000.00
36000000.00
0.0024
N
35999834.40
35999834.40
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
13000000.00
12996977.50
0.0009
N
12997836.80
12997836.80
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.290000%
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
8000000.00
7998260.00
0.0005
N
7998668.80
7998668.80
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MYG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
40000000.00
39970444.45
0.0026
N
39971512.00
39971512.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MYH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
47000000.00
46964815.28
0.0031
N
46965887.40
46965887.40
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MYQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-24
2015-11-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
12000000.00
11990200.00
0.0008
N
11990168.40
11990168.40
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83050UX11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
36000000.00
35989800.00
0.0024
N
35996403.60
35996403.60
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.140000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
186000000.00
186000000.00
0.0123
Security is a time deposit.
N
186000000.00
186000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y6X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
34000000.00
34000000.00
0.0023
N
34007453.14
34007453.14
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
24000000.00
24000000.00
0.0016
N
24001697.04
24001697.04
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
0.0050
N
75019733.25
75019733.25
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
35000000.00
35000000.00
0.0023
N
35008788.85
35008788.85
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
7000000.00
7000000.00
0.0005
N
7001722.07
7001722.07
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
1000000.00
1000000.00
0.0001
N
1000105.41
1000105.41
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
1000000.00
1000000.00
0.0001
N
1000114.91
1000114.91
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RLP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
10000000.00
10000000.00
0.0007
N
10001367.10
10001367.10
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-14
2015-10-14
N
N
N
45000000.00
45000000.00
0.0030
N
45006912.45
45006912.45
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-16
2015-10-16
N
N
N
22000000.00
22000000.00
0.0015
N
22003476.22
22003476.22
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
95000000.00
95000000.00
0.0063
N
95016207.95
95016207.95
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86563RSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
18000000.00
18000000.00
0.0012
N
18002219.58
18002219.58
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
16000000.00
16000000.00
0.0011
N
16000371.36
16000371.36
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86563RXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
N
1000000.00
1000000.00
0.0001
N
1000037.31
1000037.31
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
7000000.00
7000000.00
0.0005
N
7000433.37
7000433.37
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86563RZ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
10000000.00
10000000.00
0.0007
N
9999796.00
9999796.00
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
21000000.00
21000000.00
0.0014
N
21001516.41
21001516.41
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.300000%
86563KG23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
49000000.00
49000000.00
0.0032
N
49002700.39
49002700.39
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86563KG49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
67000000.00
67000000.00
0.0044
N
66998512.60
66998512.60
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86563KG64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-10
2015-12-10
N
N
N
2000000.00
2000000.00
0.0001
N
1999943.80
1999943.80
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86563KG72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.270000%
86563KZS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
86000000.00
86000000.00
0.0057
N
86001987.46
86001987.46
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DXQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
145000000.00
145000000.00
0.0096
N
145005525.95
145005525.95
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DXT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
18000000.00
18000000.00
0.0012
N
18000417.78
18000417.78
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DYE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
76000000.00
76000000.00
0.0050
N
75998639.60
75998639.60
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86958DYH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
62000000.00
62000000.00
0.0041
N
61998062.50
61998062.50
Swedbank AB
Swedbank AB 0.300000%
87019T3U4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
43000000.00
43000000.00
0.0028
N
43005220.63
43005220.63
Swedbank AB
Swedbank AB 0.130000%
87019T4N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
106000000.00
106000000.00
0.0070
N
106000043.46
106000043.46
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.400000%
88602UZG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3995288.89
0.0003
N
3995375.20
3995375.20
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89113ECZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
33000000.00
33000000.00
0.0022
N
33009382.23
33009382.23
Toronto-Dominion Bank
Toronto-Dominion Bank 0.312800%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-21
2016-03-21
N
N
N
54000000.00
54000000.00
0.0036
N
54000756.54
54000756.54
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ELP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
131000000.00
131000000.00
0.0087
N
131018511.61
131018511.61
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113EQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
50000000.00
50000000.00
0.0033
N
50005320.50
50005320.50
Toronto-Dominion Bank
Toronto-Dominion Bank 0.347800%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2016-05-27
N
N
N
172000000.00
172000000.00
0.0114
N
172016857.72
172016857.72
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
151000000.00
151000000.00
0.0100
N
151007913.91
151007913.91
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.200000%
89233HW91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-09
2015-09-09
N
N
N
39000000.00
38998266.67
0.0026
N
38999348.70
38999348.70
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HWH3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
99000000.00
98989880.00
0.0066
N
98996030.10
98996030.10
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.310000%
89233HZ23
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
119000000.00
118905725.56
0.0079
N
118920067.70
118920067.70
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.310000%
89233HZB3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
84000000.00
83926943.34
0.0056
N
83933119.20
83933119.20
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
139000000.00
139000000.00
0.0092
N
139018974.89
139018974.89
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
7000000.00
7000000.00
0.0005
N
7000955.57
7000955.57
UBS AG
UBS AG 0.500000%
90267RX38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
N
93000000.00
93000000.00
0.0062
N
93005962.23
93005962.23
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
6000000.00
5991466.66
0.0004
N
5994259.80
5994259.80
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
29000000.00
28958433.34
0.0019
N
28971933.80
28971933.80
United States Treasury Department
United States Treasury Department 0.134000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2017-01-31
N
N
N
48000000.00
47999855.87
0.0032
N
48007968.00
48007968.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-01-31
N
N
N
103000000.00
102994752.75
0.0068
N
103001133.00
103001133.00
United States Treasury Department
United States Treasury Department 0.120000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0042
N
63008820.00
63008820.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.405900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-09-15
2016-09-14
N
N
N
135000000.00
135000000.00
0.0089
N
134996625.00
134996625.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.299600%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-18
2015-11-18
N
N
N
23000000.00
23000000.00
0.0015
N
22999770.00
22999770.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.302000%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-21
2015-11-23
N
N
N
23000000.00
23000000.00
0.0015
N
22999816.00
22999816.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.299400%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2015-11-25
N
N
N
35000000.00
35000000.00
0.0023
N
34999370.00
34999370.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.321500%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2016-02-08
N
N
N
38000000.00
38000000.00
0.0025
N
38002242.38
38002242.38
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.321500%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-09
2016-02-09
N
N
N
18000000.00
18000000.00
0.0012
N
18001062.18
18001062.18
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.324000%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2016-02-12
N
N
N
60000000.00
60000000.00
0.0040
N
60003300.60
60003300.60
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.327800%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2016-02-26
N
N
N
50000000.00
50000000.00
0.0033
N
50002350.50
50002350.50
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
137000000.00
137000000.00
0.0091
N
136995616.00
136995616.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.352000%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-21
2016-05-23
N
N
N
48000000.00
48000000.00
0.0032
N
48004752.48
48004752.48
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.150000%
976PDT008_0.1500_M150901_2M54
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-07-01
2.500000
Government Agency Debt
167971549.00
170076538.40
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
55975193.00
32724306.71
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
195000000.00
195000000.00
0.0129
N
195000000.00
195000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.250000%
927CYE007_0.2500_M150904_2M54
0000072971
Other Repurchase Agreement
N
AKTIEBOLAGET SVENSK EXPORTKREDIT
2016-02-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2397972.00
3811096.90
COMMERCIAL METALS COMPANY
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2833000.00
2562035.35
DS SVCS AMERICA
2021-09-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3290000.00
3985012.50
HOWARD HUGHES CORP
2021-10-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3780000.00
4042883.25
ROC FIN LLC ROC FIN CORP
2018-09-01
12.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3565000.00
3999484.38
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
16000000.00
16000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
16000022.40
16000022.40
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.750000%
927CYE007_0.7500_M151204_2M54
0000072971
Other Repurchase Agreement
N
ALLIANCE DATA SYSTEMS CORP
2017-12-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7422000.00
7742073.75
CHIQUITA BRANDS INTL INC CHIQUITA BRANDS LLC
2021-02-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7619000.00
8202329.69
OPER PARTNERSHIP CORP
2021-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8325000.00
8952843.75
RSP PERMIAN INC SR 144A NT 22
2022-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1285064.00
1278772.54
STANWICH MTG LN CO 2014 NPL1 LLC
2044-03-16
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31000000.00
23469720.79
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
43000000.00
43000000.00
0.0028
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
43006914.40
43006914.40
Westpac Banking Corp
Westpac Banking Corp 0.480000%
96121TD47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
55000000.00
55000000.00
0.0036
N
55016418.05
55016418.05
Westpac Banking Corp
Westpac Banking Corp 0.300400%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-23
2015-10-23
N
N
N
15000000.00
15000000.00
0.0010
N
14999730.00
14999730.00
Westpac Banking Corp
Westpac Banking Corp 0.321500%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2016-02-08
N
N
N
14000000.00
14000000.00
0.0009
N
14000840.14
14000840.14
Westpac Banking Corp
Westpac Banking Corp 0.322600%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2016-02-12
N
N
N
79000000.00
79000000.00
0.0052
N
79004424.79
79004424.79
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-09-30
2015-09-30
N
N
N
725715.43
725715.43
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
725715.43
725715.43
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-09-30
2015-09-30
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
159966.09
159966.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-09-30
2015-09-30
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1230614.29
1230614.29
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-09-30
2015-09-30
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
209104.23
209104.23