0001145549-15-007577.txt : 20151130
0001145549-15-007577.hdr.sgml : 20151130
20151007154901
ACCESSION NUMBER: 0001145549-15-007577
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151007
DATE AS OF CHANGE: 20151007
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 151148938
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
2015-09-30
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
41
67
15245642448.53
6123803.95
1411508.64
15250354743.84
0.0030
1.0001
2015-09-30
1.0001
2015-09-30
C000012373
1.00
15250354743.84
1.00
151097200.27
2919864329.55
2768767129.28
0.0001
1.0001
2015-09-30
1.0001
2015-09-30
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
2015-10-07
2015-10-07
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 0.330000%
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
1000283.21
1000283.21
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.360000%
00279JAB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
Y
Santander UK Plc
N/A
N/A
N
60000000.00
60000000.00
0.0039
N
60023802.60
60023802.60
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.293000%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-13
2015-11-10
N
N
N
45000000.00
45000000.00
0.0030
N
44999955.00
44999955.00
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
2015-10-01
2015-10-01
N
N
N
104000000.00
104000000.00
0.0068
Security is a time deposit.
N
104000000.00
104000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M151005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
10000000.00
10000000.00
0.0007
Security is a time deposit.
N
9999967.50
9999967.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005_M151006
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
95000000.00
95000000.00
0.0062
Security is a time deposit.
N
94999458.50
94999458.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
926TZC004
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
125000000.00
125000000.00
0.0082
Security is a time deposit.
N
125000000.00
125000000.00
Bank of America, NA
Bank of America, NA 0.412800%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-04-04
N
N
N
40000000.00
40000000.00
0.0026
N
40000680.00
40000680.00
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
6001062.06
6001062.06
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
65014755.65
65014755.65
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
0.0050
N
77026488.77
77026488.77
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
50000000.50
50000000.50
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
14003024.14
14003024.14
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
79006952.79
79006952.79
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
10009130.10
10009130.10
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
4000205.24
4000205.24
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
0.0071
N
109005930.69
109005930.69
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
1000054.11
1000054.11
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
106017819.66
106017819.66
Bank of Montreal
Bank of Montreal 0.330000%
06427EEV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
162000000.00
162000000.00
0.0106
N
161993325.60
161993325.60
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
30008058.30
30008058.30
Bank of Nova Scotia
Bank of Nova Scotia 0.299300%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2015-12-08
N
N
N
97000000.00
97000000.00
0.0064
N
97000776.97
97000776.97
Bank of Nova Scotia
Bank of Nova Scotia 0.304000%
06417HH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-12-11
N
N
N
19000000.00
19000000.00
0.0012
N
19000133.19
19000133.19
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
3000257.73
3000257.73
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
4001104.04
4001104.04
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
18990769.17
0.0012
N
18996665.50
18996665.50
Bank of Nova Scotia
Bank of Nova Scotia 0.120000%
924HZZ001_0.1200_M151001_2M54
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-01
2.698000
Government Agency Debt
14400019.00
8138137.88
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
4158272.00
3826224.15
GNMA
2045-09-20
4.000000
Government Agency Debt
29075108.00
31295638.61
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
42000000.00
42000000.00
0.0028
N
42000000.00
42000000.00
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
10000340.10
10000340.10
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
12001418.52
12001418.52
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
0.0033
N
51010649.31
51010649.31
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.553000%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-03-10
N
N
N
87000000.00
87000000.00
0.0057
N
87001740.87
87001740.87
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
1000042.71
1000042.71
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
38000000.00
38000000.00
0.0025
N
38072420.78
38072420.78
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
32022441.92
32022441.92
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
40028056.40
40028056.40
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
2001402.82
2001402.82
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M151001_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-12-17
0.00
Treasury Debt
100.00
100.00
United States Treasury Department
2016-05-26
0.00
Treasury Debt
1220500.00
1219770.00
United States Treasury Department
2016-06-23
0.00
Treasury Debt
200.00
199.73
United States Treasury Department
2018-09-15
1.000000
Treasury Debt
228800.00
229395.00
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
1421008.00
1421008.00
0.0001
N
1421008.00
1421008.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M151005_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-01-31
0.875000
Treasury Debt
3999300.00
4015100.00
United States Treasury Department
2018-08-31
1.500000
Treasury Debt
811300.00
825884.00
United States Treasury Department
2018-12-31
1.375000
Treasury Debt
100.00
101.44
United States Treasury Department
2020-01-31
1.375000
Treasury Debt
2492800.00
2507830.00
United States Treasury Department
2022-01-31
1.500000
Treasury Debt
20085000.00
19915200.00
United States Treasury Department
2024-02-15
2.750000
Treasury Debt
39464200.00
42096000.00
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
68000000.00
68000000.00
0.0045
N
68000000.68
68000000.68
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M151006_2M54
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
66342313.00
17953617.17
GNMA
2045-06-20
3.000000
Government Agency Debt
14576334.00
14596383.02
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
31000000.00
31000000.00
0.0020
N
31000000.00
31000000.00
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
112935778.33
0.0074
N
112959862.40
112959862.40
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
0.0095
N
145071848.95
145071848.95
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
0.0033
N
51014066.31
51014066.31
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
20000168.20
20000168.20
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
0.0016
N
25001072.75
25001072.75
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M151001_2M54
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-15
9.875000
Treasury Debt
800.00
839.00
United States Treasury Department
2015-11-30
0.250000
Treasury Debt
100.00
100.11
United States Treasury Department
2016-11-30
2.750000
Treasury Debt
6035100.00
6251670.00
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
1000.00
1220.00
United States Treasury Department
2018-07-15
1.375000
Treasury Debt
2144800.00
2472430.00
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
64178200.00
64712300.00
United States Treasury Department
2019-05-31
1.500000
Treasury Debt
600.00
610.88
United States Treasury Department
2019-07-15
1.875000
Treasury Debt
300.00
359.08
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
200.00
207.31
United States Treasury Department
2020-11-30
2.000000
Treasury Debt
100.00
103.37
United States Treasury Department
2021-01-15
1.125000
Treasury Debt
25.00
28.38
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
100.00
135.09
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
72000000.00
72000000.00
0.0047
N
72000000.00
72000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M151001_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-08-15
0.226600
Government Agency Debt
1000.00
1000.37
Fannie Mae
2019-07-25
4.287000
Government Agency Debt
31576.00
30076.70
Fannie Mae
2020-05-01
6.000000
Government Agency Debt
575079.00
56821.90
Fannie Mae
2020-07-01
3.500000
Government Agency Debt
467130.00
82484.27
Fannie Mae
2021-05-25
2.678000
Government Agency Debt
600000.00
622792.37
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
105886.00
5761.56
Fannie Mae
2022-10-25
2.743000
Government Agency Debt
24315.00
24327.17
Fannie Mae
2024-07-25
3.103000
Government Agency Debt
2404560.00
2515457.44
Fannie Mae
2024-09-06
2.625000
Government Agency Debt
3856000.00
3956988.64
Fannie Mae
2024-09-25
2.532000
Government Agency Debt
4964896.00
4962809.09
Fannie Mae
2024-12-25
3.159000
Government Agency Debt
11477537.00
11651154.01
Fannie Mae
2026-08-01
5.000000
Government Agency Debt
296772.00
59738.01
Fannie Mae
2027-05-01
5.500000
Government Agency Debt
303385.00
68251.57
Fannie Mae
2030-10-01
2.500000
Government Agency Debt
573984.00
586708.59
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
1587744.00
493980.58
Fannie Mae
2032-08-01
5.500000
Government Agency Debt
2000000.00
301185.74
Fannie Mae
2032-09-01
7.500000
Government Agency Debt
4137992.00
1819219.01
Fannie Mae
2033-05-01
5.500000
Government Agency Debt
40464.00
5259.84
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
290000.00
20807.97
Fannie Mae
2033-12-01
2.468000
Government Agency Debt
10589107.00
716856.50
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
582081.00
69882.54
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
284609.00
33401.71
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
146944.00
7330.08
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
15015516.00
878624.93
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
7982970.00
695787.20
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
2933000.00
202872.10
Fannie Mae
2039-02-01
5.000000
Government Agency Debt
500000.00
50362.60
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
572903.00
162073.94
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
3494688.00
2246690.11
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
4605.00
4390.22
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
1009500.00
1032539.26
Fannie Mae
2042-11-01
2.420000
Government Agency Debt
1845568.00
1160180.99
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
135366.00
127321.96
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
14672386.00
9760437.95
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
1861794.00
1833629.92
Fannie Mae
2044-12-25
3.500000
Government Agency Debt
9198000.00
9600536.16
Fannie Mae
2045-02-01
4.000000
Government Agency Debt
173587.00
180796.94
Fannie Mae
2045-04-01
2.451000
Government Agency Debt
3782907.00
3629871.11
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
9673984.00
10123905.95
Freddie Mac
2017-04-18
5.000000
Government Agency Debt
1817000.00
1979394.38
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556351.00
878235.29
Freddie Mac
2029-09-01
3.500000
Government Agency Debt
637638.00
554994.18
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
5694816.00
960641.93
Freddie Mac
2036-08-01
7.000000
Government Agency Debt
1972687.00
886406.29
Freddie Mac
2037-01-01
5.500000
Government Agency Debt
4756.00
154.12
Freddie Mac
2038-11-01
6.500000
Government Agency Debt
11257302.00
2465214.13
Freddie Mac
2039-09-01
5.500000
Government Agency Debt
11027136.00
3553925.75
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
186100.00
36853.87
Freddie Mac
2040-10-15
0.486000
Government Agency Debt
1065.00
1009.66
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
3185314.00
1712423.32
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
392431.00
209838.95
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
5435000.00
4219319.77
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
4134246.00
3369575.05
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
2502000.00
2063351.21
Freddie Mac
2043-08-15
0.697600
Government Agency Debt
457596.00
380640.58
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
3297873.00
3350420.18
Freddie Mac
2045-04-15
3.000000
Government Agency Debt
781566.00
766380.69
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
1007.00
1019.25
Freddie Mac
2045-07-01
3.000000
Government Agency Debt
789133.00
797824.50
Freddie Mac
2045-08-01
3.000000
Government Agency Debt
488840.00
494465.02
GNMA
2026-12-15
2.500000
Government Agency Debt
3725221.00
1796547.04
GNMA
2032-08-20
1.625000
Government Agency Debt
35547680.00
944777.25
GNMA
2034-06-20
1.750000
Government Agency Debt
25000.00
1145.80
GNMA
2034-11-15
6.000000
Government Agency Debt
43782400.00
3868078.31
GNMA
2035-06-20
4.500000
Government Agency Debt
3402.00
677.85
GNMA
2036-09-20
1.625000
Government Agency Debt
91719.00
13776.85
GNMA
2038-03-20
0.746000
Government Agency Debt
1731785.00
126655.59
GNMA
2038-09-15
6.000000
Government Agency Debt
1367613.00
55651.93
GNMA
2039-03-15
5.000000
Government Agency Debt
111662.00
58496.36
GNMA
2040-04-15
5.000000
Government Agency Debt
502354.00
130626.09
GNMA
2041-05-15
5.000000
Government Agency Debt
262357.00
107390.16
GNMA
2042-08-15
3.500000
Government Agency Debt
2207240.00
1705998.03
GNMA
2042-08-20
3.500000
Government Agency Debt
98496.00
66980.87
GNMA
2042-12-15
4.000000
Government Agency Debt
784897.00
658856.51
GNMA
2042-12-20
3.000000
Government Agency Debt
1024.00
785.10
GNMA
2043-02-20
3.500000
Government Agency Debt
1.00
0.70
GNMA
2044-08-20
4.500000
Government Agency Debt
826842.00
897027.60
GNMA
2044-10-20
4.000000
Government Agency Debt
8090736.00
8175530.55
GNMA
2044-10-20
4.500000
Government Agency Debt
22073.00
16596.17
GNMA
2045-03-15
3.500000
Government Agency Debt
349568.00
363629.10
GNMA
2045-03-15
5.000000
Government Agency Debt
209086.00
180903.40
GNMA
2045-06-15
4.000000
Government Agency Debt
998630.00
1031583.85
GNMA
2045-06-15
4.000000
Government Agency Debt
843073.00
899531.98
GNMA
2045-08-15
3.000000
Government Agency Debt
400886.00
409489.13
GNMA
2045-09-15
4.000000
Government Agency Debt
122536.00
131349.92
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
116000000.00
116000000.00
0.0076
N
116000000.00
116000000.00
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
88973102.22
0.0058
N
88988252.00
88988252.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EC15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
42000000.00
41909560.00
0.0027
N
41928423.60
41928423.60
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
99970722.22
0.0066
N
99983670.00
99983670.00
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
55995520.00
0.0037
N
55998280.80
55998280.80
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
0.0016
N
25007477.75
25007477.75
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
45020371.95
45020371.95
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
19995022.22
0.0013
N
19996698.00
19996698.00
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
18995408.33
0.0012
N
18996754.80
18996754.80
Charta, LLC
Charta, LLC 0.510000%
16115UC17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49892333.34
0.0033
N
49914790.00
49914790.00
Charta, LLC
Charta, LLC 0.510000%
16115UC82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13968465.00
0.0009
N
13974178.40
13974178.40
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
20993851.67
0.0014
N
20996570.70
20996570.70
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
96934201.66
0.0064
N
96948473.60
96948473.60
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
50000355.50
50000355.50
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
0.0033
N
51021068.61
51021068.61
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
11980986.67
0.0008
N
11985625.20
11985625.20
Coca-Cola Co
Coca-Cola Co 0.390000%
19121AAM3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
10000000.00
9987866.66
0.0007
N
9993942.00
9993942.00
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
88788179.99
0.0058
N
88824518.70
88824518.70
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.520000%
19422FD11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
50000000.00
49867833.33
0.0033
N
49869665.00
49869665.00
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
50986116.67
0.0033
N
50991579.90
50991579.90
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.520000%
19422CD18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
53000000.00
52859903.33
0.0035
N
52861844.90
52861844.90
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.284300%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
46000000.00
45999680.00
0.0030
N
46000138.46
46000138.46
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.316000%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-19
2015-11-19
N
N
N
112000000.00
111999229.21
0.0073
N
111998768.00
111998768.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.336400%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-13
2016-05-12
N
N
N
73000000.00
73000000.00
0.0048
N
73006205.73
73006205.73
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.282700%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
104000000.00
104000000.00
0.0068
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
19968311.11
0.0013
N
19976042.00
19976042.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.350000%
22533M3Z2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
49000000.00
49000000.00
0.0032
N
49010711.89
49010711.89
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22533M4L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
21000000.00
21000000.00
0.0014
N
21003578.61
21003578.61
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
0.0031
N
48008309.28
48008309.28
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
0.0022
N
34006694.94
34006694.94
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
71000419.61
71000419.61
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
12005204.52
12005204.52
Credit Suisse AG
Credit Suisse AG 0.570000%
22549VCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
66000000.00
66000000.00
0.0043
N
66004277.46
66004277.46
Credit Suisse AG
Credit Suisse AG 0.590000%
22549VEY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
17000000.00
17000000.00
0.0011
N
17002505.97
17002505.97
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
3001163.13
3001163.13
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
0.0057
N
87037715.37
87037715.37
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
0.0037
N
57024715.77
57024715.77
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
2000867.22
2000867.22
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.850000%
988WZK004_0.8500_M160103_2M54
0001230485
Other Repurchase Agreement
N
144A ACABS 2003-1A AT
2038-06-10
1.082000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2334241.35
144A ACCDO 11A A
2047-03-15
0.637200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1723820.42
144A AIREM 2007-1A 2A1
2066-09-20
0.585100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
333.46
144A CBCL 16A A
2041-09-06
0.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3150274.87
144A CBRE 2006-1A C
2046-03-25
0.893900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
631336.57
144A CREST 2001-1A C
2034-02-25
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
752211.06
144A CSMC 2014-OAK1 2A5
2044-11-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10741415.05
144A CSMC 2014-WIN2 B1
2044-10-25
4.014400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
18034.60
144A GLCR 2005-3A B
2041-11-04
0.873000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
156433.14
144A GRANM 2006-1A A5
2054-12-20
0.342700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2216275.30
144A NAA 2006-S3 A1
2036-08-25
0.513900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5814361.83
144A NAA 2006-S5 A1
2036-10-25
0.393900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3699729.06
144A PARGN 13A A2C
2039-01-15
0.378800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3668738.68
144A STNY 2007-1A D
2022-04-18
3.726300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6692438.72
144A SUDSM 2013-1A E
2026-01-17
5.038500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2416487.93
144A TPMT 2015-2 1A2
2060-11-25
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
28772570.68
144A WIN 2015-2 B1
2045-02-20
3.930700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6517185.06
AGATE BAY MTG TR 2015-1
2045-01-25
3.823400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6372883.59
BACM 2008-1 A1A
2051-02-10
6.379900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
455862.40
BSABS 2007-AQ2 A4
2037-01-25
0.523900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3296587.70
BSARM 2003-7 1A
2033-10-25
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
39475.12
CSMLT 2015-2 VAR 08/45
2045-08-25
3.916000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6114959.76
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6550965.72
CWL 2006-SPS2 A
2026-05-25
0.513900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1335568.90
CWMBS INC. 2005-HYB2
2043-07-25
3.496100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3962966.49
FHMS K017 X1
2021-12-25
1.570000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
830341.99
FHMS K019 A2
2022-03-25
2.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149694.34
FHMS K020 X1
2022-05-25
1.592600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8380067.05
FHMS K023 X1
2022-08-25
1.429300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
26507169.08
FHMS K026 A2
2022-11-25
2.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2840098.38
FHMS K033 X1
2023-07-25
0.430400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5460360.74
FHMS K034 A1
2023-02-25
2.669000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
28519.30
FHMS K034 X1
2023-07-25
0.291500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3469506.37
FHMS K036 X1
2023-10-25
0.937300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2315100.34
FHMS K040 X1
2024-09-25
0.876400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
888682.01
FHMS K041 X1
2024-10-25
0.688600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4940641.11
FHMS K042 X1
2024-12-25
1.191200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2946830.23
Freddie Mac
2023-07-25
3.531000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
647050.38
Freddie Mac
2024-01-25
3.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3537093.01
Freddie Mac
2024-09-25
3.241000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1118678.29
GNMA
2023-10-25
3.527000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1258031.30
GRANITE LORTGAGES 04 -1 PLC
2044-03-20
0.665100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
349798.91
GRANITE MORTGAGES 03-2 PL
2043-07-20
0.787000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
80123.91
GRANM 2005-2 A6
2054-12-20
0.462700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2457351.35
GRANM 2006-3 A3
2054-12-20
0.296000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3184652.68
GRANM 2006-3 A7
2054-12-20
0.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
461228.79
GRANM 2006-4 A4
2054-12-20
0.316000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7421305.91
GRANM 2006-4 A6
2054-12-20
0.382700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6853766.69
GRANM 2007-2 3A1
2054-12-17
0.387200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1416223.74
HVMLT 2004-6 4A
2034-08-19
2.702400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7850665.41
INDS 2006-1 A4
2036-05-25
6.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
40.41
JPMCC 2007-CB18 A4
2047-06-12
5.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
782652.28
LBUBS 2006-C7 A3
2038-11-15
5.347000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
341224.65
SACO 2006-3 A1
2036-04-25
0.553900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1358795.13
SARM 2004-6 3A-2
2034-06-25
2.444700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5221701.40
SLR STUDENT
2038-12-15
0.647200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7610139.56
WAMMS 2003-AR1 4A
2033-02-25
2.225000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
358678.73
First Tier Security
N/A
N/A
2016-01-03
2016-01-03
N
Y
Credit Suisse AG
N/A
N/A
N
190000000.00
190000000.00
0.0125
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
190062985.00
190062985.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.330000%
2284K1Z97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Credit / Liquidity
BNP Paribas SA
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
29000000.00
28981657.50
0.0019
N
28982800.10
28982800.10
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
92975277.50
0.0061
N
92986821.90
92986821.90
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
12994041.67
0.0009
N
12996360.00
12996360.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M151001_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-09-06
2.625000
Government Agency Debt
35130000.00
36050054.70
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
35000000.00
35000000.00
0.0023
N
35000000.00
35000000.00
DNB Bank ASA
DNB Bank ASA 0.325000%
2332K1X13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
14000000.00
14000000.00
0.0009
N
13999977.60
13999977.60
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
120000000.00
120000000.00
0.0079
Security is a time deposit.
N
120000000.00
120000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000%
981LCR005_M151006
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
31000000.00
31000000.00
0.0020
Security is a time deposit.
N
30999862.05
30999862.05
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M151001_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
1453733900.00
1543002247.00
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
1543000000.00
1543000000.00
0.1012
N
1543000000.00
1543000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.070000%
985YBN003_0.0700_M151001_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-15
7.875000
Treasury Debt
149011300.00
199698000.00
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
304900.00
304328.00
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
200000000.00
200000000.00
0.0131
N
200000000.00
200000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.070000%
985YBN003_0.0700_M151002_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
369893700.00
387001468.60
United States Treasury Department
2023-08-15
2.500000
Treasury Debt
303225300.00
317999952.70
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
705000000.00
705000000.00
0.0462
N
705000000.00
705000000.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
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 0.120000%
38399H002_0.1200_M151001_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-06-01
2.567000
Government Agency Debt
0.00
2415120.02
Fannie Mae
2045-05-01
2.598000
Government Agency Debt
0.00
2457973.24
Freddie Mac
2026-10-01
4.000000
Government Agency Debt
0.00
2708745.45
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
0.00
860969.14
Freddie Mac
2030-03-01
3.000000
Government Agency Debt
0.00
2694348.30
Freddie Mac
2038-11-01
6.500000
Government Agency Debt
0.00
2729781.28
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
0.00
2453063.34
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
16000000.00
16000000.00
0.0010
N
16000000.00
16000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M151001_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-08-01
3.554000
Government Agency Debt
0.00
4502347.92
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
0.00
4532448.34
Fannie Mae
2030-08-01
3.000000
Government Agency Debt
0.00
4107965.07
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
0.00
4470516.85
Fannie Mae
2037-08-01
2.090000
Government Agency Debt
0.00
4403515.12
Fannie Mae
2040-03-01
3.500000
Government Agency Debt
0.00
4477495.32
Fannie Mae
2041-11-01
2.946000
Government Agency Debt
0.00
4399346.21
Fannie Mae
2042-05-01
2.594000
Government Agency Debt
0.00
2591759.01
Fannie Mae
2043-03-01
2.342000
Government Agency Debt
0.00
4426086.85
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
0.00
4464798.37
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
0.00
4514331.08
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
0.00
4570817.31
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
0.00
4472477.69
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
0.00
4539823.15
Fannie Mae
2044-09-01
2.823000
Government Agency Debt
0.00
4411773.57
Fannie Mae
2045-07-01
2.584000
Government Agency Debt
0.00
4367478.96
Fannie Mae
2045-07-01
4.500000
Government Agency Debt
0.00
4515172.34
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
0.00
4383768.27
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
0.00
4360385.11
Freddie Mac
2030-06-01
3.000000
Government Agency Debt
0.00
4529105.01
Freddie Mac
2030-07-01
3.000000
Government Agency Debt
0.00
4351794.19
Freddie Mac
2035-08-01
4.000000
Government Agency Debt
0.00
4443625.43
Freddie Mac
2035-10-01
5.500000
Government Agency Debt
0.00
4551039.17
Freddie Mac
2037-05-01
3.500000
Government Agency Debt
0.00
4524829.87
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
0.00
1637362.26
Freddie Mac
2043-06-01
2.500000
Government Agency Debt
0.00
4520873.40
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
0.00
4410706.24
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
0.00
4517933.33
Freddie Mac
2044-02-01
3.500000
Government Agency Debt
0.00
4570492.81
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
0.00
4471852.81
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
0.00
4449535.24
Freddie Mac
2044-10-01
4.500000
Government Agency Debt
0.00
4560201.78
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
0.00
4577460.44
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
0.00
1361463.59
Freddie Mac
2045-02-01
4.500000
Government Agency Debt
0.00
4390679.34
Freddie Mac
2045-03-01
4.500000
Government Agency Debt
0.00
4370854.73
Freddie Mac
2045-07-01
4.500000
Government Agency Debt
0.00
4506242.45
Freddie Mac
2045-07-01
4.500000
Government Agency Debt
0.00
4464076.78
Freddie Mac
2045-09-01
4.500000
Government Agency Debt
0.00
4537564.98
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
163000000.00
163000000.00
0.0107
N
163000000.00
163000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M151002_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
7.150000
Government Agency Debt
0.00
3053505.33
Fannie Mae
2030-03-01
3.000000
Government Agency Debt
0.00
5834513.41
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
0.00
5836925.72
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
0.00
5899661.69
Fannie Mae
2045-09-01
4.500000
Government Agency Debt
0.00
5895394.33
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
26000000.00
26000000.00
0.0017
N
26000000.00
26000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
992JYE002_0.1200_M151007_2M54
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-09-30
1.000000
Treasury Debt
0.00
203699.08
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
0.00
79356356.29
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
78000000.00
78000000.00
0.0051
N
78000000.78
78000000.78
Gotham Funding Corp
Gotham Funding Corp 0.340000%
38346MZE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
50000000.00
49965055.56
0.0033
N
49967190.00
49967190.00
HSBC Bank Plc
HSBC Bank Plc 0.342800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-05
2016-01-04
N
N
N
134000000.00
134000000.00
0.0088
N
134000671.34
134000671.34
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
0.0103
N
156997974.70
156997974.70
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
37997967.00
37997967.00
HSBC Bank USA
HSBC Bank USA 0.400000%
40428AJ81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
35000000.00
35000000.00
0.0023
N
35000035.00
35000035.00
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
5999493.33
0.0004
N
5999746.80
5999746.80
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
999876.67
0.0001
N
999936.40
999936.40
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
34981663.89
0.0023
N
34989398.50
34989398.50
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
0.0053
N
81000875.61
81000875.61
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
70014091.70
70014091.70
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
0.0039
N
60018036.60
60018036.60
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
13002017.73
13002017.73
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
13002877.03
13002877.03
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.140000%
46899T004_0.1400_M151001_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
38026.00
31456.93
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
30944502.00
25718543.35
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
25000000.00
25000000.00
0.0016
N
25000000.00
25000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.750000%
921ACP006_0.7500_M151229_2M54
0001168163
Other Repurchase Agreement
N
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 5%21
2021-10-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49.00
51.32
AGATE BAY MTG TR 2014-2
2044-09-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1596400.00
1079977.28
ALTICE FING S A
2023-02-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
93410.00
89935.67
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1105645.00
1275582.76
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
628489.00
725087.83
APPLE COMPUTER, INC
2023-05-03
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
210762.35
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
364000.00
186712.13
B2R MTG TR 2015 1
2048-05-15
3.469000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
239185.00
239185.34
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
419.04
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
140665.11
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
3078393.90
CBS CORP NEW
2026-01-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2708000.00
2689230.55
CELGENE CORP SR GLBL NT 20
2020-08-15
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
443000.00
449106.02
CMS ENERGY CORP
2018-02-15
5.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
205301.72
COMM 2015 CCRE24 MTG TR
2055-08-10
3.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8384083.00
6483058.32
COMM 2015 CCRE24 MTG TR
2055-08-10
3.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5203653.00
4023765.73
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15382775.00
7915092.04
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
28478487.00
27402326.43
DEUTSCHE BANK A G
2025-04-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3089000.00
3052503.46
EXPORKLORE SA
2031-12-05
4.170700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52936472.00
53596184.70
FIDELITY NATIONAL INFORMATION SERVICES INC
2024-06-05
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6634000.00
6399380.30
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1481000.00
1402110.01
FRONTIER COMMUNICATIONS CORPORATION
2025-09-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1029.00
988.13
GCB TELEFONICA EUROPE
2030-09-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7897000.00
10392195.35
GRANITE MSTR ISSUER 2006-3 C2 20541220 FLT
2054-12-20
1.216000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11804416.00
11632293.19
GRANITE MSTR ISSUER 2006-3 C2 20541220 FLT
2054-12-20
1.216000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177538.00
174949.28
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
11430700.00
12195436.69
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
677489.00
716696.79
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2023936.00
2035618.64
IMPERIAL TOBACCO FINANCE PLC SR 144A NT 18
2018-07-20
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6654000.00
6644218.62
JP MORGAN MTG TR 2015-3 A-15 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3579411.00
3562706.29
JP MORGAN MTG TR 2015-3 A-19 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10383000.00
9787235.21
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1897858.00
1925533.20
MERCK & CO INC NEW
2016-05-18
0.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
281387.87
MORGAN STANLEY CAP I TR
2047-09-17
5.564400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
912540.00
1020439.17
MORGAN STANLEY CAP I TR
2047-09-17
5.564400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88666.00
99149.91
REYNOLDS AMERICAN INC
2025-06-12
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
978000.00
1037188.56
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7321000.00
7744235.15
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12314853.00
9938861.46
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5599734.00
4519337.78
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1523.00
1087.14
SHELLPOINT ASSET FDG TR
2043-07-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5963334.00
4411875.38
SIEMENS FINANCIERINGSMAATSCH
2045-05-27
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8900000.00
9324025.67
TECK CORP
2017-01-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5359000.00
5079327.19
TECK CORP
2017-01-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
624000.00
591435.00
THE TRUSTEES OF PRINCETON UNIV
2039-03-01
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1291.87
TIME WARNER CABLE INC
2020-02-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6387000.00
6929220.81
WFRBS COML MTG TR 2013 C16
2046-09-17
5.148000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3615600.00
3486244.61
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
6045902.00
5771729.37
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
329371.00
319012.96
WINWATER MTG LN TR 2015-4 A-7 20450620 FLT
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17999900.00
17938578.34
ZFS FIN TRUST I
2065-12-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1723000.00
1785566.44
First Tier Security
N/A
N/A
2015-12-29
2015-12-29
N
N
N
226000000.00
226000000.00
0.0148
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
226028190.20
226028190.20
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
992JYG007_0.0900_M151007_2M54
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
1791300.00
1880305.67
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
2967600.00
3007356.97
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
9455600.00
9764705.62
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
506200.00
532116.17
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
62396100.00
64607573.77
United States Treasury Department
2022-03-31
1.750000
Treasury Debt
123427600.00
123788008.60
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
405300.00
426146.61
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
200000000.00
200000000.00
0.0131
N
200000002.00
200000002.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.335000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
54000000.00
54000000.00
0.0035
N
54001134.54
54001134.54
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.428300%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
114000000.00
114006840.00
0.0075
N
114000000.00
114000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.455000%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-10-22
2016-10-21
N
N
N
25000000.00
25000000.00
0.0016
N
25003775.00
25003775.00
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
13996616.67
0.0009
N
13997608.80
13997608.80
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
24992888.89
0.0016
N
24995120.00
24995120.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.120000%
51489NLT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
75000000.00
75000000.00
0.0049
N
74999947.50
74999947.50
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
76006817.96
76006817.96
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
85041914.35
85041914.35
Lloyds Bank Plc
Lloyds Bank Plc 0.060000%
53999C006
0001167831
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
57000000.00
57000000.00
0.0037
Security is a time deposit.
N
57000000.00
57000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M151001_2M54
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2040-01-16
3.000000
Government Agency Debt
72860293.00
22660000.07
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
22000000.00
22000000.00
0.0014
N
22000000.00
22000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.620000%
921ACQ004_0.6200_M151104_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
125665299.00
138000000.20
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
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
120025404.00
120025404.00
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
36001613.16
36001613.16
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
8000399.28
8000399.28
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
38005962.58
38005962.58
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
30001275.30
30001275.30
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
0.0098
N
150042676.50
150042676.50
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
0.0010
N
16003784.16
16003784.16
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
2000354.02
2000354.02
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682AZP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-01-27
N
N
N
60000000.00
60000000.00
0.0039
N
60005532.60
60005532.60
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AZR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
35000000.00
35000000.00
0.0023
N
35002954.35
35002954.35
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
47007402.97
47007402.97
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
2000120.02
2000120.02
Mizuho Bank Ltd
Mizuho Bank Ltd 0.500000%
60689DKQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
152000000.00
152000000.00
0.0100
N
152014897.52
152014897.52
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.170000%
60686N005_0.1700_M151001_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-09-01
2.592000
Government Agency Debt
0.00
8965974.43
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
0.00
7345555.81
Fannie Mae
2040-12-01
3.330000
Government Agency Debt
0.00
1786399.99
Fannie Mae
2041-01-01
3.202000
Government Agency Debt
0.00
1790336.86
Fannie Mae
2041-01-01
3.203000
Government Agency Debt
0.00
11851211.41
GNMA
2040-12-20
0.553000
Government Agency Debt
0.00
3280521.68
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
34000000.00
34000000.00
0.0022
N
34000000.00
34000000.00
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
1000156.71
1000156.71
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
71016018.31
71016018.31
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
3001791.93
3001791.93
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
85997133.33
0.0056
N
85998271.40
85998271.40
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
59969783.33
0.0039
N
59983164.00
59983164.00
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
135048088.35
135048088.35
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.330000%
65409SZA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-10
2015-12-10
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
50000000.00
49967916.66
0.0033
N
49969725.00
49969725.00
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
27006547.77
27006547.77
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
27999902.84
0.0018
N
28002990.68
28002990.68
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
90999671.61
0.0060
N
91009965.41
91009965.41
Old Line Funding, LLC
Old Line Funding, LLC 0.500000%
67983TCV6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
94000000.00
93765000.01
0.0061
N
93775039.20
93775039.20
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
23981760.00
0.0016
N
23985165.60
23985165.60
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
1000041.21
1000041.21
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
32003622.72
32003622.72
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
0.0020
N
31003918.71
31003918.71
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.100000%
69033P7D6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
50000000.00
50000000.00
0.0033
N
49999210.00
49999210.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.520000%
69033QC30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
11000000.00
10975531.11
0.0007
N
10984276.60
10984276.60
Rabobank Nederland
Rabobank Nederland 0.510000%
21684BJ62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
39000000.00
39000000.00
0.0026
N
39014442.09
39014442.09
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
0.0050
N
77008393.77
77008393.77
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
0.0039
N
60010536.60
60010536.60
Rabobank Nederland
Rabobank Nederland 0.370000%
21685VHJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
12000000.00
12000000.00
0.0008
N
12002661.72
12002661.72
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZ38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
12000000.00
11992650.00
0.0008
N
11993749.20
11993749.20
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZ95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
43000000.00
42971154.17
0.0028
N
42974496.70
42974496.70
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
1000000.00
999280.56
0.0001
N
999343.80
999343.80
Royal Bank of Canada
Royal Bank of Canada 0.374300%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2015-10-07
2016-09-06
N
N
N
75000000.00
75000000.00
0.0049
N
75003525.00
75003525.00
Royal Bank of Canada
Royal Bank of Canada 0.403500%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-10-05
2016-10-03
N
N
N
100000000.00
100000000.00
0.0066
N
99991600.00
99991600.00
Royal Bank of Canada
Royal Bank of Canada 0.313000%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2015-12-10
N
N
N
39000000.00
39000000.00
0.0026
N
39000156.39
39000156.39
Royal Bank of Canada
Royal Bank of Canada 0.309300%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2016-01-06
N
N
N
194000000.00
194000000.00
0.0127
N
193997284.00
193997284.00
Royal Bank of Canada
Royal Bank of Canada 0.336400%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-04-13
N
N
N
51000000.00
51000000.00
0.0033
N
51001173.51
51001173.51
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
8000796.88
8000796.88
Royal Bank of Canada
Royal Bank of Canada 0.403700%
78009NVJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2016-08-31
N
N
N
50000000.00
50000000.00
0.0033
N
50002250.50
50002250.50
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
39982111.11
0.0026
N
39986944.00
39986944.00
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
46978523.61
0.0031
N
46984146.90
46984146.90
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
11993700.00
0.0008
N
11995012.80
11995012.80
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
36000000.00
0.0024
N
35999902.80
35999902.80
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.100000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
85000000.00
85000000.00
0.0056
Security is a time deposit.
N
84999902.25
84999902.25
Societe Generale
Societe Generale 0.330000%
83369BA48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
13000000.00
12988679.17
0.0009
N
12990536.00
12990536.00
Societe Generale
Societe Generale 0.350000%
83369TB48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
26000000.00
26000000.00
0.0017
N
26005179.46
26005179.46
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
0.0022
N
34004552.94
34004552.94
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86563R3K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
50000000.00
50000000.00
0.0033
N
50006990.50
50006990.50
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.500000%
86563R4V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
5000000.00
5000000.00
0.0003
N
5000396.55
5000396.55
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.500000%
86563R6B9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
6000000.00
6000000.00
0.0004
N
6000086.46
6000086.46
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
24005321.04
24005321.04
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
0.0049
N
75015068.25
75015068.25
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
35007549.85
35007549.85
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
7001567.37
7001567.37
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
10000295.10
10000295.10
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
45002898.45
45002898.45
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
0.0014
N
22001601.82
22001601.82
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
0.0062
N
95014222.45
95014222.45
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
18003094.38
18003094.38
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
10001548.10
10001548.10
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
21000071.61
21000071.61
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
49005018.09
49005018.09
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
67010667.07
67010667.07
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
2000311.22
2000311.22
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
0.0016
N
25003845.25
25003845.25
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.330000%
86563KH71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
159000000.00
159000000.00
0.0104
N
159022531.89
159022531.89
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.330000%
86563KJ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
4000000.00
4000000.00
0.0003
N
4000470.04
4000470.04
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
0.0095
N
145019489.45
145019489.45
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
18002372.58
18002372.58
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
76009280.36
76009280.36
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
62007570.82
62007570.82
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
43009438.93
43009438.93
Swedbank AB
Swedbank AB 0.080000%
87019T6X5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
150000000.00
150000000.00
0.0098
N
149997957.00
149997957.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.510000%
88602TCF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
48000000.00
47887120.00
0.0031
N
47889556.80
47889556.80
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.400000%
88602UZG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3996622.22
0.0003
N
3997270.80
3997270.80
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
33007339.53
33007339.53
Toronto-Dominion Bank
Toronto-Dominion Bank 0.326000%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-20
2016-03-21
N
N
N
54000000.00
54000000.00
0.0035
N
54000702.54
54000702.54
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
0.0086
N
131013048.91
131013048.91
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
50010040.50
50010040.50
Toronto-Dominion Bank
Toronto-Dominion Bank 0.344300%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2016-05-27
N
N
N
172000000.00
172000000.00
0.0113
N
172015309.72
172015309.72
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
0.0099
N
151019782.51
151019782.51
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
118936467.23
0.0078
N
118961682.00
118961682.00
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
83948643.34
0.0055
N
83965056.00
83965056.00
UBS AG
UBS AG 0.350000%
90267RU98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
139000000.00
139000000.00
0.0091
N
139020837.49
139020837.49
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
7001049.37
7001049.37
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
0.0061
N
93026217.63
93026217.63
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
5993466.66
0.0004
N
5995990.80
5995990.80
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
28968100.00
0.0019
N
28980262.60
28980262.60
United States Treasury Department
United States Treasury Department 0.099000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2017-01-31
N
N
N
48000000.00
47999864.21
0.0031
N
47990400.00
47990400.00
United States Treasury Department
United States Treasury Department 0.060000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2016-01-31
N
N
N
103000000.00
102995788.40
0.0068
N
103000824.00
103000824.00
United States Treasury Department
United States Treasury Department 0.085000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0041
N
63008001.00
63008001.00
Victory Receivables Corp
Victory Receivables Corp 0.340000%
92646LZE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
12000000.00
11991613.34
0.0008
N
11992125.60
11992125.60
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.457200%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-12-15
2016-10-14
N
N
N
135000000.00
135000000.00
0.0089
N
134981640.00
134981640.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.312800%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-19
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 0.316000%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
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 0.293900%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-11-25
N
N
N
35000000.00
35000000.00
0.0023
N
34999405.00
34999405.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.329300%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2016-02-08
N
N
N
38000000.00
38000000.00
0.0025
N
38001824.38
38001824.38
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.332700%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2016-02-09
N
N
N
18000000.00
18000000.00
0.0012
N
18000864.18
18000864.18
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.336400%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-14
2016-02-12
N
N
N
60000000.00
60000000.00
0.0039
N
60002700.60
60002700.60
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.324300%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2016-02-26
N
N
N
50000000.00
50000000.00
0.0033
N
50001950.50
50001950.50
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
0.0090
N
137002330.37
137002330.37
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.366000%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2016-05-23
N
N
N
48000000.00
48000000.00
0.0031
N
48004272.48
48004272.48
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.510000%
94988EJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
8000000.00
8000000.00
0.0005
N
8009950.48
8009950.48
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.140000%
976PDT008_0.1400_M151001_2M54
0000827124
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
223608060.00
182556819.10
Freddie Mac
2043-05-01
3.000000
Government Agency Debt
24624715.00
21283974.35
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
196000000.00
196000000.00
0.0129
N
196000000.00
196000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.250000%
927CYE007_0.2500_M151002_2M54
0000072971
Other Repurchase Agreement
N
ACE INA HOLDINGS INC
2023-03-13
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
201000.00
195288.58
ACTAVIS FDG SCS
2025-03-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
284000.00
275815.12
ALLEGHANY CORP DEL
2044-09-15
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6472000.00
6323672.55
AON PLC
2043-05-24
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
8744.62
BURLINGTON NORTHERN SANTA FE LLC
2042-09-01
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
103000.00
99367.63
BURLINGTON NORTHERN SANTA FE, LLC
2042-03-15
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106000.00
103347.17
CF INDUSTRIES INC
2034-03-15
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9661.40
COX COMMUNICATIONS INC
2022-12-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74000.00
71023.66
GULF SOUTH PIPELINE CO LP
2022-06-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2245000.00
2140330.62
KILROY REALTY LP
2029-08-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
832000.00
810078.88
KIMCO REALTY CORPORATION
2045-04-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1821000.00
1720448.43
MUFG AMERS HLDGS CORP
2025-02-10
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59000.00
57024.48
NATIONAL RURAL UTILITIES
2025-01-27
2.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
155831.60
NOBLE HOLDING INTERNATIONAL LIMITED
2018-03-16
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
111921.30
OMEGA HEALTHCARE INVESTORS INC
2027-04-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
371000.00
361669.35
PENTAIR FIN S A
2022-09-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
788000.00
746222.21
PLAINS ALL AMERICAN PIPELINE LP
2042-06-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2423000.00
2293184.41
PLAINS EXPLORATION & PRODUCTION COMPANY
2019-06-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
42991.41
PLUM CREEK TIMBERLANDS L P
2023-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
6821.67
PNC BANK CORP
2049-01-01
4.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
328968.52
PUBLIC SERVICE CO FIRST MTGE BDS
2022-09-15
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2262000.00
2201033.44
SCENTRE GROUP TR 1 SCENTRE GROUP TR 2
2021-04-28
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
790987.50
SCHLUMBERGER INVT SA
2022-08-01
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
216257.25
SCLUMBERGER INVT SA
2022-08-01
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5003000.00
4808600.10
SELECT INCOME REIT
2025-02-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3487000.00
3354912.44
SIMON PROP GROUP L P
2023-02-01
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4787000.00
4668028.42
SWISS RE TREAS US CORP
2042-12-06
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4493000.00
4366424.70
TEVA PHARMACEUTICAL FIN CO B.V
2022-12-18
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
601000.00
580781.36
TOTAL CAP CDA LTD
2023-07-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
337000.00
325447.36
TUCSON ELEC PWR CO SR NT 3.05%25
2025-03-15
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5394000.00
5214923.69
WATSON PHARMACEUTICALS, INC.
2042-10-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
171000.00
162589.63
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
37000000.00
37000000.00
0.0024
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
37000000.00
37000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.250000%
927CYE007_0.2500_M151005_2M54
0000072971
Other Repurchase Agreement
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.089200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44328019.00
31051510.01
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
27000000.00
27000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
26999784.00
26999784.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.750000%
927CYE007_0.7500_M160103_2M54
0000072971
Other Repurchase Agreement
N
ARES IIR IV CLO LTD
2021-04-16
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3050000.00
888370.45
BAYVIEW OPPORTUNITYMASTER FD IIIA TR 2014 12 RPL
2019-07-28
3.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34000000.00
6866791.24
CALLIDUS DEBT PARTNERS CLO FUND I V
2020-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294000.00
8490.13
CARBON CAPIAL
2038-09-21
2.395100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
574729.35
GSC 2007-8X
2021-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810000.00
132475.71
GULF STREAM COMPASS CLO 2005 II
2020-01-24
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1710804.92
MMCAPS FDG XIX LTD
2038-01-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
83393.00
ORES NPL 2013-LV2 LLC / ORES REO 2013-LV2 LLC
2025-09-25
3.081000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25669000.00
4862205.05
PEGASUS AVIATION LEASE SEC
2029-03-25
5.878000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
59086.94
PEGASUS AVIATION LEASE SEC I
2030-03-25
8.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
88193.70
PPM GRAYHAWK CLO LTD
2021-04-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1346855.00
PRIMUS CLO II LTD
2021-07-21
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11625000.00
3712060.12
RIAL 2014 LT5 LLC SUBSIDIARIES
2024-05-15
2.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12200000.00
1754440.82
RREF 2014 LT6 LLC SUBSIDIARIES
2024-09-16
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45500000.00
12413613.12
SANDS POINT FUNDING LTD
2020-07-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1622315.00
STANWICH MTG LN CO 2013 NPL2 LLC
2059-04-16
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27732000.00
6591204.80
STRUCTURED ASSET SECURITIES CORP NIM TR
2033-07-27
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
41.83
VENTURE VII CDO LTD
2022-01-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
472158.00
VFC 2014 2 LLC SUBSIDIARIES
2030-07-22
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18593285.00
6458510.44
First Tier Security
N/A
N/A
2016-01-03
2016-01-03
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
43010719.90
43010719.90
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.090000%
976PUB008_0.0900_M151006_2M54
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-09-01
3.451000
Government Agency Debt
500000.00
527137.72
Fannie Mae
2030-08-01
3.500000
Government Agency Debt
2601856.00
2743882.80
Fannie Mae
2035-08-01
3.500000
Government Agency Debt
9261624.00
9750801.94
Fannie Mae
2044-05-01
4.000000
Government Agency Debt
2088334.00
2199105.19
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
7187320.00
7571988.56
Freddie Mac
2023-01-01
5.500000
Government Agency Debt
5027341.00
5301943.40
Freddie Mac
2030-07-01
3.500000
Government Agency Debt
4265928.00
4495449.04
Freddie Mac
2035-05-01
4.000000
Government Agency Debt
654745.00
690273.78
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
32000000.00
32000000.00
0.0021
N
32000000.00
32000000.00
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
55020532.05
55020532.05
Westpac Banking Corp
Westpac Banking Corp 0.295000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
15000000.00
15000000.00
0.0010
N
14999730.00
14999730.00
Westpac Banking Corp
Westpac Banking Corp 0.329300%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-08
2016-02-08
N
N
N
14000000.00
14000000.00
0.0009
N
14000686.14
14000686.14
Westpac Banking Corp
Westpac Banking Corp 0.336400%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-13
2016-02-12
N
N
N
79000000.00
79000000.00
0.0052
N
79003634.79
79003634.79
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
649038.38
649038.38
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
649038.38
649038.38
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
143064.53
143064.53
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
143064.53
143064.53
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
1100591.04
1100591.04
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
1100591.04
1100591.04
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
187010.86
187010.86
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
187010.86
187010.86