0001145549-15-008361.txt : 20151229
0001145549-15-008361.hdr.sgml : 20151229
20151106162904
ACCESSION NUMBER: 0001145549-15-008361
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151031
FILED AS OF DATE: 20151106
DATE AS OF CHANGE: 20151106
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: 151212010
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Premier Shares
SWAXX
C000038267
Ultra Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-10-31
0000857156
S000004508
4
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
44
81
10158870548.26
59072993.10
72935525.95
10145008015.41
0.0032
1.0001
2015-10-31
1.0001
2015-10-31
C000012383
25000.00
6503143833.02
1.00
-57493675.13
69080298.96
126573974.09
0.0001
1.0001
2015-10-31
1.0001
2015-10-31
C000012384
1000000.00
1031326216.08
1.00
-30516394.33
19391691.55
49908085.88
0.0001
1.0001
2015-10-31
1.0001
2015-10-31
C000012385
3000000.00
714147661.95
1.00
-608119.37
37375255.60
37983374.97
0.0008
1.0001
2015-10-31
1.0001
2015-10-31
C000038267
10000000.00
1896390304.36
1.00
38325493.27
135840892.57
97515399.30
0.0011
1.0001
2015-10-31
1.0001
2015-10-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.310000%
00279H6S0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
Y
Santander UK Plc
N/A
N/A
N
45000000.00
45000000.00
0.0044
N
45001156.95
45001156.95
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
37000000.00
37000000.00
0.0036
N
37011107.77
37011107.77
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
2015-11-03
2015-11-03
N
N
N
74000000.00
74000000.00
0.0073
Security is a time deposit.
N
73999840.90
73999840.90
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
926TZC004
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
122000000.00
122000000.00
0.0120
Security is a time deposit.
N
121999396.10
121999396.10
Bank of America, NA
Bank of America, NA 0.404000%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-11-04
2016-04-04
N
N
N
45000000.00
45000000.00
0.0044
N
45000585.00
45000585.00
Bank of America, NA
Bank of America, NA 0.330000%
06053PJE8
Other Note
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
9000000.00
9000000.00
0.0009
N
8999784.00
8999784.00
Bank of America, NA
Bank of America, NA 0.460000%
06053PJF5
Other Note
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
4000000.00
4000000.00
0.0004
N
4002312.04
4002312.04
Bank of America, NA
Bank of America, NA 0.530000%
06053PJV0
Other Note
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
23000000.00
23000000.00
0.0023
N
23019527.23
23019527.23
Bank of America, NA
Bank of America, NA 0.340000%
06053PKK2
Other Note
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
9000000.00
9000000.00
0.0009
N
9000828.09
9000828.09
Bank of America, NA
Bank of America, NA 0.460000%
06053PKQ9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
96000000.00
96000000.00
0.0095
N
95977728.00
95977728.00
Bank of America, NA
Bank of America, NA 0.460000%
06053PKU0
Other Note
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
35000000.00
35000000.00
0.0034
N
34992475.00
34992475.00
Bank of Montreal
Bank of Montreal 0.310000%
06366CM70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
15000000.00
15000000.00
0.0015
N
15000460.65
15000460.65
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
55000000.00
55000000.00
0.0054
N
55003097.05
55003097.05
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
150000000.00
150000000.00
0.0148
N
150030751.50
150030751.50
Bank of Nova Scotia
Bank of Nova Scotia 0.425800%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2016-07-15
N
N
N
33000000.00
33000000.00
0.0033
N
33001221.33
33001221.33
Bank of Nova Scotia
Bank of Nova Scotia 0.294100%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-12-08
N
N
N
10000000.00
10000000.00
0.0010
N
10000040.10
10000040.10
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417JE99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
88700000.00
88467162.50
0.0087
N
88500841.89
88500841.89
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
68000000.00
67818666.67
0.0067
N
67843457.20
67843457.20
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
22000000.00
22000000.00
0.0022
N
22001252.02
22001252.02
Bank of the West
Bank of the West 0.320000%
06426GHZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
N
3000000.00
3000000.00
0.0003
N
3000617.43
3000617.43
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.546900%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2016-03-10
N
N
N
108000000.00
108000000.00
0.0106
N
108001621.08
108001621.08
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538JWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-09
2016-02-09
N
N
N
46000000.00
46000000.00
0.0045
N
46022158.66
46022158.66
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.510000%
06538MAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
3000000.00
3000000.00
0.0003
N
3000799.53
3000799.53
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.510000%
06538MDL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
3000000.00
3000000.00
0.0003
N
3000014.10
3000014.10
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
30000000.00
30000000.00
0.0030
N
30048816.30
30048816.30
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
24000000.00
24000000.00
0.0024
N
24014066.64
24014066.64
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
30000000.00
30000000.00
0.0030
N
30017583.30
30017583.30
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06741XZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
42000000.00
42000000.00
0.0041
N
42001613.22
42001613.22
Barclays Capital, Inc
Barclays Capital, Inc 0.090000%
992JYM004_0.0900_M151105_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
1860202.00
1009032.62
Fannie Mae
2028-02-01
3.500000
Government Agency Debt
5777713.00
3706856.08
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
4500000.00
3717308.70
Fannie Mae
2034-04-01
4.000000
Government Agency Debt
3736154.00
3720728.07
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
5500000.00
3657796.13
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
9033169.00
3643729.33
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
5087248.00
3748010.34
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
5000000.00
3718335.26
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
4217525.00
3672906.55
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
5193490.00
3677765.54
Fannie Mae
2044-03-01
3.500000
Government Agency Debt
3813052.00
3737652.94
Fannie Mae
2044-04-01
4.000000
Government Agency Debt
2578729.00
2413161.10
Fannie Mae
2044-08-01
3.500000
Government Agency Debt
3780000.00
3671040.25
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
3470671.00
3678334.09
Fannie Mae
2045-02-01
4.000000
Government Agency Debt
3538910.00
3668971.02
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
3526161.00
3753514.79
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3522523.00
3806465.59
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
3654105.00
3704197.40
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
3430820.00
3650622.42
Freddie Mac
2030-05-01
3.000000
Government Agency Debt
3683618.00
3706584.53
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
6752303.00
3822650.31
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
14574173.00
3723722.78
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
4453770.00
3810947.63
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
4659118.00
3691257.76
Freddie Mac
2044-08-01
4.500000
Government Agency Debt
3405363.00
3675973.10
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
3686532.00
3772436.04
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
89000000.00
89000000.00
0.0088
N
89000000.00
89000000.00
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
5000000.00
4998625.00
0.0005
N
4999326.50
4999326.50
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.180000%
08224MY32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
Y
Swap Agreement
SOCIETE GENERALE
N/A
N/A
20000000.00
19999900.00
0.0020
N
19999686.00
19999686.00
BNP Paribas Fortis SA
BNP Paribas Fortis SA 0.100000%
34959TCV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
24000000.00
24000000.00
0.0024
N
23999810.40
23999810.40
BNP Paribas Fortis SA
BNP Paribas Fortis SA 0.100000%
34959TCW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
15000000.00
15000000.00
0.0015
N
15000000.00
15000000.00
BNP Paribas SA
BNP Paribas SA 0.520000%
05572NA97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
39000000.00
39000000.00
0.0038
N
39022448.79
39022448.79
BNP Paribas SA
BNP Paribas SA 0.510000%
09658YD57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
63000000.00
62861662.50
0.0062
N
62881383.60
62881383.60
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987WVU007_0.0700_M151102_2MN4
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-01-07
0.00
Treasury Debt
27915500.00
27912150.14
United States Treasury Department
2016-06-30
0.500000
Treasury Debt
12854000.00
12887389.66
United States Treasury Department
2016-12-15
0.625000
Treasury Debt
100.00
100.40
United States Treasury Department
2018-11-30
1.250000
Treasury Debt
1000.00
1010.19
United States Treasury Department
2018-12-31
1.375000
Treasury Debt
200.00
202.50
United States Treasury Department
2019-02-28
1.375000
Treasury Debt
100.00
100.90
United States Treasury Department
2019-04-30
1.625000
Treasury Debt
100.00
102.17
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
1877500.00
2026322.49
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
600.00
655.87
United States Treasury Department
2019-10-31
1.500000
Treasury Debt
100.00
101.28
United States Treasury Department
2019-12-31
1.625000
Treasury Debt
1000.00
1014.36
United States Treasury Department
2020-05-15
3.500000
Treasury Debt
400.00
441.39
United States Treasury Department
2020-07-31
1.625000
Treasury Debt
200.00
201.92
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
300.00
316.63
United States Treasury Department
2020-09-30
1.375000
Treasury Debt
3500.00
3480.07
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
3000.00
3052.36
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
200.00
208.35
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
800.00
820.45
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
400.00
410.98
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
400.00
406.21
United States Treasury Department
2022-07-31
2.000000
Treasury Debt
100.00
101.21
United States Treasury Department
2023-02-15
2.000000
Treasury Debt
100.00
100.87
United States Treasury Department
2023-08-15
2.500000
Treasury Debt
200.00
208.31
United States Treasury Department
2025-08-15
2.000000
Treasury Debt
600.00
593.35
United States Treasury Department
2031-02-15
5.375000
Treasury Debt
200.00
276.22
United States Treasury Department
2036-02-15
4.500000
Treasury Debt
2.00
2.61
United States Treasury Department
2037-05-15
5.000000
Treasury Debt
100.00
140.72
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
100.00
134.82
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
42000000.00
42000000.00
0.0041
N
42000000.00
42000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M151102_2MN4
0001197610
Government Agency Repurchase Agreement
Y
0.625 FHLB 16 G3460
2016-12-28
0.625000
Government Agency Debt
131000.00
131391.44
3.25 FHLB 24 PV
2024-03-08
3.250000
Government Agency Debt
1790000.00
1902294.66
Fannie Mae
2016-08-15
0.215800
Government Agency Debt
165000.00
165046.68
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
1031741.00
19287.16
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
174039.00
21016.42
Fannie Mae
2020-07-01
3.500000
Government Agency Debt
467130.00
79061.01
Fannie Mae
2020-08-01
4.000000
Government Agency Debt
5000000.00
849728.67
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
245413.00
18422.68
Fannie Mae
2021-09-01
3.500000
Government Agency Debt
109244.00
36053.21
Fannie Mae
2023-09-01
3.500000
Government Agency Debt
204415.00
137570.83
Fannie Mae
2023-12-01
3.500000
Government Agency Debt
189454.00
130928.21
Fannie Mae
2024-12-25
3.049000
Government Agency Debt
288331.00
291565.85
Fannie Mae
2025-04-01
2.500000
Government Agency Debt
2998000.00
2851114.46
Fannie Mae
2026-08-01
5.500000
Government Agency Debt
1450645.00
89383.42
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
3371609.00
2383892.42
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
9660000.00
6781346.49
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
480225.00
380739.59
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
19869884.00
16230027.89
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
96496.00
79312.15
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
613917.00
419205.83
Fannie Mae
2028-12-01
3.500000
Government Agency Debt
135200.00
94541.14
Fannie Mae
2028-12-01
3.500000
Government Agency Debt
7000.00
6081.34
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
3274712.00
2877039.82
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
4419760.00
3862097.75
Fannie Mae
2029-07-01
3.500000
Government Agency Debt
291685.00
261302.92
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
1034684.00
1009501.97
Fannie Mae
2030-08-01
2.500000
Government Agency Debt
230288.00
232865.13
Fannie Mae
2035-11-25
0.493900
Government Agency Debt
6160.00
1033.33
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
235303.00
80835.08
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
77941.00
39431.75
Fannie Mae
2039-10-01
6.500000
Government Agency Debt
236214.00
58181.27
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
24871.00
5318.52
Fannie Mae
2040-06-25
0.923900
Government Agency Debt
69221300.00
11438560.20
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
733000.00
226809.55
Fannie Mae
2040-11-01
3.961000
Government Agency Debt
6889141.00
1693542.35
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
652087.00
639324.65
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
71700.00
56410.44
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
980975.00
832049.08
Fannie Mae
2043-12-01
5.000000
Government Agency Debt
14000.00
12320.53
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
5056460.00
5041955.73
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1134064.00
1057756.01
Fannie Mae
2045-01-01
3.500000
Government Agency Debt
2200000.00
2265306.96
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
5552269.00
5738323.93
Fannie Mae
2045-06-01
3.000000
Government Agency Debt
6774809.00
6808595.32
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
7293337.00
7503989.26
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
586020.00
606758.95
Fannie Mae
2045-10-01
3.000000
Government Agency Debt
5749184.00
5819356.62
Farm Federal Credit Bank
2016-06-20
0.270000
Government Agency Debt
1630000.00
1631438.48
Farm Federal Credit Bank
2025-08-19
3.090000
Government Agency Debt
3707000.00
3745864.81
Federal Home Loan Bank
2016-01-06
0.00
Government Agency Debt
650000.00
649883.00
Freddie Mac
2017-06-29
1.000000
Government Agency Debt
250000.00
252055.28
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
47138.00
731.66
Freddie Mac
2020-10-01
3.500000
Government Agency Debt
177027.00
32806.23
Freddie Mac
2023-08-01
5.000000
Government Agency Debt
981796.00
758466.65
Freddie Mac
2024-04-01
5.000000
Government Agency Debt
670993.00
650442.97
Freddie Mac
2024-04-01
5.000000
Government Agency Debt
524038.00
450095.40
Freddie Mac
2024-11-01
5.000000
Government Agency Debt
1500000.00
100511.37
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1043549.00
254303.37
Freddie Mac
2025-12-11
0.00
Government Agency Debt
1006000.00
758755.38
Freddie Mac
2026-06-01
6.500000
Government Agency Debt
616122.00
62516.16
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
613806.00
35223.97
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
567.00
57.36
Freddie Mac
2031-05-01
4.500000
Government Agency Debt
3840000.00
1487099.32
Freddie Mac
2034-06-01
5.500000
Government Agency Debt
1066.00
48.26
Freddie Mac
2034-06-01
6.000000
Government Agency Debt
1167804.00
93302.48
Freddie Mac
2036-02-15
0.606500
Government Agency Debt
1210.00
200.90
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
92.00
10.57
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
2924190.00
197377.30
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
245870.00
11886.91
Freddie Mac
2037-01-01
5.500000
Government Agency Debt
696991.00
69582.09
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
2.00
0.13
Freddie Mac
2038-03-01
5.500000
Government Agency Debt
1794264.00
90305.23
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
3514972.00
349651.30
Freddie Mac
2040-03-01
6.000000
Government Agency Debt
133626.00
27114.08
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
1376849.00
760071.00
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
12753.00
9780.69
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
583018.00
495827.08
Freddie Mac
2043-05-01
3.000000
Government Agency Debt
41316.00
37143.04
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
1051280.00
1049444.10
Freddie Mac
2044-03-01
4.000000
Government Agency Debt
982682.00
1014409.69
Freddie Mac
2045-04-01
4.000000
Government Agency Debt
1571470.00
1682317.22
Freddie Mac
2045-08-15
0.545700
Government Agency Debt
1032.00
1004.24
GNMA
2026-08-20
1.625000
Government Agency Debt
156407984.00
710854.02
GNMA
2027-02-15
2.500000
Government Agency Debt
495884.00
322096.93
GNMA
2033-06-15
5.000000
Government Agency Debt
1514.00
188.89
GNMA
2033-09-20
1.625000
Government Agency Debt
25000.00
1401.47
GNMA
2034-11-20
6.500000
Government Agency Debt
23872928.00
684292.87
GNMA
2035-06-20
4.500000
Government Agency Debt
15.00
2.90
GNMA
2036-02-20
2.250000
Government Agency Debt
1118.00
79.58
GNMA
2038-02-16
0.729000
Government Agency Debt
1010.00
233.08
GNMA
2038-12-20
1.625000
Government Agency Debt
49439801.00
3529916.93
GNMA
2039-03-15
5.000000
Government Agency Debt
1002339.00
100256.71
GNMA
2039-05-15
4.500000
Government Agency Debt
3351.00
661.46
GNMA
2040-04-15
5.000000
Government Agency Debt
1000.00
273.86
GNMA
2040-04-20
2.250000
Government Agency Debt
4544876.00
1541985.36
GNMA
2041-05-20
3.500000
Government Agency Debt
1798840.00
1697120.81
GNMA
2041-08-15
4.000000
Government Agency Debt
185631.00
33433.08
GNMA
2041-09-15
4.000000
Government Agency Debt
568083.00
259644.19
GNMA
2041-09-15
4.000000
Government Agency Debt
1024.00
299.30
GNMA
2042-01-15
4.000000
Government Agency Debt
65412.00
19093.25
GNMA
2042-04-15
3.500000
Government Agency Debt
27621.00
14788.09
GNMA
2042-07-15
4.000000
Government Agency Debt
2496711.00
288292.75
GNMA
2043-01-20
2.500000
Government Agency Debt
2637549.00
1504767.95
GNMA
2043-03-20
2.000000
Government Agency Debt
878124.00
499291.19
GNMA
2043-04-20
6.000000
Government Agency Debt
394630.00
192637.35
GNMA
2043-07-15
3.000000
Government Agency Debt
108505.00
97429.54
GNMA
2043-11-20
2.500000
Government Agency Debt
2409760.00
1486379.68
GNMA
2044-04-15
4.000000
Government Agency Debt
589299.00
538459.00
GNMA
2044-08-20
2.500000
Government Agency Debt
1962068.00
1518501.60
GNMA
2044-10-15
4.000000
Government Agency Debt
2510436.00
1920558.74
GNMA
2044-10-20
5.000000
Government Agency Debt
16697655.00
11549653.34
GNMA
2044-11-20
4.000000
Government Agency Debt
230246.00
184738.77
GNMA
2045-03-20
3.500000
Government Agency Debt
671586.00
663725.38
GNMA
2045-05-20
3.000000
Government Agency Debt
761120.00
785447.95
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
134000000.00
134000000.00
0.0132
N
134000000.00
134000000.00
BPCE SA
BPCE SA 0.100000%
05571CY62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
51000000.00
50999433.34
0.0050
N
50999008.56
50999008.56
CAFCO, LLC
CAFCO, LLC 0.450000%
12476ECV9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24953750.00
0.0025
N
24958370.00
24958370.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476FY42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
78000000.00
77998656.67
0.0077
N
77999025.00
77999025.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.433600%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-30
2016-06-28
N
N
N
90000000.00
90000000.00
0.0089
N
90002700.90
90002700.90
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
49000000.00
49000000.00
0.0048
N
49016929.99
49016929.99
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.276900%
13606JTN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
77000000.00
77000000.00
0.0076
N
76999769.00
76999769.00
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
23000000.00
22991145.00
0.0023
N
22994394.90
22994394.90
Charta, LLC
Charta, LLC 0.400000%
16115XZE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8995800.00
0.0009
N
8997806.70
8997806.70
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
22000000.00
22000000.00
0.0022
N
22006312.02
22006312.02
Chase Bank USA, NA
Chase Bank USA, NA 0.453500%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-27
2016-07-27
N
N
N
135000000.00
135000000.00
0.0133
N
135004726.35
135004726.35
Chase Bank USA, NA
Chase Bank USA, NA 0.450800%
161453BF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2016-08-01
N
N
N
44000000.00
44000000.00
0.0043
N
44000000.00
44000000.00
Coca-Cola Co
Coca-Cola Co 0.680000%
19121AF22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
99000000.00
98601690.00
0.0097
N
98751114.00
98751114.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.500000%
19422CDL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
N
20000000.00
19952777.77
0.0020
N
19951656.00
19951656.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.296800%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-19
2015-11-19
N
N
N
35000000.00
34999916.43
0.0034
N
34999440.00
34999440.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.326900%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-12
2016-05-12
N
N
N
39000000.00
39000000.00
0.0038
N
39002847.39
39002847.39
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.404100%
20272APD2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2016-07-08
N
N
N
37000000.00
37000000.00
0.0036
N
37001295.37
37001295.37
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZ19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
21000000.00
20995263.33
0.0021
N
20998376.70
20998376.70
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
30000000.00
29964733.33
0.0030
N
29977437.00
29977437.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UB39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26000000.00
25969103.33
0.0026
N
25980102.20
25980102.20
CRC Funding, LLC
CRC Funding, LLC 0.520000%
12622UCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24950888.89
0.0025
N
24963995.00
24963995.00
CRC Funding, LLC
CRC Funding, LLC 0.480000%
12622UCM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39925333.34
0.0039
N
39939464.00
39939464.00
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
70000000.00
70000000.00
0.0069
N
70017066.70
70017066.70
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
4000000.00
4000000.00
0.0004
N
4000511.64
4000511.64
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22533MV81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
27000000.00
27000000.00
0.0027
N
27000434.97
27000434.97
Credit Agricole SA
Credit Agricole SA 0.400000%
927RFF002
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
50000000.00
50000000.00
0.0049
N
50005695.50
50005695.50
Credit Suisse AG
Credit Suisse AG 0.590000%
22549VAY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
N
1000000.00
1000000.00
0.0001
N
1000629.71
1000629.71
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
34000000.00
34000000.00
0.0034
N
34010672.94
34010672.94
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
5000000.00
5000000.00
0.0005
N
5001919.55
5001919.55
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
0.0003
N
3001374.63
3001374.63
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
6000000.00
6000000.00
0.0006
N
6001882.86
6001882.86
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
61000000.00
61000000.00
0.0060
N
61019148.51
61019148.51
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.090000%
22799D001_0.0900_M151102_2MN4
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-03-15
1.000000
Treasury Debt
60985000.00
61201400.00
United States Treasury Department
2020-05-31
1.375000
Treasury Debt
29565000.00
29583000.00
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
89000000.00
89000000.00
0.0088
N
89000000.00
89000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M151102_2MN4
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.000000
Government Agency Debt
83980000.00
62902202.40
GNMA
2042-10-20
3.000000
Government Agency Debt
34045000.00
25500200.00
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
86667757.00
86667757.00
0.0085
N
86667757.00
86667757.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.850000%
988WZK004_0.8500_M160202_2MN4
0001230485
Other Repurchase Agreement
N
144A ABMT 2015-2 B2
2045-03-25
3.762486
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7360000.00
6326030.00
144A BACM 2003-2 H
2041-03-11
5.761000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2191480.00
144A CSMC 2014-WIN2 B1
2044-10-25
4.015900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6128000.00
6129730.00
144A CSMC 2014-WIN2 B2
2044-10-25
4.015900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6129000.00
6049680.00
144A CSMC 2014-WIN2 B3
2044-10-25
4.015900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4272000.00
4082910.00
144A CSMC 2015-WIN1 B1
2044-12-25
3.888400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5533000.00
5506520.00
144A TPMT 2015-2 1A2
2060-11-25
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37700000.00
38974152.36
144A TPMT 2015-2 2A2
2057-11-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
797000.00
787112.85
144A WBCMT 2004-C12 F
2041-07-15
5.428200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
144128.81
144A WIN 2015-2 B1
2045-02-20
3.925600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6144000.00
6418839.11
144A WIN 2015-2 B2
2045-02-20
3.925600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6889000.00
7047321.36
AGATE BAY MTG TR 2014-2
2044-09-25
3.905200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6363000.00
6116580.00
AGATE BAY MTG TR 2014-2
2044-09-25
3.905200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4305000.00
4207880.00
AGATE BAY MTG TR 2014-2
2044-09-25
3.905200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3744000.00
3539780.00
AGATE BAY MTG TR 2015-1
2045-01-25
3.823100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6428000.00
6361270.00
AGATE BAY MTG TR 2015-1
2045-01-25
3.823100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3633000.00
3537870.00
AGATE BAY MTG TR 2015-1
2045-01-25
3.823100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3214000.00
2982510.00
AHM 2004-1 4A
2044-04-25
2.528400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33450000.00
2788130.00
ARES XXVI CLO SER 26 CL H 144A
2025-04-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
22355700.00
CITIGROUP COML MTG TR
2046-04-10
4.456900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
93410.60
COMM 2013 CCRE11 MTG TR
2046-10-10
5.170300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73000.00
68994.20
CSAIL 2015-C3 VAR 08/48
2048-08-15
3.507600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4268000.00
3275590.00
CSFB 2002-22 2M2
2032-06-25
6.286000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4065600.00
3930470.00
CSMC 2015-1 B1
2045-01-25
3.955000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7753000.00
7834090.00
CSMC 2015-2
2045-02-25
3.948300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4563000.00
4649350.00
CSMC 2015-2
2045-02-25
3.948300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4388000.00
4293330.00
CSMC TR 2013-IVR1
2043-03-25
3.485200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5848000.00
5447860.00
CSMC TR 2013-IVR1
2043-03-25
3.485200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5849000.00
5412490.00
CSMC TR 2013-IVR2
2043-04-25
3.437700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6103000.00
5687530.00
CSMC TR 2013-IVR2
2043-04-25
3.437700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6104000.00
5658500.00
CSMC TR 2013-IVR2
2043-04-25
3.437700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5710000.00
5418430.00
CSMLT 2015-2 VAR 08/45
2045-08-25
3.911586
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7373000.00
6779470.00
CSMLT 2015-2 VAR 08/45
2045-08-25
3.911586
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6218000.00
6091160.00
CSMLT 2015-2 VAR 08/45
2045-08-25
3.911590
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4936000.00
4253340.00
CWHL 2004-11 3A1
2034-07-25
2.715300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
1327780.00
GS MTG SECS TR 2014-GC18
2047-01-10
4.947900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
129340.00
JPMMT 2013-2 B3
2043-05-25
3.679300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3208500.00
2944960.00
JPMMT 2013-2 B4
2043-05-25
3.679300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2434000.00
2123380.00
LBUBS 2005-C3 D
2040-07-15
4.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1792490.00
MLCFC 2007-9 AMA
2049-09-12
5.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
405.19
MSM
2034-09-25
2.512100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
693793.00
RBSSP
2045-07-26
2.558300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4007160.00
WFRBS COML MTG TR 2013 C14
2046-06-15
3.999300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1620971.78
WIN 2014-2 B1
2044-09-20
4.105000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
3619760.37
WIN 2014-2 B2
2044-09-20
4.105000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3876000.00
3849255.32
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
Y
Credit Suisse AG
N/A
N/A
N
197000000.00
197000000.00
0.0194
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
197077992.30
197077992.30
DBS Bank Ltd
DBS Bank Ltd 0.290000%
23305EY23
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
51000000.00
51000000.00
0.0050
N
50999510.40
50999510.40
DBS Bank Ltd
DBS Bank Ltd 0.300000%
23305EYR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-25
2015-11-25
N
N
N
40000000.00
39992333.33
0.0039
N
39996072.00
39996072.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M151102_2MN4
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-11-19
0.00
Treasury Debt
412000.00
411993.00
United States Treasury Department
2015-11-27
0.00
Treasury Debt
11000.00
10999.70
United States Treasury Department
2015-12-03
0.00
Treasury Debt
97000.00
96996.22
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
500000.00
505177.00
United States Treasury Department
2016-01-14
0.00
Treasury Debt
1240000.00
1239900.00
United States Treasury Department
2016-01-21
0.00
Treasury Debt
89000.00
88991.70
United States Treasury Department
2016-01-28
0.00
Treasury Debt
1549000.00
1548767.65
United States Treasury Department
2016-02-11
0.00
Treasury Debt
376000.00
375939.84
United States Treasury Department
2016-02-18
0.00
Treasury Debt
390000.00
389925.90
United States Treasury Department
2016-02-25
0.00
Treasury Debt
53000.00
52991.26
United States Treasury Department
2016-03-17
0.00
Treasury Debt
991000.00
990643.24
United States Treasury Department
2016-03-31
0.00
Treasury Debt
15695000.00
15684798.25
United States Treasury Department
2016-04-07
0.00
Treasury Debt
508000.00
507664.72
United States Treasury Department
2016-04-14
0.00
Treasury Debt
480000.00
479654.40
United States Treasury Department
2016-04-15
0.125000
Treasury Debt
132000.00
141507.30
United States Treasury Department
2016-04-28
0.00
Treasury Debt
1667000.00
1665229.65
United States Treasury Department
2016-05-15
0.250000
Treasury Debt
1030000.00
1030701.74
United States Treasury Department
2016-05-26
0.00
Treasury Debt
3207000.00
3203151.60
United States Treasury Department
2016-06-30
0.500000
Treasury Debt
1870000.00
1874857.53
United States Treasury Department
2016-07-15
0.625000
Treasury Debt
370000.00
371353.18
United States Treasury Department
2016-08-18
0.00
Treasury Debt
1490000.00
1486349.50
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
670000.00
676996.02
United States Treasury Department
2016-11-30
2.750000
Treasury Debt
400000.00
414400.31
United States Treasury Department
2017-03-31
3.250000
Treasury Debt
6557500.00
6820875.00
United States Treasury Department
2017-07-31
0.500000
Treasury Debt
700000.00
698730.49
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
1200000.00
1242123.55
United States Treasury Department
2017-08-31
0.625000
Treasury Debt
541000.00
540702.57
United States Treasury Department
2017-09-30
0.625000
Treasury Debt
5388000.00
5379714.85
United States Treasury Department
2017-11-15
0.875000
Treasury Debt
44000.00
44247.92
United States Treasury Department
2018-02-15
1.000000
Treasury Debt
91000.00
91443.64
United States Treasury Department
2018-05-31
1.000000
Treasury Debt
210000.00
211069.11
United States Treasury Department
2018-08-31
1.500000
Treasury Debt
2000.00
2032.45
United States Treasury Department
2018-11-30
1.250000
Treasury Debt
18000.00
18183.44
United States Treasury Department
2019-03-31
1.500000
Treasury Debt
100000.00
101177.95
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
230000.00
251415.62
United States Treasury Department
2019-11-30
1.000000
Treasury Debt
287000.00
283797.37
United States Treasury Department
2020-03-31
1.375000
Treasury Debt
251000.00
250389.33
United States Treasury Department
2020-04-30
1.375000
Treasury Debt
387800.00
388842.27
United States Treasury Department
2020-05-15
8.750000
Treasury Debt
139000.00
188945.57
United States Treasury Department
2020-08-15
8.750000
Treasury Debt
194000.00
262283.47
United States Treasury Department
2021-03-31
2.250000
Treasury Debt
330000.00
340714.86
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
11749400.00
12240041.53
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
135000.00
138707.40
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
8072000.00
8197410.10
United States Treasury Department
2022-03-31
1.750000
Treasury Debt
1355000.00
1348474.90
United States Treasury Department
2022-06-30
2.125000
Treasury Debt
23000.00
23527.73
United States Treasury Department
2022-07-15
0.125000
Treasury Debt
223000.00
225609.53
United States Treasury Department
2023-02-15
7.125000
Treasury Debt
430000.00
589649.40
United States Treasury Department
2025-01-15
2.375000
Treasury Debt
59900.00
87498.05
United States Treasury Department
2025-02-15
2.000000
Treasury Debt
419000.00
414969.40
United States Treasury Department
2025-05-15
2.125000
Treasury Debt
12612000.00
12679992.39
United States Treasury Department
2027-01-15
2.375000
Treasury Debt
9000.00
12509.29
United States Treasury Department
2029-04-15
3.875000
Treasury Debt
169000.00
338348.94
United States Treasury Department
2031-02-15
5.375000
Treasury Debt
200000.00
276220.00
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
253000.00
332793.03
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
1000.00
1184.15
United States Treasury Department
2042-02-15
0.750000
Treasury Debt
4810000.00
4506542.27
United States Treasury Department
2042-05-15
3.000000
Treasury Debt
76600.00
78678.44
United States Treasury Department
2042-08-15
2.750000
Treasury Debt
1223000.00
1183887.66
United States Treasury Department
2043-11-15
3.750000
Treasury Debt
213000.00
251025.95
United States Treasury Department
2045-02-15
2.500000
Treasury Debt
6000.00
5460.98
United States Treasury Department
2045-05-15
3.000000
Treasury Debt
34300.00
34962.70
United States Treasury Department
2045-08-15
2.875000
Treasury Debt
513000.00
506908.38
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
92000000.00
92000000.00
0.0091
N
92000000.00
92000000.00
DNB Bank ASA
DNB Bank ASA 0.090000%
23290Q2Z5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
N
86000000.00
86000000.00
0.0085
N
85999922.60
85999922.60
DNB Bank ASA
DNB Bank ASA 0.090000%
23290Q3C5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
39000000.00
39000000.00
0.0038
N
38999941.50
38999941.50
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
76000000.00
76000000.00
0.0075
Security is a time deposit.
N
75999870.80
75999870.80
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.080000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
100000000.00
100000000.00
0.0099
Security is a time deposit.
N
99999030.00
99999030.00
EMF LLC
Bonds (One Workplace) Series 2012 0.230000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4095000.00
4095000.00
0.0004
N
4095000.00
4095000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M151102_2MN4
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-09-30
1.000000
Treasury Debt
175001900.00
172848444.24
United States Treasury Department
2020-05-15
3.500000
Treasury Debt
749000.00
826505.22
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
484477600.00
511327927.86
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
685000000.00
685000000.00
0.0675
N
685000000.00
685000000.00
Fifth Third Bank
Fifth Third Bank 0.320000%
31677NFZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
49000000.00
49000000.00
0.0048
N
49012735.59
49012735.59
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.190000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2125000.00
2125000.00
0.0002
N
2125000.00
2125000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M151105_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2043-09-20
4.000000
Government Agency Debt
34547992.00
21838961.55
GNMA
2043-10-20
4.000000
Government Agency Debt
50000000.00
31705043.91
GNMA
2044-03-20
4.000000
Government Agency Debt
24728767.00
15815994.58
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
68000000.00
68000000.00
0.0067
N
67999619.20
67999619.20
HSBC Bank Plc
HSBC Bank Plc 0.424800%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-19
2016-07-19
N
N
N
90000000.00
89996750.00
0.0089
N
90003060.90
90003060.90
HSBC Bank Plc
HSBC Bank Plc 0.408300%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2016-08-01
N
N
N
59000000.00
59000000.00
0.0058
N
59000000.00
59000000.00
HSBC Bank Plc
HSBC Bank Plc 0.430000%
926JXS003
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-23
2015-12-23
N
N
N
20000000.00
20000000.00
0.0020
N
20007160.20
20007160.20
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
99000000.00
99000000.00
0.0098
N
99002654.19
99002654.19
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
50000000.00
50000000.00
0.0049
N
50012095.50
50012095.50
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W1Y26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
Y
ING Bank NV
N/A
N/A
N
39000000.00
39000000.00
0.0038
N
38999340.90
38999340.90
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
95000000.00
94984852.78
0.0094
N
94989236.50
94989236.50
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W1YP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
Y
ING Bank NV
N/A
N/A
N
20000000.00
19995333.33
0.0020
N
19996546.00
19996546.00
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
39000000.00
39000000.00
0.0038
N
39000729.69
39000729.69
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
46899T004_0.0800_M151102_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
616065.00
502958.33
GNMA
2045-05-20
3.500000
Government Agency Debt
19595700.00
20097042.48
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
20000000.00
20000000.00
0.0020
N
20000000.00
20000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.750000%
921ACP006_0.7500_M160128_2MN4
0001168163
Other Repurchase Agreement
N
144A REG S
2049-01-01
5.922000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
759000.00
776831.00
144A WFRBS 2011-C3 C
2044-03-17
5.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130.00
139.84
AGATE BAY MTG TR 2015-4 A-19 20450625 FLT
2045-06-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
890841.00
860463.13
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5458000.00
1130364.31
BLOCK FINL CORP CR SEN SR GLBL25
2025-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7951000.00
8086840.00
BRANDYWINE OPERATING PARTNERSHIP, L.P.
2018-04-15
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
210757.00
CAPITAL ONE BK USA NATL ASSN SR FLT NT 17
2017-02-13
0.814400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
519000.00
519561.00
CITIGROUP COML MTG TR 2012-GC8
2045-09-12
4.877000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4562530.00
4836340.00
COMM 2014 KY0 MTG TR
2027-06-11
2.546000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102.00
100.41
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
2368394.00
1174633.27
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
1161470.00
1079560.00
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1120.00
1165.69
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
518940.00
EXPEDIA INC DEL SR NT 7.456%18
2018-08-15
7.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38000.00
43643.50
FHLMC STACR 2015-DNA2 B 20271227 FLT
2027-12-27
7.747000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1578100.00
1579800.00
FIDELITY NATIONAL INFORMATION SERVICES INC
2024-06-05
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366000.00
355671.00
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
219434.00
232472.00
GS MTG SECS TR 2014 GC24
2047-09-12
4.507500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
219672.00
228219.00
JABIL CIRCUIT, INC.
2016-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
276277.00
KANSAS CITY SOUTHN RY CO SR GLBL NT 23
2023-11-15
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
853000.00
868785.00
LLOYDS BANKING GROUP PLC
2049-01-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
689000.00
735077.00
MITSUI SUMITOMO INS CO SB NT REGS 7%72
2072-03-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
759687.50
MORGAN STANLEY CAP I TR
2047-09-17
5.387500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3590470.00
4049870.00
NBCUNIVERSAL MEDIA LLC
2020-04-30
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5023000.00
5668660.00
NORDEA BK AB EURO MTN FR 4.25%092122
2022-09-21
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
3664960.00
PREFERRED TERM SECS VIII LTD / SR CL A2FL144A33
2033-01-03
1.226400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1774000.00
1206330.00
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.430900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1718140.00
1516990.00
RIO TINTO FIN USA PLC SR NT 4.75%42
2042-03-22
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334000.00
323948.00
ROYAL BANK OF SCOTLAND GROUP PLC
2023-12-19
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
311000.00
343951.00
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1607920.00
1122960.00
SWISS BK CORP N Y BRH SUB DEB 7.75%26
2026-09-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
761000.00
990823.00
THOMSON REUTERS CORP NT 3.95%21
2021-09-30
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
807000.00
848457.00
THOMSON REUTERS CORP SR GLBL NT4.5%43
2043-05-23
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
558159.00
UBS AG STAMFORD BRANCH
2018-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
387731.00
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.957900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31020.00
32853.01
WELLS FARGO CO MTN BE FR 3.55%092925
2025-09-29
3.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212000.00
212878.86
WINWATER MTG LN TR 2015-A A-7 20450620 FLT
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3094919.00
3010997.86
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3520000.00
3573904.89
First Tier Security
N/A
N/A
2016-01-28
2016-01-28
N
N
N
45000000.00
45000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
45008829.00
45008829.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.480400%
48125LMV1
Other Note
N
First Tier Security
N/A
N/A
2016-01-22
2016-10-21
N
N
N
50000000.00
50000000.00
0.0049
N
50003200.00
50003200.00
Jupiter Securitization Co, LLC
Jupiter Securitization Co, LLC 0.310000%
4820P3Y31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14000000.00
13999879.44
0.0014
N
13999780.20
13999780.20
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.120000%
51489NMG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
25000000.00
25000000.00
0.0025
N
24999955.00
24999955.00
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
39000000.00
39000000.00
0.0038
N
39024188.19
39024188.19
Lloyds Bank Plc
Lloyds Bank Plc 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
58000000.00
58000000.00
0.0057
N
58021808.58
58021808.58
Lloyds Bank Plc
Lloyds Bank Plc 0.130000%
53999C006
0001167831
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
81000000.00
81000000.00
0.0080
Security is a time deposit.
N
80999914.95
80999914.95
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.620000%
921ACQ004_0.6200_M151204_2MN4
0000728612
Other Repurchase Agreement
N
CIM TR 2015 4AG
2057-11-25
2.193000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9131340.00
8581697.25
CIM TR 2015 4AG
2057-11-25
3.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85639000.00
82574322.75
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.326800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204633775.00
53743980.24
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
126000000.00
126000000.00
0.0124
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
126055944.00
126055944.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.420000%
60682AYJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
25000000.00
25000000.00
0.0025
N
25008050.25
25008050.25
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.420000%
60682AYK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
68000000.00
68000000.00
0.0067
N
68021896.68
68021896.68
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
29000000.00
29000000.00
0.0029
N
29009645.69
29009645.69
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682AZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
2000000.00
2000000.00
0.0002
N
2000547.62
2000547.62
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682AZL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
2000000.00
2000000.00
0.0002
N
2000544.82
2000544.82
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
5000000.00
5000000.00
0.0005
N
5001320.05
5001320.05
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
57000000.00
57000000.00
0.0056
N
57007211.07
57007211.07
Mizuho Bank Ltd
Mizuho Bank Ltd 0.350000%
60689DDX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-13
2015-11-13
N
N
N
29000000.00
29000000.00
0.0029
N
29001937.49
29001937.49
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
100000000.00
100000000.00
0.0099
N
100041161.00
100041161.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.100000%
60686N005_0.1000_M151102_2MN4
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2019-11-15
3.375000
Treasury Debt
18644500.00
20400021.54
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
20000000.00
20000000.00
0.0020
N
20000000.00
20000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
174000000.00
174000000.00
0.0172
Security is a time deposit.
N
174000000.00
174000000.00
National Bank of Canada
National Bank of Canada 0.400000%
63307UGV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
50000000.00
50000000.00
0.0049
N
50013070.50
50013070.50
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
53000000.00
52990739.72
0.0052
N
52995495.00
52995495.00
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1Z38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
N
32000000.00
31988977.78
0.0032
N
31994560.00
31994560.00
Natixis SA
Natixis SA 0.400000%
63873FUS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
99000000.00
99000000.00
0.0098
N
99025899.39
99025899.39
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
0.0027
N
27002829.87
27002829.87
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.050000%
522998004
0001002614
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
70000000.00
70000000.00
0.0069
Security is a time deposit.
N
70000000.00
70000000.00
NRW.BANK
NRW.BANK 0.075000%
62939MY50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
64000000.00
63999600.00
0.0063
N
63999328.00
63999328.00
Old Line Funding, LLC
Old Line Funding, LLC 0.500000%
67983TCV6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
25000000.00
24948611.11
0.0025
N
24954175.00
24954175.00
Old Line Funding, LLC
Old Line Funding, LLC 0.470000%
67983TDL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
97250000.00
97034159.04
0.0096
N
97028950.75
97028950.75
Old Line Funding, LLC
Old Line Funding, LLC 0.470000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49885763.88
0.0049
N
49880840.00
49880840.00
Old Line Funding, LLC
Old Line Funding, LLC 0.480000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29930000.00
0.0030
N
29928504.00
29928504.00
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
3175000.00
3175000.00
0.0003
N
3175209.26
3175209.26
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
2000000.00
1996475.55
0.0002
N
1997972.20
1997972.20
Rabobank Nederland
Rabobank Nederland 0.510000%
21684BJ62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
1000000.00
1000000.00
0.0001
N
1000566.01
1000566.01
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
136000000.00
136000000.00
0.0134
N
136002122.96
136002122.96
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
20000000.00
20000000.00
0.0020
N
20003402.20
20003402.20
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
23000000.00
22993291.67
0.0023
N
22995972.70
22995972.70
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
52000000.00
51984327.78
0.0051
N
51990520.40
51990520.40
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KZF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
N
Y
Repo Agreement
BNP Paribas SA
N/A
N/A
1000000.00
999581.94
0.0001
N
999721.40
999721.40
Royal Bank of Canada
Royal Bank of Canada 0.306900%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-12-10
N
N
N
35000000.00
35000000.00
0.0034
N
34999965.35
34999965.35
Royal Bank of Canada
Royal Bank of Canada 0.304700%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2016-01-06
N
N
N
46000000.00
46000000.00
0.0045
N
45999540.00
45999540.00
Royal Bank of Canada
Royal Bank of Canada 0.307000%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-25
2016-02-25
N
N
N
15000000.00
15000000.00
0.0015
N
15000495.15
15000495.15
Royal Bank of Canada
Royal Bank of Canada 0.326900%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-13
2016-04-13
N
N
N
93000000.00
93000000.00
0.0092
N
93001767.93
93001767.93
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.410000%
82124LB43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
42000000.00
41955036.67
0.0041
N
41962540.20
41962540.20
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.410000%
82124LB84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
83000000.00
82907362.78
0.0082
N
82920593.90
82920593.90
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
2015-11-02
2015-11-02
N
N
N
102000000.00
102000000.00
0.0101
Security is a time deposit.
N
101999969.40
101999969.40
Societe Generale
Societe Generale 0.350000%
83369TA98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
72000000.00
72000000.00
0.0071
N
72021499.92
72021499.92
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.500000%
86563QDY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
15000000.00
15000000.00
0.0015
N
14998446.15
14998446.15
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86563R2N7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
50000000.00
49999998.99
0.0049
N
50006825.50
50006825.50
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
46000000.00
46000000.00
0.0045
N
46010060.66
46010060.66
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
27000000.00
27000000.00
0.0027
N
27004673.97
27004673.97
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
50000000.00
50000000.00
0.0049
N
50002630.50
50002630.50
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
5000000.00
5000000.00
0.0005
N
5000401.05
5000401.05
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
50000000.00
50000000.00
0.0049
N
50004670.50
50004670.50
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
26000000.00
26000000.00
0.0026
N
26002465.06
26002465.06
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86563RUP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
33000000.00
33000000.00
0.0033
N
33005300.13
33005300.13
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
23000000.00
23000000.00
0.0023
N
23001145.63
23001145.63
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
32000000.00
32000000.00
0.0032
N
32005149.12
32005149.12
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
73000000.00
73000000.00
0.0072
N
73011994.63
73011994.63
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
21000000.00
21000000.00
0.0021
N
21003114.51
21003114.51
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
3000000.00
3000000.00
0.0003
N
3000473.43
3000473.43
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.320000%
86563KN41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-28
2016-01-28
N
N
N
42000000.00
42000000.00
0.0041
N
42001571.22
42001571.22
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
22000000.00
22000000.00
0.0022
N
22002090.22
22002090.22
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
12000000.00
12000000.00
0.0012
N
12001255.32
12001255.32
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
30000000.00
30000000.00
0.0030
N
30003756.30
30003756.30
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
135000000.00
135000000.00
0.0133
N
135016916.85
135016916.85
Swedbank AB
Swedbank AB 0.080000%
87019UAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
150000000.00
150000000.00
0.0148
N
149999415.00
149999415.00
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
19000000.00
18990711.11
0.0019
N
18994543.20
18994543.20
Toronto-Dominion Bank
Toronto-Dominion Bank 0.500000%
89113EF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
N
N
N
27000000.00
27000000.00
0.0027
N
27002570.67
27002570.67
Toronto-Dominion Bank
Toronto-Dominion Bank 0.304300%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2016-03-21
N
N
N
92000000.00
92000000.00
0.0091
N
92000828.92
92000828.92
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ELX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
20000000.00
20000000.00
0.0020
N
20000354.20
20000354.20
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89113ENU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
110000000.00
110000000.00
0.0108
N
110003829.10
110003829.10
Toronto-Dominion Bank
Toronto-Dominion Bank 0.343500%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-27
2016-05-27
N
N
N
56000000.00
56000000.00
0.0055
N
56004256.56
56004256.56
Toronto-Dominion Bank
Toronto-Dominion Bank 0.346800%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-17
2016-03-17
N
N
N
1000000.00
1000000.00
0.0001
N
1000051.01
1000051.01
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
17000000.00
17000000.00
0.0017
N
17000778.77
17000778.77
Toronto-Dominion Bank
Toronto-Dominion Bank 0.620000%
89113EYE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
68000000.00
68000000.00
0.0067
N
68060894.68
68060894.68
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GDD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
23000000.00
22953137.50
0.0023
N
22960548.10
22960548.10
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
2000000.00
1999328.33
0.0002
N
1999675.60
1999675.60
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.310000%
89233HZJ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
100000000.00
99960388.88
0.0099
N
99979180.00
99979180.00
UBS AG
UBS AG 0.340000%
90267RW47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
34000000.00
34000000.00
0.0034
N
34003944.34
34003944.34
UBS AG
UBS AG 0.330000%
90267RW88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
67000000.00
67000000.00
0.0066
N
67009521.37
67009521.37
UBS AG
UBS AG 0.545000%
90267RZ85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
48000000.00
48000000.00
0.0047
N
48029424.48
48029424.48
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
25000000.00
24981388.89
0.0025
N
24990375.00
24990375.00
United States Treasury Department
United States Treasury Department 0.073000%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-02
2016-10-31
N
N
N
20000000.00
19992779.91
0.0020
N
19997860.00
19997860.00
United States Treasury Department
United States Treasury Department 0.188000%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-02
2017-10-31
N
N
N
72000000.00
71999999.57
0.0071
N
72029808.00
72029808.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-02
2016-01-31
N
N
N
86000000.00
85996508.91
0.0085
N
86005762.00
86005762.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-02
2016-07-31
N
N
N
46000000.00
46000000.00
0.0045
N
46009844.00
46009844.00
Victory Receivables Corp
Victory Receivables Corp 0.330000%
92646LZA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-10
2015-12-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
35000000.00
34987808.33
0.0034
N
34991750.50
34991750.50
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.457200%
94985H3V4
Other Note
N
First Tier Security
N/A
N/A
2015-12-15
2016-10-14
N
N
N
50000000.00
50000000.00
0.0049
N
49995850.00
49995850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.326100%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2016-02-09
N
N
N
108000000.00
108000000.00
0.0106
N
108003781.08
108003781.08
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2016-02-12
N
N
N
150000000.00
150000000.00
0.0148
N
150004801.50
150004801.50
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323500%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-27
2016-02-26
N
N
N
21000000.00
21000000.00
0.0021
N
21000546.21
21000546.21
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
39000000.00
39000000.00
0.0038
N
39031098.99
39031098.99
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.080000%
976PDT008_0.0800_M151102_2MN4
0000827124
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-10-31
1.500000
Treasury Debt
29207200.00
29580241.34
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
29000000.00
29000000.00
0.0029
N
29000000.00
29000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.100000%
976PDT008_0.1000_M151102_2MN4
0000827124
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
38363500.00
30892800.00
Freddie Mac
2030-10-01
2.500000
Government Agency Debt
145041000.00
147989000.00
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
172000000.00
172000000.00
0.0170
N
172000000.00
172000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.300000%
927CYE007_0.3000_M151106_2MN4
0000072971
Other Repurchase Agreement
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.108800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25786395.00
18401073.94
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
16000000.00
16000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15999888.00
15999888.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.750000%
927CYE007_0.7500_M160202_2MN4
0000072971
Other Repurchase Agreement
N
ALLY AUTO RECV TR 2015-1 A-1 20160815 0.3
2016-08-15
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
709999.00
381075.00
BAYVIEW OPPORTUNITY MASER FD IIA R 2014 20 NPL
2034-09-28
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1738950.00
BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL
2034-07-28
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7885860.00
4654480.00
BAYVIEW OPPORTUNITY MASTER FD TR 2014 15 RL
2019-10-28
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
5048220.00
CIFC FDG 2012 III LTD
2025-01-29
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2740000.00
1373940.00
DUANE STREET CLO IV LTD
2021-11-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
930614.00
FDIC GTC NTS TR 2010 S4
2020-12-04
0.913000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
856619.00
GMAT 2013-1 TR
2043-11-25
3.966900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4961150.00
JERSEYY ST
2018-10-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
2344730.00
MERC-BENZ AUTO RECV TR 2015-1 A-1 20160815 0.3
2016-08-15
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1780000.00
849731.00
RBSHD 2013 1 TR
2047-10-25
4.685300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13336700.00
5626890.00
RBSSP RESEC TR 2013-2 3-A1 20370626 FLT
2037-06-26
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7400000.00
3524020.00
SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT
2045-09-18
4.458600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
601.00
601.70
WESTWOOD CDO II
2022-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2345560.00
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
N
30000000.00
30000000.00
0.0030
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30008586.00
30008586.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.150000%
976PTX002_0.1500_M151102_2MN4
0000072971
Other Repurchase Agreement
N
BANC AMER CMBS 2005-6 A-J 20470910 FLT
2047-09-10
5.147200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7529180.00
6201320.00
CSMC TRUST 2014-OAK1 1-A-1 20291125 FLT
2029-11-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5891000.00
4635420.00
EVERBANK MTG LN TR 2013 2
2043-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710000.00
1345060.00
JP MORGAN MTG TR 2014 IVR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2390000.00
1880380.00
SEQUOIA MTG TR 2013-4
2043-04-25
2.325000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19587500.00
15000500.00
SEQUOIA MTG TR 2015-2 A-19 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91423.00
86611.50
SEQUOIA MTG TRUST 2012-1 B-3 20420125 FLT
2042-01-25
4.237600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5197000.00
4201120.00
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
29000000.00
29000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
28999843.40
28999843.40
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.090000%
976PUB008_0.0900_M151103_2MN4
0000072971
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-10-01
3.000000
Government Agency Debt
21955721.00
22880400.83
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
N
22000000.00
22000000.00
0.0022
N
22000000.00
22000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC 0.110000%
976PUB008_0.1100_M151106_2MN4
0000072971
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-10-01
3.000000
Government Agency Debt
7983930.00
8320178.53
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
8000000.00
8000000.00
0.0008
N
8000000.00
8000000.00
Westpac Banking Corp
Westpac Banking Corp 0.353000%
96121TA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2016-07-01
N
N
N
116000000.00
116000000.00
0.0114
N
116011485.16
116011485.16
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
40000000.00
40000000.00
0.0039
N
40017564.40
40017564.40
Westpac Banking Corp
Westpac Banking Corp 0.324100%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2016-02-08
N
N
N
14000000.00
14000000.00
0.0014
N
14000504.14
14000504.14
Westpac Banking Corp
Westpac Banking Corp 0.326900%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2016-02-12
N
N
N
30000000.00
30000000.00
0.0030
N
30000990.30
30000990.30
Westpac Banking Corp
Westpac Banking Corp 0.299000%
9612C4NS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
28000000.00
28000000.00
0.0028
N
27999748.00
27999748.00
Westpac Banking Corp
Westpac Banking Corp 0.403000%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-05
2016-07-05
N
N
N
76000000.00
75990283.86
0.0075
N
76002508.76
76002508.76
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
462568.31
462568.31
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
462568.31
462568.31
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
374168.44
374168.44
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
374168.44
374168.44
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
549895.49
549895.49
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
549895.49
549895.49
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
659923.91
659923.91
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
659923.91
659923.91
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
1649092.41
1649092.41
0.0002
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
1649092.41
1649092.41
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
594076.58
594076.58
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
594076.58
594076.58
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
209054.24
209054.24
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
209054.24
209054.24
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
330085.83
330085.83
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
330085.83
330085.83
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
99006.87
99006.87
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
99006.87
99006.87