0001145549-15-009160.txt : 20160129
0001145549-15-009160.hdr.sgml : 20160129
20151207170142
ACCESSION NUMBER: 0001145549-15-009160
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151130
FILED AS OF DATE: 20151207
DATE AS OF CHANGE: 20151207
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: 151273369
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-11-30
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
81
39553103154.89
15157300.94
4330388.86
39563930066.97
0.0035
1.0001
2015-11-30
1.0001
2015-11-30
C000012378
1.00
39563930066.97
1.00
94901014.48
6016614638.50
5921713624.02
0.0007
1.0001
2015-11-30
1.0001
2015-11-30
3925 SEAPORT ASSOCIATES LLC
3925 SEAPORT ASSOCIATES LLC SERIES VRDN 0.220000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6260000.00
6260000.00
0.0002
N
6260000.00
6260000.00
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.120000%
ATD0EKCS9
0000931061
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.400000%
00279JAT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-16
2016-02-16
N
Y
Santander UK Plc
N/A
N/A
N
392000000.00
392000000.00
0.0099
N
392077188.72
392077188.72
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.120000%
ATD0EIL62
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
495000000.00
495000000.00
0.0125
N
494997574.50
494997574.50
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.120000%
ATD0EIKZ9
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
132000000.00
132000000.00
0.0033
N
131999353.20
131999353.20
AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 0.110000%
0530A3Z19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
415000000.00
415000000.00
0.0105
N
414998618.05
414998618.05
BANK OF AMERICA NA
BANK OF AMERICA NA 0.400000%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-12-04
2016-04-04
N
N
N
100000000.00
100000000.00
0.0025
N
99997800.00
99997800.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.340000%
06053PGN1
Other Note
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
80000000.00
80000000.00
0.0020
N
80000000.80
80000000.80
BANK OF AMERICA NA
BANK OF AMERICA NA 0.330000%
06053PJE8
Other Note
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
36000000.00
36000000.00
0.0009
N
35999964.00
35999964.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PJF5
Other Note
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
186000000.00
186000000.00
0.0047
N
186071611.86
186071611.86
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
123000000.00
123000000.00
0.0031
N
123077491.23
123077491.23
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
100000000.00
100000000.00
0.0025
N
100007301.00
100007301.00
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
226000000.00
226000000.00
0.0057
N
225944856.00
225944856.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.500000%
06053PLM7
Other Note
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
199000000.00
199000000.00
0.0050
N
198990647.00
198990647.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.400000%
06053PLX3
Other Note
N
First Tier Security
N/A
N/A
2016-03-16
2016-03-16
N
N
N
132000000.00
132000000.00
0.0033
N
132008185.32
132008185.32
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.330000%
06427EEV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
35000000.00
35000000.00
0.0009
N
34999681.50
34999681.50
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.395800%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-05-13
N
N
N
271000000.00
271000000.00
0.0068
N
271002712.71
271002712.71
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.130000%
06427ELW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
34000000.00
34000000.00
0.0009
N
33999867.40
33999867.40
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.110000%
06427EME8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.400400%
06417JBN1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
25251000.00
25227712.97
0.0006
N
25233619.74
25233619.74
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
50000000.00
49888888.89
0.0013
N
49876565.00
49876565.00
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
259000000.00
258413652.74
0.0065
N
258336908.20
258336908.20
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.140000%
924HZZ001_0.1400_M151201_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-06-22
1.500000
Government Agency Debt
381000.00
379557.28
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
48709439.00
42678829.19
Fannie Mae
2030-11-15
6.625000
Government Agency Debt
18542000.00
26478910.83
Fannie Mae
2042-06-01
2.180000
Government Agency Debt
23006868.00
10515758.18
Fannie Mae
2043-07-01
1.793000
Government Agency Debt
50358305.00
33257026.26
Freddie Mac
2032-11-26
3.180000
Government Agency Debt
790000.00
749254.43
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
111000000.00
111000000.00
0.0028
N
111000000.00
111000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.427000%
06417H6Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-07-14
N
N
N
189000000.00
189000000.00
0.0048
N
189005293.89
189005293.89
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.294800%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
100000000.00
100000000.00
0.0025
N
99999700.00
99999700.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.313300%
06417HK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2015-12-21
N
N
N
166000000.00
166000000.00
0.0042
N
165995352.00
165995352.00
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.427000%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-15
2016-07-15
N
N
N
292000000.00
292000000.00
0.0074
N
292004966.92
292004966.92
BANK OF THE WEST (SAN FRANCISCO BRANCH)
BANK OF THE WEST (SAN FRANCISCO BRANCH) 0.320000%
06426GHZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
N
47000000.00
47000000.00
0.0012
N
47000879.37
47000879.37
BANK OF THE WEST (SAN FRANCISCO BRANCH)
BANK OF THE WEST (SAN FRANCISCO BRANCH) 0.340000%
06426GJK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
149000000.00
149000000.00
0.0038
N
149047785.79
149047785.79
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.544500%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-10
2016-03-10
N
N
N
112000000.00
112000000.00
0.0028
N
112000337.12
112000337.12
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.500000%
06538JWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-09
2016-02-09
N
N
N
117000000.00
117000000.00
0.0030
N
117035732.97
117035732.97
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
182000000.00
182000000.00
0.0046
N
182011941.02
182011941.02
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
83000000.00
83000000.00
0.0021
N
83001420.13
83001420.13
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
77000000.00
77000000.00
0.0019
N
76999900.67
76999900.67
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MCZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
23000000.00
23000000.00
0.0006
N
22997348.10
22997348.10
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.300000%
06538MFG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-26
2016-01-26
N
N
N
280000000.00
280000000.00
0.0071
N
279996446.80
279996446.80
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741X2A5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
9000000.00
9000000.00
0.0002
N
9005843.79
9005843.79
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741X2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
110000000.00
110000000.00
0.0028
N
110071424.10
110071424.10
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.920000%
06741XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
113000000.00
113000000.00
0.0029
N
113230464.63
113230464.63
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741XY36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
167000000.00
167000000.00
0.0042
N
167101337.27
167101337.27
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741XY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
96000000.00
96000000.00
0.0024
N
96058253.76
96058253.76
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.070000%
00799J004_0.0700_M151201_2M49
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-01-14
0.00
Treasury Debt
9400.00
9398.75
UNITED STATES TREASURY
2016-02-25
0.00
Treasury Debt
7000.00
6996.50
UNITED STATES TREASURY
2016-04-30
0.375000
Treasury Debt
7300.00
7303.13
UNITED STATES TREASURY
2016-06-30
3.250000
Treasury Debt
79000.00
81326.73
UNITED STATES TREASURY
2016-08-15
4.875000
Treasury Debt
100.00
104.46
UNITED STATES TREASURY
2016-09-15
0.875000
Treasury Debt
31500.00
31622.75
UNITED STATES TREASURY
2016-10-31
3.125000
Treasury Debt
135200.00
138559.12
UNITED STATES TREASURY
2016-12-31
3.250000
Treasury Debt
372200.00
387274.93
UNITED STATES TREASURY
2017-03-31
3.250000
Treasury Debt
17300.00
17966.77
UNITED STATES TREASURY
2017-05-15
8.750000
Treasury Debt
88250200.00
98717182.86
UNITED STATES TREASURY
2018-02-15
3.500000
Treasury Debt
115700.00
123114.36
UNITED STATES TREASURY
2018-04-30
2.625000
Treasury Debt
186100.00
193473.93
UNITED STATES TREASURY
2018-11-30
1.250000
Treasury Debt
200.00
200.08
UNITED STATES TREASURY
2019-02-15
2.750000
Treasury Debt
2477000.00
2610594.33
UNITED STATES TREASURY
2019-02-15
8.875000
Treasury Debt
1543000.00
1953137.16
UNITED STATES TREASURY
2019-03-31
1.500000
Treasury Debt
287400.00
289768.18
UNITED STATES TREASURY
2019-08-31
1.625000
Treasury Debt
46339300.00
46869537.44
UNITED STATES TREASURY
2021-12-31
2.125000
Treasury Debt
1800.00
1840.65
UNITED STATES TREASURY
2022-11-15
7.625000
Treasury Debt
7981300.00
10954471.29
UNITED STATES TREASURY
2025-08-15
2.000000
Treasury Debt
14510700.00
14295799.69
UNITED STATES TREASURY
2031-02-15
5.375000
Treasury Debt
245700.00
338337.35
UNITED STATES TREASURY
2037-05-15
5.000000
Treasury Debt
157000.00
216192.21
UNITED STATES TREASURY
2040-08-15
3.875000
Treasury Debt
18788200.00
22178474.02
UNITED STATES TREASURY
2043-08-15
3.625000
Treasury Debt
1002800.00
1141026.03
UNITED STATES TREASURY
2044-02-15
3.625000
Treasury Debt
29100000.00
33080591.37
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
66104200.00
83575730.75
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
311000000.00
311000000.00
0.0079
N
311000000.00
311000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.110000%
00799J004_0.1100_M151201_2M49
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2015-12-15
0.250000
Treasury Debt
2682700.00
2685778.51
UNITED STATES TREASURY
2016-01-15
0.375000
Treasury Debt
5951200.00
5959092.78
UNITED STATES TREASURY
2016-01-31
0.375000
Treasury Debt
4339300.00
4345519.11
UNITED STATES TREASURY
2016-02-29
0.250000
Treasury Debt
202300.00
202402.16
UNITED STATES TREASURY
2016-02-29
2.125000
Treasury Debt
4966000.00
5015672.41
UNITED STATES TREASURY
2016-02-29
2.625000
Treasury Debt
5009.00
5071.42
UNITED STATES TREASURY
2016-03-31
2.375000
Treasury Debt
112000.00
113200.45
UNITED STATES TREASURY
2016-04-30
2.000000
Treasury Debt
5000000.00
5042616.76
UNITED STATES TREASURY
2016-05-15
5.125000
Treasury Debt
2700000.00
2763922.37
UNITED STATES TREASURY
2016-05-31
0.375000
Treasury Debt
1100000.00
1099747.00
UNITED STATES TREASURY
2016-06-30
0.500000
Treasury Debt
940000.00
942132.68
UNITED STATES TREASURY
2016-07-15
0.625000
Treasury Debt
17506600.00
17558572.72
UNITED STATES TREASURY
2016-10-15
0.625000
Treasury Debt
934700.00
935181.86
UNITED STATES TREASURY
2016-10-31
0.375000
Treasury Debt
2614800.00
2609384.92
UNITED STATES TREASURY
2016-11-15
0.625000
Treasury Debt
100.00
99.97
UNITED STATES TREASURY
2016-11-15
4.625000
Treasury Debt
1006775.00
1046367.34
UNITED STATES TREASURY
2016-11-30
0.500000
Treasury Debt
10220800.00
10200041.56
UNITED STATES TREASURY
2016-12-31
0.875000
Treasury Debt
420000.00
422183.12
UNITED STATES TREASURY
2017-01-31
0.875000
Treasury Debt
7999100.00
8033550.65
UNITED STATES TREASURY
2017-01-31
3.125000
Treasury Debt
606400.00
629309.82
UNITED STATES TREASURY
2017-02-15
4.625000
Treasury Debt
1100.00
1165.84
UNITED STATES TREASURY
2017-02-28
0.875000
Treasury Debt
1000000.00
1003477.50
UNITED STATES TREASURY
2017-02-28
3.000000
Treasury Debt
400000.00
414032.00
UNITED STATES TREASURY
2017-03-31
1.000000
Treasury Debt
8453500.00
8492687.61
UNITED STATES TREASURY
2017-06-30
0.750000
Treasury Debt
15999100.00
16026493.76
UNITED STATES TREASURY
2017-07-31
2.375000
Treasury Debt
15442800.00
15952870.14
UNITED STATES TREASURY
2017-08-15
0.875000
Treasury Debt
26000.00
26067.19
UNITED STATES TREASURY
2017-08-15
4.750000
Treasury Debt
100000.00
108006.11
UNITED STATES TREASURY
2017-09-15
1.000000
Treasury Debt
100.00
100.39
UNITED STATES TREASURY
2017-09-30
0.625000
Treasury Debt
1638000.00
1631647.29
UNITED STATES TREASURY
2017-09-30
1.875000
Treasury Debt
11000.00
11231.16
UNITED STATES TREASURY
2017-10-15
0.875000
Treasury Debt
4389900.00
4392137.65
UNITED STATES TREASURY
2017-11-15
0.875000
Treasury Debt
18636000.00
18619424.71
UNITED STATES TREASURY
2017-11-15
4.250000
Treasury Debt
11000.00
11725.25
UNITED STATES TREASURY
2017-11-30
2.250000
Treasury Debt
4973000.00
5100060.15
UNITED STATES TREASURY
2017-12-31
0.750000
Treasury Debt
104000.00
103832.37
UNITED STATES TREASURY
2018-01-31
2.625000
Treasury Debt
43600.00
45484.98
UNITED STATES TREASURY
2018-02-15
3.500000
Treasury Debt
4000000.00
4256330.52
UNITED STATES TREASURY
2018-02-28
2.750000
Treasury Debt
6402400.00
6689259.53
UNITED STATES TREASURY
2018-03-31
0.750000
Treasury Debt
255000.00
253565.62
UNITED STATES TREASURY
2018-03-31
2.875000
Treasury Debt
32000.00
33498.33
UNITED STATES TREASURY
2018-04-30
0.625000
Treasury Debt
900.00
890.73
UNITED STATES TREASURY
2018-04-30
2.625000
Treasury Debt
450000.00
467830.56
UNITED STATES TREASURY
2018-05-15
3.875000
Treasury Debt
13999100.00
14976192.95
UNITED STATES TREASURY
2018-07-31
1.375000
Treasury Debt
1850000.00
1869847.58
UNITED STATES TREASURY
2018-07-31
2.250000
Treasury Debt
48700.00
50501.38
UNITED STATES TREASURY
2018-08-15
1.000000
Treasury Debt
8376000.00
8362402.47
UNITED STATES TREASURY
2018-08-15
4.000000
Treasury Debt
15038100.00
16380798.33
UNITED STATES TREASURY
2018-10-31
1.250000
Treasury Debt
1124800.00
1127229.82
UNITED STATES TREASURY
2018-11-15
1.250000
Treasury Debt
174981600.00
175215219.66
UNITED STATES TREASURY
2018-11-30
1.250000
Treasury Debt
4105000.00
4106600.95
UNITED STATES TREASURY
2019-01-31
1.500000
Treasury Debt
4968800.00
5025706.80
UNITED STATES TREASURY
2019-02-15
2.750000
Treasury Debt
1000000.00
1053933.92
UNITED STATES TREASURY
2019-02-28
1.375000
Treasury Debt
21315300.00
21423528.44
UNITED STATES TREASURY
2019-04-30
1.625000
Treasury Debt
17087900.00
17264234.92
UNITED STATES TREASURY
2019-06-30
1.625000
Treasury Debt
700.00
710.44
UNITED STATES TREASURY
2019-07-31
0.875000
Treasury Debt
1912100.00
1880599.71
UNITED STATES TREASURY
2019-08-31
1.000000
Treasury Debt
3552800.00
3505192.48
UNITED STATES TREASURY
2019-09-30
1.750000
Treasury Debt
10719800.00
10871663.83
UNITED STATES TREASURY
2019-10-31
1.250000
Treasury Debt
1876000.00
1863131.05
UNITED STATES TREASURY
2019-11-15
3.375000
Treasury Debt
10000000.00
10743597.97
UNITED STATES TREASURY
2019-11-30
1.000000
Treasury Debt
11087300.00
10872483.56
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
629900.00
630000.78
UNITED STATES TREASURY
2020-02-15
3.625000
Treasury Debt
6542500.00
7166785.88
UNITED STATES TREASURY
2020-04-30
1.125000
Treasury Debt
1190000.00
1167910.27
UNITED STATES TREASURY
2020-08-15
2.625000
Treasury Debt
8809200.00
9261486.11
UNITED STATES TREASURY
2020-08-31
1.375000
Treasury Debt
8900500.00
8827137.63
UNITED STATES TREASURY
2020-09-30
2.000000
Treasury Debt
22000.00
22422.25
UNITED STATES TREASURY
2020-10-31
1.375000
Treasury Debt
762900.00
753480.66
UNITED STATES TREASURY
2021-02-28
2.000000
Treasury Debt
6459900.00
6573981.83
UNITED STATES TREASURY
2021-03-31
2.250000
Treasury Debt
9489900.00
9761216.24
UNITED STATES TREASURY
2021-09-30
2.125000
Treasury Debt
11204600.00
11415825.38
UNITED STATES TREASURY
2021-12-31
2.125000
Treasury Debt
3231000.00
3303971.87
UNITED STATES TREASURY
2022-02-15
2.000000
Treasury Debt
7029000.00
7113525.25
UNITED STATES TREASURY
2022-03-31
1.750000
Treasury Debt
7030000.00
6975001.97
UNITED STATES TREASURY
2022-05-31
1.875000
Treasury Debt
17764700.00
17678008.26
UNITED STATES TREASURY
2022-06-30
2.125000
Treasury Debt
1.00
1.02
UNITED STATES TREASURY
2022-11-15
1.625000
Treasury Debt
1612000.00
1574729.98
UNITED STATES TREASURY
2023-11-15
2.750000
Treasury Debt
800.00
840.38
UNITED STATES TREASURY
2024-05-15
2.500000
Treasury Debt
1000.00
1027.67
UNITED STATES TREASURY
2024-08-15
2.375000
Treasury Debt
18698000.00
19111890.90
UNITED STATES TREASURY
2025-02-15
2.000000
Treasury Debt
52.00
51.34
UNITED STATES TREASURY
2025-08-15
6.875000
Treasury Debt
39.00
55.81
UNITED STATES TREASURY
2036-02-15
4.500000
Treasury Debt
3.00
3.90
United States Treasury Department
2018-05-31
2.375000
Treasury Debt
10000.00
10316.40
United States Treasury Department
2018-10-31
1.750000
Treasury Debt
5000.00
5085.91
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
560000000.00
560000000.00
0.0142
N
560000000.00
560000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.120000%
00799J004_0.1200_M151207_2M49
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5177692.00
3030694.07
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
6393093.00
3132834.84
Fannie Mae
2028-02-01
2.000000
Government Agency Debt
4400000.00
3221268.68
Fannie Mae
2029-01-01
3.000000
Government Agency Debt
3820000.00
3183277.22
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
8250000.00
3179908.74
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
4410706.00
3187247.87
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
3400000.00
3117588.69
Fannie Mae
2032-09-01
2.505000
Government Agency Debt
3001.00
3125.60
Fannie Mae
2033-10-01
4.000000
Government Agency Debt
3228167.00
3129776.27
Fannie Mae
2033-10-01
4.000000
Government Agency Debt
4188354.00
3125563.70
Fannie Mae
2034-12-01
3.500000
Government Agency Debt
3113117.00
3049514.77
Fannie Mae
2035-01-25
5.000000
Government Agency Debt
5500000.00
219963.31
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
10734717.00
2415462.64
Fannie Mae
2035-10-01
4.000000
Government Agency Debt
2972795.00
3193218.17
Fannie Mae
2037-04-01
2.378000
Government Agency Debt
4822609.00
5020924.33
Fannie Mae
2038-08-25
3.000000
Government Agency Debt
2395000.00
983357.25
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
1246968.00
627099.29
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
7089181.00
3211295.29
Fannie Mae
2040-07-01
2.389000
Government Agency Debt
12393102.00
12903164.90
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
11206883.00
3314539.62
Fannie Mae
2041-06-01
2.922000
Government Agency Debt
31785163.00
33146426.18
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
7044025.00
3009593.55
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
7649000.00
3293750.39
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
7000000.00
3264137.10
Fannie Mae
2042-01-01
2.922000
Government Agency Debt
2200000.00
867044.76
Fannie Mae
2042-06-01
2.771000
Government Agency Debt
2800000.00
1390525.23
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
15163489.00
11305397.23
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
3769000.00
3075043.43
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
4116431.00
3219558.10
Fannie Mae
2044-08-01
2.534000
Government Agency Debt
12104414.00
12608090.77
Fannie Mae
2044-10-01
4.000000
Government Agency Debt
3339520.00
3157309.14
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
3549862.00
3305879.35
Fannie Mae
2045-01-01
4.500000
Government Agency Debt
3098566.00
3203297.23
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
2947357.00
3056229.96
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
2974900.00
3176197.52
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
2900087.00
3095351.98
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
2851003.00
3022045.89
Fannie Mae
2045-11-01
3.000000
Government Agency Debt
3305146.00
3326872.93
Fannie Mae
2045-11-01
4.500000
Government Agency Debt
2822271.00
3107732.42
Fannie Mae
2045-11-01
4.500000
Government Agency Debt
2811107.00
3075671.52
Fannie Mae
2045-12-01
2.924000
Government Agency Debt
4056323.00
4255111.22
Freddie Mac
2022-02-25
8.297000
Government Agency Debt
71181340.00
75078263.11
Freddie Mac
2025-08-01
4.500000
Government Agency Debt
17001158.00
3269008.57
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
5100000.00
3301926.47
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
7528160.00
3102065.61
Freddie Mac
2027-02-01
2.500000
Government Agency Debt
5000000.00
3017959.81
Freddie Mac
2027-03-01
5.500000
Government Agency Debt
35700000.00
3002381.52
Freddie Mac
2035-01-01
3.500000
Government Agency Debt
3190685.00
3265699.16
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
5999460.00
3153303.59
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
4222162.00
3216345.55
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
4400000.00
3005672.69
Freddie Mac
2042-01-15
3.000000
Government Agency Debt
115000.00
76723.80
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
4000000.00
3194046.71
Freddie Mac
2043-06-01
3.000000
Government Agency Debt
3753833.00
3165891.87
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
3496666.00
3134865.32
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
3307542.00
3026144.83
Freddie Mac
2044-03-01
4.500000
Government Agency Debt
3669138.00
3077667.99
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
4559049.00
3251565.22
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
4543969.00
3071248.63
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
3436440.00
3278020.70
Freddie Mac
2045-07-01
4.000000
Government Agency Debt
2872437.00
3058130.70
Freddie Mac
2045-08-01
3.500000
Government Agency Debt
2976172.00
3073092.15
Freddie Mac
2045-08-01
4.500000
Government Agency Debt
3044552.00
3330223.27
Freddie Mac
2045-08-01
4.500000
Government Agency Debt
3013640.00
3314923.83
GNMA
2036-07-20
5.500000
Government Agency Debt
1374.00
67.88
GNMA
2039-05-20
3.500000
Government Agency Debt
7000000.00
2134161.57
GNMA
2043-06-20
2.250000
Government Agency Debt
5300000.00
3397080.29
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
308000000.00
308000000.00
0.0078
N
308000000.00
308000000.00
BENNINGTON STARK CAPITAL CO LLC
BENNINGTON STARK CAPITAL CO LLC 0.190000%
08224MZ15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
100000000.00
100000000.00
0.0025
N
99999640.00
99999640.00
BENNINGTON STARK CAPITAL CO LLC
BENNINGTON STARK CAPITAL CO LLC 0.180000%
08224MZ15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
28000000.00
28000000.00
0.0007
N
27999899.20
27999899.20
BENNINGTON STARK CAPITAL CO LLC
BENNINGTON STARK CAPITAL CO LLC 0.180000%
08224MZ72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
10000000.00
9999700.00
0.0003
N
9999800.00
9999800.00
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.120000%
34959TDD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
66000000.00
66000000.00
0.0017
N
65999986.80
65999986.80
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.110000%
34959TDE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
158000000.00
158000000.00
0.0040
N
157999826.20
157999826.20
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
64000000.00
63885760.00
0.0016
N
63893433.60
63893433.60
BNP PARIBAS SA
BNP PARIBAS SA 0.510000%
09658YDE8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
N
27000000.00
26948362.50
0.0007
N
26950938.30
26950938.30
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000%
05572NA89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
233000000.00
233000000.00
0.0059
N
233077008.83
233077008.83
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000%
05572NA97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
47000000.00
47000000.00
0.0012
N
47015533.97
47015533.97
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.400000%
05572NYR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
162000000.00
162000000.00
0.0041
N
162001232.82
162001232.82
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.120000%
987WVU007_0.1200_M151201_2M49
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2015-12-17
0.00
Treasury Debt
54335000.00
54331957.24
UNITED STATES TREASURY
2016-01-15
0.375000
Treasury Debt
2036400.00
2039100.78
UNITED STATES TREASURY
2016-02-15
9.250000
Treasury Debt
100.00
104.50
UNITED STATES TREASURY
2016-05-15
0.250000
Treasury Debt
199800.00
199688.72
UNITED STATES TREASURY
2016-05-26
0.00
Treasury Debt
397500.00
396720.50
UNITED STATES TREASURY
2018-07-15
1.375000
Treasury Debt
700.00
806.82
UNITED STATES TREASURY
2021-02-15
7.875000
Treasury Debt
24999900.00
33201202.66
UNITED STATES TREASURY
2022-01-15
0.125000
Treasury Debt
41356800.00
42512023.30
UNITED STATES TREASURY
2022-02-15
2.000000
Treasury Debt
23100700.00
23378490.94
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
153000000.00
153000000.00
0.0039
N
153000000.00
153000000.00
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.140000%
987WVU007_0.1400_M151201_2M49
0001197610
Government Agency Repurchase Agreement
Y
0.625 FHLB 17 G4229
2017-10-26
0.625000
Government Agency Debt
5430000.00
5397150.01
05.500 FGPC G01749 G
2035-01-01
5.500000
Government Agency Debt
2619467.00
168043.43
Fannie Mae
2016-03-01
5.080000
Government Agency Debt
1333660.00
1346007.32
Fannie Mae
2017-01-30
1.250000
Government Agency Debt
28.00
28.28
Fannie Mae
2020-11-01
3.500000
Government Agency Debt
5555496.00
1108893.74
Fannie Mae
2022-03-01
4.000000
Government Agency Debt
6183641.00
996855.01
Fannie Mae
2022-05-01
6.000000
Government Agency Debt
2300.00
45.39
Fannie Mae
2022-07-01
2.500000
Government Agency Debt
2723000.00
1202868.82
Fannie Mae
2022-09-01
2.500000
Government Agency Debt
1700000.00
876552.55
Fannie Mae
2022-10-25
2.200000
Government Agency Debt
1362000.00
1341350.57
Fannie Mae
2024-07-01
4.500000
Government Agency Debt
6534703.00
1360148.73
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
5797827.00
2185387.34
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
2582610.00
942739.61
Fannie Mae
2025-09-01
3.000000
Government Agency Debt
1100000.00
1108906.78
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
2478882.00
1319746.21
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
2000000.00
1086046.04
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
8756000.00
4461552.13
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
984000.00
601249.22
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
1511330.00
1301965.84
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
1598085.00
1275527.73
Fannie Mae
2028-09-01
4.000000
Government Agency Debt
1125675.00
1044405.59
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
1626626.00
1160755.59
Fannie Mae
2029-04-01
4.000000
Government Agency Debt
1055242.00
1016279.74
Fannie Mae
2029-11-01
3.500000
Government Agency Debt
1500000.00
1375505.39
Fannie Mae
2029-12-01
3.000000
Government Agency Debt
1494400.00
1463243.20
Fannie Mae
2030-04-01
3.000000
Government Agency Debt
1058891.00
1066482.58
Fannie Mae
2030-05-01
3.000000
Government Agency Debt
1014367.00
1025287.28
Fannie Mae
2030-05-01
3.000000
Government Agency Debt
1010701.00
1022734.18
Fannie Mae
2030-06-01
7.000000
Government Agency Debt
61388206.00
1037805.67
Fannie Mae
2030-08-01
3.000000
Government Agency Debt
1067405.00
1104157.66
Fannie Mae
2030-09-01
3.000000
Government Agency Debt
2893.00
2913.03
Fannie Mae
2030-09-01
3.500000
Government Agency Debt
1209629.00
1265520.59
Fannie Mae
2030-11-01
3.000000
Government Agency Debt
4741806.00
4915314.12
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
1472300.00
967633.38
Fannie Mae
2032-05-01
2.516000
Government Agency Debt
1827.00
79.38
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
3243299.00
1065962.26
Fannie Mae
2035-06-01
4.000000
Government Agency Debt
1282206.00
1369495.42
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
11500000.00
1180637.32
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
19192652.00
1211027.93
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
22000000.00
1067785.80
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
5201521.00
2365372.17
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
10367607.00
4783323.93
Fannie Mae
2037-01-01
2.263000
Government Agency Debt
470856.00
69458.19
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
5147443.00
581063.11
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
3731.00
121.96
Fannie Mae
2039-11-25
4.500000
Government Agency Debt
1211.00
72.57
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2855.00
562.73
Fannie Mae
2040-11-25
0.721000
Government Agency Debt
43268600.00
6314018.35
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
7256700.00
4466931.31
Fannie Mae
2041-12-25
2.500000
Government Agency Debt
46806944.00
47103507.60
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1669494.00
1290110.94
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
7440000.00
5338520.55
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1805013.00
1341222.69
Fannie Mae
2043-02-01
4.000000
Government Agency Debt
5265539.00
4693056.83
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1437025.00
1196879.83
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
1112990.00
921546.96
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
2842464.00
2293898.84
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
1479635.00
1283666.89
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
1508987.00
1335853.32
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
1712952.00
1444733.56
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
1240000.00
851267.00
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
516368.00
374403.25
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1214670.00
1273495.72
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1065426.00
1040080.64
Fannie Mae
2044-07-01
3.000000
Government Agency Debt
1045438.00
967079.37
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
1106661.00
1092173.54
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1317844.00
1420720.60
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1177249.00
1041567.34
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1036608.00
1026932.75
Fannie Mae
2044-11-01
3.500000
Government Agency Debt
1045250.00
1066100.97
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
4672077.00
4662579.61
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1260308.00
1006623.79
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
1472308.00
1029875.36
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
1098100.00
1153988.83
Fannie Mae
2045-01-01
4.500000
Government Agency Debt
1124000.00
1208064.73
Fannie Mae
2045-02-01
4.500000
Government Agency Debt
1042306.00
1130938.41
Fannie Mae
2045-02-01
4.500000
Government Agency Debt
1027375.00
1105954.49
Fannie Mae
2045-04-01
2.978000
Government Agency Debt
5021162.00
5100100.23
Fannie Mae
2045-06-01
3.500000
Government Agency Debt
1310090.00
1354607.80
Fannie Mae
2045-06-01
3.500000
Government Agency Debt
1181653.00
1223115.38
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
1342833.00
1435935.27
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
1219705.00
1292480.13
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
1082349.00
1151603.93
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3809776.00
4036074.75
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
825935.00
873871.03
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
1302150.00
1222563.94
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
1317972.00
1399729.06
Fannie Mae
2045-09-01
4.500000
Government Agency Debt
1270678.00
1392633.64
Fannie Mae
2045-10-01
3.500000
Government Agency Debt
2023336.00
2087371.34
Fannie Mae
2045-10-01
3.500000
Government Agency Debt
1305786.00
1347586.27
Fannie Mae
2045-11-01
3.500000
Government Agency Debt
1118529.00
1164587.17
Fannie Mae
2045-11-01
4.000000
Government Agency Debt
1264490.00
1353737.99
Fannie Mae
2049-01-01
6.000000
Government Agency Debt
17877290.00
983574.59
Farm Federal Credit Bank
2018-05-14
0.270000
Government Agency Debt
600000.00
597570.00
Farm Federal Credit Bank
2025-08-19
3.090000
Government Agency Debt
1820000.00
1842129.68
Freddie Mac
2018-06-12
1.200000
Government Agency Debt
19000.00
19003.04
Freddie Mac
2019-12-01
5.500000
Government Agency Debt
1380538.00
138071.04
Freddie Mac
2024-09-25
3.241000
Government Agency Debt
5.00
5.18
Freddie Mac
2024-11-01
5.000000
Government Agency Debt
5491304.00
362319.56
Freddie Mac
2025-03-25
3.205000
Government Agency Debt
40.00
41.20
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
5310000.00
2803467.95
Freddie Mac
2029-04-15
6.000000
Government Agency Debt
3.00
0.08
Freddie Mac
2029-10-01
3.500000
Government Agency Debt
8619328.00
7988731.43
Freddie Mac
2036-08-15
6.000000
Government Agency Debt
1886787.00
68062.38
Freddie Mac
2037-01-01
7.500000
Government Agency Debt
1181135.00
92856.45
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
2.00
0.12
Freddie Mac
2038-12-20
5.500000
Government Agency Debt
2539314.00
48053.00
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
21909440.00
19180425.75
Freddie Mac
2040-06-01
4.500000
Government Agency Debt
4245476.00
886394.12
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
309998.00
140418.31
Freddie Mac
2043-12-01
6.500000
Government Agency Debt
74966.00
41190.10
Freddie Mac
2044-03-01
4.500000
Government Agency Debt
1087952.00
797206.73
Freddie Mac
2044-09-01
4.500000
Government Agency Debt
12408320.00
10963017.45
Freddie Mac
2044-10-01
4.500000
Government Agency Debt
4034792.00
4157326.51
Freddie Mac
2045-11-01
4.000000
Government Agency Debt
7784711.00
8352288.22
GNMA
2017-09-20
2.000000
Government Agency Debt
3000000.00
4527.04
GNMA
2018-06-20
2.000000
Government Agency Debt
1616773.00
3247.60
GNMA
2022-05-20
1.750000
Government Agency Debt
62607558.00
539805.13
GNMA
2022-05-20
1.750000
Government Agency Debt
100000.00
892.96
GNMA
2022-06-20
1.750000
Government Agency Debt
40728539.00
411244.40
GNMA
2022-10-20
1.625000
Government Agency Debt
62799896.00
355565.43
GNMA
2023-01-20
1.750000
Government Agency Debt
21558978.00
202888.33
GNMA
2023-04-20
1.750000
Government Agency Debt
45672151.00
487973.55
GNMA
2024-08-20
1.875000
Government Agency Debt
1726.00
10.52
GNMA
2024-11-20
2.500000
Government Agency Debt
106313791.00
582605.70
GNMA
2025-05-20
1.750000
Government Agency Debt
60521000.00
338337.03
GNMA
2025-06-20
2.000000
Government Agency Debt
16500.00
74.53
GNMA
2026-03-20
1.750000
Government Agency Debt
1000000.00
3717.01
GNMA
2026-04-15
3.000000
Government Agency Debt
218102.00
95360.45
GNMA
2027-01-20
1.750000
Government Agency Debt
200000.00
1364.31
GNMA
2027-03-20
1.750000
Government Agency Debt
505000.00
3503.73
GNMA
2027-09-20
1.875000
Government Agency Debt
82303970.00
343091.30
GNMA
2027-11-20
1.625000
Government Agency Debt
163159536.00
780680.92
GNMA
2028-04-20
1.750000
Government Agency Debt
16127041.00
91732.98
GNMA
2030-05-20
1.750000
Government Agency Debt
32012126.00
346920.24
GNMA
2031-03-20
1.750000
Government Agency Debt
999999.00
3344.52
GNMA
2031-12-20
1.625000
Government Agency Debt
19399089.00
332595.03
GNMA
2032-12-15
5.500000
Government Agency Debt
2599980.00
124644.57
GNMA
2033-02-20
1.750000
Government Agency Debt
8502921.00
351503.44
GNMA
2033-08-20
2.375000
Government Agency Debt
9512879.00
366170.86
GNMA
2034-03-20
1.750000
Government Agency Debt
10.00
1.73
GNMA
2034-04-20
1.750000
Government Agency Debt
25072802.00
827412.74
GNMA
2034-07-20
1.875000
Government Agency Debt
1000000.00
119570.18
GNMA
2034-07-20
1.875000
Government Agency Debt
1000000.00
93533.78
GNMA
2034-07-20
2.375000
Government Agency Debt
16626201.00
680108.23
GNMA
2034-08-20
1.875000
Government Agency Debt
27335912.00
2133843.30
GNMA
2034-08-20
1.875000
Government Agency Debt
6000000.00
361767.55
GNMA
2034-11-20
1.625000
Government Agency Debt
4247801.00
356003.81
GNMA
2035-05-20
1.750000
Government Agency Debt
410627.00
49304.79
GNMA
2035-10-20
1.625000
Government Agency Debt
4201450.00
193112.75
GNMA
2035-11-20
1.625000
Government Agency Debt
1216032.00
327694.61
GNMA
2036-07-20
1.875000
Government Agency Debt
1380743.00
392947.76
GNMA
2036-08-20
6.500000
Government Agency Debt
5800000.00
410928.27
GNMA
2036-11-15
6.000000
Government Agency Debt
4067432.00
212636.26
GNMA
2036-11-20
1.625000
Government Agency Debt
1138.00
68.89
GNMA
2038-02-16
0.717000
Government Agency Debt
99998715.00
22709329.57
GNMA
2038-03-20
0.724200
Government Agency Debt
1550.00
109.25
GNMA
2038-06-15
6.000000
Government Agency Debt
5532440.00
338541.43
GNMA
2038-08-20
3.000000
Government Agency Debt
800000.00
81303.20
GNMA
2038-09-20
1.875000
Government Agency Debt
37610974.00
3372333.84
GNMA
2038-10-20
2.125000
Government Agency Debt
2007.00
55.64
GNMA
2038-10-20
5.500000
Government Agency Debt
2826.00
67.22
GNMA
2038-11-20
1.625000
Government Agency Debt
1046.00
40.13
GNMA
2038-11-20
5.500000
Government Agency Debt
233799.00
177344.96
GNMA
2038-12-20
3.000000
Government Agency Debt
3169.00
91.90
GNMA
2039-01-20
1.750000
Government Agency Debt
2000000.00
281779.39
GNMA
2039-02-20
3.000000
Government Agency Debt
1978832.00
146834.00
GNMA
2039-08-20
1.875000
Government Agency Debt
3173054.00
837823.73
GNMA
2039-10-15
6.000000
Government Agency Debt
25247.00
15708.88
GNMA
2039-11-15
4.500000
Government Agency Debt
20013.00
10347.69
GNMA
2039-11-15
5.000000
Government Agency Debt
18509.00
4459.60
GNMA
2039-11-20
2.125000
Government Agency Debt
1092.00
150.87
GNMA
2039-11-20
4.000000
Government Agency Debt
1830889.00
157245.08
GNMA
2040-01-15
5.000000
Government Agency Debt
294608.00
128507.23
GNMA
2040-02-15
4.000000
Government Agency Debt
888876.00
347010.08
GNMA
2040-02-20
1.750000
Government Agency Debt
1000000.00
319490.10
GNMA
2040-02-20
3.000000
Government Agency Debt
3999794.00
873730.15
GNMA
2040-03-20
3.500000
Government Agency Debt
741416.00
226430.74
GNMA
2040-04-20
3.000000
Government Agency Debt
6750000.00
1658651.37
GNMA
2040-05-20
2.500000
Government Agency Debt
8025000.00
2168592.14
GNMA
2040-05-20
2.750000
Government Agency Debt
5050000.00
1568186.62
GNMA
2040-05-20
3.000000
Government Agency Debt
3210000.00
719226.01
GNMA
2040-07-20
1.875000
Government Agency Debt
1000000.00
272765.74
GNMA
2040-07-20
2.000000
Government Agency Debt
5200000.00
1796277.40
GNMA
2040-07-20
3.000000
Government Agency Debt
2000000.00
531034.23
GNMA
2040-08-20
2.500000
Government Agency Debt
5965000.00
1647079.68
GNMA
2040-09-20
2.000000
Government Agency Debt
6935000.00
1809130.51
GNMA
2040-10-20
3.000000
Government Agency Debt
2000000.00
560211.25
GNMA
2040-10-20
3.500000
Government Agency Debt
500000.00
150525.55
GNMA
2040-11-20
3.000000
Government Agency Debt
1080000.00
391897.42
GNMA
2040-12-15
4.000000
Government Agency Debt
7114.00
2871.70
GNMA
2041-01-20
3.000000
Government Agency Debt
750000.00
171373.24
GNMA
2041-02-15
4.000000
Government Agency Debt
40719.00
27101.10
GNMA
2041-02-20
3.000000
Government Agency Debt
4000000.00
1180144.08
GNMA
2041-04-20
2.500000
Government Agency Debt
1000.00
407.54
GNMA
2041-05-15
4.500000
Government Agency Debt
264429.00
162848.62
GNMA
2041-05-20
1.750000
Government Agency Debt
11157934.00
3888858.11
GNMA
2041-05-20
3.000000
Government Agency Debt
819094.00
512239.27
GNMA
2041-07-20
0.513000
Government Agency Debt
21795404.00
20613440.34
GNMA
2041-07-20
1.875000
Government Agency Debt
8750000.00
2886787.48
GNMA
2041-07-20
3.000000
Government Agency Debt
6600000.00
2145303.98
GNMA
2041-07-20
3.500000
Government Agency Debt
4475000.00
1140107.63
GNMA
2041-08-15
5.500000
Government Agency Debt
1119.00
54.23
GNMA
2041-10-15
4.500000
Government Agency Debt
3784.00
684.50
GNMA
2041-12-20
3.000000
Government Agency Debt
1135000.00
379815.68
GNMA
2042-01-15
4.000000
Government Agency Debt
1039262.00
579788.12
GNMA
2042-01-20
1.750000
Government Agency Debt
1.00
0.30
GNMA
2042-01-20
1.750000
Government Agency Debt
1.00
0.30
GNMA
2042-01-20
3.000000
Government Agency Debt
1500000.00
507674.61
GNMA
2042-01-20
3.500000
Government Agency Debt
1075000.00
307021.99
GNMA
2042-02-20
3.500000
Government Agency Debt
1025000.00
356966.36
GNMA
2042-03-15
4.000000
Government Agency Debt
1960516.00
1119502.84
GNMA
2042-03-20
2.500000
Government Agency Debt
5000000.00
2270501.41
GNMA
2042-05-20
3.000000
Government Agency Debt
500000.00
177440.45
GNMA
2042-06-20
0.500000
Government Agency Debt
98207200.00
96902691.94
GNMA
2042-07-20
1.875000
Government Agency Debt
500000.00
169172.83
GNMA
2042-07-20
3.000000
Government Agency Debt
4835000.00
1633530.79
GNMA
2042-09-20
3.000000
Government Agency Debt
5035000.00
2011347.54
GNMA
2042-12-20
2.000000
Government Agency Debt
2000000.00
957296.82
GNMA
2042-12-20
2.000000
Government Agency Debt
1000000.00
478648.41
GNMA
2043-01-20
3.000000
Government Agency Debt
2480834.00
1836404.40
GNMA
2043-03-20
2.000000
Government Agency Debt
3068451.00
1740801.91
GNMA
2043-05-20
2.500000
Government Agency Debt
5731.00
2941.85
GNMA
2043-06-20
0.513000
Government Agency Debt
18229543.00
17142673.98
GNMA
2043-07-15
4.000000
Government Agency Debt
94359.00
56374.43
GNMA
2043-08-20
2.500000
Government Agency Debt
3000000.00
1846054.49
GNMA
2043-11-20
2.500000
Government Agency Debt
3443386.00
2009309.12
GNMA
2043-12-20
3.000000
Government Agency Debt
1787606.00
728025.31
GNMA
2044-02-20
2.000000
Government Agency Debt
806528.00
473880.34
GNMA
2044-02-20
3.500000
Government Agency Debt
4856028.00
1916090.59
GNMA
2044-09-15
4.000000
Government Agency Debt
2054320.00
1988649.85
GNMA
2044-11-20
2.500000
Government Agency Debt
117623.00
118425.12
GNMA
2045-03-15
4.000000
Government Agency Debt
103505.00
94549.25
GNMA
2045-05-20
3.000000
Government Agency Debt
761120.00
781877.20
GNMA
2045-05-20
3.000000
Government Agency Debt
400000.00
389350.91
GNMA
2045-08-20
4.000000
Government Agency Debt
27032512.00
28301258.79
GNMA
2045-09-20
2.500000
Government Agency Debt
495697.00
502487.38
GNMA
2045-09-20
3.000000
Government Agency Debt
845159.00
868348.94
UNITED STATES TREASURY
2016-02-15
9.250000
Treasury Debt
12330400.00
12885519.30
UNITED STATES TREASURY
2017-11-30
0.625000
Treasury Debt
24000000.00
23842512.00
UNITED STATES TREASURY
2019-01-15
2.125000
Treasury Debt
500000.00
593922.52
UNITED STATES TREASURY
2019-10-31
1.500000
Treasury Debt
100.00
100.23
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
521000000.00
521000000.00
0.0132
N
521000000.00
521000000.00
BPCE SA
BPCE SA 0.405000%
05571BBA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
73000000.00
72941691.25
0.0018
N
72960434.00
72960434.00
BPCE SA
BPCE SA 0.130000%
05571CZ79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
118000000.00
117997443.33
0.0030
N
117996788.04
117996788.04
CAFCO LLC
CAFCO LLC 0.500000%
12476EE47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
162000000.00
161651250.00
0.0041
N
161641283.40
161641283.40
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.472800%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-06-28
N
N
N
116000000.00
116000000.00
0.0029
N
115999189.16
115999189.16
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.471500%
13606AJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-05-26
N
N
N
113000000.00
113000000.00
0.0029
N
113000000.00
113000000.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.390000%
13606J2N8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
27000000.00
27000000.00
0.0007
N
27007481.97
27007481.97
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.520000%
13606J4T3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
108000000.00
108000000.00
0.0027
N
108072501.48
108072501.48
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.550000%
13606J5V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
N
N
50000000.00
50000000.00
0.0013
N
50038545.50
50038545.50
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.364500%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-10
2016-06-10
N
N
N
312000000.00
312000000.00
0.0079
N
311997816.00
311997816.00
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.310000%
13738KZM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-21
2015-12-21
N
N
Y
Deal Sponsor
Bank of Scotland Plc
N/A
N/A
Deal Sponsor
Lloyds Bank Plc
N/A
N/A
149000000.00
148974338.89
0.0038
N
148981315.40
148981315.40
CHARTA LLC
CHARTA LLC 0.350000%
16115UBP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
63000000.00
62948550.00
0.0016
N
62946746.10
62946746.10
CHARTA LLC
CHARTA LLC 0.410500%
16115UC17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
50000000.00
49948180.55
0.0013
N
49951570.00
49951570.00
CHARTA LLC
CHARTA LLC 0.510000%
16115UCF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
21000000.00
20968762.50
0.0005
N
20974833.60
20974833.60
CHARTA LLC
CHARTA LLC 0.470000%
16115UDE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
27000000.00
26952412.50
0.0007
N
26952366.60
26952366.60
CHARTA LLC
CHARTA LLC 0.450000%
16115UDR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
50000000.00
49908750.00
0.0013
N
49900165.00
49900165.00
CHARTA LLC
CHARTA LLC 0.340000%
16115XZ16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
150000000.00
150000000.00
0.0038
N
149999505.00
149999505.00
CHASE BANK USA NA
CHASE BANK USA NA 0.380000%
16144RUY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
81000000.00
81000000.00
0.0020
N
81004488.21
81004488.21
CHASE BANK USA NA
CHASE BANK USA NA 0.480000%
16144RVM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
282000000.00
282000000.00
0.0071
N
282123857.22
282123857.22
CHASE BANK USA NA
CHASE BANK USA NA 0.491500%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-28
2016-07-27
N
N
N
67000000.00
67000000.00
0.0017
N
66999866.67
66999866.67
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
356000000.00
356000000.00
0.0090
N
355998579.56
355998579.56
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
Deal Sponsor
Citibank NA
N/A
N/A
38000000.00
37969410.04
0.0010
N
37980544.00
37980544.00
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
94650000.00
94597705.87
0.0024
N
94627170.42
94627170.42
COCA-COLA CO
COCA-COLA CO 0.390000%
19121AAN1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
100000000.00
99943666.68
0.0025
N
99974530.00
99974530.00
COCA-COLA CO
COCA-COLA CO 0.380000%
19121AAN1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
21000000.00
20988473.33
0.0005
N
20994651.30
20994651.30
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
210000000.00
209681674.98
0.0053
N
209817930.00
209817930.00
COCA-COLA CO
COCA-COLA CO 0.500000%
19121AEJ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
N
50000000.00
49882638.89
0.0013
N
49909805.00
49909805.00
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
27000000.00
26906159.99
0.0007
N
26943529.50
26943529.50
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
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
136000000.00
135760337.76
0.0034
N
135766732.80
135766732.80
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.420000%
19422GZ98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
58000000.00
57994586.66
0.0015
N
57997825.00
57997825.00
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
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
102000000.00
101820253.32
0.0026
N
101825049.60
101825049.60
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.325500%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2016-05-12
N
N
N
31000000.00
31000000.00
0.0008
N
31001240.31
31001240.31
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.441500%
20272ANZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-29
2016-06-27
N
N
N
300000000.00
300000000.00
0.0076
N
299999103.00
299999103.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.442800%
20272APA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-29
2016-06-29
N
N
N
134000000.00
134000000.00
0.0034
N
133999063.34
133999063.34
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.404700%
20272APD2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-08
2016-07-08
N
N
N
55000000.00
55000000.00
0.0014
N
55001375.55
55001375.55
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
93000000.00
93000000.00
0.0024
N
92999888.40
92999888.40
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000%
927LZZ009
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
351000000.00
351000000.00
0.0089
N
351117202.41
351117202.41
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
Deal Sponsor
Citibank NA
N/A
N/A
44000000.00
43964580.00
0.0011
N
43977472.00
43977472.00
CRC FUNDING LLC
CRC FUNDING LLC 0.510000%
12622UC87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
37000000.00
36948631.67
0.0009
N
36960014.10
36960014.10
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.390000%
22533M2Q3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
104000000.00
104000000.00
0.0026
N
104000697.84
104000697.84
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.350000%
22533M3Z2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
91000000.00
91000000.00
0.0023
N
91006607.51
91006607.51
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.300000%
22533M4L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
68000000.00
68000000.00
0.0017
N
68000286.28
68000286.28
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.390000%
22533M7J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
6000000.00
6000000.00
0.0002
N
6000346.86
6000346.86
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.460000%
927LEW009
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
120000000.00
120000000.00
0.0030
N
120011797.20
120011797.20
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.400000%
927RFF002
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
202000000.00
202000000.00
0.0051
N
202023171.42
202023171.42
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.580000%
22549V4F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
92000000.00
92000000.00
0.0023
N
92056084.12
92056084.12
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.590000%
22549VAY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
N
108000000.00
108000000.00
0.0027
N
108073149.48
108073149.48
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.570000%
22549VCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
158000000.00
158000000.00
0.0040
N
158097092.58
158097092.58
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.590000%
22549VEY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
209000000.00
209000000.00
0.0053
N
209139467.79
209139467.79
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.100000%
22799D001_0.1000_M151201_2M49
0001230485
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-03-31
0.500000
Treasury Debt
286240000.00
285439486.92
UNITED STATES TREASURY
2017-07-31
0.500000
Treasury Debt
20646600.00
20563964.21
UNITED STATES TREASURY
2025-05-15
2.125000
Treasury Debt
60435000.00
59940384.60
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
358764321.00
358764321.00
0.0091
N
358764321.00
358764321.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.110000%
22799D001_0.1100_M151201_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
196000.00
106205.91
Freddie Mac
2039-12-15
5.500000
Government Agency Debt
21360000.00
7475437.77
Freddie Mac
2044-05-15
4.000000
Government Agency Debt
97513268.00
84218818.36
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
90000000.00
90000000.00
0.0023
N
90000000.00
90000000.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.360000%
921AER000_0.3600_M151202_2M49
0001230485
Other Repurchase Agreement
N
144A ABMT 2014-3 B4
2044-11-25
3.835100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5772000.00
5376174.29
144A ABMT 2015-2 B2
2045-03-25
3.762440
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7360000.00
6319336.07
144A BAFC 2009-R7A 4A2
2035-08-26
2.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5410975.00
4578494.46
144A CBAC 2005-1A A
2035-07-25
0.541000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37200000.00
4390395.20
144A CD 2007-CD5 D
2044-11-15
6.323400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12750000.00
12866200.80
144A COMM 2000-C1 G
2033-08-15
6.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
534577.48
144A COMM 2013-CR10 D
2046-08-10
4.951000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
695724.34
144A COMM 2014-CR18 D
2047-07-15
4.896500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2360000.00
2090766.25
144A CSMC 2014-OAK1 B4
2044-11-25
3.766000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8845000.00
8022516.80
144A CSMC 2014-USA D
2037-09-15
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1960000.00
1894299.66
144A CSMC 2014-WIN2 B3
2044-10-25
4.016300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4272000.00
4077672.46
144A FREMF 2013-K24 C
2045-11-25
3.622600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1961860.30
144A FREMF 2014-K36 C
2046-12-25
4.503200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
525765.14
144A FREMF 2015-K43 C
2048-02-25
3.862800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11880000.00
11426428.76
144A FREMF 2015-K718 B
2022-02-25
3.669300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5357000.00
5114946.35
144A GSMS 2010-C2 D
2043-12-10
5.361200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
103363.65
144A JPMCC 2012-C6 G
2045-05-15
2.972000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
134025.20
144A JPMCC 2012-C8 E
2045-10-15
4.820300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2067000.00
2029611.89
144A JPMCC 2014-PHH E
2027-08-15
3.497000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
402339.70
144A MSC 2011-C2 D
2044-06-15
5.479041
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
693499.34
144A TPMT 2015-2 1B1
2060-11-25
3.466855
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36468000.00
32252886.46
144A TPMT 2015-2 2B1
2057-11-25
4.159379
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9493000.00
7901935.52
144A UBSBB 2012-C2 D
2063-05-10
5.046000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
645137.53
144A UBSC 2011-C1 E
2045-01-10
6.084000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5641000.00
6162793.01
144A WBCMT 2004-C11 F
2041-01-15
5.342500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11320000.00
11554380.43
144A WFRBS 2011-C5 D
2044-11-15
5.822100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107853.47
144A WFRBS 2014-C24 D
2047-11-15
3.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
4405816.13
AGATE BAY MTG TR 2014-2
2044-09-25
3.906000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4679000.00
4346310.57
AGATE BAY MTG TR 2014-2
2044-09-25
3.906000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3744000.00
3535278.20
AGATE BAY MTG TR 2015-1
2045-01-25
3.823700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3214000.00
2978349.42
AGATE BAY MTG TR 2015-1
2045-01-25
3.823700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2795000.00
2216321.50
AGATE BAY VAR 07/45
2045-07-25
3.638900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1792000.00
1121477.31
AHM 2004-1 4A
2044-04-25
2.633100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62160000.00
5157392.56
BANC OF AMERICA VAR 09/47
2047-09-10
5.587600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100876.47
CHASE 2007-A1 2A1
2037-02-25
2.656800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
188466.71
CITIGROUP COML MTG TR
2046-04-10
4.603800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
93589.07
CITIGROUP COML MTG TR 2013-375P
2035-05-10
3.634800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
585000.00
535023.50
CITIGROUP COML MTG TR 2013 GC17
2046-11-10
5.260300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
727114.14
CMLTI 2014-J2 B4
2044-11-25
3.962300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4566000.00
4204221.35
COMM 2013 CCRE11 MTG TR
2046-10-10
5.338100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73000.00
69266.83
COMM 3.22% 04/47
2047-04-10
3.220000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3790000.00
2711069.09
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
4423000.00
3378373.45
CSFB 2003-AR18 CB1
2033-07-25
2.312700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5711900.00
1328710.86
CSFB 2003-AR28 6M3
2033-12-25
2.971000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
619684.76
CSFB 2004-AR5 11M1
2034-06-25
1.321000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6410000.00
2090775.66
CSFB 2004-AR5 IB1
2034-06-25
2.578700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5621000.00
2126346.80
CSMC 2015-2
2045-02-25
3.942200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7020000.00
5767046.76
CSMC 2015-2
2045-02-25
3.942200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4388000.00
4156338.71
CSMC TR 2013-7
2043-08-25
3.591900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7395000.00
6072308.64
CSMC TR 2013-IVR1
2043-03-25
3.483800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5848000.00
5436002.78
CSMC TR 2013-IVR1
2043-03-25
3.483800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5849000.00
5400942.80
CSMC TR 2013-IVR2
2043-04-25
3.444100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6103000.00
5675677.28
CSMC TR 2013-IVR2
2043-04-25
3.444100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6104000.00
5646939.00
CSMC TR 2014-WIN1
2044-09-25
3.944200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7687000.00
7489621.62
CSMLT 2015-2 VAR 08/45
2045-08-25
3.910940
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4936000.00
4246354.91
CWALT 2004-J4 M1
2034-06-25
1.121000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1812759.07
CWHL
2034-09-20
2.581400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
18354.26
FHASI 2004-AR7 2A4
2035-02-25
2.586600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4307000.00
437212.47
FREMF 2013-K35 MTG TR
2023-08-25
4.077400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12391876.00
12400947.65
GS MTG SECS TR 2014-GC18
2047-01-10
5.112800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
129107.24
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-15
3.986000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
85423.43
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-15
4.197000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2960283.46
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-15
5.728500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6460000.00
6931044.49
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.960900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4234252.00
4375249.24
JPMMT 2013-2 B4
2043-05-25
3.677100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2434000.00
2119591.08
ML CFC COML MTGE TR 2007-8
2049-08-12
6.073000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3636186.00
3761969.50
ML-CFC 2007
2049-08-12
6.073000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
304873.97
MLMI 2005-A5 A8
2035-06-25
2.573400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
222083.24
MORGAN STANLEY CAP I TR 2012 C4
2045-03-15
5.708706
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
911000.00
956431.58
MSC 2006-IQ11 B
2042-10-15
5.952100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20253.19
MSC 2007-HQ11 AJ
2044-02-12
5.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
4068.73
MSC 2007-IQ14 AM
2049-04-15
5.865100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16695193.00
17279339.11
RBSSP
2045-07-26
2.648200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4010994.17
SARM
2034-06-25
0.626000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38800000.00
1377430.69
SEQUOIA
2034-02-20
1.055700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
567520.11
SHELLPOINT ASSET FDG TR CMO SE
2043-07-25
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2175035.00
1688150.93
STACR 2015-DNA1 M3
2027-10-25
3.496900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8641869.00
8257852.92
WACHOVIA BK COMM MTG TRUST
2045-03-15
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1258368.64
WFMBS
2035-03-25
2.628500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25857000.00
3377091.56
WFRBS COML MTG TR 2013 C14
2046-06-15
4.132400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1627870.85
WFRBS COML MTG TR 2014-C22 D 20570917 FLT
2057-09-15
4.056800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15517391.00
12706036.11
WIFC 1996-3 M2
2032-08-25
7.145500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
30133.31
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
3842992.62
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
Y
Credit Suisse AG
N/A
N/A
N
275000000.00
275000000.00
0.0070
N
275000000.00
275000000.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.850000%
988WZK004_0.8500_M160304_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.671000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1209949.11
144A ARMOR 2005-1A B2
2037-12-10
0.644500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
536617.22
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23866000.00
5023048.71
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10300000.00
137719.58
144A BSCMS 2006-PW13 G
2041-09-11
6.166100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6235000.00
390705.08
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
255478.26
144A CCMFC 2005-BA B1
2036-06-25
0.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
1037727.70
144A CCMFC 2006-2A A2
2047-04-25
0.401000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1381091.37
144A CCMFC 2006-3A A1
2047-08-25
0.351000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72170000.00
15966162.67
144A CSMC 2008-C1 B
2041-02-15
6.269700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7372000.00
7504725.05
144A CSMC 2015-DEAL F
2029-04-15
4.947000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60645000.00
60189277.33
144A JPMCC 2007-CB20 F
2051-02-12
6.387900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
4317275.05
144A JPMCC 2007-LDPX B
2049-01-15
5.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
168946.26
144A JPMRR 2009-12 9A2
2036-05-26
2.783490
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7839534.00
6134810.33
144A LBCMT 2007-C3 J
2044-07-15
6.096500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
11497.83
144A MESC 11PA B3
2032-09-28
2.443500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
11222400.08
144A MSC 2007-HQ11 K
2044-02-12
5.872200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
37070.63
144A MSC 2007-IQ16 B
2049-12-12
6.319300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4469000.00
3239536.31
144A RESIF 2005-B B4
2037-06-10
0.864500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9449000.00
279471.70
144A RESIX 2003-CB1 B7
2035-06-10
6.203000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2150000.00
318993.19
144A WBCMT 2007-C31 K
2047-04-15
5.944900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
42569.86
144A WBCMT 2007-C32 K
2049-06-15
5.899100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
117000.27
AHM 2004-1 3M2
2044-04-25
2.311300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
80587.94
AHM 2005-2 5A4D
2035-09-25
5.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6995645.17
AHM 2007-1 GA1A
2047-05-25
0.356900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2575745.64
ALTERNATIVE FLT 12/35
2035-12-25
0.641000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1896233.48
AMSI
2035-11-25
0.691000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7402631.88
BACM 2005-3 AJ
2043-07-10
4.767000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4611850.38
BALTA 2005-8 11A1
2035-10-25
0.761000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
3671679.14
BEAR STEARNS FLT 03/34
2034-03-25
2.629000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2240100.00
187605.28
BOAMS 2003-10 1B3
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856000.00
47553.10
BOAMS 2003-B B2
2033-03-25
3.242900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
56017.48
BOAMS 2004-1 1B3
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
789000.00
156205.55
BOAMS 2005-A 2A3
2035-02-25
2.660400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4963000.00
558231.14
BSABS
2034-10-25
2.021000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9333000.00
434798.29
BSABS 2003-AC4 BB
2033-09-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
285222.07
BSABS 2004-AC4 M1
2034-08-25
1.121000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
2555976.02
BSARM TRUST 2005-9
2035-10-25
2.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44380000.00
9521629.29
BSMF 2006-SL1 A1
2036-08-25
0.361000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
62646.58
BSMF 2006-SL3 A
2036-10-25
0.541000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70529500.00
7205205.92
BSMF 2006-SL4 A
2036-11-25
0.521000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66990000.00
7268431.73
BSMF 2006-SL6 1A
2037-01-25
0.561000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86500000.00
10908928.96
BVMBS 2004-1 1B1
2034-11-20
1.852500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
290608.66
CD 2007-CD4 AJ
2049-12-11
5.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49556000.00
42338087.40
CFLX 2006-2 A4
2036-09-25
5.085800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1754880.00
1240588.16
CHASE 2005-S3 A2
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
41534.04
CHEVY CHASE FUNDING LLC
2035-08-25
0.666600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10087000.00
489495.29
CHL MORTGAGE 5% 07/34
2034-07-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125000.00
1021047.87
CHL MORTGAGE FLT 04/35
2035-04-20
2.640700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2465000.00
215863.70
CMLTI 2004-HYB1 B1
2034-02-25
2.501600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7356000.00
1762222.71
CMLTI 2005-2 2B3
2035-05-25
5.759400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
39504.30
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8671750.50
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1235533.07
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690350.00
704431.28
CSFB 2002-AR25 CB1
2032-09-25
2.492700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10509000.00
462071.65
CSFB 2002-AR31 CB1
2032-11-25
2.541800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
196210.23
CSFB 2003-8 CB1
2033-04-25
5.613300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4810000.00
1391100.20
CSFB 2003-AR24 CB1
2033-10-25
2.638200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541500.00
942880.66
CSFB 2004-4 1B1
2034-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7671443.00
2739742.38
CSMC 2008-1R
2037-03-25
0.326900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
634607.35
CSMC TR 2014-TIKI
2038-09-15
4.019900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9160000.00
9028328.54
CSMC TRUST FLT 08/30
2030-08-15
4.897600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10022413.73
CWALT
2035-12-25
1.129900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
10064.71
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
601596.59
CWALT 2004-16CB M
2034-08-25
5.698700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19908000.00
10549506.98
CWALT 2004-5CB M
2034-03-25
5.608300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1198193.03
CWALT 2004-J11 M
2034-11-25
5.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970500.00
873088.16
CWALT 2005-14 2A2
2035-05-25
0.471000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1787569.19
CWALT 2005-16 A5
2035-06-25
0.501000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1265034.86
CWALT 2005-79CB A1
2036-01-25
0.771000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2394586.98
CWALT 2005-J3 1A3
2035-05-25
0.821000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
151975.59
CWALT 2005-J3 2A3
2035-05-25
0.821000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
66909.43
CWALT 2006-HY12 A5
2036-08-25
3.544800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
586695.00
507008.91
CWALT 2006-J2 A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12100000.00
1550155.96
CWALT INC 2005-53T2
2037-09-15
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15520000.00
13437682.59
CWHL
2035-04-25
0.511000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
114179.93
CWHL 2003-60 M
2034-02-25
2.531600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2063214.18
CWHL 2003-HYB3 M
2033-11-19
2.737500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425000.00
1758598.37
CWHL 2004-6 M
2034-05-25
2.530000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795500.00
1746687.00
CWHL 2004-J6 B2
2024-08-25
5.135300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
67011.54
CWHL 2004-J8 M
2034-12-25
5.263000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3058000.00
1019912.44
CWHL 2005-7 IM1
2035-03-25
0.971000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
2278212.77
CWMBS INC 2005-7
2035-03-25
0.841000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63136.00
3102.61
DBALT 2005-2 M
2035-04-25
5.575600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
620299.60
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4945850.37
DEUTSCHE ALT-A VAR 02/35
2035-02-25
5.610800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
3863800.17
DMSI 2004-1 3M1
2033-12-25
5.670000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4471000.00
1496608.47
DSLA
2045-08-19
0.502500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2645607.41
DSLA 2004-AR2 A1A
2044-11-19
1.022500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165270000.00
10438475.73
FHAMS 2005-AA8 3A1
2035-10-25
2.384800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3282878.73
GCCFC 2007-GG9 AJ
2039-03-10
5.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40200000.00
37715474.55
GECMC 2006-C1 C
2044-03-10
5.656700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1254170.36
GMACM 2003-AR2 M3
2033-12-19
3.184700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
147819.93
GMACM 2003-GH2 B
2033-10-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4357000.00
1656154.31
GMACM 2004-J5 M1
2035-01-25
5.492500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9106000.00
3998314.04
GPMF 2006-AR8 2A
2047-01-25
0.431000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25313842.00
4736727.01
GSAA 2004-NC1 B2
2033-11-25
5.250800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2896000.00
44384.80
HASC
2036-01-25
0.761000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
1608761.07
HVMLT
2037-08-19
0.432500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10028407.57
HVMLT 2005-5 2A1B
2045-07-19
0.492500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.07
IMM
2035-05-25
0.911000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341102.00
27979.06
IMM 2005-5 A4
2035-08-25
0.981000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29450000.00
3334647.56
IMPAC CMB TRUST SERIES 200
2035-05-25
0.866000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272881.00
24742.21
IMSA 2004-3 M3
2034-11-25
1.271000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
736628.58
IMSA 2007-1 A3
2037-03-25
0.461000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41246090.00
18037174.38
INDX 2004-AR3 B1
2034-07-25
0.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16770000.00
1791012.72
INDX 2006-AR29 A2
2036-11-25
0.301000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
858486.46
JMAC
2035-11-26
2.842000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3155392.00
215797.98
JPMCC 2006-CB14 C
2044-12-12
5.734800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
395828.49
JPMCC 2007-LDPX AJS
2049-01-15
5.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
3759595.39
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
348031.40
JPMMT 2004-A6 B2
2034-12-25
2.512200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
180499.42
JPMMT 2005-A7 3A2
2035-10-25
2.681500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15451100.00
1225657.21
LBUBS 2007-C7 C
2045-09-15
6.448600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
4892239.82
LBUBS 2008-C1 AJ
2041-04-15
6.268800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11071708.00
8038353.80
LMT 2006-8 3A1
2036-12-25
0.571000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
1810239.55
LUM 2005-1 A2
2035-11-25
0.561000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1875029.73
LUM 2006-1 A1
2036-04-25
0.461000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
70.55
LXS 2007-10H 2A1
2037-07-25
0.381000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24406254.00
3950333.45
LXS 2007-18N 2A1
2037-10-25
1.071000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48750000.00
17917633.21
MARM 2003-3 B1
2033-09-25
2.820800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7646000.00
1875393.54
MARM 2007-1 I2A1
2047-01-25
0.381000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24979000.00
7850434.45
MARM 2007-3 12A1
2047-05-25
0.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145524000.00
50997317.15
MSM 2006-1AR 3A
2036-02-25
2.965500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
3875668.70
NAA 2007-3 A1
2037-07-25
0.481000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66134500.00
17585030.57
OPMAC 2006-2 A1C
2036-07-25
0.491000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25876000.00
10011835.63
PHHAM 2007-2 1A5
2037-05-25
0.541000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2473965.14
PHHMC 2005-2 B3
2035-04-18
4.979800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366258.00
38899.09
PRIME 2005-5 2B3
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674000.00
91405.11
RALI
2034-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515300.00
223925.71
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
102202.25
RALI 2003-QS9 M2
2018-05-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418300.00
20027.44
RALI 2005-QS12 A3
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
2275137.98
RALI SERIES 5.5% 08/33
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
2747208.55
RALI SERIES 6.25% 11/31
2031-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1168300.00
281062.07
RALI SERIES 6.5% 12/31
2031-12-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1483800.00
181331.40
RESIDENTIAL FLT 01/34
2034-01-25
1.978800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22468000.00
2695582.24
RFMSI 2003-S6 M1
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014700.00
39755.20
RFMSI 2003-S6 M2
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
15828.08
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
15757.86
SAMI 2003-AR4 B2
2034-01-19
2.452500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
1968.66
SAMI 2004-AR3 B1
2034-07-19
1.102500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
992944.23
SAMI 2004-AR4 M
2034-12-19
0.877500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
842245.37
SAMI 2005-AR1 B1
2035-04-19
0.952500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19210300.00
3732009.60
SAMI 2005-AR5 B2
2035-07-19
0.902500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9133000.00
2757137.83
SAMI 2006-AR8 A1BG
2036-10-25
0.341000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32150000.00
9675067.92
SARM 2004-20 1A3
2035-01-25
2.494600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
453348.85
SARM 2005-1 5A2
2035-02-25
2.548500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4700000.00
845725.14
SARM 2005-19XS M1II
2035-10-25
0.871000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2264351.61
SARM 2005-3XS M2
2035-01-25
1.346000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7124000.00
5593994.94
SASC 2001-15A B2
2031-10-25
2.298100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
129790.77
SASC 2003-15A B1
2033-04-25
2.600400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
351851.14
SASC 2003-26A B1II
2033-09-25
2.460400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2141904.53
SASC 2003-30 B2
2033-10-25
5.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1146552.31
SASC 2003-9A B2II
2033-03-25
2.384300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
247141.31
SASC 2004-2AC B1
2034-02-25
2.418800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17814000.00
3053775.56
SASC 2006-S3 A1
2036-09-25
0.351000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76490000.00
8874489.02
SEMT 10 B3
2027-10-20
2.306700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
63797.54
SEMT 2004-5 B2
2034-06-20
1.526700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
104883.35
SEMT 2007-1 2A1
2047-02-20
2.530300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60800000.00
12718013.38
STACS 2007-1 A
2037-04-25
0.861000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.05
STRUCTURED FLT 05/35
2035-05-19
1.627500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15500000.00
853184.41
WAMU 2003-AR6 B3
2033-06-25
4.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
283650.84
WAMU 2005-AR11 B2
2045-08-25
0.851000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1072725.21
WBCMT 2006-C26 B
2045-06-15
6.232200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
6006447.14
WBCMT 2006-C28 C
2048-10-15
5.691000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19211000.00
17755482.90
WFMBS
2036-12-25
5.596300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
12542284.13
WFMBS 2003-K B1
2033-11-25
2.615300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
491667.78
WFMBS 2004-D B2
2034-05-25
2.608700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
268278.98
WFMBS 2005-AR16 7A1
2035-10-25
2.739300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
13720981.78
WFMBS 2006-9 1A9
2036-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
5440886.02
WMALT 2007-5 A3
2037-06-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
1355763.20
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
Y
Credit Suisse AG
N/A
N/A
N
600000000.00
600000000.00
0.0152
Y
600241860.00
600241860.00
CROWN POINT CAPITAL CO LLC, SERIES A
CROWN POINT CAPITAL CO LLC, SERIES A 0.330000%
2284K1Z97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
Y
Deal Sponsor
Credit Suisse AG
N/A
N/A
6000000.00
5999560.00
0.0002
N
5999775.00
5999775.00
DBS BANK LTD
DBS BANK LTD 0.470700%
23305DCQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
32000000.00
31952373.34
0.0008
N
31966982.40
31966982.40
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.120000%
21599B009_0.1200_M151201_2M49
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2045-10-20
4.000000
Government Agency Debt
171181798.00
182310000.81
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
177000000.00
177000000.00
0.0045
N
177000000.00
177000000.00
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.100000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
296000000.00
296000000.00
0.0075
N
296000000.00
296000000.00
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.110000%
23290Q4M2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
190000000.00
190000000.00
0.0048
N
190000058.90
190000058.90
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.110000%
23290Q4R1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
302000000.00
302000000.00
0.0076
N
302000181.20
302000181.20
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.090000%
ATD0EIKH9
0001074042
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
331000000.00
331000000.00
0.0084
N
330999040.10
330999040.10
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.330000%
30601WZM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-21
2015-12-21
N
N
Y
Deal Sponsor
BANK OF MONTREAL
N/A
N/A
100000000.00
99981666.66
0.0025
N
99987460.00
99987460.00
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
98599G006_0.0500_M151201_2M49
0001457970
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2021-08-15
2.125000
Treasury Debt
486852900.00
498000696.30
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
498000000.00
498000000.00
0.0126
N
498000000.00
498000000.00
FIFTH THIRD BANK (CINCINNATI BRANCH)
FIFTH THIRD BANK (CINCINNATI BRANCH) 0.320000%
31677NFZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
195000000.00
195000000.00
0.0049
N
195020710.95
195020710.95
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.110000%
36960MZ30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-03
2015-12-03
N
N
N
367000000.00
366997757.22
0.0093
N
366996476.80
366996476.80
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.220000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
N
3665000.00
3665000.00
0.0001
N
3665000.00
3665000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.090000%
38399H002_0.0900_M151204_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-03-01
2.432000
Government Agency Debt
11904128.00
11108712.90
Fannie Mae
2035-09-01
2.068000
Government Agency Debt
2578.00
445.02
Fannie Mae
2037-01-01
2.230000
Government Agency Debt
150000.00
13575.90
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
20642240.00
15122996.96
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
30388.00
8518.07
Freddie Mac
2016-03-01
6.500000
Government Agency Debt
70205.00
7.38
Freddie Mac
2016-03-01
8.000000
Government Agency Debt
1280306.00
59.15
Freddie Mac
2016-03-01
8.000000
Government Agency Debt
40000.00
8.68
Freddie Mac
2016-04-01
7.000000
Government Agency Debt
4000000.00
62.71
Freddie Mac
2016-11-01
6.000000
Government Agency Debt
95801.00
135.73
Freddie Mac
2017-03-01
7.500000
Government Agency Debt
2000000.00
580.21
Freddie Mac
2017-09-01
5.500000
Government Agency Debt
249237.00
1167.17
Freddie Mac
2018-07-01
6.000000
Government Agency Debt
25696.00
102.08
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
105000.00
5922.28
Freddie Mac
2020-01-01
5.000000
Government Agency Debt
372000.00
8635.15
Freddie Mac
2028-07-01
7.000000
Government Agency Debt
449654.00
1584.91
Freddie Mac
2029-08-01
7.000000
Government Agency Debt
521350.00
13366.75
Freddie Mac
2030-01-01
8.000000
Government Agency Debt
207400.00
660.57
Freddie Mac
2030-06-01
6.500000
Government Agency Debt
171721.00
1215.71
Freddie Mac
2030-08-01
2.500000
Government Agency Debt
5469.00
5377.00
Freddie Mac
2030-11-01
7.000000
Government Agency Debt
25000.00
63.58
Freddie Mac
2030-11-01
8.000000
Government Agency Debt
673852.00
5008.67
Freddie Mac
2030-12-01
7.500000
Government Agency Debt
27900.00
117.69
Freddie Mac
2031-02-01
7.500000
Government Agency Debt
130000.00
347.75
Freddie Mac
2031-03-01
7.000000
Government Agency Debt
1108904.00
7082.67
Freddie Mac
2031-03-01
7.000000
Government Agency Debt
59000.00
1512.58
Freddie Mac
2031-03-01
8.000000
Government Agency Debt
194000.00
7426.52
Freddie Mac
2031-03-01
8.500000
Government Agency Debt
208083.00
402.83
Freddie Mac
2031-04-01
7.000000
Government Agency Debt
92316.00
370.74
Freddie Mac
2031-06-01
7.000000
Government Agency Debt
70000.00
499.26
Freddie Mac
2031-08-01
7.000000
Government Agency Debt
110000.00
485.29
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
234412.00
7905.96
Freddie Mac
2031-11-01
7.000000
Government Agency Debt
75000.00
6011.10
Freddie Mac
2031-12-01
7.000000
Government Agency Debt
51943.00
94.72
Freddie Mac
2032-01-01
6.500000
Government Agency Debt
44320.00
459.45
Freddie Mac
2032-01-01
7.000000
Government Agency Debt
28000.00
1152.07
Freddie Mac
2032-01-01
7.000000
Government Agency Debt
15000.00
827.43
Freddie Mac
2032-02-01
7.000000
Government Agency Debt
193081.00
1384.64
Freddie Mac
2032-02-01
7.000000
Government Agency Debt
27050.00
489.00
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
19710.00
11769.42
Freddie Mac
2032-03-01
6.000000
Government Agency Debt
35000.00
316.39
Freddie Mac
2032-03-01
6.500000
Government Agency Debt
71700.00
669.34
Freddie Mac
2032-03-01
6.500000
Government Agency Debt
29200.00
142.66
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
25381.00
1348.62
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
41101.00
1217.18
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
33162.00
1060.80
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
170770.00
945.56
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
77719.00
846.07
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
40939.00
259.45
Freddie Mac
2032-03-01
8.000000
Government Agency Debt
97486.00
1429.62
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
26531.00
461.81
Freddie Mac
2032-05-01
6.500000
Government Agency Debt
25000.00
166.30
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
59000.00
978.37
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
629788.00
930.92
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
57090.00
432.19
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
185089.00
325.41
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
43105.00
162.89
Freddie Mac
2032-05-01
7.500000
Government Agency Debt
13737.00
313.38
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
45000.00
423.28
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
56593.00
193.41
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
17676.00
110.06
Freddie Mac
2032-07-01
6.000000
Government Agency Debt
2538.00
138.19
Freddie Mac
2032-07-01
6.000000
Government Agency Debt
1560.00
134.32
Freddie Mac
2032-08-01
6.000000
Government Agency Debt
2782.00
491.75
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
75000.00
891.21
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
79400.00
806.27
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
33900.00
382.04
Freddie Mac
2032-08-01
7.000000
Government Agency Debt
6012.00
121.34
Freddie Mac
2032-09-01
6.000000
Government Agency Debt
11756.00
972.74
Freddie Mac
2032-09-01
6.500000
Government Agency Debt
122429.00
1591.02
Freddie Mac
2032-09-01
6.500000
Government Agency Debt
25800.00
1475.95
Freddie Mac
2032-11-01
6.000000
Government Agency Debt
260243.00
1348.57
Freddie Mac
2033-01-01
5.500000
Government Agency Debt
25000.00
1009.55
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
53000.00
1491.51
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
23000.00
1449.83
Freddie Mac
2033-04-01
5.500000
Government Agency Debt
90200.00
8840.56
Freddie Mac
2033-07-01
5.500000
Government Agency Debt
71486.00
9882.49
Freddie Mac
2033-10-01
5.500000
Government Agency Debt
1365000.00
78808.59
Freddie Mac
2033-10-01
5.500000
Government Agency Debt
235000.00
11921.80
Freddie Mac
2034-01-01
7.000000
Government Agency Debt
12000.00
446.29
Freddie Mac
2034-02-01
6.000000
Government Agency Debt
18000.00
730.28
Freddie Mac
2034-07-01
5.500000
Government Agency Debt
142668.00
8135.88
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
175000.00
6687.37
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
23795.00
22963.03
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
26000000.00
26000000.00
0.0007
N
25999773.80
25999773.80
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.100000%
38399H002_0.1000_M151201_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
4715997.00
3223344.40
Freddie Mac
2040-07-20
4.500000
Government Agency Debt
50000000.00
8009748.11
Freddie Mac
2043-10-20
4.500000
Government Agency Debt
32329047.00
6110170.89
Freddie Mac
2044-02-20
4.500000
Government Agency Debt
31983270.00
9482509.25
Freddie Mac
2044-12-20
4.000000
Government Agency Debt
15000000.00
8692730.08
Freddie Mac
2044-12-20
4.500000
Government Agency Debt
4705600.00
2186455.50
Freddie Mac
2045-02-01
4.000000
Government Agency Debt
20261877.00
20240254.53
Freddie Mac
2045-10-20
4.500000
Government Agency Debt
8432577.00
8354787.32
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
65000000.00
65000000.00
0.0016
N
65000000.00
65000000.00
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
Deal Sponsor
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
50000000.00
49993861.11
0.0013
N
49996850.00
49996850.00
HSBC BANK PLC
HSBC BANK PLC 0.330000%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-04
2016-01-04
N
N
N
307000000.00
307000000.00
0.0078
N
306989869.00
306989869.00
HSBC BANK PLC
HSBC BANK PLC 0.432500%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-21
2016-07-19
N
N
N
24000000.00
23999230.00
0.0006
N
24000072.24
24000072.24
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
289000000.00
289000000.00
0.0073
N
288998557.89
288998557.89
HSBC BANK PLC
HSBC BANK PLC 0.453300%
40433FFY0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-23
2016-06-23
N
N
N
307000000.00
307000000.00
0.0078
N
307006143.07
307006143.07
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 0.400000%
40428AJ81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
56000000.00
56000000.00
0.0014
N
56002610.16
56002610.16
HSBC USA INC (NEW YORK BRANCH)
HSBC USA INC (NEW YORK BRANCH) 0.470000%
40434PDS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
140000000.00
139731316.65
0.0035
N
139690348.00
139690348.00
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
926VGY002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
108000000.00
108000000.00
0.0027
N
108028955.88
108028955.88
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.340000%
927BNX009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
136000000.00
136000000.00
0.0034
N
136001089.36
136001089.36
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.380000%
927DMQ001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
186000000.00
186000000.00
0.0047
N
186010492.26
186010492.26
ING US FUNDING LLC
ING US FUNDING LLC 0.430000%
4497W0CE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
Y
ING Bank NV
N/A
N/A
N
254000000.00
253684475.56
0.0064
N
253716993.20
253716993.20
ING US FUNDING LLC
ING US FUNDING LLC 0.440600%
4497W0CE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
Y
ING Bank NV
N/A
N/A
N
106000000.00
105865262.22
0.0027
N
105881894.80
105881894.80
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.130000%
46899T004_0.1300_M151201_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
53925.00
40607.82
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
9261481.00
7409055.65
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
36270000.00
14322386.38
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
4114070.47
Freddie Mac
2040-04-15
2.000000
Government Agency Debt
74300000.00
12448052.74
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
799079.00
598624.61
Freddie Mac
2049-04-15
3.500000
Government Agency Debt
12000000.00
12292222.26
GNMA
2038-01-16
2.750000
Government Agency Debt
11324957.00
4275247.32
GNMA
2045-05-20
3.500000
Government Agency Debt
16392079.00
16599732.97
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
70000000.00
70000000.00
0.0018
N
70000000.00
70000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.750000%
921ACP006_0.7500_M160228_2M49
0001168163
Other Repurchase Agreement
N
ABN AMRO BK N V AMSTERDAM BRH FR 4.75%072825
2025-07-28
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8605000.00
8786627.64
ABN AMRO BK N. V.
2018-10-30
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
304048.00
ABN AMRO BK NV
2016-01-22
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
622000.00
625078.21
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
2093788.00
1979137.79
ALLSTATE CORP
2043-06-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
104595.50
ALTRIA GROUP INC
2022-08-09
2.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1066000.00
1057032.27
AMERICAN EXP CRT CP
2018-11-05
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99030.00
99255.99
AMERICAN EXP CRT CP
2019-03-18
0.889600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7750000.00
7680941.30
AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420
2020-09-14
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7294000.00
7365035.46
AMERICAN EXPRESS CR CORP MTNBE VR 081514-081519
2019-08-15
0.810500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10476000.00
10320695.34
AMERICAN EXPRESS CR CORP MTNBE VR 081514-081519
2019-08-15
0.810500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2643000.00
2603818.04
AMERICAN EXPRESS CR CORP MTNBE VR 092314-092217
2017-09-22
0.619200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2235000.00
2225433.31
AMERICAN INTL GRP INC
2037-11-15
6.820000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
1018703.00
AMERICOLD 2010 LLC TRUST
2029-01-17
6.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
402.00
459.34
AMERIPRISE FINL INC SR GLBL NT3.7%24
2024-10-15
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
169510.28
ANZ NEW ZEALAND INTL LTD 144A FR 1.125%032416
2016-03-24
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13799000.00
13851884.67
APOLLO MGMT HLDGS L P
2024-05-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4150000.00
4131242.00
ASTRAZENECA PLC SR GLBL NT 45
2045-11-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
2728141.32
AT&T INC GLBL FLT NT 20
2020-06-30
1.256600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2220000.00
2219254.82
AUSTRALIA & NEW ZEALA BKG VR 051513-051518
2018-05-15
0.880500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2494131.04
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28874000.00
6022105.81
B2R MTG TR 2015 1
2048-05-15
3.469000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2986815.00
2927100.85
BAMLL COML MTG TR 2015-HAUL A-1 20430708 3.4
2043-07-08
3.418000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64015.00
64600.61
BANK AMER CORP FR 3.875%080125
2025-08-01
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3293000.00
3416848.36
BANK AMER CORP SR NT 5.625%16
2016-10-14
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6580000.00
6878715.55
BANK OF AMERICA
2016-08-15
0.650500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
44840.75
BANK TOKYO-MITSUBISHI LTD N Y SR FL 144A NT 17
2017-03-10
0.742000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1249836.11
BBCMS TR 2014-BXO
2027-08-16
3.195800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10616782.00
10503570.61
BBCMS TR 2014-BXO
2027-08-16
3.195800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2893353.00
2862499.91
BERKSHIRE HATHAWAY FIN CORP SR NT 1.3%18
2018-05-15
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970000.00
1963049.18
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
242629.00
246076.34
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95210.00
96562.77
BOCA HOTEL PORT TR 2013-BOCA C 20260815 FLT
2026-08-15
2.345800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
643168.00
643453.18
BRANDYWINE OPER PARTNERSHIP L SR NT 3.95%23
2023-02-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
988230.83
BROOKFIELD RESIDENTIAL PROPERTIES
2025-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425000.00
6962097.66
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
981000.00
977227.62
CELGENE CORPORATION
2017-08-15
1.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9270000.00
9373746.74
CGWF COML MTG 2013 RKWH
2030-11-15
3.295800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12624242.00
12601079.41
CITIGROUP INC DEP SHS FX/FL Q
2099-01-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4933000.00
4987265.74
CITIGROUP INC SUB GLBL NT 27
2027-09-29
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13868000.00
13967992.12
CITIGROUP INC SUB GLBL NT 27
2027-09-29
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6374000.00
6419958.31
CMMNWLTH BNK OF AUS
2017-03-24
1.576500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3025080.75
COCA COLA CO SR GLBL NT 25
2025-10-27
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726.00
715.01
COMCAST CORP SPL A
2037-08-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1568000.00
2112708.82
COMM 2014 KY0 MTG TR
2027-06-11
2.546000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5058158.00
5020549.19
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5172000.00
6088862.70
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4093000.00
4818583.73
COMMONWEALTH BK AUSTRALIA REGS VR 110215-110218
2018-11-02
1.118900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2004900.51
CREDIT AGRICOLE S A FR 3.875%041524
2024-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6342000.00
6514843.28
CREDIT SUISSE INTERNATIONAL LW TIER II 23
2023-08-08
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1312000.00
1456611.56
CSMLT TRUST 2015-2 A-7 20450825 FLT
2045-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2984000.00
2878914.88
CVS HEALTH CORP SR GLBL NT 35
2035-07-20
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3493000.00
3699870.01
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7046260.00
7311622.74
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4783982.00
4964147.16
DARDEN RESTAURANTS INC
2017-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1105622.50
DEUTSCHE BANK A G SUB GLBL NT 28
2028-05-24
4.296000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3190000.00
3013548.34
EMD FINANCE LLC 144A BD 2.4%20
2020-03-19
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
271000.00
268578.16
ENERGY EAST CORP SR GLBL NT 36
2036-07-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1485000.00
1857590.21
EQT MIDSTREAM PARTNERS LP SR NT 4%24
2024-08-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1595000.00
1411100.04
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29710889.00
29861164.20
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2454408.00
2466822.19
FIRSTKEY MTG TR 2015 1
2045-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
2.47
FORD MOTOR CREDIT COMPANY
2016-06-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4337927.99
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3823000.00
3633055.31
FREEPORT-MCMORAN INC SR GLBL NT2.3%17
2017-11-14
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5310000.00
4797703.00
FREEPORT-MCMORAN INC SR NT 2.375%18
2018-03-15
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1914000.00
1646763.33
FREEPORT-MCMORAN INC SR NT 2.375%18
2018-03-15
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1196000.00
1029011.99
GENERAL ELEC CAP CORP MTN BE SUB DEB 6.375%67
2067-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1067000.00
1136521.72
GENERAL ELEC CAP CORP MTN BE VR 021307-021517
2017-02-15
0.490500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2663000.00
2661137.90
GENERAL ELEC CAPT CORP
2017-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1327000.00
1444650.16
GENERAL ELECTRIC CO NT 5.25%17
2017-12-06
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
778000.00
858550.23
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
1092883.83
GOLDMAN SACHS GROUP INC SR -D FLT NT 18
2018-04-30
1.521900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1803000.00
1821585.77
GOLDMAN SACHS GROUP INC SR GLBL NT 20
2020-09-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10345000.00
10460958.83
GOLDMAN SACHS GROUP INC SR GLBL NT 20
2020-09-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4130000.00
4176293.86
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
2045-05-22
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4956472.22
Goldman Sachs Group Inc.
2045-10-21
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3550000.00
3600146.71
Goldman Sachs Group, Inc
2025-10-21
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
20148883.34
GRACE MTG TR 2014-GRCE A 20280612 3.3
2028-06-12
3.368700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2038.00
2111.75
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
6705805.00
7060387.11
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
192407.00
202580.88
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20500000.00
20528684.34
HSBC BK USA N A GLOBAL FR 7%011539
2039-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
655883.90
HSBC HOLDINGS PLC
2024-03-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2110000.00
2148976.39
HSBC USA INC SR FLT NT 17
2017-06-23
0.626000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
950000.00
946784.30
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
3502318.00
3199757.04
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
2587477.00
2363948.03
KELLOGG CO SR NT 4%20
2020-12-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7451000.00
8001877.28
KEYSPAN CORP SR GLBL NT 35
2035-04-01
5.803000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
121254.59
KINDER MORGAN
2023-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1666000.00
1382084.91
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3806724.00
3836528.11
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1825508.00
1839800.51
LLOYDS BANK PLC SR FLT NT 18
2018-03-16
0.855500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1943000.00
1936821.26
M & T BK CORP FIX/FLT PFD SR-E
2049-01-01
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2049000.00
2211511.31
MACQUARIE GRP LTD SR MTN 144A VR 013114-013117
2017-01-31
1.328900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1482000.00
1485680.68
MACYS RETAIL HLDGS INC SR NT 5.125%42
2042-01-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
905000.00
827802.37
MARATHON OIL CORP
2017-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1183000.00
1266819.49
MARRIOTT INTL INC NEW SR -I NT6.375%17
2017-06-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2777000.00
3047948.42
MATTEL INC
2023-03-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7865000.00
7536341.31
MICROSOFT CORP SR NT 2.7%25
2025-02-12
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4041000.00
3990729.96
MICROSOFT CORP SR NT 3.5%35
2035-02-12
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3635000.00
3377060.40
MIDAMERICAN ENERGY HLDGS NEW SR NT 3.75%23
2023-11-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
426000.00
436335.83
MORGAN STANLEY CAP I 2014-150E A 20320913 3.9
2032-09-13
3.912000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21199482.00
22047376.49
MORGAN STANLEY CAP I TR
2047-09-17
5.387500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9725897.00
10714449.88
NOMURA HLDGS INC
2016-09-13
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
188000.00
189610.74
NORDEA BK AB EURO MTN FR 4.875%051321
2021-05-13
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
319866.16
NORDEA BK AB MTN 144A FR 2.375%040419
2019-04-04
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3800000.00
3847364.89
NORDEA BK AB MTN 144A SR 144A NT2.5%20
2020-09-17
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12872000.00
12925540.36
ONCOR ELECTRIC DELEVERY LLC
2038-09-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
331000.00
445261.75
ONEOK
2022-02-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1057000.00
881589.38
PEPSICO INC SR NT 1.85%20
2020-04-30
1.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
74432.38
PERRIGO FIN PLC
2021-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1767000.00
1764352.45
PMT LN TR 2013-J1
2043-09-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
784689.00
655051.82
POPULAR INC
2019-07-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6918000.00
6945479.84
PPL CAPITAL FUNDING, INC
2044-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71000.00
75266.15
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9061000.00
10698115.07
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34000.00
40143.02
PUBLIC SER ELEC & GAS
2040-03-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
165574.81
RABOBANK NEDERLAND NY FR 3.375%052125
2025-05-21
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
994963.75
RIO TINTO FIN USA PLC SR NT 3.5%22
2022-03-22
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3062000.00
3039467.08
ROYAL BK OF CANADA
2016-03-08
0.702000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1845000.00
1849167.86
ROYAL BK OF CDA BD CDS FR 2.35%103020
2020-10-30
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3942788.00
3927562.27
SAN DIEGO GAS ELECTRIC CO
2040-05-15
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
564000.00
663585.01
SANTANDER UK GROUP HLDGS PLC
2045-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5595000.00
5743931.91
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5964310.00
4652386.08
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40321002.00
31904259.37
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11474437.00
7904284.70
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9821643.00
6765740.44
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1607000.00
1632152.23
SLM CORP
2019-01-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
29549.85
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2193014.00
2203085.17
STANFORD LELAND JUNIOR UNIVERSITY BOARD OF TRUSTEE
2042-05-01
4.013000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
107926.91
SUMITOMO MITSUI FINL GRP INC GLBL REGS BD 24
2024-04-02
4.436000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
927969.20
SUNTRUST PREF CPTL I
2049-01-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
609000.00
480095.00
TENN GAS PIPELINE
2027-03-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6830000.00
6999338.46
TIME WARNER
2023-03-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1866000.00
2334212.83
TIME WARNER CABLE INC
2020-02-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2177000.00
2351068.08
TIME WARNER CABLE INC
2020-02-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
186000.00
200872.15
TIME WARNER INC
2020-03-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2608000.00
2881491.18
TIME WARNER INC
2040-03-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1928000.00
2186943.25
TORONTO DOMINION BANK VR 072114-071316
2016-07-13
0.490600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
200044.10
UNION PAC CORP SR GLBL NT 43
2043-04-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
454000.00
457823.82
UNIV OF CHGO
2042-10-01
4.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1635307.38
VERIZON COMMUNICATIONS INC SR NT 3%21
2021-11-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1226000.00
1230654.71
VERIZON COMMUNICATIONS INC SR NT 6%41
2041-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
493000.00
552304.61
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
3630000.00
3693388.88
WELLS FARGO CO MTN BE FR 4.65%110444
2044-11-04
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9316000.00
9124540.67
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
5736945.00
5706001.19
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2039000.00
2061884.94
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
469000.00
474263.87
XTO ENERGY INC
2036-04-01
6.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
545322.63
First Tier Security
N/A
N/A
2016-02-28
2016-02-28
N
N
N
509000000.00
509000000.00
0.0129
Y
509132159.70
509132159.70
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
992JYG007_0.0800_M151207_2M49
0001168163
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2024-05-15
2.500000
Treasury Debt
50620800.00
52021488.66
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
51000000.00
51000000.00
0.0013
N
51000000.51
51000000.51
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.465200%
48125LGG1
Other Note
N
First Tier Security
N/A
N/A
2016-01-19
2016-09-16
N
N
N
110000000.00
110000000.00
0.0028
N
110018810.00
110018810.00
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
95000000.00
95000000.00
0.0024
N
94997910.00
94997910.00
JPMORGAN CHASE BANK NA (NEW YORK BRANCH)
JPMORGAN CHASE BANK NA (NEW YORK BRANCH) 0.334800%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
273000000.00
273000000.00
0.0069
N
272997543.00
272997543.00
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.150000%
51489NMK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
46000000.00
46000000.00
0.0012
N
46000294.86
46000294.86
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.150000%
51489NMP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
44000000.00
44000000.00
0.0011
N
44000352.44
44000352.44
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.150000%
51489NMT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
81000000.00
81000000.00
0.0020
N
81000648.81
81000648.81
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.120000%
51489NMV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
26000000.00
26000000.00
0.0007
N
26000010.66
26000010.66
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.360000%
53945GJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
378000000.00
378000000.00
0.0096
N
378002649.78
378002649.78
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.520000%
53945GKE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
44000000.00
44000000.00
0.0011
N
44025397.24
44025397.24
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.310000%
53945GKW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2015-12-21
N
N
N
175000000.00
175000000.00
0.0044
N
175016626.75
175016626.75
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
88000000.00
88000000.00
0.0022
N
88043622.48
88043622.48
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.330000%
55607KAN6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
18000000.00
17991420.00
0.0005
N
17994011.40
17994011.40
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.330000%
55607KAR7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-25
2016-01-25
N
N
N
11750000.00
11744076.04
0.0003
N
11745723.00
11745723.00
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.340000%
55607KB13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
25000000.00
24985361.11
0.0006
N
24989062.50
24989062.50
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.430000%
55607KBN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
6000000.00
5994051.66
0.0002
N
5996010.00
5996010.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.130000%
06399U000_0.1300_M151201_2M49
0000065100
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-25
1.750000
Government Agency Debt
20420964.00
15097924.02
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
25001000.00
15328996.75
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
8759130.00
5370747.01
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
25000000.00
14587533.81
Fannie Mae
2044-10-25
3.000000
Government Agency Debt
8017709.00
7481634.29
GNMA
2045-11-20
2.750000
Government Agency Debt
15000000.00
15263164.17
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
71000000.00
71000000.00
0.0018
N
71000000.00
71000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.660000%
921ACQ004_0.6600_M160104_2M49
0000065100
Other Repurchase Agreement
N
BAMILL COML MTG SECS TR 2014 INLD
2029-12-17
2.724900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32675000.00
30322117.90
BAMLL COML MTG SECS TR 2015 ASHF
2028-01-18
5.197000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32922000.00
32575509.67
BAMLL MEZZANINE SECS TR 2015 ASHF MZ A
2020-01-15
6.918800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8315896.00
7115894.02
CIM TRUST 2015-2AG A-4 20570925 FLT
2057-09-25
3.449400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38472000.00
38202352.96
CWCI
2048-08-17
5.254000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26266961.00
26791227.65
GCCFC
2037-04-10
5.607400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134245000.00
25043863.21
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
25575983.33
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34116136.00
30277931.40
MASTR RES TRUST SER 2008
2037-08-27
0.599100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53593511.00
14073546.01
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000000.00
36354822.78
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24269000.00
24612756.90
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27021000.00
27827021.42
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25024919.00
25076972.91
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
299000000.00
299000000.00
0.0076
Y
298978711.20
298978711.20
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.420000%
60682AYC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
140000000.00
140000000.00
0.0035
N
140024711.40
140024711.40
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.420000%
60682AYJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
21000000.00
21000000.00
0.0005
N
21003931.41
21003931.41
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000%
60682AZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
241000000.00
241000000.00
0.0061
N
241037839.41
241037839.41
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000%
60682AZL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
N
176000000.00
176000000.00
0.0044
N
176027387.36
176027387.36
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000%
60682AZP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-01-27
N
N
N
14000000.00
14000000.00
0.0004
N
14002045.54
14002045.54
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.310000%
60682AZR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
1000000.00
1000000.00
0.0000
N
1000058.51
1000058.51
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.420000%
60682AE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-24
2016-02-24
N
N
N
8000000.00
8000000.00
0.0002
N
8000190.40
8000190.40
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.500000%
60682AB54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
12000000.00
12000000.00
0.0003
N
11999761.20
11999761.20
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.330000%
60689DJX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
38000000.00
38000000.00
0.0010
N
38001957.38
38001957.38
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.500000%
60689DKQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
393000000.00
393000000.00
0.0099
N
393031247.43
393031247.43
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.360000%
60689DMX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
5000000.00
5000000.00
0.0001
N
5000040.50
5000040.50
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.140000%
60686N005_0.1400_M151201_2M49
0000812291
Government Agency Repurchase Agreement
Y
0.40 FHLB 16 QB
2016-10-28
0.400000
Government Agency Debt
7280000.00
7268538.04
0.50 FHLB 16 83
2016-10-17
0.500000
Government Agency Debt
4000000.00
3996508.89
0.50 FHLB 16 G3823
2016-09-28
0.500000
Government Agency Debt
1510000.00
1508129.28
1.00 FHLB 17 G4254
2017-12-19
1.000000
Government Agency Debt
2650000.00
2648934.11
1.75 FHLB 18 FM
2018-12-14
1.750000
Government Agency Debt
600000.00
612185.67
1.75 FHLB 20 5I
2020-06-12
1.750000
Government Agency Debt
850000.00
856950.17
1.875 FHLB 21 UM
2021-06-11
1.875000
Government Agency Debt
14000000.00
14065549.17
2.125 FHLB 15 SH
2015-12-21
2.125000
Government Agency Debt
8785000.00
8877729.34
2.375 FHLB 21 YP
2021-03-12
2.375000
Government Agency Debt
2040000.00
2102517.50
2.81 FHLB 25 TQ
2025-08-04
2.810000
Government Agency Debt
8750000.00
8957046.88
FEDERAL HOME LOAN BANKS
2017-02-17
0.229000
Government Agency Debt
500000.00
499351.35
Freddie Mac
2016-06-17
0.400000
Government Agency Debt
3700000.00
3706577.78
Freddie Mac
2018-06-04
1.050000
Government Agency Debt
1000000.00
1000603.33
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
55000000.00
55000000.00
0.0014
N
55000000.00
55000000.00
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.300000%
927AQX008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
13000000.00
13000000.00
0.0003
N
13000100.10
13000100.10
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.060000%
ATD0EKCU4
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
776000000.00
776000000.00
0.0196
N
776000000.00
776000000.00
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.400000%
63307UGV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
108000000.00
108000000.00
0.0027
N
108020650.68
108020650.68
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.440000%
63307UGX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
84000000.00
84000000.00
0.0021
N
84023352.84
84023352.84
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.450000%
63307UGZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
1000000.00
1000000.00
0.0000
N
1000307.71
1000307.71
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.550000%
63307UHL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
1000000.00
1000000.00
0.0000
N
1000543.01
1000543.01
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.400000%
63873FUN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
368000000.00
368000000.00
0.0093
N
368003426.08
368003426.08
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.300100%
65409RAU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-28
2016-01-28
N
N
Y
Deal Sponsor
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA
N/A
N/A
58000000.00
57971966.66
0.0015
N
57964354.36
57964354.36
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.060000%
65409SZ19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
Y
Deal Sponsor
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA
N/A
N/A
66000000.00
66000000.00
0.0017
N
65999752.50
65999752.50
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.335000%
65558LEY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
384000000.00
384000000.00
0.0097
N
384000733.44
384000733.44
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.390000%
65558LLG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
53000000.00
53000000.00
0.0013
N
53000265.00
53000265.00
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
Deal Sponsor
Royal Bank of Canada
N/A
N/A
10000000.00
9981591.66
0.0003
N
9979647.00
9979647.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.510000%
67983TEG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
7000000.00
6983439.16
0.0002
N
6980955.10
6980955.10
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
Deal Sponsor
Royal Bank of Canada
N/A
N/A
29711000.00
29706543.35
0.0008
N
29709110.38
29709110.38
OVERSEA CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.370000%
69033LAY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
134000000.00
134000000.00
0.0034
N
134019337.54
134019337.54
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.110000%
69033LBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
86000000.00
86000000.00
0.0022
N
85999793.60
85999793.60
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.520000%
69033QC30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
6000000.00
5991940.00
0.0002
N
5995707.60
5995707.60
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.180000%
69033LAP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
8000000.00
8000000.00
0.0002
N
7999800.00
7999800.00
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.180000%
69033LAQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
190000000.00
190000000.00
0.0048
N
189995744.00
189995744.00
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.240000%
69033LAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
70000000.00
70000000.00
0.0018
N
70002373.70
70002373.70
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.160000%
71838MZG8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
50000000.00
49996666.66
0.0013
N
49996735.00
49996735.00
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.160000%
71838MZH6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-17
2015-12-17
N
N
N
75000000.00
74994666.66
0.0019
N
74994757.50
74994757.50
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.470000%
21685VKD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
468000000.00
468000000.00
0.0118
N
468000000.00
468000000.00
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.500000%
21685VHA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-02-19
N
N
N
108000000.00
108000000.00
0.0027
N
108035813.88
108035813.88
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.350000%
21685VHF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
160000000.00
160000000.00
0.0040
N
160017393.60
160017393.60
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.370000%
21685VHJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
66000000.00
66000000.00
0.0017
N
66008706.06
66008706.06
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.430000%
21685VKC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-16
2016-03-16
N
N
N
259000000.00
259000000.00
0.0065
N
259011528.09
259011528.09
RIDGEFIELD FUNDING CO LLC
RIDGEFIELD FUNDING CO LLC 0.420000%
76582JB29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
13000000.00
12990445.00
0.0003
N
12991171.70
12991171.70
RIDGEFIELD FUNDING CO LLC
RIDGEFIELD FUNDING CO LLC 0.450600%
76582JC10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
25000000.00
24971562.50
0.0006
N
24972527.50
24972527.50
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
Deal Sponsor
BNP Paribas SA
N/A
N/A
92000000.00
91999105.56
0.0023
N
91999319.20
91999319.20
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
Deal Sponsor
BNP Paribas SA
N/A
N/A
36000000.00
35999300.00
0.0009
N
35999596.80
35999596.80
RIDGEFIELD FUNDING CO LLC
RIDGEFIELD FUNDING CO LLC 0.360000%
76582KZ79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
67000000.00
66995980.00
0.0017
N
66998110.60
66998110.60
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.443200%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2016-01-07
2016-09-06
N
N
N
75000000.00
75000000.00
0.0019
N
74997750.00
74997750.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.304500%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-10
2015-12-10
N
N
N
120000000.00
120000000.00
0.0030
N
119998440.00
119998440.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.303200%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2016-01-06
N
N
N
236000000.00
236000000.00
0.0060
N
235997876.00
235997876.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.331000%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-02-25
N
N
N
75000000.00
75000000.00
0.0019
N
74999325.00
74999325.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.325800%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-04-13
N
N
N
414000000.00
414000000.00
0.0105
N
414000832.14
414000832.14
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.445500%
78009NVJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-08-31
N
N
N
125000000.00
125000000.00
0.0032
N
124996750.00
124996750.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.484000%
78009NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-10-03
N
N
N
243000000.00
243000000.00
0.0061
N
242995140.00
242995140.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.410000%
82124LB35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
101000000.00
100926382.23
0.0026
N
100930158.50
100930158.50
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.410000%
82124LB43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
63000000.00
62953362.50
0.0016
N
62955534.60
62955534.60
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.410000%
82124LB84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
110000000.00
109913558.35
0.0028
N
109916158.00
109916158.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.420000%
82124LBH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-17
2016-02-17
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
140000000.00
139872600.00
0.0035
N
139874966.00
139874966.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.420000%
82124LBJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
79000000.00
78927188.34
0.0020
N
78928370.70
78928370.70
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.100000%
ATD0EKCN0
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
395000000.00
395000000.00
0.0100
N
395000000.00
395000000.00
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
84000000.00
84000000.00
0.0021
N
84003377.64
84003377.64
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.480000%
83051H6V3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
112000000.00
112000000.00
0.0028
N
112029860.32
112029860.32
SMITHSONIAN INSTITUTION
SMITHSONIAN INSTITUTION SERIES VRDN 0.150000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
NORTHERN TRUST COMPANY (THE)
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.330000%
83369BA48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
257000000.00
256919901.68
0.0065
N
256967515.20
256967515.20
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.335500%
8574P1FB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2016-03-11
N
N
N
163000000.00
163000000.00
0.0041
N
163003424.63
163003424.63
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.416800%
8574P1GP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2016-05-20
N
N
N
57000000.00
57000000.00
0.0014
N
57000969.57
57000969.57
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QBY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
30000000.00
30000690.69
0.0008
N
29998095.00
29998095.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
111000000.00
111000000.00
0.0028
N
110983505.40
110983505.40
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-04-27
N
N
N
75000000.00
75000000.00
0.0019
N
74983507.50
74983507.50
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
100000000.00
100000000.00
0.0025
N
99979530.00
99979530.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.300000%
86563QFU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-26
2016-01-26
N
N
N
20000000.00
20000000.00
0.0005
N
19999872.00
19999872.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QFX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-02-19
N
N
N
100000000.00
100000000.00
0.0025
N
99997060.00
99997060.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QGT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
18000000.00
18000000.00
0.0005
N
17997332.40
17997332.40
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.330000%
86563R2N7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
136000000.00
135999999.89
0.0034
N
136001728.56
136001728.56
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.330000%
86563R3K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
109000000.00
109000000.00
0.0028
N
109005505.59
109005505.59
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R4V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
47000000.00
47000000.00
0.0012
N
47002044.97
47002044.97
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R6B9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
66000000.00
66000000.00
0.0017
N
66000535.26
66000535.26
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
81000000.00
81000000.00
0.0020
N
81000656.91
81000656.91
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R6J2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
88000000.00
88000000.00
0.0022
N
87998408.08
87998408.08
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563R7G7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
6000000.00
6000204.12
0.0002
N
6000742.86
6000742.86
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R7M4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
34000000.00
34000000.00
0.0009
N
33998167.74
33998167.74
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.410000%
86563RA73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
8000000.00
8000000.00
0.0002
N
8001482.48
8001482.48
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.410000%
86563RC97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-01-12
N
N
N
19000000.00
19000000.00
0.0005
N
19003553.19
19003553.19
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.370000%
86563RV88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2015-12-18
N
N
N
85000000.00
85000000.00
0.0021
N
85008874.85
85008874.85
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 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
0.0003
N
10000064.10
10000064.10
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) 0.350000%
86563KQ89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
53000000.00
53000000.00
0.0013
N
52997768.70
52997768.70
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000%
86563KG49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
26000000.00
26000000.00
0.0007
N
26001378.26
26001378.26
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000%
86563KG64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-10
2015-12-10
N
N
N
124000000.00
124000000.00
0.0031
N
124007156.04
124007156.04
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000%
86563KG72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
209000000.00
209000000.00
0.0053
N
209013085.49
209013085.49
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.330000%
86563KH71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
8000000.00
8000000.00
0.0002
N
8000366.48
8000366.48
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.330000%
86563KJ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
37000000.00
37000000.00
0.0009
N
37002893.77
37002893.77
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.380000%
86563KR39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-16
2016-02-16
N
N
N
316000000.00
316000000.00
0.0080
N
315986949.20
315986949.20
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.325000%
86563KP23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
12000000.00
12000000.00
0.0003
N
11999134.80
11999134.80
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.430000%
86563KS20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
5000000.00
5000000.00
0.0001
N
4999970.50
4999970.50
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.060000%
ATD0EKCW0
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
540000000.00
540000000.00
0.0136
N
540000000.00
540000000.00
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.400000%
86958DH62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
189000000.00
189000000.00
0.0048
N
189000774.90
189000774.90
SWEDBANK AB
SWEDBANK AB 0.390000%
87019RAS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-26
2016-01-26
N
N
N
60000000.00
59963600.00
0.0015
N
59974638.00
59974638.00
SWEDBANK AB NEW YORK BRANCH
SWEDBANK AB NEW YORK BRANCH 0.100000%
87019UCH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
400000000.00
400000000.00
0.0101
N
399998840.00
399998840.00
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS REV MULTI FAM HOUSING SERIES 2000B 0.240000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.460000%
88602TAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
41000000.00
40974329.44
0.0010
N
40981664.80
40981664.80
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.316800%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2016-03-21
N
N
N
193000000.00
193000000.00
0.0049
N
192996526.00
192996526.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
N
N
N
104000000.00
104000000.00
0.0026
N
104064210.64
104064210.64
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.465500%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-08-12
N
N
N
42000000.00
42000000.00
0.0011
N
42001008.42
42001008.42
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.450000%
89113EP83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
3000000.00
3000000.00
0.0001
N
3000366.03
3000366.03
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.381500%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-05-27
N
N
N
26000000.00
26000000.00
0.0007
N
26000832.26
26000832.26
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000%
89113ER24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
276000000.00
276000000.00
0.0070
N
276000000.00
276000000.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.347000%
89113ESK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-16
2016-03-16
N
N
N
89000000.00
89000000.00
0.0022
N
89001869.89
89001869.89
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.347300%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2016-03-17
N
N
N
365000000.00
365000000.00
0.0092
N
365007303.65
365007303.65
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.300000%
89113EXB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
88000000.00
88000000.00
0.0022
N
88000423.28
88000423.28
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.620000%
89113EYE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
44000000.00
44000000.00
0.0011
N
44014001.24
44014001.24
TORONTO-DOMINION BANK/THE (NEW YORK BRANCH)
TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) 0.500000%
89113EF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
N
N
N
114000000.00
114000000.00
0.0029
N
113937892.80
113937892.80
TORONTO-DOMINION BANK/THE (NEW YORK BRANCH)
TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) 0.500000%
89113EK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
56000000.00
56000000.00
0.0014
N
55959405.60
55959405.60
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.370000%
89233GAM8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
252000000.00
251867909.97
0.0064
N
251906457.60
251906457.60
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.380300%
89233GBR6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-25
2016-02-25
N
N
N
100000000.00
99909222.23
0.0025
N
99917833.00
99917833.00
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
31000000.00
30999733.05
0.0008
N
30999748.90
30999748.90
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.310000%
89233HZE7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
N
50000000.00
49994402.78
0.0013
N
49996635.00
49996635.00
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.500000%
90267RX38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
N
114000000.00
114000000.00
0.0029
N
114046399.14
114046399.14
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.545000%
90267RZ85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
78000000.00
78000000.00
0.0020
N
78043922.58
78043922.58
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.400000%
91127PA76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
143000000.00
142941211.10
0.0036
N
142974946.40
142974946.40
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.400000%
91127PA84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
23000000.00
22990288.89
0.0006
N
22995839.30
22995839.30
UNITED STATES TREASURY
UNITED STATES TREASURY 0.224000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2017-01-31
N
N
N
200000000.00
199998932.14
0.0051
N
200040000.00
200040000.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.308000%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2017-10-31
N
N
N
200000000.00
199999998.84
0.0051
N
200024800.00
200024800.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.185000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-01-31
N
N
N
264000000.00
263994771.36
0.0067
N
264030096.00
264030096.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.210000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-07-31
N
N
N
170000000.00
170000000.00
0.0043
N
170075480.00
170075480.00
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.390000%
92512LBC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
Y
Deal Sponsor
Natixis SA
N/A
N/A
34000000.00
33973111.67
0.0009
N
33972184.60
33972184.60
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
Deal Sponsor
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
44000000.00
43994597.78
0.0011
N
43997228.00
43997228.00
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
100000000.00
100000000.00
0.0025
N
99995100.00
99995100.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.499200%
94985HJ21
Other Note
N
First Tier Security
N/A
N/A
2015-12-22
2016-10-21
N
N
N
275000000.00
275000000.00
0.0070
N
275004950.00
275004950.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.324800%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2016-02-08
N
N
N
54000000.00
54000000.00
0.0014
N
54000918.54
54000918.54
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.324800%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2016-02-09
N
N
N
82000000.00
82000000.00
0.0021
N
82001312.82
82001312.82
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.361500%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-02-26
N
N
N
150000000.00
150000000.00
0.0038
N
149997151.50
149997151.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.370600%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-05-05
N
N
N
43000000.00
43000000.00
0.0011
N
42994195.00
42994195.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.363300%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2016-05-23
N
N
N
2000000.00
2000000.00
0.0001
N
2000082.02
2000082.02
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
161000000.00
161000000.00
0.0041
N
161109352.81
161109352.81
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.460000%
94988EKQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
165000000.00
165000000.00
0.0042
N
165100750.65
165100750.65
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.399300%
94988EM21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-18
2016-05-19
N
N
N
28000000.00
28000000.00
0.0007
N
28000252.28
28000252.28
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.431000%
94988EME5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-05-26
N
N
N
250000000.00
250000000.00
0.0063
N
249531175.00
249531175.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.140000%
976PDT008_0.1400_M151201_2M49
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
246490775.00
249999999.75
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
244757736.00
249999999.46
Freddie Mac
2045-09-01
3.500000
Government Agency Debt
193350524.00
198882719.44
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
672000000.00
672000000.00
0.0170
N
672000000.00
672000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.800000%
927CYE007_0.8000_M160304_2M49
0000072971
Other Repurchase Agreement
N
AMMC CLO XII LTD
2025-05-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3650000.00
2448971.15
ARES XXIV CLO LTD
2023-10-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2871660.00
AVERY PT III INV LTD
2025-01-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1382848.00
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
2949611.00
1693773.98
BAYVIEW OPPORTUNITY MASTER FD IIIA TR 2014 21NPL
2034-12-28
3.474700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29395647.00
23401295.31
BCC FDG X LLC 2015-1 A-1 20160620 0.8
2016-06-20
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4944351.55
CARLYLE HIGH YIEDL PARTNERS VIII LTD
2021-05-21
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
5402496.00
CEDAR FDG II CLO LTD
2025-03-09
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6820000.00
CIFC FDG 2014 LTD
2026-05-24
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7208830.00
KINGSLAND V LTD KINGSLAND V
2021-07-14
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2627488.00
NORTHWOODS CAP XI LTD
2025-04-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1300046.00
NORTHWOODS CAP XI LTD
2025-04-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
648904.00
OCTAGON INVT PARTNERS XII LTD
2023-05-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4025538.00
2916558.64
SELENE NON PERFORM LNS 2014-1 A 20540525 FLT
2054-05-25
2.981400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
10848786.88
SUNSET MTG CO 2014 NPL2
2044-11-16
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
9187844.75
U S RESIDENTIAL OPPORTUNITY FDIV TR 2015 1
2035-02-27
3.721300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11250000.00
8879847.78
US RESIDENTIAL OPPORTUNITY FDIII TR 2015 1
2035-01-27
3.721300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17097761.00
12919114.64
VENTURE XII CLO LTD
2024-02-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
2926260.00
VENTURE XIX CLO LTD
2027-01-15
0.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
273170.00
216915.19
VENTURE XVIII CLO LTD
2026-10-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
5921265.00
VOLT XXII LLC 2015-NPL4 A-1 20550225 FLT
2055-02-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16445000.00
10563326.42
WHITEHORSE IV LTD
2020-01-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
788409.00
WHITEHORSE VI LTD
2025-02-03
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6950000.00
4553695.60
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
113000000.00
113000000.00
0.0029
Y
113015096.80
113015096.80
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.160000%
976PTX002_0.1600_M151201_2M49
0000072971
Other Repurchase Agreement
N
BANC AMER CMBS 2008-1 A-4 20510210 FLT
2051-02-10
6.215400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15910000.00
13495384.40
COMMERCIAL MORTGAGE TRUST 2007-GG9
2039-03-10
5.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1572103.53
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
4555204.25
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
230000.00
178049.31
JP MORGAN CHASE 2007-CIBC20 A-1A 20510212 FLT
2051-02-12
5.746000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
274336.00
198412.78
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
1870027.04
JP MORGAN MTG TR 2014-1 2A2 20440125 FLT
2044-01-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3350000.00
2774810.39
SEQUOIA MTG TRUST 2012-1 B-1 20420125 FLT
2042-01-25
4.237600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3105381.00
2705404.94
SEQUOIA MTG TRUST 2012-1 B-2 20420125 FLT
2042-01-25
4.237600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8315000.00
6969896.41
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
4193054.74
WELL FARGO COM MTG TR 2014-C19 D 20470315 4.2
2047-03-15
4.234000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
253253.72
WELLS FARGO COML TR 2013-LC12 A-1 20460717 1.6
2046-07-17
1.676000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1540000.00
1186041.84
WELLS FARGO COML TR 2015-C29 D 20480617 FLT
2048-06-17
4.224600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4550000.00
3671555.46
WELLS FARGO COML TR 2015-C30 D 20580917 FLT
2058-09-17
4.496000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1671264.68
WELLS FARGO COML TR 2015-NXS1 D 20480515 FLT
2048-05-15
4.105200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
826354.50
WFRBS COML MTG TR 2011-C3 A-2 20440317 3.2
2044-03-17
3.240000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
329526.67
WFRBS COML MTG TR 2014-C20 A-1 20470517 1.2
2047-05-17
1.283000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
554265.18
WFRBS COML MTG TR 2014-C22 D 20570917 FLT
2057-09-17
3.908100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4400000.00
3595615.62
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
44000000.00
44000000.00
0.0011
N
44000000.00
44000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.250000%
976PTX002_0.2500_M151202_2M49
0000072971
Other Repurchase Agreement
N
ABB FIN USA INC GTD NT 1.625%17
2017-05-08
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82000.00
82233.95
ACE INA HLDG INC SR GLBL NT 24
2024-05-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1883000.00
1904194.73
ACTAVIS FUNDING SCS SR FLT NT 18
2018-03-12
1.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
594000.00
597480.44
ACTAVIS FUNDING SCS SR NT 1.85%17
2017-03-01
1.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15102000.00
15213356.27
ACTAVIS FUNDING SCS SR NT 2.35%18
2018-03-12
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
481532.04
ACTAVIS FUNDING SCS SR NT 2.45%19
2019-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5037.95
ACTAVIS FUNDING SCS SR NT 4.55%35
2035-03-15
4.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6975000.00
6924564.94
ACTAVIS FUNDING SCS SR NT 4.75%45
2045-03-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5744000.00
5762988.71
AIG GLOBAL FUNDING FR 1.65%121517
2017-12-15
1.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
126182.81
ALEXANDRIA REAL ESTATE EQ INC SR NT 2.75%20
2020-01-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2707000.00
2703947.86
ALEXANDRIA REAL ESTATE EQ INC SR NT 3.9%23
2023-06-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6451000.00
6534572.71
ALEXANDRIA REAL ESTATE EQ INC SR NT 4.5%29
2029-07-30
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
842000.00
842808.32
AMEREN ILLINOIS CO
2022-09-01
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
363195.08
AMERICAN INTL GROUP INC SR NT 2.3%19
2019-07-16
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4250000.00
4285959.72
AON CORP SR NT 3.125%16
2016-05-27
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
607000.00
613537.64
AON PLC SR GLBL BD4.6%44
2044-06-14
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5085000.00
5043206.94
APOLLO MGMT HLDGS L P
2024-05-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
526000.00
523622.48
BEAM INC
2017-05-15
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25045.28
BERKSHIRE HATHAWAY FIN CORP SR FLT NT 17
2017-01-13
0.490600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
80072.04
BERKSHIRE HATHAWAY FIN CORP SR NT 0.95%16
2016-08-15
0.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25030000.00
25152918.15
BERKSHIRE HATHAWAY FIN CORP SR NT 1.3%18
2018-05-15
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
916753.93
BERKSHIRE HATHAWAY FIN CORP SR NT 2.45%15
2015-12-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25303.48
BHP BILLITON FIN USA LTD GTD SRNT1.875%16
2016-11-21
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
30233.36
BHP BILLITON FIN USA LTD SR NT 1.625%17
2017-02-24
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
29181.06
BHP BILLITON FINANCE USA LTD
2023-09-30
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
213000.00
214002.52
BIOMED RLTY L P SR NT 3.85%16
2016-04-15
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
293431.42
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 25
2025-02-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
84291.64
BROOKFIELD ASSET MGMT INC SR NT 4%25
2025-01-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
35408.80
BROWN & BROWN INC
2024-09-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
115295.55
BURLINGTON NORTHERN SANTA FE LLC
2022-09-01
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2758000.00
2784891.26
CAPITAL ONE FINANCIAL CORPORATION
2024-04-24
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2451000.00
2479872.78
CAREFUSION CORP SR GLBL NT 24
2024-05-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25281.86
CBRE SVCS INC SR NT 4.875%26
2026-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
712000.00
714990.70
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154000.00
153022.29
COLUMBIA PPTY TR OPER PART SR NT 4.15%25
2025-04-01
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
724964.01
COMERICA INC SB GLBL NT3.8%26
2026-07-22
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000.00
14071.42
COMMONWEALTH EDISON CO 1ST MTG BD 2024
2024-11-01
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
19838.14
CONOCOPHILLIPS CO
2018-05-15
0.650500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
496721.49
CONOCOPHILLIPS CO NT 2.2%20
2020-05-15
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1403000.00
1395783.90
CONOCOPHILLIPS CO SR GLBL NT 21
2021-11-15
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1954000.00
1950947.69
CONOCOPHILLIPS CO SR NT 1.05%17
2017-12-15
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
428276.77
CORPORATE OFFICE PPTYS L P SR GLBL NT 5%25
2025-07-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1147000.00
1137226.29
DCT INDL OPER PARTNERSHIP LP SR GLBL NT4.5%23
2023-10-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
116106.88
DISCOVERY COMMUNICATIONS LLC SR NT 6.35%40
2040-06-01
6.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
561000.00
568637.23
DUKE ENERGY INDIANA INC 1M BD-UUU4.2%42
2042-03-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
272915.50
DUKE ENERGY INDIANA INC 1M BD-VVV FLT16
2016-07-11
0.669600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5004.16
DUKE ENERGY PROGRESS INC 1M BDS 4.15%44
2044-12-01
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
634000.00
637775.29
DUKE ENERGY PROGRESS LLC 1M BD - 4.2% 45
2045-08-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2227000.00
2242514.77
EATON CORP PLC SR NT 1.5%17
2017-11-02
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
489000.00
488861.45
EDUCATION RLTY OPER PARTNERSHI SR GLBL NT4.6%24
2024-12-01
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2100000.00
2119009.66
EMD FIN LLC
2017-03-17
0.684200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
498808.75
ESSEX PORTFOLIO L P SR NT 3.375%23
2023-01-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2084000.00
2068570.59
EXELON GENERATION CO LLC SR NT 2.95%20
2020-01-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845000.00
854423.86
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
251108.33
GEORGIA-PACIFIC LLC SR GLBL 144A 25
2025-03-01
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
507000.00
505103.82
GLAXOSMITHKLINE CAP INC
2023-03-18
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
472000.00
475398.40
GLAXOSMITHKLINE CAP INC SR GLBL NT0.7%16
2016-03-18
0.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
234000.00
234526.50
GLAXOSMITHKLINE CAP PLC SR GLBL NT1.5%17
2017-05-08
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
556000.00
559756.71
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
2045-05-22
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2637000.00
2614043.45
Goldman Sachs Group, Inc
2025-10-21
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183000.00
184362.28
HCP INC SR NT 4.2%24
2024-03-01
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1224000.00
1238581.92
HEALTHCARE TRUST OF AMER HLDGS SR NT 3.375%21
2021-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
337000.00
337531.20
HEINZ H J CO SR 144A NT2.8%20
2020-07-02
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34000.00
34440.00
HOST HOTELS & RESORTS LP SR -F NT 4.5%26
2026-02-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8638000.00
8682528.89
HYUNDAI CAP AMER INC SR NT 144A 17
2017-10-02
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
197306.06
HYUNDAI CAP AMER INC SR REGS NT 17
2017-10-02
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
102158.47
HYUNDAI CAP AMER INC SR REGS NT 19
2019-02-06
2.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
4014.58
JPMORGAN CHASE & CO SUB GLBL NT 27
2027-10-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
717000.00
723187.11
KIMCO RLTY CORP SR NT 3.2%21
2021-05-01
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
364000.00
367329.79
LEGG MASON INC GLBL NT 3.95%24
2024-07-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
186000.00
187847.45
LEGG MASON, INC
2019-07-15
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
202000.00
203964.45
MARKEL CORP SR NT 3.625%23
2023-03-30
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
778000.00
774764.82
MARKEL CORP SR NT 5%43
2043-03-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
4024.45
MARSH & MCLENNAN COS INC SR GLBL NT 19
2019-09-10
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4370000.00
4397977.71
MARSH & MCLENNAN COS INC SR GLBL NT 20
2020-03-06
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
589000.00
591257.83
MARSH & MCLENNAN COS INC SR GLBL NT3.5%24
2024-06-03
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11953000.00
12111476.84
MARSH & MCLENNAN COS INC SR GLBL NT3.5%25
2025-03-10
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
1635504.69
MEDTRONIC INC SR NT 1.375%18
2018-04-01
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341000.00
341451.30
METRO EDISON CO
2025-04-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
160350.40
MIDAMERICAN ENERGY CO 1MTG BD 4.25%46
2046-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1004840.56
MUFG AMERICAS HOLDINGS CORP SR NT 1.625%18
2018-02-09
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
362000.00
361283.39
MUFG AMERICAS HOLDINGS CORP SR NT 2.25%20
2020-02-10
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
830000.00
827290.05
MYLAN INC SR NT 1.8%16
2016-06-24
1.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
604176.00
MYLAN INC SR NT 4.2%23
2023-11-29
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1540000.00
1542535.87
NATIONAL RETAIL PPTYS INC SR NT 3.8%22
2022-10-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1291000.00
1293801.47
NATIONAL RETAIL PPTYS INC SR NT 3.9%24
2024-06-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2401000.00
2433161.40
NATIONAL RURAL UTILS COOP FIN PFD TR 2.35%20
2020-06-15
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112000.00
112617.21
NBC UNIVERSAL MEDIA LLC
2023-01-15
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
1997596.47
NEW YORK LIFE GBL FDG MTN 144A FLT 144A NT 17
2017-12-15
0.617200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3010997.50
NISSAN MTR ACCEP CORP FR 2.125%030320
2020-03-03
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225000.00
1222238.14
NOVARTIS CAPITAL CORPORATION
2022-09-21
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1871000.00
1855919.74
NYSE EURONEXT SR NT 2%17
2017-10-05
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6696000.00
6765608.64
ONEBEACON U S HLDG INC GTD SR NT 4.6%22
2022-11-09
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2017426.67
PEARSON FUNDING FOUR PLC SR GLBL 144A 22
2022-05-08
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1178000.00
1170557.00
PIEDMONT OPER PARTNERSHIP LP SR BD 4.45%24
2024-03-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
826000.00
837457.31
PLAINS ALL AMERN PIPELINE L P SR NT 6.65%37
2037-01-15
6.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333000.00
333521.98
PNC BK N A PITTSBURGH PA SR FLT NT 16
2016-01-28
0.633200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
250200.70
PNC BK N A PITTSBURGH PA SR NT 1.3%16
2016-10-03
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
804790.67
PPL WEM HOLDINGS PLC SR NT 144A 16
2016-05-01
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
126632.71
PRINCIPAL FINL GROUP INC SR NT 1.85%17
2017-11-15
1.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
160955.33
PRINCIPAL LIFE GLOBAL FDG II -6 FL 144A NT 16
2016-05-27
0.697000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
4505481.38
PRUDENTIAL FINL INC
2044-03-15
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1029000.00
1036782.67
PRUDENTIAL FINL INC SR NT 5.375%45
2045-05-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
387000.00
390769.22
REALTY INCOME
2018-01-31
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
123000.00
124112.06
REGIONS FINL CORP NEW SR NT 2%18
2018-05-15
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101000.00
100675.12
RIO TINTO FIN USA PLC
2018-12-14
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
90230.85
RIO TINTO FIN USA PLC SR NT 3.5%22
2022-03-22
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
673000.00
668047.47
SCHEINDER ELEC SA
2022-09-27
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000.00
16008.20
SCHLUMBERGER NORGE AS GTD SR NT REGS16
2016-09-14
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
707641.67
SCHLUMBERGER NORGE AS GTD SR NT REGS17
2017-08-01
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
7991.54
SES SR GLBL REGS 23
2023-04-04
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
8927.55
SES GLOBAL AMERS HLDGS GP SR GLBL 144A 19
2019-03-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
195532.32
SES GLOBAL AMERS HLDGS GP SR GLBL REGS 19
2019-03-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
243000.00
242420.18
SYNCHRONY FINL
2019-08-15
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
116539.85
SYNCHRONY FINL
2020-02-03
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000.00
2981.77
SYNCHRONY FINL SR GLBL NT 24
2024-08-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2950000.00
2981700.21
TANGER PPTYS LTD PARTNERSHIP SR GLBL NT 24
2024-12-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
554000.00
555947.77
TOTAL CAP CDA LTD GLBL NT 1.45%18
2018-01-15
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10054.58
TOTAL CAPITAL GTD GLBL NT 1%16
2016-08-12
1.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6916000.00
6944286.44
TOTAL CAPITAL NT 0.75%16
2016-01-25
0.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
152436.87
TOTAL CAPITAL SR GLBL NT 1%17
2017-01-10
1.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272000.00
272744.98
TRI-STATE GENERATION &TRANSMIS 1M BD-E1 3.7% 24
2024-11-01
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2506876.39
TYCO ELECTRONICS GROUP S A SR NT 3.45%24
2024-08-01
3.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
609000.00
615774.62
TYCO INTL GROUP S A SR GLBL NT3.9%26
2026-02-14
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4779000.00
4843954.58
WATSON PHARMACEUTICALS INC
2017-10-01
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167000.00
167451.60
WATSON PHARMACEUTICALS INC
2022-10-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1104000.00
1099259.85
WRIGLEY WM JR CO SR NT 144A 16
2016-10-21
1.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
110485.83
XLIT LTD SR NT 2.3%18
2018-12-15
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
9121.87
XLIT LTD SUB GLBL NT 25
2025-03-31
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14064000.00
13963536.16
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
182000000.00
182000000.00
0.0046
N
182000000.00
182000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.300000%
976PTX002_0.3000_M151202_2M49
0000072971
Other Repurchase Agreement
N
BANC AMERICA FDG 2008-R2 1-A-3 20370925 6.0
2037-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1642856.00
983409.35
FDIC GUARANTEED NOTES TRUST 2010-S2
2046-01-02
0.888300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
143657.91
NRP MTG TR 2013-1 B5 20430725 FLT
2043-07-25
3.317900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1320413.00
660242.15
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.133200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63269040.00
46124146.12
WELLS FARGO MTG LN TR SER 2011 RR4
2036-06-27
5.521500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8245085.00
2691496.32
First Tier Security
N/A
N/A
2015-12-02
2015-12-02
N
N
N
44000000.00
44000000.00
0.0011
N
44000000.00
44000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.090000%
976PTZ007_0.0900_M151201_2M49
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-11-01
3.500000
Government Agency Debt
27145018.00
28185634.33
Fannie Mae
2045-12-01
3.500000
Government Agency Debt
123098077.00
127817096.49
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
150000000.00
150000000.00
0.0038
N
150000000.00
150000000.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.402200%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-07
2016-07-05
N
N
N
74000000.00
73991684.69
0.0019
N
74002146.74
74002146.74
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.480000%
96121TD47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
16000000.00
16000000.00
0.0004
N
16006361.76
16006361.76
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.402000%
96121TF29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-03
2016-08-03
N
N
N
350000000.00
350000000.00
0.0088
N
350011553.50
350011553.50
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.324800%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-08
2016-02-08
N
N
N
174000000.00
174000000.00
0.0044
N
174003481.74
174003481.74
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.325500%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-02-12
N
N
N
110000000.00
110000000.00
0.0028
N
110000881.10
110000881.10
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
176010.70
176010.70
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
176010.70
176010.70
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
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%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
549948.94
549948.94
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
549948.94
549948.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
1011882.81
1011882.81
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
1011882.81
1011882.81
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
154020.30
154020.30
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
154020.30
154020.30
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
110028.31
110028.31
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
110028.31
110028.31
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
44002.47
44002.47
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
44002.47
44002.47
YAVAPAI CNTY ARIZ INDL DEV AUTH
YAVAPAI CNTY ARIZ INDL DEV AUTH REV IDB & PCR (DRAKE CEMENT LLC) SERIES 2015 0.250000%
98521YAB5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
Y
Bank of Nova Scotia
N/A
N/A
Y
Bank of Nova Scotia
N/A
N/A
N
13000000.00
13000000.00
0.0003
N
13000000.00
13000000.00