0001145549-16-009899.txt : 20160229
0001145549-16-009899.hdr.sgml : 20160229
20160108160844
ACCESSION NUMBER: 0001145549-16-009899
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160108
DATE AS OF CHANGE: 20160108
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: 161333306
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-12-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
35
61
15196355139.95
6557248.65
2336037.56
15200576351.04
0.0044
1.0000
2015-12-31
1.0000
2015-12-31
C000012373
1.00
15200576351.04
1.00
18753424.00
3358140779.56
3339387355.56
0.0001
1.0000
2015-12-31
1.0000
2015-12-31
ABAG FIN CORP CALIF
REV UNIVERSITY (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2003 B 0.250000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.280000%
ATD0EWRP3
0000931061
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
Y
Santander UK Plc
N/A
N/A
N
135000000.00
135000000.00
0.0089
N
135000000.00
135000000.00
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.350000%
ATD0EVNT1
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
165000000.00
165000000.00
0.0109
N
164997805.50
164997805.50
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.280000%
ATD0EVO45
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
212000000.00
212000000.00
0.0139
N
211995124.00
211995124.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.461000%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2016-01-04
2016-04-04
N
N
N
40000000.00
40000000.00
0.0026
N
39995000.00
39995000.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PJF5
Other Note
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
10000000.00
10000000.00
0.0007
N
10003060.10
10003060.10
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
101000000.00
101000000.00
0.0066
N
100995254.01
100995254.01
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PKU0
Other Note
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
68000000.00
68000000.00
0.0045
N
67997348.68
67997348.68
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
68000000.00
68000000.00
0.0045
N
68009180.68
68009180.68
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
162000000.00
162000000.00
0.0107
N
161996112.00
161996112.00
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.517000%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-05-13
N
N
N
215000000.00
215000000.00
0.0141
N
214992905.00
214992905.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.470000%
06417JDM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-21
2016-04-21
N
N
N
98000000.00
97857981.66
0.0064
N
97820424.80
97820424.80
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
136000000.00
135750666.66
0.0089
N
135684969.60
135684969.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160104_2M54
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
43040712.00
25340749.17
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1032405.00
746184.97
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
12249738.00
10497432.71
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
1251319.00
1312848.17
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
5057468.00
4300027.84
GNMA
2045-05-15
4.000000
Government Agency Debt
31266.00
32757.17
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
41000000.00
41000000.00
0.0027
N
41000000.00
41000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.547000%
06417H6Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-14
2016-07-14
N
N
N
19000000.00
19000000.00
0.0012
N
19000494.19
19000494.19
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.560500%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-15
2016-07-15
N
N
N
54000000.00
54000000.00
0.0036
N
53998326.00
53998326.00
BANK OF THE WEST
BANK OF THE WEST 0.340000%
06426GJK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
70000000.00
70000000.00
0.0046
N
70010913.70
70010913.70
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.643100%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-03-10
N
N
N
87000000.00
87000000.00
0.0057
N
86998347.00
86998347.00
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
46000000.00
46000000.00
0.0030
N
45991462.40
45991462.40
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
12000000.00
12000000.00
0.0008
N
11997772.80
11997772.80
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.500000%
06538MBN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
20000000.00
20000000.00
0.0013
N
19995396.00
19995396.00
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
59000000.00
59000000.00
0.0039
N
58986034.70
58986034.70
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MCV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-19
2016-04-19
N
N
N
1000000.00
1000000.00
0.0001
N
999687.00
999687.00
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
27000000.00
27000000.00
0.0018
N
26998126.20
26998126.20
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
38000000.00
38000000.00
0.0025
N
38049533.38
38049533.38
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
32000000.00
32000000.00
0.0021
N
32010083.52
32010083.52
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
40000000.00
40000000.00
0.0026
N
40012604.40
40012604.40
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741XY69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
2000000.00
2000000.00
0.0001
N
2000630.42
2000630.42
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.580000%
06741XZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
79000000.00
79000000.00
0.0052
N
79032280.19
79032280.19
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.280000%
00799J004_0.2800_M160105_2M54
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-02-04
0.00
Treasury Debt
2063900.00
2063714.25
UNITED STATES TREASURY
2016-02-29
2.125000
Treasury Debt
255500.00
258078.32
UNITED STATES TREASURY
2016-02-29
2.625000
Treasury Debt
443625.00
449191.64
UNITED STATES TREASURY
2016-05-15
0.250000
Treasury Debt
339600.00
339506.93
UNITED STATES TREASURY
2016-05-31
3.250000
Treasury Debt
1500.00
1521.47
UNITED STATES TREASURY
2016-06-30
3.250000
Treasury Debt
49800.00
50461.39
UNITED STATES TREASURY
2016-10-31
0.375000
Treasury Debt
1913900.00
1909418.48
UNITED STATES TREASURY
2016-11-15
0.625000
Treasury Debt
1037900.00
1037505.43
UNITED STATES TREASURY
2016-12-31
3.250000
Treasury Debt
669200.00
685407.35
UNITED STATES TREASURY
2017-05-15
4.500000
Treasury Debt
2597700.00
2736676.46
UNITED STATES TREASURY
2017-07-15
0.875000
Treasury Debt
25000.00
25053.58
UNITED STATES TREASURY
2018-01-31
0.875000
Treasury Debt
1912700.00
1909497.96
UNITED STATES TREASURY
2018-02-15
3.500000
Treasury Debt
273700.00
290891.92
UNITED STATES TREASURY
2018-05-15
9.125000
Treasury Debt
4000.00
4793.00
UNITED STATES TREASURY
2019-02-15
8.875000
Treasury Debt
46400.00
58612.54
UNITED STATES TREASURY
2019-09-30
1.750000
Treasury Debt
1207900.00
1220195.10
UNITED STATES TREASURY
2020-01-31
1.375000
Treasury Debt
600000.00
596470.03
UNITED STATES TREASURY
2020-03-31
1.125000
Treasury Debt
10157100.00
9943779.25
UNITED STATES TREASURY
2021-05-15
8.125000
Treasury Debt
3029900.00
4020882.90
UNITED STATES TREASURY
2022-11-15
7.625000
Treasury Debt
3600.00
4911.00
UNITED STATES TREASURY
2023-02-15
7.125000
Treasury Debt
3523000.00
4788668.58
UNITED STATES TREASURY
2023-08-15
6.250000
Treasury Debt
3811200.00
4998036.26
UNITED STATES TREASURY
2025-02-15
7.625000
Treasury Debt
2587800.00
3807706.39
UNITED STATES TREASURY
2039-05-15
4.250000
Treasury Debt
2748900.00
3395801.05
United States Treasury Department
2028-11-15
5.250000
Treasury Debt
995600.00
1303219.11
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
45000000.00
45000000.00
0.0030
N
44999788.50
44999788.50
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.310000%
00799J004_0.3100_M160104_2M54
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-02-29
2.625000
Treasury Debt
355925.00
360391.17
UNITED STATES TREASURY
2020-05-15
8.750000
Treasury Debt
2014500.00
2631053.22
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
2932788.00
2932788.00
0.0002
N
2932788.00
2932788.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.450100%
08224LAB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-11
2016-01-11
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
1000000.00
999875.00
0.0001
N
999868.60
999868.60
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000%
34959TDN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
79000000.00
79000000.00
0.0052
N
79010073.29
79010073.29
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
7000000.00
6990579.17
0.0005
N
6988669.10
6988669.10
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
145000000.00
145000000.00
0.0095
N
145005177.95
145005177.95
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.450000%
921AAE003_0.4500_M160104_2M54
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12712320.00
12629018.29
FHAMS 2006
2037-02-25
0.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37499999.00
5634306.69
IMSA 2006-4 A2C
2037-01-25
0.481000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5496170.00
2608622.40
IMSC 2007-AR1 2A1
2037-06-25
2.899800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10825000.00
2676898.41
LEHMAN XS TRUST 2006-8 3-A3 20360625 FLT
2036-06-25
4.813400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2879000.00
1631674.75
MORGAN STANLEY
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1939323.39
NAAC ALT LOAN TRUST
2036-08-25
6.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9604000.00
3769499.61
RALI SERIES TRUST 2007-QO1 A-1 20370225 FLT
2037-02-25
0.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5690000.00
1753644.07
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.268700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33756000.00
4157012.39
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
32000000.00
32000000.00
0.0021
N
31999564.80
31999564.80
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.450000%
921AAE003_0.4500_M160105_2M54
0001197610
Other Repurchase Agreement
N
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17560448.00
17460543.69
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
4.021000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2165911.00
2089456.87
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
17000000.00
17000000.00
0.0011
N
16999651.50
16999651.50
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.290000%
987WVU007_0.2900_M160104_2M54
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-12-31
2.750000
Treasury Debt
5931000.00
6120050.62
UNITED STATES TREASURY
2022-03-31
1.750000
Treasury Debt
27905600.00
27540006.14
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
33000000.00
33000000.00
0.0022
N
33000000.00
33000000.00
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.310000%
987WVU007_0.3100_M160104_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-10-25
2.655000
Government Agency Debt
2765000.00
2707285.61
Fannie Mae
2023-09-25
3.500000
Government Agency Debt
9841178.00
2323929.99
Fannie Mae
2026-07-25
3.500000
Government Agency Debt
3795590.00
3760578.65
Fannie Mae
2032-02-25
2.000000
Government Agency Debt
9094000.00
4635056.43
Fannie Mae
2036-08-25
0.971600
Government Agency Debt
30000000.00
5148061.90
Fannie Mae
2037-06-01
6.730000
Government Agency Debt
2510.00
33.49
Fannie Mae
2037-08-25
1.001600
Government Agency Debt
47800000.00
5117521.72
Fannie Mae
2040-04-01
2.517000
Government Agency Debt
1208.00
157.76
Fannie Mae
2040-05-25
4.000000
Government Agency Debt
2725000.00
2759584.92
Fannie Mae
2040-11-25
0.921600
Government Agency Debt
54145000.00
7733555.21
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
3655000.00
3795934.25
Fannie Mae
2041-12-25
2.500000
Government Agency Debt
5857000.00
5564265.97
Fannie Mae
2041-12-25
2.500000
Government Agency Debt
3316000.00
2808603.37
Fannie Mae
2042-05-25
7.500000
Government Agency Debt
6420000.00
3880206.63
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
7711000.00
7777096.12
Fannie Mae
2045-01-25
3.000000
Government Agency Debt
4733000.00
4634738.19
Fannie Mae
2045-07-25
3.500000
Government Agency Debt
3423000.00
3439196.49
Fannie Mae
2045-11-01
3.500000
Government Agency Debt
194417.00
199813.90
Fannie Mae
2045-11-25
2.500000
Government Agency Debt
2593000.00
2503650.29
Freddie Mac
2027-06-15
3.000000
Government Agency Debt
4291737.00
4296655.33
Freddie Mac
2033-04-15
3.000000
Government Agency Debt
8340000.00
6992383.84
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5440465.00
1256902.52
Freddie Mac
2038-03-15
3.000000
Government Agency Debt
3207628.00
3171166.89
Freddie Mac
2038-05-15
5.535000
Government Agency Debt
5216216.00
2754511.56
Freddie Mac
2041-07-15
0.880500
Government Agency Debt
21000000.00
4277145.90
Freddie Mac
2045-03-15
3.000000
Government Agency Debt
5423808.00
5124175.15
Freddie Mac
2045-10-15
2.500000
Government Agency Debt
413759.00
417209.89
GNMA
2027-10-20
1.625000
Government Agency Debt
5000000.00
27517.85
GNMA
2029-07-20
1.875000
Government Agency Debt
19540222.00
221427.24
GNMA
2030-05-20
2.000000
Government Agency Debt
2254976.00
24188.90
GNMA
2034-04-20
1.750000
Government Agency Debt
5304884.00
246684.52
GNMA
2038-03-20
1.082100
Government Agency Debt
98706156.00
7616634.15
GNMA
2039-04-20
7.040000
Government Agency Debt
3000000.00
3249459.41
GNMA
2039-07-20
6.401000
Government Agency Debt
7695173.00
7747167.99
GNMA
2041-02-20
3.000000
Government Agency Debt
1507979.00
520457.34
GNMA
2042-01-20
0.606700
Government Agency Debt
7843391.00
3473282.02
GNMA
2042-06-20
0.500000
Government Agency Debt
1000.00
968.63
GNMA
2042-07-20
3.000000
Government Agency Debt
110135.00
77190.29
GNMA
2042-11-20
3.500000
Government Agency Debt
705844.00
501935.76
GNMA
2043-09-20
2.500000
Government Agency Debt
296842.00
189385.38
GNMA
2044-09-20
2.500000
Government Agency Debt
195595.00
142991.90
GNMA
2045-05-20
3.000000
Government Agency Debt
5816000.00
5488704.60
GNMA
2045-09-20
3.000000
Government Agency Debt
5083000.00
4738072.70
GNMA
2045-10-20
3.500000
Government Agency Debt
2024993.00
1999345.79
GNMA
2051-01-15
3.230000
Government Agency Debt
1951505.00
2024078.87
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
129000000.00
129000000.00
0.0085
N
129000000.00
129000000.00
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.450000%
988VYS000_0.4500_M160105_2M54
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7542466.00
7493041.48
Fannie Mae
2025-02-25
4.521000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25303143.00
24545528.94
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5945254.00
5911430.46
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
33000000.00
33000000.00
0.0022
N
32999323.50
32999323.50
BPCE SA
BPCE SA 0.400000%
05571BB10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
5000000.00
4998277.78
0.0003
N
4998306.50
4998306.50
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
65000000.00
64970750.00
0.0043
N
64970685.00
64970685.00
BPCE SA
BPCE SA 0.651100%
05571BCX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-31
2016-03-31
N
N
N
6000000.00
5990250.00
0.0004
N
5990976.00
5990976.00
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 0.330000%
10513DS27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
57000000.00
57000000.00
0.0037
N
57001470.60
57001470.60
CAFCO LLC
CAFCO LLC 0.510000%
12476EC15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
42000000.00
41964300.00
0.0028
N
41980213.80
41980213.80
CAFCO LLC
CAFCO LLC 0.450000%
12476ECV9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
25000000.00
24972500.00
0.0016
N
24977007.50
24977007.50
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
25000000.00
25000000.00
0.0016
N
25001555.25
25001555.25
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
45000000.00
45000000.00
0.0030
N
45022189.95
45022189.95
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
20000000.00
19989694.44
0.0013
N
19992230.00
19992230.00
CHARTA LLC
CHARTA LLC 0.510000%
16115UC17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
50000000.00
49957500.00
0.0033
N
49976445.00
49976445.00
CHARTA LLC
CHARTA LLC 0.510000%
16115UC82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
14000000.00
13986711.67
0.0009
N
13992014.40
13992014.40
CHASE BANK USA NA
CHASE BANK USA NA 0.681600%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-07-27
N
N
N
38000000.00
38000000.00
0.0025
N
37995820.00
37995820.00
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
12000000.00
11995093.33
0.0008
N
11997766.80
11997766.80
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.400000%
17304U2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-01-11
N
N
N
157000000.00
157000000.00
0.0103
N
157013236.67
157013236.67
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.380000%
17304U3C2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
41000000.00
41000000.00
0.0027
N
41001550.21
41001550.21
COCA-COLA CO
COCA-COLA CO 0.390000%
19121AAM3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
10000000.00
9997833.33
0.0007
N
9998454.00
9998454.00
COCA-COLA CO
COCA-COLA CO 0.510000%
19121ACH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
89000000.00
88904176.66
0.0058
N
88926708.50
88926708.50
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
50000000.00
49934277.77
0.0033
N
49915410.00
49915410.00
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
53000000.00
52930334.44
0.0035
N
52910334.60
52910334.60
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.447000%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-12
2016-05-12
N
N
N
73000000.00
73000000.00
0.0048
N
72997299.00
72997299.00
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
188000000.00
188000000.00
0.0124
N
188002709.08
188002709.08
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
20000000.00
19991822.22
0.0013
N
19996278.00
19996278.00
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
34000000.00
34000000.00
0.0022
N
33998286.40
33998286.40
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HBX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
48000000.00
48000000.00
0.0032
N
48006979.68
48006979.68
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.300000%
22534HCD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
20000000.00
20000000.00
0.0013
N
20000000.00
20000000.00
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
29000000.00
29000000.00
0.0019
N
28998538.40
28998538.40
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
77000000.00
77000000.00
0.0051
N
76999268.50
76999268.50
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
66000000.00
66000000.00
0.0043
N
66007036.26
66007036.26
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
17000000.00
17000000.00
0.0011
N
17002347.87
17002347.87
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.500000%
22549VU35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000422.13
3000422.13
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.600000%
921AER000_0.6000_M160106_2M54
0001230485
Other Repurchase Agreement
N
BSSLT
2037-01-25
0.801600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54739817.00
8686925.33
BSSLT 2007-1 2A
2037-08-25
0.861600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36000000.00
6667124.57
CWHEL
2036-11-15
0.480500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
3628863.84
CWHEL 2006-H 2A1A
2036-11-15
0.480500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91870000.00
12347156.44
CWL 2006-S3 A4
2029-01-25
6.431700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28105000.00
20056504.72
LXS 2007-6 3A7
2037-05-25
5.101000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3094000.00
869414.52
OOMLT 2007-FXD1 3A5
2037-01-25
5.957000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21528000.00
16821018.64
SACO
2036-06-25
0.621600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82984317.00
8913205.66
SACO
2036-07-25
0.621600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61748000.00
6670818.55
SACO 2006-7 A1
2036-07-25
0.681600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54900000.00
6186007.82
SACO I TRUST 2006-4
2036-03-25
0.591600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109595000.00
12653385.62
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
Y
Credit Suisse AG
N/A
N/A
N
90000000.00
90000000.00
0.0059
N
89999514.00
89999514.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.200000%
988WZK004_1.2000_M160404_2M54
0001230485
Other Repurchase Agreement
N
144A ACRE 2010-ARTA A2FX
2029-01-14
4.954300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
349714.55
144A AIREM 2007-1A 2A1
2066-09-20
0.809500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
326.80
144A BAMLL 2015-200P A
2033-04-14
3.218000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29600000.00
29277214.72
144A BMLDB 2012-OSI B
2029-04-13
4.830000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1544371.78
144A COMM 2007-C9 AMFL
2049-12-10
0.933100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
928698.24
144A COMM 2015-3BP A
2035-02-10
3.178000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
127387.09
144A CSMC 2014-USA A1
2037-09-15
3.303900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2012498.62
144A HILT 2014-ORL A
2029-07-15
1.230500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225000.00
1216335.37
144A JPMCC 2010-C2 A3
2043-11-15
4.069800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1333000.00
1404132.20
144A LRF 2013-1 A4
2021-09-15
1.980000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
140213.49
144A TPMT 2015-2 1A2
2060-11-25
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30776602.00
29743257.46
144A UBSBB 2012-C4 AS
2045-12-10
3.316500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
89546.05
144A VNO 2010-VNO A1
2028-09-13
2.969600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2450000.00
1318574.43
144A WMCMS 2007-SL3 AJ
2045-03-23
5.772500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2590000.00
2621277.51
BOA COMM. MRTG TRST 2007-5
2051-02-10
5.361000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
703805.86
CGCMT 2012-GC8 A4
2045-09-10
3.024000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
285649.70
CGCMT 2013-GC17 AS
2046-11-10
4.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
321860.15
CGCMT 2015-GC27 A5
2048-02-10
3.137000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
805112.82
COMM 2.801% 11/47
2047-11-10
2.801000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1521069.65
COMM 2012-LC4 B
2044-12-10
4.934000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
48776.90
COMM 2013-CR12 A3
2046-10-10
3.765000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
1767020.70
COMM 2014-LC15 A4
2047-04-10
4.006000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
622649.75
COMM 2014-LC15 ASB
2047-04-10
3.528000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3089340.45
COMM 2014-UBS2 A5
2047-03-10
3.961000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3607000.00
3742812.97
COMM 3.012% 05/47
2047-05-10
3.012000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
858569.88
COMM 3.022% 08/55
2055-08-10
3.022000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
1370711.54
COMMERCIAL 1.33% 02/47
2047-02-10
1.330000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
168616.01
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.043900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1055000.00
848068.35
CORE INDL TR 2015-WEST
2037-02-10
3.292000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1474165.32
CREDIT SUISSE MTGE TRUST 2007
2039-09-15
5.948800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
151167.17
CSAIL 2015-C1 A4
2050-04-15
3.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
150928.12
CSAIL 2015-C1 AS
2050-04-15
3.791000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
249698.62
CSAIL 2015-C2 A2
2057-06-15
2.850500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
367000.00
371853.47
CSAIL 2015-C2 ASB
2057-06-15
3.224100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9703000.00
9755651.27
CSFB 2004-C2 E
2036-05-15
5.736000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
244720.73
CSFB 2005-C3 AJ
2037-07-15
4.771000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
7545.09
CSMC 2006-OMA
2023-05-15
5.466000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
6026959.24
CSMC 2009- 9R
2036-12-26
2.185200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18785000.00
1345370.27
CSMC 2009-13R 7A1
2036-04-26
2.807900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27264000.00
9374670.79
CWALT INC 2005 53T2
2037-09-15
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2340000.00
2404438.51
CWMBS INC. 2005-HYB2
2043-07-25
3.492100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4864997.00
3885464.78
FHMS K017 X1
2021-12-25
1.417900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
772052.41
FHMS K019 A2
2022-03-25
2.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
148000.00
146312.03
FHMS K020 X1
2022-05-25
1.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109000000.00
7941356.96
FHMS K023 X1
2022-08-25
1.301000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370140000.00
25036613.98
FHMS K033 X1
2023-07-25
0.314700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
251650000.00
5114394.72
FHMS K034 A1
2023-02-25
2.669000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28896.00
27679.28
FHMS K034 X1
2023-07-25
0.165200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000000.00
3231808.26
FHMS K036 X1
2023-10-25
0.795600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44581395.00
2184360.25
FHMS K040 X1
2024-09-25
0.739500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
853523.85
FHMS K041 X1
2024-10-25
0.558200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000000.00
4716042.88
FHMS K042 X1
2024-12-25
1.059000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36753000.00
2830376.40
GMACC 1997-C2 G
2029-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1353000.00
547478.23
GNMA
2023-10-25
3.527000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169200.00
1224975.91
GRAN 2003-3 1A3
2044-01-20
0.717100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
2989.92
GRANITE MORTGAGES 03-2 PL
2043-07-20
0.817100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2561000.00
76603.31
GS FLT 07/44
2044-07-25
2.490700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
65401.54
GS MORTGAGE 2.898% 02/48
2048-02-10
2.898000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
203297.26
GS MTG SECS CORP TR 2012 SHOP
2031-06-05
2.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
131959.79
GS MTG SECS CORP TR 2012 TMSQ
2030-12-10
3.007000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
6897277.36
GSMS 2013-GC12 AS
2046-06-10
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
59837.18
HVMLT 2004-6 4A
2034-08-19
2.757800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000000.00
6946707.33
IMM 2003-8 1A1
2033-10-25
1.101600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2974800.00
22800.13
JP MORGAN 5.5% 08/37
2037-08-26
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43959000.00
1345381.71
JP MORGAN CHASE COMMERCIAL MORTGAGE
2043-06-15
3.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5275000.00
116174.89
JPMBB 2013-C17 A4
2047-01-15
4.198900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1190000.00
1263422.13
JPMBB COML MTG SECS TR
2047-02-15
4.079300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
452300.10
JPMCC 2006-CB16 A4
2045-05-12
5.552000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
352206.03
MORGAN STANLEY CAP I TR 2011 C1
2047-09-15
3.884000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1084835.72
MSBAM 2013-C9 AS
2046-05-15
3.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2272000.00
2279840.65
MSBAM 2014-C19 A2
2047-12-15
3.101000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
523522.53
MSC 2006-HQ9 AM
2044-07-12
5.773000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
244131.55
MSC 2007-HQ11 A31
2044-02-12
5.439000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
97749.99
MSC 2007-HQ11 A4
2044-02-12
5.447000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
77047.75
MSC 2007-IQ13 A1A
2044-03-15
5.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
348000.00
189184.55
PROVIDENCE 7.75% 07/16
2016-07-20
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
11252.83
SLR STUDENT
2038-12-15
0.822000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18920000.00
16107774.49
WAMMS 2003-AR1 4A
2033-02-25
2.225000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61372900.00
351636.24
WBCMT 2007-C31 A4
2047-04-15
5.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
281000.00
290107.15
WFCM 2015-C28 A4
2048-05-15
3.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
693218.37
WFRBS 2011-C5 A1
2044-11-15
1.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1105000.00
112392.92
WFRBS 2014-C22 A5
2057-09-15
3.752000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
513459.09
WFRBS 2014-C23 A4
2057-10-15
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
734474.49
WFRBS VAR 09/57
2057-09-15
4.069000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
258331.27
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
Y
Credit Suisse AG
N/A
N/A
N
190000000.00
190000000.00
0.0125
Y
190109003.00
190109003.00
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
28000000.00
27969658.89
0.0018
N
27973279.60
27973279.60
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.360000%
21599B009_0.3600_M160104_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
65683077.00
60557120.50
GNMA
2045-12-20
4.000000
Government Agency Debt
9448474.00
10065160.15
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
68000000.00
68000000.00
0.0045
N
68000000.00
68000000.00
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
98599G006_0.2500_M160104_2M54
0001457970
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2018-04-30
0.625000
Treasury Debt
59710000.00
58965260.46
UNITED STATES TREASURY
2019-02-28
1.500000
Treasury Debt
100300.00
101031.94
UNITED STATES TREASURY
2019-05-15
3.125000
Treasury Debt
2311600.00
2446061.56
UNITED STATES TREASURY
2019-07-31
0.875000
Treasury Debt
846809700.00
829846329.85
UNITED STATES TREASURY
2020-05-15
3.500000
Treasury Debt
2141990700.00
2310015041.24
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
93928300.00
95670220.74
UNITED STATES TREASURY
2021-02-15
3.625000
Treasury Debt
182951400.00
201053297.58
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
3498000000.00
3498000000.00
0.2301
N
3498000000.00
3498000000.00
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.420000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
N
1425000.00
1425000.00
0.0001
N
1425000.00
1425000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160106_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2045-04-20
3.500000
Government Agency Debt
43391088.00
42746645.68
GNMA
2045-11-20
4.000000
Government Agency Debt
31750628.00
33753354.41
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
75000000.00
75000000.00
0.0049
N
74999370.00
74999370.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.320000%
38399H002_0.3200_M160104_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-10-01
2.630000
Government Agency Debt
1000000.00
993696.72
Fannie Mae
2024-10-01
3.000000
Government Agency Debt
55240.00
46553.51
Fannie Mae
2031-01-01
4.000000
Government Agency Debt
2002637.00
998014.93
Fannie Mae
2031-08-01
4.000000
Government Agency Debt
1582259.00
949054.43
Fannie Mae
2032-02-01
7.000000
Government Agency Debt
99998687.00
1094936.63
Fannie Mae
2037-09-01
2.373000
Government Agency Debt
21654752.00
950936.77
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
3540000.00
981743.86
Freddie Mac
2019-07-01
5.000000
Government Agency Debt
25096704.00
1068899.32
Freddie Mac
2021-06-01
5.000000
Government Agency Debt
26454816.00
1087541.95
Freddie Mac
2022-11-01
5.500000
Government Agency Debt
1719893.00
210944.89
Freddie Mac
2024-12-01
5.000000
Government Agency Debt
2673567.00
618911.28
Freddie Mac
2025-07-01
4.500000
Government Agency Debt
5000000.00
975312.85
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2924016.00
1087614.33
Freddie Mac
2026-05-01
4.500000
Government Agency Debt
4202157.00
1084548.17
Freddie Mac
2030-03-01
3.000000
Government Agency Debt
1056387.00
1051028.78
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
20103259.00
957904.78
Freddie Mac
2039-10-01
4.000000
Government Agency Debt
2717000.00
938621.82
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
2924000.00
938757.53
Freddie Mac
2043-12-01
3.500000
Government Agency Debt
1103552.00
999342.29
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
1041721.00
1102929.00
Freddie Mac
2044-08-01
4.000000
Government Agency Debt
1082776.00
1005440.42
Freddie Mac
2045-04-01
3.000000
Government Agency Debt
1106892.00
1091445.57
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
1033407.00
1053968.98
Freddie Mac
2045-04-01
4.000000
Government Agency Debt
1033746.00
1086925.51
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
1027824.00
1084925.67
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
23000000.00
23000000.00
0.0015
N
23000000.00
23000000.00
HSBC BANK PLC
HSBC BANK PLC 0.391000%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
134000000.00
134000000.00
0.0088
N
134000001.34
134000001.34
HSBC BANK PLC
HSBC BANK PLC 0.632100%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-19
2016-07-19
N
N
N
82000000.00
81997722.22
0.0054
N
81993030.00
81993030.00
HSBC BANK PLC
HSBC BANK PLC 0.463800%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-08-01
N
N
N
112000000.00
112000000.00
0.0074
N
111985440.00
111985440.00
HSBC USA INC
HSBC USA INC 0.470000%
40434PDS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
40000000.00
39939422.22
0.0026
N
39939680.00
39939680.00
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
183000000.00
183000000.00
0.0120
N
183016563.33
183016563.33
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
31000000.00
30972969.72
0.0020
N
30965081.60
30965081.60
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
3000000.00
2997323.33
0.0002
N
2996620.80
2996620.80
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0D13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
ING Bank NV
N/A
N/A
N
84000000.00
83870476.66
0.0055
N
83873344.80
83873344.80
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.340000%
46899T004_0.3400_M160104_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
2273721.00
1791310.48
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
121942.00
90075.03
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
30113982.00
23889680.54
GNMA
2038-01-16
2.750000
Government Agency Debt
5626381.00
2038934.06
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
27000000.00
27000000.00
0.0018
N
27000000.00
27000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.900000%
921ACP006_0.9000_M160330_2M54
0001168163
Other Repurchase Agreement
N
AVENTURA MALL R 2013 AVM
2032-12-07
3.742700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
802000.00
838359.50
BAMLL COML MTG SECS TR 2014 INLD
2029-12-17
2.797000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1341983.00
1340214.42
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16910.00
16762.39
BROOKFIELD RESIDENTIAL PROPERTIES
2025-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10142000.00
9514675.04
EXPEDIA INC DEL SR NT 7.456%18
2018-08-15
7.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
153006.17
EXPORKLORE SA
2031-12-05
5.053000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11647408.00
11700268.31
Goldman Sachs Group, Inc
2025-10-21
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3965000.00
3969456.22
GOLDMAN SACHS GRP INC
2019-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
445277.67
HSBC USA INC NEW FR 2.35%030520
2020-03-05
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
1567918.62
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1897858.00
1908412.41
MORGAN STANLEY FR 4.1%052223
2023-05-22
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10798000.00
10945410.69
NBC UNIVERSAL MEDIA LLC
2043-01-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98000.00
97738.29
NOMURA HLDGS INC
2016-09-13
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4068000.00
4108517.28
OAKS MTG TR SER 2015-2 A-3 20451025 FLT
2045-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1002029.00
996938.02
PMT LN TR 2013-J1
2043-09-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100.00
81.73
RESONA BANK LIMITED
2099-10-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
132915.12
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
2341000.00
2226607.03
RIO TINTO FIN USA PLC SR NT 4.75%42
2042-03-22
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3035000.00
2680944.49
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41551464.00
32691878.16
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8213086.00
5609198.32
SHELLPOINT ASSET FDG TR
2043-07-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3553451.93
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3314000.00
3265247.38
TECK CORP
2017-01-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2534000.00
2317406.35
THOMSON REUTERS CORP DEB 5.5%35
2035-08-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
635219.83
TIME WARNER CABLE INC
2020-02-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2351000.00
2534479.87
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.957800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11330461.00
11802908.06
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
1028000.00
1037562.68
WALGREENS BOOTS ALLIANCE
2044-11-18
4.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2125000.00
1928593.33
WFRBS COML MTG TR 2011-C5
2044-11-18
5.634300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
16301601.85
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1477000.00
1469480.43
WRIGLEY WM JR CO SR NT 144A 19
2019-10-21
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2028.10
First Tier Security
N/A
N/A
2016-03-30
2016-03-30
N
N
N
118000000.00
118000000.00
0.0078
Y
117953755.80
117953755.80
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.050000%
921ACP006_1.0500_M160330_2M54
0001168163
Other Repurchase Agreement
N
ALTRIA GROUP INC
2022-08-09
2.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
191905.67
AMERICAN EXPRESS CO
2022-12-02
2.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
518000.00
501908.19
AT & T INC
2018-02-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209000.00
228175.05
AUSTRALIA & NEW ZEALAND BKG GR SR FL REGS NT 17
2017-06-13
0.762000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
249462.46
BAMLL COML MTG SECS TR 2014 INLD
2029-12-17
2.797000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
966939.00
965664.68
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
5458200.00
5425097.67
BANK OF AMERICA FUNDING CORPORATION 2002-1
2025-01-22
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1978000.00
1964543.01
BEAR STEARNS ARM TRUST 2000 2
2034-02-25
2.769900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70498746.00
6634649.24
BERKSHIRE HATHAWAY ENERGY CO SR GLBL BD4.5%45
2045-02-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222000.00
214849.38
BRANCH BKG & TR CO WILSON N C VR 052307-052317
2017-05-23
0.677600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
731000.00
728014.04
BRITISH SKY BROADCASTING GROUP GTD SR NT 144A18
2018-02-15
6.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
25285.84
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
14313000.00
14354682.64
CITIGROUP, INC.
2016-06-15
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
852000.00
865348.19
CMS ENERGY CORP
2018-02-15
5.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
203204.82
CNA FINANCIAL CORP
2020-08-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
1016311.00
CREDIT SUISSE NEW YORK BRANCH SR NT 3.625%24
2024-09-09
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
426000.00
433364.59
CSMC TR 2013-6
2043-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4203021.00
3414583.06
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14698359.00
15080514.70
EXPORKLORE SA
2031-12-05
5.053000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20712.00
20806.00
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8292000.00
8019266.90
GENERAL ELECTRIC COMPANY
2099-12-31
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12964354.00
12941882.45
GOLDMAN SACHS GROUP INC SR GBL NT5.25%21
2021-07-27
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4368000.00
4922422.96
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
1174000.00
1143498.50
GOLDMAN SACHS GRP INC
2019-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49000.00
57417.38
HSBC USA INC NEW FR 2.35%030520
2020-03-05
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1118000.00
1112267.14
HYATT HOTELS CORP
2023-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2572000.00
2479285.83
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
4293205.00
3902305.32
MCDONALDS CORP
2026-01-30
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2434061.00
2429768.94
MCDONALDS CORP MED TERM NT BE FR 2.75%120920
2020-12-09
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305.00
304.86
MICROSOFT CORPORATION
2022-11-03
2.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6100000.00
6106706.61
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
1290000.00
1327670.15
MORGAN STANLEY FR 4.1%052223
2023-05-22
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1268000.00
1285310.31
NBCUNIVERSAL MEDIA LLC
2020-04-30
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1533000.00
1723531.03
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3896925.00
3022397.85
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7313466.00
5754091.83
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
162572.67
UBS-BARCLY COML MTG TR 2012-C4 A-5 20451212 2.8
2045-12-12
2.850200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333948.00
327486.31
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4330000.00
4307955.49
ZFS FIN TRUST I
2065-12-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10544000.00
10684938.13
First Tier Security
N/A
N/A
2016-03-30
2016-03-30
N
N
N
108000000.00
108000000.00
0.0071
Y
107991738.00
107991738.00
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
25000000.00
25000000.00
0.0016
N
24999700.00
24999700.00
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
85000000.00
85000000.00
0.0056
N
85039083.85
85039083.85
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.650000%
53945GLT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-22
2016-03-22
N
N
N
87000000.00
87000000.00
0.0057
N
87075447.27
87075447.27
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.260000%
ATD0EWRU2
0001167831
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
49000000.00
49000000.00
0.0032
N
49000000.00
49000000.00
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
52000000.00
51967702.22
0.0034
N
51969299.20
51969299.20
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.701200%
55607KCH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
22000000.00
21967488.89
0.0014
N
21979672.00
21979672.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.310000%
06399U000_0.3100_M160104_2M54
0000065100
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-12-15
3.000000
Government Agency Debt
25597787.00
20600000.66
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
20000000.00
20000000.00
0.0013
N
20000000.00
20000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.660000%
921ACQ004_0.6600_M160204_2M54
0000065100
Other Repurchase Agreement
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.774300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29951084.00
30541131.29
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
25485688.89
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34057762.00
30928685.35
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22860983.00
23832559.54
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25925232.00
27211935.83
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
N
120000000.00
120000000.00
0.0079
Y
119982348.00
119982348.00
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.550500%
59157TC19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
22250000.00
22229604.16
0.0015
N
22229000.45
22229000.45
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (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
26000000.00
26000000.00
0.0017
N
25989602.60
25989602.60
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
2000000.00
2000000.00
0.0001
N
1999831.40
1999831.40
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.400000%
60682AE77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
87000000.00
87000000.00
0.0057
N
87000366.27
87000366.27
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (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
150000000.00
150000000.00
0.0099
N
150000916.50
150000916.50
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (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
16000000.00
16000000.00
0.0011
N
16000161.76
16000161.76
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.430000%
60682AYT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-29
2016-01-29
N
N
N
2000000.00
2000000.00
0.0001
N
2000010.02
2000010.02
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (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
60000000.00
60000000.00
0.0039
N
59999124.00
59999124.00
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
152000000.00
152000000.00
0.0100
N
151966271.20
151966271.20
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
1000000.00
1000000.00
0.0001
N
999858.90
999858.90
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.330000%
60686N005_0.3300_M160104_2M54
0000812291
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2018-04-09
0.332000
Government Agency Debt
34324000.00
34235200.00
Farm Federal Credit Bank
2018-06-18
1.220000
Government Agency Debt
2666000.00
2656430.54
Farm Federal Credit Bank
2021-06-17
2.090000
Government Agency Debt
1875000.00
1868930.21
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
38000000.00
38000000.00
0.0025
N
38000000.00
38000000.00
NATIONAL AUSTRALIA BANK LIMITED (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LIMITED (LONDON BRANCH) 0.300000%
927AQX008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
7000000.00
7000000.00
0.0005
N
6999762.70
6999762.70
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
71000000.00
71000000.00
0.0047
N
71000980.51
71000980.51
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
3000000.00
3000000.00
0.0002
N
3000940.23
3000940.23
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.470000%
63873FXY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
129000000.00
129000000.00
0.0085
N
129001161.00
129001161.00
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.450300%
65409RB82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
Y
Deal Sponsor
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA
N/A
N/A
10000000.00
9995250.00
0.0007
N
9994681.00
9994681.00
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
1000000.00
1000000.00
0.0001
N
999867.60
999867.60
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.400000%
65558LLH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
123000000.00
123000000.00
0.0081
N
122984046.90
122984046.90
NRW BANK
NRW BANK 0.365000%
62939LA66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
74000000.00
73996248.61
0.0049
N
73996462.80
73996462.80
NRW BANK
NRW BANK 0.365000%
62939LA82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
66000000.00
65995315.83
0.0043
N
65995762.80
65995762.80
NRW BANK
NRW BANK 0.350000%
62939LA82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
35000000.00
34997618.05
0.0023
N
34997753.00
34997753.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.500000%
67983TCV6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
94000000.00
93885111.11
0.0062
N
93855221.20
93855221.20
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.480000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
3000000.00
2995400.00
0.0002
N
2993040.00
2993040.00
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (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
75000000.00
75000000.00
0.0049
N
74999010.00
74999010.00
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (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
38000000.00
38000000.00
0.0025
N
37999779.60
37999779.60
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.410000%
69033LBD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
65000000.00
65000000.00
0.0043
N
65006351.15
65006351.15
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
11000000.00
10990148.89
0.0007
N
10992531.00
10992531.00
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.510000%
21684BJ62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
39000000.00
39000000.00
0.0026
N
38999473.50
38999473.50
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
60000000.00
60000000.00
0.0039
N
60000678.60
60000678.60
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
12000000.00
12000000.00
0.0008
N
12000286.92
12000286.92
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
78000000.00
78000000.00
0.0051
N
77990421.60
77990421.60
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.360000%
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
23000000.00
22992640.00
0.0015
N
22990153.70
22990153.70
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY 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
24981250.00
0.0016
N
24975135.00
24975135.00
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.600900%
76582JC77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
20000000.00
19978000.00
0.0013
N
19977630.00
19977630.00
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
0.0049
N
75001950.00
75001950.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.378600%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
194000000.00
194000000.00
0.0128
N
194000000.00
194000000.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.447000%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-04-13
N
N
N
51000000.00
51000000.00
0.0034
N
50998215.00
50998215.00
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
50000000.00
50000000.00
0.0033
N
50001600.50
50001600.50
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
100000000.00
100000000.00
0.0066
N
100003701.00
100003701.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.400000%
82124LB27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
92000000.00
91967288.89
0.0061
N
91960614.80
91960614.80
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
36000000.00
35980260.00
0.0024
N
35974609.20
35974609.20
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
44000000.00
43975360.00
0.0029
N
43968020.80
43968020.80
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
75000000.00
75000000.00
0.0049
N
74987970.00
74987970.00
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.350000%
83369TB48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
26000000.00
26000000.00
0.0017
N
26000143.26
26000143.26
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.490000%
83369TQ91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
51000000.00
51000000.00
0.0034
N
51004483.41
51004483.41
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.490000%
83369TR82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
60000000.00
60000000.00
0.0039
N
60005280.60
60005280.60
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
13000000.00
12999642.50
0.0009
N
12999556.70
12999556.70
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.612100%
8574P1GP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-20
2016-05-20
N
N
N
2000000.00
2000000.00
0.0001
N
1999874.00
1999874.00
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
6000000.00
6000000.00
0.0004
N
5998969.80
5998969.80
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.490000%
86563QDF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
23000000.00
23000000.00
0.0015
N
22984608.40
22984608.40
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
41000000.00
41000000.00
0.0027
N
40972501.30
40972501.30
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
68000000.00
68000000.00
0.0045
N
67994886.40
67994886.40
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
175000000.00
175000000.00
0.0115
N
174983427.50
174983427.50
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
23000000.00
23000000.00
0.0015
N
22996057.80
22996057.80
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.450000%
86563QJB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
11000000.00
11000000.00
0.0007
N
10998804.30
10998804.30
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QKE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
46000000.00
46000000.00
0.0030
N
46007300.66
46007300.66
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
5000000.00
5000000.00
0.0003
N
4999019.00
4999019.00
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
6000000.00
6000000.00
0.0004
N
5998156.80
5998156.80
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
20000000.00
20000000.00
0.0013
N
19990638.00
19990638.00
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
1000000.00
1000000.00
0.0001
N
999542.10
999542.10
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
24000000.00
24000000.00
0.0016
N
24000259.44
24000259.44
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.350000%
86563KQ89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
5000000.00
5000000.00
0.0003
N
4999464.00
4999464.00
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
38000000.00
38000000.00
0.0025
N
37996021.40
37996021.40
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.430000%
86563KS20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
3000000.00
3000000.00
0.0002
N
2999778.60
2999778.60
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563KU50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
N
N
245000000.00
245000000.00
0.0161
N
245038148.95
245038148.95
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563KU84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
8000000.00
8000000.00
0.0005
N
8001005.68
8001005.68
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.680000%
86563KV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
1000000.00
1000000.00
0.0001
N
1000148.01
1000148.01
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
164000000.00
164000000.00
0.0108
N
163984124.80
163984124.80
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.510000%
88602TCF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
48000000.00
47949680.00
0.0032
N
47937998.40
47937998.40
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (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
21000000.00
21000000.00
0.0014
N
20986163.10
20986163.10
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.512100%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-20
2016-03-21
N
N
N
54000000.00
54000000.00
0.0036
N
53995140.00
53995140.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.587000%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-08-12
N
N
N
100000000.00
100000000.00
0.0066
N
99998600.00
99998600.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.450000%
89113EP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-23
2016-03-23
N
N
N
106000000.00
106000000.00
0.0070
N
105983093.00
105983093.00
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
62000000.00
62000000.00
0.0041
N
61986645.20
61986645.20
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.571600%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-05-27
N
N
N
172000000.00
172000000.00
0.0113
N
171985380.00
171985380.00
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
4000000.00
4000000.00
0.0003
N
3999734.80
3999734.80
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.400300%
89233GBA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
162000000.00
161928000.00
0.0107
N
161928039.60
161928039.60
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.600900%
89233GCQ7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
110000000.00
109847833.34
0.0072
N
109876030.00
109876030.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.450000%
89233GDD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
55000000.00
54929187.50
0.0036
N
54916900.50
54916900.50
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
93000000.00
93000000.00
0.0061
N
93027454.53
93027454.53
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.400000%
91127PA76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
6000000.00
5999600.00
0.0004
N
5999691.00
5999691.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.400000%
91127PA84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
29000000.00
28997744.44
0.0019
N
28998254.20
28998254.20
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.470700%
91127PCP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-23
2016-03-23
N
N
N
11000000.00
10988223.89
0.0007
N
10989652.30
10989652.30
UNITED STATES TREASURY
UNITED STATES TREASURY 0.344200%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2017-01-31
N
N
N
48000000.00
47999889.81
0.0032
N
47999472.00
47999472.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.428200%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2017-10-31
N
N
N
100000000.00
99999999.44
0.0066
N
99918000.00
99918000.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.305200%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-31
N
N
N
103000000.00
102998964.35
0.0068
N
103003811.00
103003811.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.330200%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2016-07-31
N
N
N
63000000.00
63000000.00
0.0041
N
63016443.00
63016443.00
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
21000000.00
20990445.00
0.0014
N
20987282.40
20987282.40
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.632000%
94985H3V4
Other Note
N
First Tier Security
N/A
N/A
2016-03-15
2016-10-14
N
N
N
135000000.00
135000000.00
0.0089
N
134987985.00
134987985.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.405500%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-02-08
N
N
N
38000000.00
38000000.00
0.0025
N
37999924.00
37999924.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.417000%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-02-09
N
N
N
18000000.00
18000000.00
0.0012
N
17999838.00
17999838.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.447000%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-14
2016-02-12
N
N
N
60000000.00
60000000.00
0.0039
N
59997360.00
59997360.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.551600%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-02-26
N
N
N
50000000.00
50000000.00
0.0033
N
49993250.00
49993250.00
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
137000000.00
137000000.00
0.0090
N
136993150.00
136993150.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.552100%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-21
2016-05-23
N
N
N
48000000.00
48000000.00
0.0032
N
47997792.00
47997792.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.510000%
94988EJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
8000000.00
8000000.00
0.0005
N
8004012.08
8004012.08
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
21000000.00
21000000.00
0.0014
N
21012497.31
21012497.31
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160104_2M54
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2020-03-31
1.375000
Treasury Debt
48431100.00
47941765.93
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
47000000.00
47000000.00
0.0031
N
47000000.00
47000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.350000%
976PDT008_0.3500_M160104_2M54
0000827124
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
205203262.00
141574118.95
Freddie Mac
2030-02-01
3.000000
Government Agency Debt
136007721.00
125716275.96
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
257000000.00
257000000.00
0.0169
N
257000000.00
257000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.800000%
927CYE007_0.8000_M160404_2M54
0000072971
Other Repurchase Agreement
N
AMER RES PROP TR 2014-SFR1 E 20310918 FLT
2031-09-18
4.270500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32.00
31.64
ARES IIR IV CLO LTD
2021-04-16
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3050000.00
859438.15
ARES XI CLO LTD CORP
2021-10-11
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1870345.00
ARLP SECURITIZATION TR 2015-1 A-1 20550525 FLT
2055-05-25
3.967000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12.00
11.63
BAYVIEW OPPORTUNITYMASTER FD IIIA TR 2014 12 RPL
2019-07-28
3.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33999998.00
5802627.72
BCC FDG X LLC 2015-1 E 20210120 5.5
2021-01-20
5.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3061692.00
3059816.97
BCC FDG X LLC 2015-1 F 20230821 6.9
2023-08-21
6.985000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1179870.00
1177951.89
CALLIDUS DEBT PARTNERS CLO FUND I V
2020-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294000.00
8528.94
CARBON CAPIAL
2038-09-21
2.619500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
578089.30
GSC 2007-8X
2021-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810000.00
132081.13
GULF STREAM COMPASS CLO 2005 II
2020-01-24
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1727657.68
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
4.650500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1153304.00
1124313.32
MERC-BENZ AUTO RECV TR 2015-1 A-1 20160815 0.3
2016-08-15
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1780000.00
432754.75
MMCAPS FDG XIX LTD
2038-01-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
83753.00
OCTOGON INVESTMENTS PARTNERS
2020-10-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3478625.00
1341625.65
OVERSEAS PRIVATE INVESTMENT
2033-12-15
0.198300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250716.00
1250956.28
PEGASUS AVIATION LEASE SEC
2029-03-25
5.878000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
59403.33
PEGASUS AVIATION LEASE SEC I
2030-03-25
8.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
89281.97
PPM GRAYHAWK CLO LTD
2021-04-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1304810.00
PRIMUS CLO II LTD
2021-07-21
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11625000.00
3987967.88
RREF 2014 LT6 LLC SUBSIDIARIES
2024-09-16
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1719860.13
SANDS POINT FUNDING LTD
2020-07-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1623310.00
STANWICH MTG LN CO 2013 NPL2 LLC
2059-04-16
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42732000.00
7261654.06
STRUCTURED ASSET SECURITIES CORP NIM TR
2033-07-27
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
55.54
SWAY RESIDENTAIL 2014 1 TR
2032-01-20
4.617000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5551136.00
5523601.44
TABERNA PREFERRED FUNDING I
2035-07-25
3.474000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
162250.67
TRUMAN CAP MTG LN TR 2014-NPL1 A-2 20530725 FLT
2053-07-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1187846.00
1168479.75
VENTURE VII CDO LTD
2022-01-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
466040.25
VFC 2014 2 LLC SUBSIDIARIES
2030-07-22
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58476000.00
6832201.00
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
43000000.00
43000000.00
0.0028
Y
42964387.40
42964387.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.350000%
976PTX002_0.3500_M160104_2M54
0000072971
Other Repurchase Agreement
N
BACM 2006-1 AM
2045-09-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
242000.00
80458.07
NCUA GUARAN NTS TR 2010-R1 I-A 20201007 FLT
2020-10-07
0.718600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53941798.00
21693234.91
RCMC 2012 CRELI LLC
2018-12-17
5.623500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
246000.00
77156.83
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
19000000.00
19000000.00
0.0012
N
18999688.40
18999688.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160106_2M54
0000072971
Other Repurchase Agreement
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.129700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28447734.00
20702213.79
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
18000000.00
18000000.00
0.0012
N
17999803.80
17999803.80
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.478600%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-05
2016-07-05
N
N
N
70000000.00
69993257.86
0.0046
N
70001750.70
70001750.70
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
55000000.00
55000000.00
0.0036
N
55010929.05
55010929.05
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.405500%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-02-08
N
N
N
14000000.00
14000000.00
0.0009
N
14000084.00
14000084.00
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.447000%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-02-12
N
N
N
79000000.00
79000000.00
0.0052
N
78997077.00
78997077.00