0001145549-16-012387.txt : 20160414
0001145549-16-012387.hdr.sgml : 20160414
20160407155757
ACCESSION NUMBER: 0001145549-16-012387
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160407
DATE AS OF CHANGE: 20160407
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: 161560072
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
2016-03-31
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
45
65
15676066486.73
5913837.84
62421335.43
15619558989.14
0.0056
1.0002
2016-03-31
1.0002
2016-03-31
C000012373
1.00
15619558989.14
1.00
202195369.10
3146906552.42
2944711183.32
0.0001
1.0002
2016-03-31
1.0002
2016-03-31
ABAG FIN CORP CALIF
ABAG FIN CORP CALIF REV UNIVERSITY SERIES 2003 B 0.550000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0011
N
17550000.00
17550000.00
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.601000%
00084BG65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
N
N
N
15000000.00
14976000.00
0.0010
N
14979832.05
14979832.05
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BG65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
N
N
N
10000000.00
9984000.00
0.0006
N
9986554.70
9986554.70
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000%
ATD0FVRA7
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
166000000.00
166000000.00
0.0106
N
166000356.90
166000356.90
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000%
928GHG001
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
50000000.00
50000000.00
0.0032
N
50011300.50
50011300.50
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.360000%
ATD0FVR74
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
173000000.00
173000000.00
0.0111
N
173000233.55
173000233.55
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
0.0044
N
68004216.68
68004216.68
BANK OF AMERICA NA
BANK OF AMERICA NA 0.760000%
06053PNU7
Other Note
N
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
N
N
N
40000000.00
40000000.00
0.0026
N
40031360.40
40031360.40
BANK OF MONTREAL
BANK OF MONTREAL 0.300000%
927RLB004_0.3000_M160401_2M54
0000009622
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-04-15
0.125000
Treasury Debt
200.00
214.78
UNITED STATES TREASURY
2018-07-31
1.375000
Treasury Debt
100.00
101.48
UNITED STATES TREASURY
2020-08-31
1.375000
Treasury Debt
27299300.00
27539923.89
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
27000000.00
27000000.00
0.0017
N
27000000.00
27000000.00
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.780500%
06427EVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-09-02
N
N
N
232000000.00
232000000.00
0.0149
N
232072154.32
232072154.32
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EXT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
104000000.00
104000000.00
0.0067
N
104023754.64
104023754.64
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.300000%
06427EZD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
38000000.00
38000000.00
0.0024
N
37999509.80
37999509.80
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427EZJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
16000000.00
16000000.00
0.0010
N
16002428.96
16002428.96
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWYZ2
0001498632
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
232000000.00
232000000.00
0.0149
N
232000000.00
232000000.00
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWZC2
0001498632
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
158000000.00
158000000.00
0.0101
N
158000000.00
158000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
136000000.00
135922555.56
0.0087
N
135936379.20
135936379.20
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.863900%
06417JJF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
N
N
N
20000000.00
19920211.11
0.0013
N
19928040.00
19928040.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.300000%
924HZZ001_0.3000_M160401_2M54
0001041839
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-07-15
2.500000
Treasury Debt
2061600.00
2474743.66
UNITED STATES TREASURY
2016-10-31
3.125000
Treasury Debt
15069500.00
15494542.04
UNITED STATES TREASURY
2017-11-30
0.875000
Treasury Debt
16760800.00
16845721.39
UNITED STATES TREASURY
2018-05-31
1.000000
Treasury Debt
23024900.00
23194209.76
UNITED STATES TREASURY
2020-10-31
1.375000
Treasury Debt
304800.00
308359.99
UNITED STATES TREASURY
2023-07-15
0.375000
Treasury Debt
1260200.00
1319589.76
UNITED STATES TREASURY
2025-11-15
2.250000
Treasury Debt
16133800.00
16862844.58
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
75000000.00
75000000.00
0.0048
N
75000000.00
75000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160401_2M54
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-11-01
2.589000
Government Agency Debt
2189.00
98.43
Fannie Mae
2037-08-01
2.614000
Government Agency Debt
1594.00
37.98
Fannie Mae
2037-11-01
2.586000
Government Agency Debt
12652938.00
1472608.95
Fannie Mae
2037-11-01
2.956000
Government Agency Debt
21512460.00
1352113.99
Fannie Mae
2040-06-01
2.547000
Government Agency Debt
31806519.00
7589303.30
Fannie Mae
2040-08-01
2.500000
Government Agency Debt
46621142.00
7829719.91
Fannie Mae
2042-06-01
2.177000
Government Agency Debt
1178913.00
505902.40
Fannie Mae
2042-10-01
2.211000
Government Agency Debt
1164941.00
774699.56
Fannie Mae
2043-02-01
2.193000
Government Agency Debt
1966424.00
1330088.54
Fannie Mae
2044-04-01
3.036000
Government Agency Debt
81912.00
42709.25
Fannie Mae
2044-05-01
2.817000
Government Agency Debt
1189076.00
943201.95
Fannie Mae
2044-06-01
2.886000
Government Agency Debt
1655670.00
1162679.60
Fannie Mae
2044-06-01
2.933000
Government Agency Debt
695015.00
471179.84
Fannie Mae
2044-06-01
3.031000
Government Agency Debt
59364.00
47104.52
Fannie Mae
2044-07-01
2.738000
Government Agency Debt
1836998.00
1076668.25
Fannie Mae
2044-08-01
2.898000
Government Agency Debt
45400.00
37017.01
Fannie Mae
2044-09-01
2.629000
Government Agency Debt
7364268.00
4344363.95
Fannie Mae
2044-09-01
2.919000
Government Agency Debt
105686.00
79012.40
Fannie Mae
2045-04-01
2.370000
Government Agency Debt
9774712.00
7952873.55
Fannie Mae
2045-05-01
2.333000
Government Agency Debt
33518.00
30319.34
Fannie Mae
2045-05-01
2.820000
Government Agency Debt
1367502.00
1068297.49
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
37000000.00
37000000.00
0.0024
N
37000000.00
37000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.771800%
06417GEQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-08-23
N
N
N
139000000.00
139000000.00
0.0089
N
139057825.39
139057825.39
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.668100%
06417H6Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-14
2016-07-14
N
N
N
19000000.00
19000000.00
0.0012
N
18993426.00
18993426.00
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.666200%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-15
2016-07-15
N
N
N
54000000.00
54000000.00
0.0035
N
54013176.54
54013176.54
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
20000000.00
20000000.00
0.0013
N
20009272.20
20009272.20
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
N
N
N
56000000.00
56000000.00
0.0036
N
56027597.36
56027597.36
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
1000059.11
1000059.11
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MQY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
19000000.00
19000000.00
0.0012
N
19006207.49
19006207.49
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MRC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
N
N
N
15000000.00
15000000.00
0.0010
N
15004761.15
15004761.15
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.620000%
06538MTS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
139000000.00
139000000.00
0.0089
N
139020726.29
139020726.29
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
N
N
N
77000000.00
77000000.00
0.0049
N
77030354.17
77030354.17
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.520000%
06741X2R8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
79000000.00
79000000.00
0.0051
N
79007087.09
79007087.09
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2T4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
N
N
N
59000000.00
59000000.00
0.0038
N
59012620.69
59012620.69
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
N
1000000.00
1000000.00
0.0001
N
1000103.41
1000103.41
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.270000%
00799J004_0.2700_M160406_2M54
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-11-01
4.000000
Government Agency Debt
2666767.00
2855313.54
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
2034224.00
937764.26
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
5019392.00
3748351.02
Fannie Mae
2045-11-01
4.000000
Government Agency Debt
3432558.00
3716541.74
Freddie Mac
2020-12-25
4.184200
Government Agency Debt
423.00
471.07
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
15043672.00
3721435.68
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
7200000.00
3740117.94
GNMA
2025-07-25
3.010000
Government Agency Debt
9.00
9.44
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
18000000.00
18000000.00
0.0012
N
18000000.00
18000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160401_2M54
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-07-31
1.500000
Treasury Debt
300.00
301.87
UNITED STATES TREASURY
2016-10-15
0.625000
Treasury Debt
270100.00
271117.97
UNITED STATES TREASURY
2017-01-31
0.500000
Treasury Debt
7092600.00
7091799.78
UNITED STATES TREASURY
2018-02-28
2.750000
Treasury Debt
344500.00
358271.93
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
51369600.00
53256647.01
UNITED STATES TREASURY
2022-06-30
2.125000
Treasury Debt
11648900.00
12129422.95
UNITED STATES TREASURY
2023-03-31
1.500000
Treasury Debt
13753900.00
13661487.55
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
85067685.00
85067685.00
0.0054
N
85067685.00
85067685.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160405_2M54
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-09-22
0.00
Treasury Debt
100.00
99.81
UNITED STATES TREASURY
2017-04-30
0.424000
Treasury Debt
2600.00
2601.30
UNITED STATES TREASURY
2022-10-31
1.875000
Treasury Debt
41677500.00
42837371.09
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
42000000.00
42000000.00
0.0027
N
41999076.00
41999076.00
BARTON CAPITAL SA
BARTON CAPITAL SA 0.620800%
06945LEJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
2000000.00
1998381.11
0.0001
N
1998845.40
1998845.40
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.661100%
08224LE28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
44000000.00
43974993.33
0.0028
N
43982791.60
43982791.60
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.641000%
08224LE44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
17000000.00
16990026.66
0.0011
N
16992839.60
16992839.60
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000%
34959TDX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
1000000.00
1000000.00
0.0001
N
1000180.41
1000180.41
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
N
N
79000000.00
79000000.00
0.0051
N
79020998.99
79020998.99
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
35000000.00
35000000.00
0.0022
N
35008960.35
35008960.35
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
6999603.33
0.0004
N
6999663.30
6999663.30
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
928DZM005_0.3000_M160401_2M54
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-06-30
0.625000
Treasury Debt
20446100.00
20462099.07
UNITED STATES TREASURY
2019-07-15
1.875000
Treasury Debt
7539900.00
9118127.47
UNITED STATES TREASURY
2019-10-31
1.500000
Treasury Debt
100.00
102.19
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
29000000.00
29000000.00
0.0019
N
29000000.00
29000000.00
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160401_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-12-01
5.500000
Government Agency Debt
1254.00
193.90
Fannie Mae
2024-10-01
6.000000
Government Agency Debt
2501464.00
62743.59
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
70959868.00
41142533.95
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
6585200.00
5481263.12
Fannie Mae
2030-11-15
0.00
Government Agency Debt
1000.00
636.24
Fannie Mae
2033-05-01
3.500000
Government Agency Debt
2117900.00
2019070.81
Fannie Mae
2035-07-01
2.088000
Government Agency Debt
1000.00
58.75
Fannie Mae
2038-04-01
2.530000
Government Agency Debt
35133347.00
2103675.13
Fannie Mae
2041-04-01
3.124000
Government Agency Debt
33623576.00
18157956.34
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
2008408.00
1354063.12
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
79601307.00
52022607.70
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
7478624.00
5145304.78
Fannie Mae
2042-04-01
2.571000
Government Agency Debt
32200594.00
12263881.31
Fannie Mae
2042-07-01
2.400000
Government Agency Debt
27993714.00
11652945.65
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
5170865.00
3163274.79
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
1490371.00
1283912.18
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
903250.00
724215.95
Fannie Mae
2045-06-01
2.285000
Government Agency Debt
6418598.00
6203296.09
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
1584856.00
88319.04
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
13385875.00
7468430.00
Freddie Mac
2027-08-01
5.000000
Government Agency Debt
4599310.00
323265.88
Freddie Mac
2029-12-01
3.000000
Government Agency Debt
1000.00
931.81
Freddie Mac
2032-03-01
4.000000
Government Agency Debt
9193601.00
4914278.02
Freddie Mac
2033-05-01
6.000000
Government Agency Debt
6600000.00
138280.14
Freddie Mac
2035-02-01
6.000000
Government Agency Debt
836872.00
55767.01
Freddie Mac
2036-06-01
5.500000
Government Agency Debt
882852.00
32403.83
Freddie Mac
2037-06-01
6.000000
Government Agency Debt
20223914.00
2893982.68
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
308460.00
126523.58
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
2514425.00
1931310.89
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
316288.00
299551.17
Freddie Mac
2045-07-01
4.000000
Government Agency Debt
6112993.00
6482152.37
GNMA
2045-03-20
3.500000
Government Agency Debt
18787817.00
17515619.00
UNITED STATES TREASURY
2017-05-15
0.875000
Treasury Debt
6178700.00
6212332.33
UNITED STATES TREASURY
2017-05-31
0.625000
Treasury Debt
1582400.00
1584213.96
UNITED STATES TREASURY
2017-12-31
1.000000
Treasury Debt
12498300.00
12583288.44
UNITED STATES TREASURY
2019-10-31
1.500000
Treasury Debt
100.00
102.19
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
219000000.00
219000000.00
0.0140
N
219000000.00
219000000.00
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
N
N
N
50000000.00
50000000.00
0.0032
N
50031785.50
50031785.50
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
94000000.00
94000000.00
0.0060
N
94058525.34
94058525.34
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NK39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
N
N
N
9000000.00
9000000.00
0.0006
N
9004709.79
9004709.79
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160405_2M54
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.835800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2989692.00
2975703.13
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7343964.00
3957254.11
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-11-27
1.885800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5760016.00
2843078.89
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.585800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3575038.00
3568393.08
SEQUOIA MTG TR 2014-3 B-3 20441025 FLT
2044-10-25
3.950900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3441374.00
3334210.41
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.357100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33755982.00
4021360.38
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
18000000.00
18000000.00
0.0012
N
17999676.00
17999676.00
BPCE SA
BPCE SA 0.610900%
05571BF99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
51000000.00
50940372.50
0.0033
N
50951805.00
50951805.00
BPCE SA
BPCE SA 0.671200%
05571BG72
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
28000000.00
27949452.22
0.0018
N
27955715.20
27955715.20
CAFCO LLC
CAFCO LLC 0.591000%
12476EFG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
50000000.00
49937722.23
0.0032
N
49941715.00
49941715.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.850000%
13606ASS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
N
N
N
154000000.00
154000000.00
0.0099
N
154035098.14
154035098.14
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.540000%
13606ATV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
N
234000000.00
234000000.00
0.0150
N
233993026.80
233993026.80
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.600900%
13738JG12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
Y
Deal Sponsor
Lloyds Bank Plc
N/A
N/A
32000000.00
31951466.67
0.0020
N
31950115.20
31950115.20
CHARTA LLC
CHARTA LLC 0.570800%
16115UEQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
21000000.00
20982377.50
0.0013
N
20984722.50
20984722.50
CHARTA LLC
CHARTA LLC 0.570900%
16115UF71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
48000000.00
47949080.00
0.0031
N
47952489.60
47952489.60
CHARTA LLC
CHARTA LLC 0.591000%
16115UFG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
25000000.00
24968861.11
0.0016
N
24970857.50
24970857.50
CHARTA LLC
CHARTA LLC 0.853600%
16115UJS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
70000000.00
69705805.55
0.0045
N
69727819.00
69727819.00
CIESCO LLC
CIESCO LLC 0.570800%
17178BEJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
4000000.00
3997023.33
0.0003
N
3997520.00
3997520.00
CIESCO LLC
CIESCO LLC 0.580900%
17178BFE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
15000000.00
14982116.67
0.0010
N
14983125.00
14983125.00
CIESCO LLC
CIESCO LLC 0.580900%
17178BFW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
55000000.00
54920250.00
0.0035
N
54919085.65
54919085.65
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
50000000.00
0.0032
N
49999435.00
49999435.00
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
53000000.00
0.0034
N
52999401.10
52999401.10
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.568100%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-12
2016-05-12
N
N
N
73000000.00
73000000.00
0.0047
N
73010512.73
73010512.73
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.580000%
927XZA008
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
50000000.00
50000000.00
0.0032
N
50014740.50
50014740.50
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000%
928CYG001
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
N
N
N
100000000.00
100000000.00
0.0064
N
100031551.00
100031551.00
CRC FUNDING LLC
CRC FUNDING LLC 0.580900%
12622UFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
75000000.00
74902125.00
0.0048
N
74905020.00
74905020.00
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.600000%
22534HFL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-20
2016-06-20
N
N
N
154000000.00
154000000.00
0.0099
N
154021037.94
154021037.94
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.360000%
22534HGA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000%
928DAP005
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
29000000.00
29000000.00
0.0019
N
29004762.09
29004762.09
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000%
928WRK006
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
40000000.00
40000000.00
0.0026
N
40005216.00
40005216.00
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000%
962NNF008
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
9000000.00
9000000.00
0.0006
N
9001631.79
9001631.79
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000%
22549VC84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-27
2016-09-27
N
N
N
1000000.00
1000000.00
0.0001
N
1000124.11
1000124.11
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
N
N
N
80000000.00
80000000.00
0.0051
N
80022320.80
80022320.80
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
64000000.00
64000000.00
0.0041
N
64033338.24
64033338.24
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.620000%
988WZK004_0.6200_M160406_2M54
0001230485
Other Repurchase Agreement
N
ABS CONSECO FIN 00-1
2029-09-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4990000.00
1612019.16
CWHEL 2006-A A
2032-04-15
0.626200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154345000.00
18702302.07
CWHEL 2007-C A
2037-05-15
0.586200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49708177.00
7001271.93
FFML 2007-FFA A1
2028-01-25
0.573000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120773498.00
7822690.01
GSAA 2006-S1 1A1
2037-01-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000000.00
8491023.48
INDS 2006-A A
2036-06-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73111000.00
5116993.80
SACO 2005-10 1A
2036-06-25
0.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
131172000.00
15397433.67
SACO 2006-9 A1
2036-08-25
0.733000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74764673.00
10606660.80
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
Y
Credit Suisse AG
N/A
N/A
N
65000000.00
65000000.00
0.0042
N
64999766.00
64999766.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
988WZK004_1.2500_M160705_2M54
0001230485
Other Repurchase Agreement
N
144A BAYV 2004-B A2
2039-05-28
1.083000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5950000.00
2050169.75
144A IRWHE 2006-P1 2A3
2037-06-25
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5937000.00
4157049.66
144A REG S PEGASUS AVIATION
2031-05-10
0.634400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94900000.00
14416806.93
ABS BOMBARDIER CAP99-B
2029-12-15
7.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
3081084.65
ACE
2035-10-25
0.913000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3176000.00
1646799.82
ACE 2006-HE1 M1
2036-02-25
0.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
2289301.60
AMERIQUEST FLT 11/35
2035-11-25
1.013000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2026000.00
1151712.74
AMSI 2004-R11 M8
2034-11-25
3.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
116953.04
ARSI
2035-11-25
0.893000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
2787265.06
BCM 1999-B A6
2029-12-15
7.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5677000.00
1605302.08
BOMBARDER CAPITAL MORTGAGE SE
2029-12-15
0.656200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
261619.96
BSSLT
2036-12-25
1.233000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7737000.00
7170270.32
CMLTI
2035-05-25
1.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6300000.00
4681961.01
CMLTI 2004-OPT1 M9
2034-10-25
3.133000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3390000.00
78382.79
CMLTI 2006-HE1 M4
2036-01-25
0.903000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7204000.00
4073999.13
CWABS VAR 08/35
2035-08-25
5.144800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10540000.00
1268035.76
CWHEL
2036-11-15
0.586200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
3398438.62
CWHEL 2006-H 2A1A
2036-11-15
0.586200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91870000.00
11563502.07
CWL 2006-11 1AF3
2046-09-25
4.711600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1629062.00
1312355.82
CWL 2006-11 1AF6
2046-09-25
4.711600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3333000.00
1659058.11
CWL 2006-13 1AF4
2037-01-25
4.634800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8107400.00
6447127.14
CWL 2006-S3 A4
2029-01-25
6.437700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28105000.00
20113590.12
CWL 2006-SPS2 A
2026-05-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193000000.00
32487005.31
CXHE 2005-D M7
2035-10-25
1.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
797042.77
FFML
2033-10-25
2.908000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8590000.00
459138.28
GSAA 2004-8 M2
2034-09-25
2.158000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3247000.00
1367195.93
GSAMP 2006-S1 A1
2035-11-25
0.713000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173339000.00
6670382.18
GT 1999-5 A5
2030-03-01
7.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9335000.00
3666800.83
JPMAC 2005-OPT1 M6
2035-06-25
1.143000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
365378.47
JPMAC 2005-WMC1 M4
2035-09-25
1.035800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1140000.00
449037.04
JPMAC 2006-NC1 M1
2036-04-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
5216679.10
LXS 2007-6 3A7
2037-05-25
5.112700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2169000.00
593339.33
MASTR ASSET FLT 01/36
2036-01-25
0.843000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
885070.61
MLMI 2005-FM1 M2
2036-05-25
1.013000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
682203.00
310022.83
NAA 2006-S4 A1
2036-08-25
0.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31859000.00
2198558.40
NATIONSTAR HOME FLT 03/37
2037-03-25
0.733000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
1888162.73
NCHET 2005-2 M6
2035-06-25
1.113000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4843000.00
552762.18
NHELI 2006-FM1 M1
2035-11-25
0.843000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5950000.00
1939691.52
NHELI 2006-HE3 M1
2036-07-25
0.733000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
2158684.02
PPSI 2005-WCW1 M5
2035-09-25
1.093000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
852292.70
PPSI 2005-WCW3 M4
2035-08-25
1.073000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
669831.81
RAMP 2005-RS3 M7
2035-03-25
1.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5587000.00
2051908.64
RAMP 2005-RS8 M3
2035-09-25
0.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3983000.00
1561457.75
RAMP SERIES FLT 08/35
2035-08-25
1.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
784000.00
461791.78
RASC
2035-10-25
0.903000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5505000.00
2500788.37
RASC 2005-AHL2 M4
2035-10-25
1.033000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265650.00
61204.85
RASC 2006-EMX3 M1
2036-04-25
0.763000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9500000.00
4398750.84
RASC 2006-KS1 M4
2036-02-25
0.963000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5548000.00
1189007.62
RASC 2007-KS4 M1S
2037-05-25
0.793000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
1368045.92
RASC SERIES FLT 01/36
2036-01-25
0.903000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
294632.55
RASC SERIES FLT 08/35
2035-08-25
1.583000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1307618.98
SACO 2005-WM2 M1
2035-07-25
1.258000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43570000.00
14505299.08
SACO I TRUST 2006-4
2036-03-25
0.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168530000.00
18814845.96
SAIL 2004-BNC2 M2
2034-12-25
1.583000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
246491.57
SASC 2005-9XS M1
2035-06-25
0.883000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3128000.00
1554574.36
SAST 2006-1 M4
2036-03-25
1.078000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
752296.67
STRUCTURED FLT 09/35
2035-09-25
0.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
393059.48
SURF 2005-BC3 M4
2036-06-25
1.083000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
409322.00
129032.05
SVHE 2006-2 M4
2036-03-25
0.903000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2582000.00
216351.93
SVHE 2007-1 M1
2037-03-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1310653.85
TMTS
2037-07-25
1.508540
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26055584.00
3837398.66
UCFCM 1997-1 M
2028-06-15
7.675000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5525000.00
2687615.76
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
Y
Credit Suisse AG
N/A
N/A
N
190000000.00
190000000.00
0.0122
Y
190147649.00
190147649.00
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.620000%
928HGE005
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
25000000.00
25000000.00
0.0016
N
25007485.25
25007485.25
DANSKE CORP
DANSKE CORP 0.530500%
2363F6E55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
16500000.00
16491740.83
0.0011
N
16493616.15
16493616.15
DANSKE CORP
DANSKE CORP 0.595900%
2363F6E63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
35000000.00
34979753.47
0.0022
N
34986035.00
34986035.00
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160401_2M54
0001074042
Government Agency Repurchase Agreement
Y
0.875 FHLB 18 G4333
2018-03-19
0.875000
Government Agency Debt
28115000.00
28164810.41
Fannie Mae
2030-01-15
7.125000
Government Agency Debt
76298000.00
50192639.30
Freddie Mac
2018-01-12
0.750000
Government Agency Debt
44185000.00
44212652.45
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
119000000.00
119000000.00
0.0076
N
119000000.00
119000000.00
DNB BANK ASA
DNB BANK ASA 0.580900%
2332K0F72
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
134000000.00
133855354.45
0.0086
N
133887118.40
133887118.40
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 0.580000%
962KFC000
0001074042
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
60000000.00
60000000.00
0.0038
N
60012546.60
60012546.60
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.350000%
ATD0FVR82
0001074042
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
96000000.00
96000000.00
0.0061
N
96000048.00
96000048.00
EXXON MOBIL CORP
EXXON MOBIL CORP 0.320100%
30229ADM8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-21
2016-04-21
N
N
N
32000000.00
31994311.11
0.0020
N
31993280.00
31993280.00
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
98599G006_0.2500_M160401_2M54
0001457970
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2021-05-15
8.125000
Treasury Debt
213496000.00
291579249.30
UNITED STATES TREASURY
2023-08-15
6.250000
Treasury Debt
1264311700.00
1683007039.50
UNITED STATES TREASURY
2027-11-15
6.125000
Treasury Debt
120275700.00
175405977.63
UNITED STATES TREASURY
2039-08-15
4.500000
Treasury Debt
146376800.00
200024070.92
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
2350000000.00
2350000000.00
0.1505
N
2350000000.00
2350000000.00
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.350000%
36960LD10
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
50000000.00
50000000.00
0.0032
N
49999585.00
49999585.00
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.430000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
N
1350000.00
1350000.00
0.0001
N
1350000.00
1350000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.290000%
38399H002_0.2900_M160406_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-10-01
3.422000
Government Agency Debt
9700000.00
10339973.67
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
11374864.00
8961984.05
Fannie Mae
2030-01-01
3.000000
Government Agency Debt
10808248.00
10356145.01
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
9477428.00
8980069.05
Freddie Mac
2045-05-01
3.500000
Government Agency Debt
10796243.00
10321828.46
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
48000000.00
48000000.00
0.0031
N
47998612.80
47998612.80
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160401_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
3603552.00
3060000.80
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
HSBC BANK PLC
HSBC BANK PLC 0.662100%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-19
2016-07-19
N
N
N
82000000.00
81998758.60
0.0052
N
82018368.82
82018368.82
HSBC BANK PLC
HSBC BANK PLC 0.658500%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-08-01
N
N
N
112000000.00
112000000.00
0.0072
N
112013217.12
112013217.12
HSBC BANK PLC
HSBC BANK PLC 0.792600%
40433FGG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-08-04
N
N
N
175000000.00
175000000.00
0.0112
N
175099926.75
175099926.75
HSBC BANK USA NA
HSBC BANK USA NA 0.808500%
40428AV53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-09-01
N
N
N
25000000.00
25000000.00
0.0016
N
25011275.25
25011275.25
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
39986944.44
0.0026
N
39988648.00
39988648.00
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
926VGY002
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
183000000.00
183000000.00
0.0117
N
183027506.73
183027506.73
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0DB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
Y
ING Bank NV
N/A
N/A
N
7000000.00
6998813.89
0.0004
N
6999138.30
6999138.30
ING US FUNDING LLC
ING US FUNDING LLC 0.600900%
4497W0FQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-24
2016-06-24
N
Y
ING Bank NV
N/A
N/A
N
25000000.00
24965000.00
0.0016
N
24964465.00
24964465.00
ING US FUNDING LLC
ING US FUNDING LLC 0.691600%
4497W0GR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
N
Y
ING Bank NV
N/A
N/A
N
95000000.00
94790604.16
0.0061
N
94790012.00
94790012.00
ING US FUNDING LLC
ING US FUNDING LLC 0.843600%
4497W0HG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
996803.34
0.0001
N
997140.30
997140.30
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.853700%
46590DH29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
34000000.00
33901258.33
0.0022
N
33933948.20
33933948.20
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.310000%
46899T004_0.3100_M160407_2M54
0001168163
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
41700.00
43231.84
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
16514500.00
17296864.64
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
17000000.00
17000000.00
0.0011
N
17000000.00
17000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
988WST003_1.0800_M160629_2M54
0001168163
Other Repurchase Agreement
N
21ST CENTY FOX AMER INC SR GLBL NT 39
2039-03-01
7.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
897000.00
1237762.82
ABBEY NATL TREAS SVCS PLC SR GLBL FL NT 17
2017-09-29
1.040100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83000.00
82526.72
AEP TEX CENT CO SR -E NT 6.65%33
2033-02-15
6.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1768000.00
2241854.45
AGATE BAY MTG TR 2015-4 A-19 20450625 FLT
2045-06-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1984629.00
1773271.56
ALLY AUTO REC TR 2012-A A 20170515 1.0
2017-05-15
1.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
0.04
ALTICE FING S A
2022-01-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3540000.00
3632826.67
AMER HONDA FIN CORP MTN BE144A FR 3.875%092120
2020-09-21
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1395000.00
1500108.21
AMER HONDA FIN CORP MTN BE144A SR NT 2.6%16
2016-09-20
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
1398606.86
AMERICAN EXPRESS COMPANY
2066-09-01
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1353000.00
1364049.50
AMERICAN INTL GRP INC
2037-11-15
6.820000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
1064888.53
APPLE INC SR GLBL NT4.5%36
2036-02-23
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4196000.00
4502937.40
AQUARION CO SR GLBL 144A 24
2024-08-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
132000.00
134681.07
AT&T INC SR GLBL NT3.9%24
2024-03-11
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
780283.13
AUSTRALIA & NEW ZEALAND BKG GR SR FL REGS NT 17
2017-06-13
0.892400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
249562.85
B.A.T. INT FIN PLC SR GLBL 144A 22
2022-06-07
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1906000.00
2032752.18
B.A.T. INT FIN PLC SR GLBL 144A 22
2022-06-07
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
650566.02
BANK AMER CORP SUB NT 5.42%17
2017-03-15
5.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
518349.44
BANK OF AMERICA N/A
2017-06-15
0.933800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1670000.00
1659804.72
BAXALTA INC SR 144A NT3.6%22
2022-06-23
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1130000.00
1156023.90
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
242629.00
233249.03
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114.00
109.59
BPCE SA FR 1.6125%072517
2017-07-25
1.612500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2501890.62
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5692000.00
5110348.75
BROOKFIELD RESIDENTIAL PROPERTIES
2025-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
233836.17
CAMERON INTERNATIONAL CORP SR GLBL NT 43
2043-12-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20533.01
CHARTER COMMUNICATIONS OPER SR SEC 144A NT55
2055-10-23
6.834000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
601000.00
663109.54
CIT GROUP INC
2017-08-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
433000.00
441846.43
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
15076000.00
15062691.24
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
8647000.00
8639366.62
COCA COLA ENTERPRISES INC NEW NT 4.5%21
2021-09-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
685000.00
757007.20
COMCAST CORPORATION SPL A
2026-03-01
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
322000.00
335206.83
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20137804.00
17665513.73
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2595123.00
2728143.53
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
302378.00
317877.26
EBAY INC SR GLBL NT2.2%19
2019-08-01
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5043000.00
5081209.13
ESSEX PORTFOLIO L P SR NT 3.5%25
2025-04-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
17233.24
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1247132.00
1264790.18
FIDELITY NATL INFORMATION SVCS SR GLBL NT 5%25
2025-10-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4824000.00
5291247.28
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7045000.00
6535215.98
GENERAL ELECTRIC COMPANY
2099-12-31
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1603000.00
1567146.23
GENERAL MTRS CO
2036-04-01
6.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3632000.00
4006083.90
GENERAL MTRS CO
2046-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1858000.00
2114023.11
GOLDMAN SACHS GROUP INC SR GLBL NT 26
2026-02-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975175.00
2020525.02
HSBC USA INC NEW SR GLBL FL NT 18
2018-09-24
1.508400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1050000.00
1045278.45
HYATT HOTELS CORP
2023-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2572000.00
2544749.66
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
3787862.25
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
1972040.00
1739915.95
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5088291.00
5100346.29
LLOYDS BANK PLC SR GLBL NT 19
2019-01-22
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1725000.00
1730553.06
LLOYDS BANKING GROUP PLC
2025-12-10
4.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3482000.00
3426810.30
MACQUARIE BK LTD FR 3.9%011526
2026-01-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1127000.00
1142567.63
MACQUARIE BK LTD VR 102714-102717
2017-10-27
1.249100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
39926.82
MACYS RETAIL HOLDINGXS
2022-01-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3227000.00
3346949.38
MACYS RETAIL HOLDINGXS
2022-01-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1536000.00
1593093.97
MERRILL LYNCH & CO INC SUB FLT NT 26
2026-09-15
1.393800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
401000.00
346415.68
MICROSOFT CORP SR NT 3.75%45
2045-02-12
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3436000.00
3390384.24
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2912083.00
3144126.51
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.08
MORGAN STANLEY FR 2.2%120718
2018-12-07
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
501000.00
507601.51
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
6117000.00
6380714.05
MORGAN STANLEY FR 5.45%010917
2017-01-09
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4110000.00
4293979.58
MORGAN STANLEY GROUP INC
2017-04-27
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4655000.00
4963587.71
NATIONAL AUSTRALIA BK LTD REGS VR 120914-120916
2016-12-09
0.886100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304000.00
303960.94
NAVIENT PRIV ED LN TR 2014-CT A 20240916 FLT
2024-09-16
1.136200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.47
NISSAN MTR ACCEP CORP FR 2.35%030419
2019-03-04
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1120000.00
1138841.20
PEPSICO INC SR GLBL NT 20
2020-10-14
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000.00
34083.18
PEPSICO INC SR NT 0.95%17
2017-02-22
0.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2805000.00
2812795.56
PHILIP MORRIS INTL INC SR GLBL NT 21
2021-02-25
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6714554.00
6748966.09
PHILIP MORRIS INTL INC SR GLBL NT 21
2021-02-25
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226662.00
227823.64
PMT LN TR 2013-J1
2043-09-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7374093.00
5940126.75
PMT LN TR 2013-J1
2043-09-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4027699.92
PROGRESS ENERGY INC SR GLBL NT 6%39
2039-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
985000.00
1181389.30
RESONA BANK LIMITED
2099-10-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
133344.25
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
2978146.86
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6714534.00
6769739.41
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1943000.00
2012015.36
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1644000.00
1702394.88
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7699424.63
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8525297.00
6660947.87
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1474776.00
1152265.55
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25308401.00
17061866.44
SHELLPOINT ASSET FDG TR
2043-07-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495226.00
338817.34
SUMITOMO MITSUI FINL GROUP INC SR NT 2.934%21
2021-03-09
2.934000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
1168805.95
SUMITOMO MITSUI FINL GROUP INC SR NT 3.784%26
2026-03-09
3.784000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
772044.33
TIME WARNER INC SR GLBL BD 24
2024-06-01
3.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5217000.00
5413020.08
VERIZON COMMUNICATIONS INC GLBL NT 4.5%20
2020-09-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2859000.00
3158966.28
VERIZON COMMUNICATIONS INC SR NT 2.45%22
2022-11-01
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
662000.00
661072.10
VERIZON COMMUNICATIONS INC SR NT 4.75%41
2041-11-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2725000.00
2839836.04
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
2049-06-15
5.698200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.20
Wells Fargo & Company
2049-01-01
7.980000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2315000.00
2405693.98
WELLS FARGO CO MTN BE FR 4.1%060326
2026-06-03
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6490000.00
6873616.69
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
10717888.13
First Tier Security
N/A
N/A
2016-06-29
2016-06-29
N
N
N
226000000.00
226000000.00
0.0145
Y
226010406.60
226010406.60
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.781300%
48125LMV1
Other Note
N
First Tier Security
N/A
N/A
2016-04-22
2016-10-21
N
N
N
25000000.00
25000000.00
0.0016
N
24991975.00
24991975.00
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH 0.500000%
51489KXD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
77000000.00
77000000.00
0.0049
N
77000924.77
77000924.77
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.400000%
51489NPH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-08
2016-04-08
N
N
N
76000000.00
76000000.00
0.0049
N
76002295.96
76002295.96
Lloyds Bank PLC
LLOYDS BANK PLC 0.843600%
53943RHG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
56000000.00
55820986.67
0.0036
N
55843076.80
55843076.80
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
N
N
N
50000000.00
50000000.00
0.0032
N
50012085.50
50012085.50
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.260000%
ATD0FWZ73
0001167831
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
173000000.00
173000000.00
0.0111
N
173000000.00
173000000.00
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.631000%
55607KFM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
N
55000000.00
54922037.50
0.0035
N
54942123.50
54942123.50
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.631000%
55607KFP6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
N
N
N
22000000.00
21968045.00
0.0014
N
21976130.00
21976130.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000%
06399U000_0.3000_M160401_2M54
0000065100
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-06-25
0.835800
Government Agency Debt
8816525.00
6395048.88
Fannie Mae
2043-05-25
0.733000
Government Agency Debt
19040777.00
12144951.63
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
18000000.00
18000000.00
0.0012
N
18000000.00
18000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
921ACQ004_0.9600_M160505_2M54
0000065100
Other Repurchase Agreement
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173267691.00
138000000.65
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
120000000.00
120000000.00
0.0077
Y
119999628.00
119999628.00
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.410100%
59157TD67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
36600000.00
36597915.83
0.0023
N
36597657.60
36597657.60
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440200%
59157TDB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
8000000.00
7999022.22
0.0005
N
7999046.40
7999046.40
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440300%
59157TDD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
15000000.00
14997800.00
0.0010
N
14997876.00
14997876.00
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.420200%
59157TDE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
31000000.00
30995298.33
0.0020
N
30995250.80
30995250.80
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.420200%
59157TDF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-15
2016-04-15
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
59000000.00
58990363.33
0.0038
N
58990288.60
58990288.60
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.400200%
59157TE33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
28000000.00
27990044.44
0.0018
N
27989399.20
27989399.20
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.560800%
59157TFT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
24000000.00
23967520.00
0.0015
N
23966678.40
23966678.40
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.550800%
59157TG15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
32000000.00
31955511.11
0.0020
N
31952569.60
31952569.60
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
26001071.46
26001071.46
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
N
8000000.00
8000000.00
0.0005
N
8002351.28
8002351.28
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AL61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
N
N
3500000.00
3500000.00
0.0002
N
3500843.54
3500843.54
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AL87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
N
N
N
90000000.00
90000000.00
0.0058
N
90023211.90
90023211.90
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
60682AM52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
N
140000000.00
140000000.00
0.0090
N
140025831.40
140025831.40
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AN44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
N
119000000.00
119000000.00
0.0076
N
119006926.99
119006926.99
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DTH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
114000000.00
114000000.00
0.0073
N
114018446.34
114018446.34
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DTN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
142000000.00
142000000.00
0.0091
N
142018702.82
142018702.82
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160401_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-08-01
4.500000
Government Agency Debt
11094222.00
11992478.70
Freddie Mac
2045-11-01
4.000000
Government Agency Debt
5387990.00
5826141.52
Freddie Mac
2045-11-01
4.000000
Government Agency Debt
4522548.00
4891461.71
Freddie Mac
2045-12-01
4.000000
Government Agency Debt
16142949.00
17459918.74
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
39000000.00
39000000.00
0.0025
N
39000000.00
39000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWZ40
0000833029
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
311000000.00
311000000.00
0.0199
N
311000000.00
311000000.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.530500%
6385E0D42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
100000000.00
99995583.33
0.0064
N
99996260.00
99996260.00
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.600000%
63873FB56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
152000000.00
152000000.00
0.0097
N
152026267.12
152026267.12
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.650000%
63873FZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
2000000.00
2000000.00
0.0001
N
2000670.22
2000670.22
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.470300%
65409REJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
COOPERATIEVE RABOBANK UA
N/A
N/A
60000000.00
59963183.33
0.0038
N
59961522.00
59961522.00
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.550700%
65409RF70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
COOPERATIEVE RABOBANK UA
N/A
N/A
50000000.00
49948819.45
0.0032
N
49949755.00
49949755.00
NORDEA BANK AB
NORDEA BANK AB 0.530600%
65558FF26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
45200000.00
45158742.45
0.0029
N
45164246.80
45164246.80
NORDEA BANK AB
NORDEA BANK AB 0.530800%
65558FG58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
20000000.00
19972027.78
0.0013
N
19971574.00
19971574.00
NORDEA BANK AB
NORDEA BANK AB 0.656400%
65558FG74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
93000000.00
92835867.91
0.0059
N
92863541.10
92863541.10
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.530000%
65558LNZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
6000000.00
6000000.00
0.0004
N
5999952.00
5999952.00
NRW BANK
NRW BANK 0.450200%
62939LD55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
101000000.00
100994950.00
0.0065
N
100995313.60
100995313.60
NRW BANK
NRW BANK 0.445200%
62939LDR7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
100000000.00
99970333.33
0.0064
N
99971600.00
99971600.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.480000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
3000000.00
2999040.00
0.0002
N
2999168.70
2999168.70
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.661500%
67983TGM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
30000000.00
29938950.00
0.0019
N
29940828.00
29940828.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.661500%
67983TGR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
22000000.00
21953616.67
0.0014
N
21954347.80
21954347.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
50000000.00
49887250.00
0.0032
N
49884094.50
49884094.50
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LCH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
14000000.00
14000000.00
0.0009
N
14002408.14
14002408.14
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.580000%
69033LDJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
109000000.00
109000000.00
0.0070
N
109024853.09
109024853.09
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.650000%
69033LDK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
50000000.00
49999998.42
0.0032
N
50014105.50
50014105.50
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.490000%
69033LDW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
N
N
N
22000000.00
22000000.00
0.0014
N
22002250.82
22002250.82
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
N
N
N
55000000.00
55000000.00
0.0035
N
55011281.05
55011281.05
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.480000%
21684BV27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
N
N
N
49800000.00
49799924.20
0.0032
N
49801658.84
49801658.84
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.705000%
21684BY32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
101000000.00
101000000.00
0.0065
N
101021301.91
101021301.91
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.641100%
76582JF74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
50000000.00
49940444.44
0.0032
N
49949755.00
49949755.00
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.641000%
76582JF74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
28000000.00
27966648.89
0.0018
N
27971862.80
27971862.80
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.737100%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-09-06
N
N
N
75000000.00
75000000.00
0.0048
N
74983350.00
74983350.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.568100%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
51000000.00
51000000.00
0.0033
N
51002040.51
51002040.51
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.732200%
78009NVJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-08-31
N
N
N
50000000.00
50000000.00
0.0032
N
50018500.50
50018500.50
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.772200%
78009NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-10-03
N
N
N
100000000.00
100000000.00
0.0064
N
99984700.00
99984700.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.741400%
82124LE99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
Y
Deal Sponsor
Barclays Bank PLC
N/A
N/A
35000000.00
34972661.11
0.0022
N
34982598.00
34982598.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.751400%
82124LEH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
Y
Deal Sponsor
Barclays Bank PLC
N/A
N/A
35000000.00
34966458.33
0.0022
N
34978111.00
34978111.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.751400%
82124LEJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Barclays Bank PLC
N/A
N/A
25000000.00
24975520.83
0.0016
N
24983967.50
24983967.50
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000%
ATD0FWFJ9
0000917311
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
66000000.00
66000000.00
0.0042
N
66000033.00
66000033.00
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
75000000.00
75000000.00
0.0048
N
75008303.25
75008303.25
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369T2Q9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
79000000.00
79000000.00
0.0051
N
79003808.59
79003808.59
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369TZ67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
10000000.00
10000000.00
0.0006
N
10001871.10
10001871.10
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.611000%
83369BF92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
3000000.00
2996492.50
0.0002
N
2996937.60
2996937.60
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.621000%
85520LF75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
17000000.00
16980383.89
0.0011
N
16982916.70
16982916.70
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.691400%
85520LG17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
3000000.00
2994767.50
0.0002
N
2995323.30
2995323.30
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
23001449.23
23001449.23
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
0.0026
N
41003022.11
41003022.11
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QUP3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
50000000.00
50000000.00
0.0032
N
50011085.50
50011085.50
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
N
N
N
115000000.00
115000000.00
0.0074
N
115038100.65
115038100.65
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QVV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
28000000.00
28000000.00
0.0018
N
28006059.48
28006059.48
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QXG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
N
N
N
140000000.00
140000000.00
0.0090
N
140018887.40
140018887.40
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QXW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
N
10000000.00
10000000.00
0.0006
N
10000725.10
10000725.10
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000%
86563QZJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
4000000.00
4000000.00
0.0003
N
4000071.24
4000071.24
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.620000%
86563QZR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
2000000.00
2000000.00
0.0001
N
1999896.60
1999896.60
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
20000422.20
20000422.20
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
1000017.21
1000017.21
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3Q4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
4000000.00
4000000.00
0.0003
N
4000760.04
4000760.04
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563K3Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
N
293000000.00
293000000.00
0.0188
N
293031353.93
293031353.93
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K4A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
10000000.00
10000000.00
0.0006
N
10001407.10
10001407.10
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.670000%
86563KX32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
4000000.00
4000000.00
0.0003
N
4000036.84
4000036.84
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.870000%
86958D2E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
N
N
N
86000000.00
86000000.00
0.0055
N
86000000.00
86000000.00
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.650000%
86958DX98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
189000000.00
189000000.00
0.0121
N
189027406.89
189027406.89
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DZ21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-22
2016-06-22
N
N
N
37000000.00
37000000.00
0.0024
N
37002804.97
37002804.97
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.661400%
88602TGR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
50000000.00
49894583.33
0.0032
N
49891410.00
49891410.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.661500%
88602TH22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
36000000.00
35918820.00
0.0023
N
35912828.16
35912828.16
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
0.0013
N
21001837.71
21001837.71
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.708100%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-12
2016-08-12
N
N
N
100000000.00
100000000.00
0.0064
N
99996000.00
99996000.00
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.580800%
89153PFM9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
Y
Total SA
N/A
N/A
N
36240000.00
36192706.80
0.0023
N
36204339.84
36204339.84
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.450300%
89233GDC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-12
2016-04-12
N
N
N
50000000.00
49993125.00
0.0032
N
49993235.00
49993235.00
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
54991750.00
0.0035
N
54991898.50
54991898.50
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.611300%
89233GGT7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-27
2016-07-27
N
N
N
50000000.00
49900875.00
0.0032
N
49896420.00
49896420.00
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000294.51
1000294.51
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.813000%
90267R5Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-09-08
N
N
N
135000000.00
135000000.00
0.0086
N
134997165.00
134997165.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.560900%
91127PF71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
42000000.00
41956226.66
0.0027
N
41967630.60
41967630.60
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.631400%
91127PH53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
N
N
N
35000000.00
34922825.00
0.0022
N
34933202.50
34933202.50
UNITED STATES TREASURY
UNITED STATES TREASURY 0.384200%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2017-01-31
N
N
N
48000000.00
47999915.13
0.0031
N
48009792.00
48009792.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.468200%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2017-10-31
N
N
N
100000000.00
99999999.52
0.0064
N
100016200.00
100016200.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.370200%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0040
N
63008757.00
63008757.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.753900%
94985H3V4
Other Note
N
First Tier Security
N/A
N/A
2016-06-15
2016-10-14
N
N
N
135000000.00
135000000.00
0.0086
N
134960175.00
134960175.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.672100%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-05-05
N
N
N
137000000.00
137000000.00
0.0088
N
137032881.37
137032881.37
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.582100%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-21
2016-05-23
N
N
N
48000000.00
48000000.00
0.0031
N
48008208.48
48008208.48
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
0.0013
N
20998805.10
20998805.10
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
1000000.00
1000000.00
0.0001
N
1000298.91
1000298.91
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
39000000.00
39000000.00
0.0025
N
39006575.79
39006575.79
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
17000000.00
17000000.00
0.0011
N
17004029.17
17004029.17
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
N
N
N
21500000.00
21500000.00
0.0014
N
21505256.97
21505256.97
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.783000%
94988ERR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-08-26
N
N
N
35000000.00
35000000.00
0.0022
N
35015295.35
35015295.35
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
N
N
N
30000000.00
30000000.00
0.0019
N
30007347.30
30007347.30
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
N
N
N
10000000.00
10000000.00
0.0006
N
10001149.10
10001149.10
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.785000%
94988ET57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-29
2016-10-03
N
N
N
101000000.00
101000000.00
0.0065
N
100986870.00
100986870.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
976PDT008_0.3100_M160401_2M54
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
47993100.00
48960448.92
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
48000000.00
48000000.00
0.0031
N
48000000.00
48000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160401_2M54
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-07-01
3.000000
Government Agency Debt
86673174.00
86463569.66
Freddie Mac
2045-10-01
3.500000
Government Agency Debt
164975421.00
169378776.01
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
246000000.00
246000000.00
0.0157
N
246000000.00
246000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
927CYE007_1.1000_M160705_2M54
0000072971
Other Repurchase Agreement
N
ARES IIR IV CLO LTD
2021-04-16
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3050000.00
835517.00
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
1833620.00
BAYVIEW OPPORTUNITY MASER FD IIA R 2014 20 NPL
2034-09-28
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1198880.08
BAYVIEW OPPORTUNITY MASTER FD TR 2014 15 RL
2019-10-28
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1759035.62
BCC FDG X LLC 2015-1 A-1 20160620 0.8
2016-06-20
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
708516.80
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
9014.33
CARBON CAPIAL
2038-09-21
2.673400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
575216.62
CARMAX AUTO OWNER TR 2015-4 A-1 20161017 0.4
2016-10-17
0.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1575000.00
290819.91
GM FINL AUTO LEASE TR 2015-3 A-1 20161020 0.4
2016-10-20
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
174605.69
GSC 2007-8X
2021-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810000.00
131744.47
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
1766369.97
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
84064.00
OAK HILL ADV RESI TR 2015-NPL1 A-1 20550125 FLT
2055-01-25
3.474900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
12307878.48
OCTOGON INVESTMENTS PARTNERS
2020-10-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5900000.00
2400857.50
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
60038.33
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
90049.08
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
1271945.00
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
4344564.75
RBSHD 2013 1 TR
2047-10-25
4.685300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13858200.00
5156171.16
RBSSP RESEC TR 2013-2 3-A1 20370626 FLT
2037-06-26
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
2272856.71
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
1407130.96
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
1603710.00
SANTANDER DRIVE AUTO 2015-5 A-1 20161017 0.5
2016-10-17
0.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
2817.95
SELENE NON PERFORM LNS 2014-1 A 20540525 FLT
2054-05-25
2.981400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9757981.00
4262904.19
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
2187370.73
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
TABERNA PREFERRED FUNDING I
2035-07-25
3.762700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
165874.44
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
468513.00
VFC 2014 2 LLC SUBSIDIARIES
2030-07-22
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58476000.00
2025182.79
WORLD OMNI AUTO TR 2015-B A-1 20161017 0.4
2016-10-17
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
326649.93
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
43000000.00
43000000.00
0.0028
Y
43009498.70
43009498.70
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.400000%
976PTX002_0.4000_M160401_2M54
0000072971
Other Repurchase Agreement
N
AI CHS COMMUNITY HEALTH SYSTEMS INC
2020-07-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74000.00
70303.08
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 22
2022-06-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
76566.67
BRE PROPERTIES INC SR NT 5.5%17
2017-03-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
35807.96
CASTLE A M & CO SR SECD NT 18
2018-12-15
12.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2487000.00
1815510.00
CENTURYTEL INC
2022-03-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108000.00
103351.44
CREDIT ACCEP CORP MICH SR 144A NT 23
2023-03-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1009000.00
966902.28
CSMC SERIES 2009-2R 3-A-2 20351226 5.7
2035-12-26
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7871911.00
4239642.54
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6858196.00
3537275.91
CSMC SERIES 2010-9R 18-A-A 20370629 FLT
2037-06-29
24.045400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11456726.00
6423131.80
CSMC TRUST 2014-IVR1 B-5 20431125 FLT
2043-11-25
3.709000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4742657.00
2481183.32
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413000.00
391277.35
EXIDE TECHNOLOGIES SR ACRD NT 11%20
2020-04-30
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2728000.00
2255146.67
GENERAL MTRS CO SR GLBL NT5.2%45
2045-04-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1629000.00
1557291.42
HANGER INC SR NT 7.125%18
2018-11-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
213000.00
196912.58
JP MORGAN ALT LN TR 2006-S4 A-3-A 20361225 FLT
2036-12-25
5.780000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1676000.00
922211.50
LEHMAN BRTH HLD RICI
2017-07-19
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930000.00
28984.38
LEHMAN BRTH HLD RICI
2017-12-28
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
3315.18
LEHMAN BRTH HLD RICI
2038-05-11
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4750000.00
95688.75
LEHMAN XS TRUST 2006-12N 1A3A2A 20460825 FLT
2046-08-25
0.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325163.00
796759.48
LMI AEROSPACE INC SR GLBL NT 19
2019-07-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112000.00
107023.78
NES RETAL HOLDINGS INC
2018-05-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
979000.00
932803.44
THOMPSON REEK METALS COMPANY INC F RR
2017-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9936000.00
9401939.99
WESTERN GAS PARTNERS LP SR NT 2.6%18
2018-08-15
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
2662134.22
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
34000000.00
34000000.00
0.0022
N
34000000.00
34000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160406_2M54
0000072971
Other Repurchase Agreement
N
144A BAFC 2009-R7A 4A2
2035-08-26
2.740800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5410975.00
4544554.66
CITI GRP COML MTG TR 2008-C7 A-J 20491210 FLT
2049-12-10
6.136900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5100000.00
4112858.65
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
4.091000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1671621.00
1519984.82
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.442700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4796996.00
4041109.03
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.709000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
369315.00
294669.06
JP MORGAN CHASE CMBS 2008-C2 A-1A 20510212 5.9
2051-02-12
5.998000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4092000.00
3343922.87
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
2035-12-27
1.370700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9718309.00
7797723.28
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
2019-11-01
2.438500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
10475431.71
MORTGAGE ASSET RECEIVABLES TR 2015 NPL1
2030-03-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19168987.00
16881983.33
NATIONSTAR MTG LN TR 2013-A B 20521225 FLT
2052-12-25
5.608900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13606081.00
11088636.17
WACHOVIA CMBS 2007-C30 E 20431215 FLT
2043-12-15
5.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
306014.42
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
56000000.00
56000000.00
0.0036
N
55999389.60
55999389.60
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160407_2M54
0000072971
Other Repurchase Agreement
N
AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT
2031-06-19
2.941200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1753000.00
1625312.92
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
3.691200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2794000.00
2609706.32
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.241200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15093228.00
14107330.59
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
3.782000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9224000.00
8515880.69
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
4.129200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4610039.10
RMAT LLC 2015-RPL1 A-1 20200526 FLT
2020-05-26
3.967000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4948000.00
4575921.31
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4572490.00
4210114.33
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
35000000.00
35000000.00
0.0022
N
34999513.50
34999513.50
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160405_2M54
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
24818595.00
26001719.72
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
25000000.00
25000000.00
0.0016
N
24999560.00
24999560.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160407_2M54
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
26804082.00
28081856.67
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
27000000.00
27000000.00
0.0017
N
27000000.00
27000000.00