0001145549-16-012388.txt : 20160414
0001145549-16-012388.hdr.sgml : 20160414
20160407155802
ACCESSION NUMBER: 0001145549-16-012388
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: 161560075
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-03-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
44
61
40412365791.81
21051606.68
121547115.05
40311870283.44
0.0059
1.0002
2016-03-31
1.0002
2016-03-31
C000012378
1.00
40311870283.44
1.00
197823753.91
6179629248.48
5981805494.57
0.0009
1.0002
2016-03-31
1.0002
2016-03-31
3925 SEAPORT ASSOCIATES LLC
3925 SEAPORT ASSOCIATES LLC SERIES VRDN 0.420000%
88563FAA8
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
6020000.00
6020000.00
0.0001
N
6020000.00
6020000.00
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
Santander UK Plc
N/A
N/A
N
15000000.00
15000000.00
0.0004
N
15000133.65
15000133.65
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
Y
Santander UK Plc
N/A
N/A
N
227000000.00
227000000.00
0.0056
N
227044630.47
227044630.47
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.920000%
00279JCQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
N
Y
Santander UK Plc
N/A
N/A
N
43000000.00
43000000.00
0.0011
N
43029330.73
43029330.73
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000%
ATD0FVQ42
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
427000000.00
427000000.00
0.0106
N
427000918.05
427000918.05
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.360000%
ATD0FVQY6
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
374000000.00
374000000.00
0.0093
N
374000504.90
374000504.90
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PKQ9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
226000000.00
226000000.00
0.0056
N
226004296.26
226004296.26
BANK OF AMERICA NA
BANK OF AMERICA NA 0.500000%
06053PLM7
Other Note
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
199000000.00
199000000.00
0.0049
N
199012339.99
199012339.99
BANK OF AMERICA NA
BANK OF AMERICA NA 0.810000%
06053PMX2
Other Note
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
54000000.00
54000000.00
0.0013
N
54036828.54
54036828.54
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
Other Note
N
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
N
N
N
135000000.00
135000000.00
0.0033
N
135088156.35
135088156.35
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
70000000.00
70000000.00
0.0017
N
70054880.70
70054880.70
BANK OF MONTREAL
BANK OF MONTREAL 0.300000%
927RLB004_0.3000_M160401_2M49
0000009622
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-09-15
1.000000
Treasury Debt
100.00
100.43
UNITED STATES TREASURY
2019-01-15
1.125000
Treasury Debt
17608700.00
17760819.82
UNITED STATES TREASURY
2019-02-28
1.375000
Treasury Debt
7295700.00
7402190.14
UNITED STATES TREASURY
2020-05-31
1.500000
Treasury Debt
23373900.00
23797551.94
UNITED STATES TREASURY
2020-09-30
1.375000
Treasury Debt
500.00
503.16
United States Treasury Department
2017-08-31
1.875000
Treasury Debt
22053200.00
22439516.57
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
70000000.00
70000000.00
0.0017
N
70000000.00
70000000.00
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.638100%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-05-13
N
N
N
271000000.00
271000000.00
0.0067
N
271062332.71
271062332.71
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.650000%
06427EYN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
N
N
N
28000000.00
27999997.05
0.0007
N
28009131.08
28009131.08
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
235000000.00
235000000.00
0.0058
N
234996968.50
234996968.50
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.530000%
06427EZF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
35000000.00
35000000.00
0.0009
N
35003482.85
35003482.85
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
125000000.00
125000000.00
0.0031
N
125018976.25
125018976.25
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.300000%
06427EZQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
228000000.00
228000000.00
0.0057
N
227994564.48
227994564.48
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWYY5
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
650000000.00
650000000.00
0.0161
N
650000000.00
650000000.00
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWZD0
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
357000000.00
357000000.00
0.0089
N
357000000.00
357000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JE99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
50000000.00
49973611.11
0.0012
N
49978765.00
49978765.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
259000000.00
258852513.89
0.0064
N
258878839.80
258878839.80
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.300000%
924HZZ001_0.3000_M160401_2M49
0001041839
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-10-31
3.125000
Treasury Debt
17411400.00
17902496.38
UNITED STATES TREASURY
2016-11-30
0.500000
Treasury Debt
2033600.00
2036602.95
UNITED STATES TREASURY
2017-07-31
0.500000
Treasury Debt
14465000.00
14438010.85
UNITED STATES TREASURY
2017-11-15
0.875000
Treasury Debt
19000000.00
19101902.12
UNITED STATES TREASURY
2018-05-15
1.000000
Treasury Debt
22776000.00
22954261.75
UNITED STATES TREASURY
2020-05-31
1.500000
Treasury Debt
14040800.00
14295289.50
UNITED STATES TREASURY
2020-12-31
1.750000
Treasury Debt
17291200.00
17755901.00
UNITED STATES TREASURY
2022-12-31
2.125000
Treasury Debt
19700000.00
20506468.75
UNITED STATES TREASURY
2024-07-15
0.125000
Treasury Debt
20416200.00
20406127.82
UNITED STATES TREASURY
2027-01-15
2.375000
Treasury Debt
828000.00
1189268.87
UNITED STATES TREASURY
2028-01-15
1.750000
Treasury Debt
1067000.00
1398857.06
UNITED STATES TREASURY
2029-04-15
3.875000
Treasury Debt
1409600.00
2933501.24
UNITED STATES TREASURY
2038-02-15
4.375000
Treasury Debt
17000000.00
22927724.12
UNITED STATES TREASURY
2040-05-15
4.375000
Treasury Debt
355000.00
480658.05
UNITED STATES TREASURY
2042-05-15
3.000000
Treasury Debt
20000.00
21800.82
UNITED STATES TREASURY
2044-02-15
1.375000
Treasury Debt
11010000.00
12466553.54
UNITED STATES TREASURY
2044-02-15
3.625000
Treasury Debt
2512000.00
3039395.55
UNITED STATES TREASURY
2044-05-15
3.375000
Treasury Debt
404000.00
470363.31
UNITED STATES TREASURY
2044-11-15
3.000000
Treasury Debt
1000.00
1083.17
UNITED STATES TREASURY
2045-02-15
2.500000
Treasury Debt
500000.00
485607.83
UNITED STATES TREASURY
2045-08-15
2.875000
Treasury Debt
490000.00
513638.71
UNITED STATES TREASURY
2046-02-15
2.500000
Treasury Debt
530000.00
514578.94
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
192000000.00
192000000.00
0.0048
N
192000000.00
192000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160401_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
17840005.00
7569011.53
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
16016489.00
8147721.65
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
11747530.00
7643112.79
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
12640833.00
8389141.67
Fannie Mae
2035-05-01
3.000000
Government Agency Debt
9153841.00
8894199.47
Fannie Mae
2041-04-01
3.442000
Government Agency Debt
23844931.00
7870788.20
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
8742360.00
7352595.62
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
1536735.00
1342576.16
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
7628353.00
7859785.42
Fannie Mae
2045-11-01
4.000000
Government Agency Debt
8552699.00
9123529.40
GNMA
2039-11-20
2.000000
Government Agency Debt
27396600.00
7219075.47
GNMA
2044-06-20
3.000000
Government Agency Debt
13035430.00
6892906.36
GNMA
2045-09-20
4.000000
Government Agency Debt
2177230.00
2274818.46
GNMA
2045-10-20
4.000000
Government Agency Debt
7664108.00
8210050.99
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
95911954.00
95911954.00
0.0024
N
95911954.00
95911954.00
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
124000000.00
124000000.00
0.0031
N
124051585.24
124051585.24
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
189000000.00
189000000.00
0.0047
N
188934606.00
188934606.00
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
292000000.00
292000000.00
0.0072
N
292071250.92
292071250.92
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
163000000.00
163000000.00
0.0040
N
163075568.43
163075568.43
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
39000000.00
39000000.00
0.0010
N
39019219.59
39019219.59
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
182000000.00
182000000.00
0.0045
N
182003441.62
182003441.62
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
83000000.00
83000000.00
0.0021
N
83003196.33
83003196.33
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
77000000.00
77000000.00
0.0019
N
77003396.47
77003396.47
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MCZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
23000000.00
23000000.00
0.0006
N
23001630.93
23001630.93
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.700000%
06538MND7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
149000000.00
149000000.00
0.0037
N
149057873.09
149057873.09
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
328000000.00
328000000.00
0.0081
N
328107160.88
328107160.88
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
2000000.00
2000000.00
0.0000
N
2000634.82
2000634.82
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
200000000.00
200000000.00
0.0050
N
200078842.00
200078842.00
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
243000000.00
243000000.00
0.0060
N
243051980.13
243051980.13
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
181000000.00
181000000.00
0.0045
N
181018717.21
181018717.21
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.270000%
00799J004_0.2700_M160406_2M49
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
7243772.00
3352271.45
Fannie Mae
2028-01-01
2.000000
Government Agency Debt
5000000.00
3476528.94
Fannie Mae
2035-12-01
3.500000
Government Agency Debt
3188035.00
3367145.42
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
69525195.00
3434440.51
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
9437521.00
3354315.78
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
3650123.00
3339385.86
Fannie Mae
2045-05-01
4.500000
Government Agency Debt
3299227.00
3416554.87
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
3300000.00
3488692.84
Fannie Mae
2045-11-01
4.500000
Government Agency Debt
3149755.00
3476680.73
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
3316231.00
3499923.93
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
3162297.00
3343059.90
Freddie Mac
2039-11-01
4.500000
Government Agency Debt
9344133.00
3280553.59
Freddie Mac
2045-07-01
4.500000
Government Agency Debt
3230000.00
3434107.63
Freddie Mac
2045-08-01
4.500000
Government Agency Debt
2109768.00
2307810.69
Freddie Mac
2046-01-01
4.500000
Government Agency Debt
3007242.00
3348527.96
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
48000000.00
48000000.00
0.0012
N
48000000.00
48000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160401_2M49
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-09-15
0.875000
Treasury Debt
596000.00
597388.94
UNITED STATES TREASURY
2016-10-31
0.375000
Treasury Debt
16010700.00
16025765.01
UNITED STATES TREASURY
2017-05-15
0.875000
Treasury Debt
17433600.00
17528495.78
UNITED STATES TREASURY
2017-08-15
4.750000
Treasury Debt
451700.00
479159.86
UNITED STATES TREASURY
2018-02-15
3.500000
Treasury Debt
9313000.00
9828818.41
UNITED STATES TREASURY
2018-03-31
0.750000
Treasury Debt
12633600.00
12625704.00
UNITED STATES TREASURY
2018-04-30
2.625000
Treasury Debt
5615800.00
5890584.12
UNITED STATES TREASURY
2018-07-31
2.250000
Treasury Debt
4857100.00
5036763.11
UNITED STATES TREASURY
2019-02-28
1.375000
Treasury Debt
41062500.00
41661860.08
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
266000.00
271361.50
UNITED STATES TREASURY
2019-12-31
1.125000
Treasury Debt
5466000.00
5488205.62
UNITED STATES TREASURY
2023-03-31
1.500000
Treasury Debt
23612400.00
23453748.28
UNITED STATES TREASURY
2028-08-15
5.500000
Treasury Debt
24773200.00
34475461.53
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
169963971.00
169963971.00
0.0042
N
169963971.00
169963971.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160405_2M49
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-07-15
0.625000
Treasury Debt
768800.00
770410.59
UNITED STATES TREASURY
2017-05-31
0.625000
Treasury Debt
1822400.00
1824489.08
UNITED STATES TREASURY
2017-08-31
0.625000
Treasury Debt
42940700.00
42901473.44
UNITED STATES TREASURY
2018-07-31
1.375000
Treasury Debt
15605700.00
15836141.31
UNITED STATES TREASURY
2019-04-30
1.625000
Treasury Debt
5603200.00
5755470.96
UNITED STATES TREASURY
2020-02-29
1.375000
Treasury Debt
21397100.00
21619143.87
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
19708900.00
20432900.59
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
107000000.00
107000000.00
0.0027
N
106997646.00
106997646.00
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
147000000.00
146916455.00
0.0036
N
146942508.30
146942508.30
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
186000000.00
186000000.00
0.0046
N
186049440.66
186049440.66
BNP PARIBAS SA
BNP PARIBAS SA 0.510000%
09658YD57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
64000000.00
63996373.34
0.0016
N
63996921.60
63996921.60
BNP PARIBAS SA
BNP PARIBAS SA 0.510000%
09658YDE8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
N
27000000.00
26995027.50
0.0007
N
26996136.30
26996136.30
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
928DZM005_0.3000_M160401_2M49
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-08-15
0.875000
Treasury Debt
9663400.00
9693479.56
UNITED STATES TREASURY
2018-04-15
0.125000
Treasury Debt
57702200.00
60186604.10
UNITED STATES TREASURY
2018-11-30
1.250000
Treasury Debt
200.00
202.83
UNITED STATES TREASURY
2021-02-28
1.125000
Treasury Debt
100.00
99.47
UNITED STATES TREASURY
2023-03-31
1.500000
Treasury Debt
7030000.00
6982765.43
UNITED STATES TREASURY
2023-11-15
2.750000
Treasury Debt
600.00
653.93
UNITED STATES TREASURY
2037-02-15
4.750000
Treasury Debt
465000.00
656854.93
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
76000000.00
76000000.00
0.0019
N
76000000.00
76000000.00
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160401_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-11-01
5.500000
Government Agency Debt
850000.00
25138.63
Fannie Mae
2019-06-01
4.000000
Government Agency Debt
353784.00
25277.03
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
5795741.00
916074.31
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
3084150.00
286308.38
Fannie Mae
2019-08-01
4.000000
Government Agency Debt
6838910.00
607596.43
Fannie Mae
2019-09-01
5.500000
Government Agency Debt
601369.00
25882.04
Fannie Mae
2019-11-01
4.000000
Government Agency Debt
6490232.00
578446.69
Fannie Mae
2020-07-01
4.000000
Government Agency Debt
891156.00
120244.43
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
4489944.00
43954.56
Fannie Mae
2021-10-01
3.500000
Government Agency Debt
221529.00
70184.81
Fannie Mae
2022-06-01
3.000000
Government Agency Debt
271389.00
109145.28
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
5376004.00
115969.60
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
1000000.00
49617.93
Fannie Mae
2023-11-01
5.500000
Government Agency Debt
1043.00
105.12
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
2169722.00
470515.02
Fannie Mae
2025-09-01
5.500000
Government Agency Debt
315642.00
107364.66
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
7387024.00
3652181.23
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
4291922.00
1646967.78
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
412973.00
437681.45
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
6769000.00
2575918.65
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
489621.00
108728.13
Fannie Mae
2026-04-01
5.000000
Government Agency Debt
13606624.00
700087.02
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
6220000.00
3382503.91
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
190000.00
113630.68
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
16203680.00
10074975.80
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
12863089.00
7236298.94
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
220087.00
127826.44
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
4558890.00
3124350.98
Fannie Mae
2027-11-01
6.500000
Government Agency Debt
2205.00
6.02
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
3475680.00
2352381.62
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
1805748.00
1538659.53
Fannie Mae
2028-09-01
5.500000
Government Agency Debt
1389239.00
71595.37
Fannie Mae
2028-09-01
6.500000
Government Agency Debt
8200000.00
29237.89
Fannie Mae
2028-11-01
3.500000
Government Agency Debt
804700.00
532100.81
Fannie Mae
2028-12-01
3.500000
Government Agency Debt
3525419.00
3054010.17
Fannie Mae
2029-01-01
3.000000
Government Agency Debt
974549.00
749675.32
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
2931982.00
2422195.92
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
3394841.00
3301850.33
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
150000.00
129057.38
Fannie Mae
2030-09-01
3.000000
Government Agency Debt
1669932.00
1697115.09
Fannie Mae
2031-02-01
3.500000
Government Agency Debt
1041893.00
1107148.04
Fannie Mae
2031-02-01
7.000000
Government Agency Debt
182513.00
371.27
Fannie Mae
2031-02-01
7.500000
Government Agency Debt
1606200.00
96669.59
Fannie Mae
2031-03-01
3.000000
Government Agency Debt
1046550.00
1101425.85
Fannie Mae
2032-01-01
6.500000
Government Agency Debt
1674626.00
37888.60
Fannie Mae
2032-02-01
7.000000
Government Agency Debt
4000000.00
99925.74
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
1000000.00
72397.99
Fannie Mae
2032-09-01
5.000000
Government Agency Debt
15634821.00
1754730.35
Fannie Mae
2033-02-01
5.500000
Government Agency Debt
4327992.00
44451.72
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
1407872.00
25253.64
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
2099952.00
83624.86
Fannie Mae
2033-05-01
3.000000
Government Agency Debt
881826.00
714378.27
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
1400000.00
73184.45
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
2098990.00
63507.48
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
1011000.00
84238.89
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
66497134.00
2717407.31
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
2031080.00
104684.43
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
1520180.00
48398.30
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
931891.00
45405.79
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
395000.00
37492.46
Fannie Mae
2035-12-01
3.500000
Government Agency Debt
1017176.00
1070436.40
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
1044.00
4.02
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
487656.00
36460.11
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
3151927.00
309113.63
Fannie Mae
2038-06-01
2.426000
Government Agency Debt
3599.00
803.30
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
1068881.00
253317.64
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
1458418.00
520558.85
Fannie Mae
2039-12-01
2.655000
Government Agency Debt
1002.00
209.52
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
2505797.00
1450670.55
Fannie Mae
2040-06-01
6.500000
Government Agency Debt
3000000.00
3459036.16
Fannie Mae
2040-12-01
3.874000
Government Agency Debt
1044.00
233.49
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
594239.00
171794.61
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
475000.00
203681.51
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
93178.00
34849.15
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
73999.00
33242.69
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
145000.00
71001.14
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
589713.00
110832.04
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
200000.00
132499.19
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
249498.00
102135.21
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
200000.00
133194.52
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
205194.00
99306.80
Fannie Mae
2041-09-01
3.500000
Government Agency Debt
900000.00
384089.82
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
14851520.00
9500426.48
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
115000.00
61600.35
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
4555780.00
1495311.95
Fannie Mae
2041-12-01
2.560000
Government Agency Debt
19838434.00
6621855.34
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
1136750.00
126858.98
Fannie Mae
2042-02-01
5.500000
Government Agency Debt
2147324.00
2107182.64
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
2250000.00
1908273.24
Fannie Mae
2042-06-01
2.151000
Government Agency Debt
18507328.00
6961402.09
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
625000.00
559454.33
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
5160567.00
3805555.40
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1360156.00
383044.16
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
2021707.00
1483477.86
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5085763.00
4205251.20
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
79000.00
65283.45
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
885075.00
679732.71
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
3239750.00
2459030.46
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
1000000.00
831074.71
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
5965926.00
5025499.85
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
3344645.00
2801056.48
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
4767600.00
4053828.98
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
17.00
13.63
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1799318.00
1569164.82
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
8382720.00
5668304.75
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
71519.00
50734.24
Fannie Mae
2044-11-01
2.592000
Government Agency Debt
5030.00
3730.77
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1000000.00
988916.32
Fannie Mae
2045-01-01
3.500000
Government Agency Debt
4175091.00
4103764.72
Fannie Mae
2045-01-01
4.500000
Government Agency Debt
100000.00
99544.48
Fannie Mae
2045-03-01
3.500000
Government Agency Debt
1076375.00
1107689.53
Fannie Mae
2045-07-01
2.661000
Government Agency Debt
11040482.00
9870962.03
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
5910494.00
6247572.29
Fannie Mae
2045-08-01
3.500000
Government Agency Debt
731335.00
746395.65
Fannie Mae
2045-08-01
3.500000
Government Agency Debt
159000.00
162319.40
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
1964486.00
2051985.61
Fannie Mae
2045-10-01
3.500000
Government Agency Debt
208501.00
218808.07
Fannie Mae
2045-10-01
4.000000
Government Agency Debt
3216198.00
3455787.25
Fannie Mae
2045-10-01
4.500000
Government Agency Debt
1277396.00
1372494.34
Fannie Mae
2045-11-01
3.500000
Government Agency Debt
1645170.00
1721837.28
Fannie Mae
2045-11-01
4.000000
Government Agency Debt
3083343.00
3248833.74
Fannie Mae
2045-12-01
3.500000
Government Agency Debt
1924123.00
2018193.69
Fannie Mae
2045-12-01
3.500000
Government Agency Debt
442027.00
462969.64
Fannie Mae
2045-12-01
4.000000
Government Agency Debt
3079404.00
3328204.13
Fannie Mae
2046-01-01
3.500000
Government Agency Debt
1537982.00
1612854.46
Fannie Mae
2046-01-01
4.500000
Government Agency Debt
5364323.00
5906837.51
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
5379123.00
5672153.29
Fannie Mae
2046-02-01
4.500000
Government Agency Debt
966693.00
1055601.05
Fannie Mae
2046-03-01
3.000000
Government Agency Debt
574670.00
589895.16
Fannie Mae
2046-03-01
3.500000
Government Agency Debt
1000000.00
1050371.67
Fannie Mae
2046-03-01
4.000000
Government Agency Debt
1280458.00
1372860.12
Fannie Mae
2046-03-01
4.000000
Government Agency Debt
1030811.00
1123542.07
Fannie Mae
2046-03-01
4.000000
Government Agency Debt
168341.00
183098.00
Fannie Mae
2053-04-01
3.500000
Government Agency Debt
60425955.00
47828075.60
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
2774980.00
83457.81
Freddie Mac
2018-07-01
6.500000
Government Agency Debt
10600000.00
25691.36
Freddie Mac
2019-06-01
5.500000
Government Agency Debt
1296983.00
111735.12
Freddie Mac
2020-08-01
3.500000
Government Agency Debt
4889478.00
69175.92
Freddie Mac
2021-03-01
3.500000
Government Agency Debt
483601.00
117762.42
Freddie Mac
2021-06-01
6.500000
Government Agency Debt
1495438.00
54250.61
Freddie Mac
2023-10-01
5.500000
Government Agency Debt
1404912.00
131770.13
Freddie Mac
2023-11-01
5.000000
Government Agency Debt
22701248.00
1255300.44
Freddie Mac
2024-01-01
5.000000
Government Agency Debt
827000.00
58459.73
Freddie Mac
2024-02-01
6.000000
Government Agency Debt
248649.00
37071.55
Freddie Mac
2024-10-01
6.000000
Government Agency Debt
417154.00
97059.64
Freddie Mac
2024-11-01
4.500000
Government Agency Debt
250000.00
42107.56
Freddie Mac
2025-07-01
5.500000
Government Agency Debt
750000.00
68641.81
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
20395561.00
3894912.63
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
520000.00
249578.89
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
75000.00
27274.57
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
2013425.00
1023275.08
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
8449477.00
3681606.78
Freddie Mac
2026-03-01
6.500000
Government Agency Debt
2098068.00
75929.05
Freddie Mac
2026-04-01
4.500000
Government Agency Debt
233558.00
162348.96
Freddie Mac
2026-05-01
3.500000
Government Agency Debt
2870000.00
943730.93
Freddie Mac
2026-05-01
4.500000
Government Agency Debt
600000.00
124392.91
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
9659422.00
2548274.49
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
504597.00
122065.16
Freddie Mac
2026-12-01
3.500000
Government Agency Debt
100000.00
71731.39
Freddie Mac
2027-04-01
5.500000
Government Agency Debt
4214839.00
201022.44
Freddie Mac
2027-07-01
4.000000
Government Agency Debt
1069331.00
701074.79
Freddie Mac
2027-11-01
2.000000
Government Agency Debt
143971.00
99093.79
Freddie Mac
2028-04-01
2.500000
Government Agency Debt
1231488.00
888151.10
Freddie Mac
2028-09-01
2.500000
Government Agency Debt
1400000.00
1080832.60
Freddie Mac
2028-09-01
3.500000
Government Agency Debt
985000.00
755567.84
Freddie Mac
2028-10-01
3.500000
Government Agency Debt
41964.00
31109.89
Freddie Mac
2028-11-01
2.500000
Government Agency Debt
3175000.00
2480741.89
Freddie Mac
2028-12-01
3.000000
Government Agency Debt
1280080.00
1021264.76
Freddie Mac
2029-04-01
4.000000
Government Agency Debt
2292447.00
1862696.19
Freddie Mac
2029-12-01
2.500000
Government Agency Debt
3686483.00
3740905.62
Freddie Mac
2030-02-01
3.000000
Government Agency Debt
3108724.00
3059148.44
Freddie Mac
2030-04-01
4.000000
Government Agency Debt
1370591.00
1365394.49
Freddie Mac
2030-06-01
3.500000
Government Agency Debt
117821.00
109715.53
Freddie Mac
2030-07-01
3.000000
Government Agency Debt
2788428.00
2810728.85
Freddie Mac
2030-07-01
3.000000
Government Agency Debt
240005.00
237806.64
Freddie Mac
2030-08-01
3.000000
Government Agency Debt
3863501.00
3879191.69
Freddie Mac
2030-08-01
3.500000
Government Agency Debt
1368732.00
1410478.84
Freddie Mac
2030-08-01
3.500000
Government Agency Debt
828288.00
853905.79
Freddie Mac
2030-09-01
3.500000
Government Agency Debt
71460.00
74322.04
Freddie Mac
2030-09-01
3.500000
Government Agency Debt
37412.00
38956.28
Freddie Mac
2030-09-01
7.000000
Government Agency Debt
1489514.00
33504.88
Freddie Mac
2030-09-01
7.500000
Government Agency Debt
12008000.00
33388.44
Freddie Mac
2030-10-01
3.500000
Government Agency Debt
6285869.00
6416527.67
Freddie Mac
2031-01-01
3.500000
Government Agency Debt
1767954.00
1867707.95
Freddie Mac
2031-03-01
3.000000
Government Agency Debt
343836.00
360208.72
Freddie Mac
2031-06-01
7.000000
Government Agency Debt
2337095.00
52014.11
Freddie Mac
2031-09-01
5.000000
Government Agency Debt
445467.00
427209.02
Freddie Mac
2032-02-01
6.000000
Government Agency Debt
4954464.00
71112.48
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
5249955.00
89190.03
Freddie Mac
2032-05-01
3.000000
Government Agency Debt
4058640.00
2638102.51
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
7095968.00
70806.32
Freddie Mac
2032-08-01
6.500000
Government Agency Debt
2818550.00
67213.95
Freddie Mac
2032-09-01
3.000000
Government Agency Debt
500000.00
355797.17
Freddie Mac
2032-10-01
3.500000
Government Agency Debt
1379528.00
1267782.87
Freddie Mac
2033-01-01
3.000000
Government Agency Debt
5000000.00
3733223.93
Freddie Mac
2033-07-01
6.000000
Government Agency Debt
972000.00
82064.11
Freddie Mac
2033-10-01
6.500000
Government Agency Debt
1358413.00
70928.29
Freddie Mac
2033-11-01
5.500000
Government Agency Debt
1090000.00
66176.07
Freddie Mac
2033-12-01
6.500000
Government Agency Debt
7513550.00
609599.86
Freddie Mac
2034-02-01
4.000000
Government Agency Debt
5928560.00
5015442.38
Freddie Mac
2034-02-01
6.000000
Government Agency Debt
956522.00
88196.28
Freddie Mac
2034-06-01
6.500000
Government Agency Debt
3125000.00
189705.20
Freddie Mac
2034-12-01
4.000000
Government Agency Debt
3058218.00
2923052.38
Freddie Mac
2035-08-01
5.500000
Government Agency Debt
4730832.00
137049.56
Freddie Mac
2035-09-01
4.500000
Government Agency Debt
294568.00
27262.20
Freddie Mac
2035-09-01
5.500000
Government Agency Debt
8000000.00
130856.06
Freddie Mac
2035-12-01
3.000000
Government Agency Debt
189553.00
194209.77
Freddie Mac
2036-08-01
6.500000
Government Agency Debt
574050.00
27090.59
Freddie Mac
2036-11-01
6.000000
Government Agency Debt
1177203.00
111229.95
Freddie Mac
2037-11-01
3.500000
Government Agency Debt
2316909.00
1375797.75
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
141354.00
36583.11
Freddie Mac
2038-08-01
5.000000
Government Agency Debt
1304646.00
209000.64
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
1000.00
141.32
Freddie Mac
2038-10-01
5.500000
Government Agency Debt
635000.00
90984.10
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
2220000.00
143467.01
Freddie Mac
2039-04-01
5.500000
Government Agency Debt
3510455.00
225379.74
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
63701127.00
18358584.48
Freddie Mac
2040-06-01
4.500000
Government Agency Debt
175000.00
48577.44
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
522131.00
150205.86
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
426155.00
201711.55
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
380000.00
146226.31
Freddie Mac
2040-12-01
5.500000
Government Agency Debt
1011400.00
628670.97
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
248000.00
120333.62
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
493000.00
155318.06
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
2218800.00
1859695.43
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
7965558.00
4449130.11
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
200000.00
59604.74
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
205831.00
109183.90
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
1200355.00
883585.18
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
602127.00
326213.89
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
77798.00
51970.45
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
64000.00
33456.33
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
1266135.00
1002701.52
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
85000.00
57200.78
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
6206113.00
5336212.94
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
12523010.00
8512494.96
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
2360772.00
1780666.73
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
9011310.00
7014996.05
Freddie Mac
2043-04-01
2.500000
Government Agency Debt
142753.00
106347.03
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
3905677.00
3103048.22
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
151000.00
126848.87
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
2894661.00
2445176.70
Freddie Mac
2044-01-01
3.500000
Government Agency Debt
200020.00
159738.13
Freddie Mac
2044-01-01
5.000000
Government Agency Debt
1304962.00
1168730.15
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
2265450.00
1989558.69
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
183856.00
161233.35
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
409000.00
313781.95
Freddie Mac
2044-07-01
5.000000
Government Agency Debt
1308426.00
1427462.39
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
2154650.00
2134961.67
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
1493788.00
1379206.51
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
21472010.00
19951318.02
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
14431305.00
13667652.10
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
41825415.00
39470644.71
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
34795904.00
33545728.73
Freddie Mac
2045-02-01
4.000000
Government Agency Debt
1793264.00
1781138.53
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
536000.00
511904.00
Freddie Mac
2045-03-01
4.000000
Government Agency Debt
7056.00
6846.51
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
123000.00
120811.71
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
1027824.00
1094557.03
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
143002.00
142791.66
Freddie Mac
2045-05-01
4.500000
Government Agency Debt
1051467.00
869164.10
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
1516058.00
1575761.74
Freddie Mac
2045-08-01
3.500000
Government Agency Debt
54999.00
55536.22
Freddie Mac
2045-09-01
4.000000
Government Agency Debt
3566530.00
3642883.79
Freddie Mac
2045-10-01
4.000000
Government Agency Debt
4268535.00
4552279.87
Freddie Mac
2045-10-01
4.000000
Government Agency Debt
3483618.00
3719612.39
Freddie Mac
2045-10-01
4.000000
Government Agency Debt
2784671.00
2897912.45
Freddie Mac
2045-11-01
3.500000
Government Agency Debt
105428.00
110461.38
Freddie Mac
2045-11-01
3.500000
Government Agency Debt
66297.00
69283.79
Freddie Mac
2045-12-01
3.500000
Government Agency Debt
30040.00
31213.89
Freddie Mac
2045-12-01
4.000000
Government Agency Debt
1668786.00
1805055.34
Freddie Mac
2046-01-01
4.000000
Government Agency Debt
3019572.00
3151879.21
Freddie Mac
2046-01-01
4.500000
Government Agency Debt
2771141.00
3049918.17
Freddie Mac
2046-02-01
3.500000
Government Agency Debt
3406004.00
3601360.40
Freddie Mac
2046-02-01
4.000000
Government Agency Debt
1627290.00
1747717.35
Freddie Mac
2046-03-01
4.500000
Government Agency Debt
1790777.00
2001603.39
GNMA
2042-09-20
3.500000
Government Agency Debt
1893273.00
1223605.57
GNMA
2045-03-20
3.500000
Government Agency Debt
8556388.00
7977000.85
UNITED STATES TREASURY
2017-12-31
2.750000
Treasury Debt
13178900.00
13721541.21
UNITED STATES TREASURY
2018-03-31
0.875000
Treasury Debt
11384000.00
11407120.90
UNITED STATES TREASURY
2020-01-31
1.250000
Treasury Debt
28397800.00
28602731.01
UNITED STATES TREASURY
2021-01-31
1.375000
Treasury Debt
1000.00
1007.27
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
566000000.00
566000000.00
0.0140
N
566000000.00
566000000.00
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
94000000.00
94000000.00
0.0023
N
94059756.74
94059756.74
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
189000000.00
189000000.00
0.0047
N
189117673.29
189117673.29
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
121000000.00
121000000.00
0.0030
N
121063320.51
121063320.51
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160405_2M49
0001197610
Other Repurchase Agreement
N
ALT LOAN TR
2046-09-25
0.685800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10.00
3.83
BEAR STEARNS ALT-A 2004-4 M-1 20340625 FLT
2034-06-25
1.290800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6598.00
2346.03
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
56280.00
56016.66
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
798866.00
430464.50
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139373.00
76703.79
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2622.00
2393.31
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14137.00
2964.37
CWALT INC 2007-J1 2-A-3 20370325 6.0
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
783.00
235.29
Fannie Mae
2023-10-25
5.685800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
646647.00
671060.27
Fannie Mae
2028-04-25
6.135800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455510.00
459135.69
Fannie Mae
2028-09-25
2.585000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450235.00
449427.28
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.835800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3859682.00
2054934.89
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-26
2.835800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19346.00
16948.56
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
5.985800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1218138.00
1223291.50
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
5.335800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
566314.00
569714.32
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
4.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
569028.00
551598.27
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290.00
288.70
HARBORVIEW MTGE LOAN TRUST,NY
2036-11-19
0.612100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2134103.00
567878.93
HVMLT
2036-03-19
0.670000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425.00
1572.95
JP MORGAN MADISON AVE SECS TRSER 2015 1
2025-10-25
5.935800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338179.00
327536.27
MARM 2007-3 12A1
2047-05-25
0.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3176549.00
1045762.75
NAAC ALT LOAN TRUST
2036-08-25
6.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3959000.00
1432230.78
NOVASTAR MTG FDG TR 2006-MTA1 2A-1A 20460925 FLT
2046-09-25
0.625800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
132001.00
21621.44
RALI SERIES TRUST 2007-QO1 A-1 20370225 FLT
2037-02-25
0.583000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5690000.00
1663526.59
SEQUOIA MTG TR 2013 6
2043-05-25
3.530600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.90
SEQUOIA MTG TR 2013 7
2043-06-25
3.552700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342725.00
313799.82
SEQUOIA MTG TR 2014 4
2044-11-25
3.893400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495748.00
482379.28
STACR 2015-DNA1 M2
2027-10-25
2.285800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499999.00
492953.25
WAMU MTG CERT 2007-HY1 3-A3 20370225 FLT
2037-02-25
4.221500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
374476.80
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
2025-11-25
5.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
519487.00
508733.32
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
12000000.00
12000000.00
0.0003
N
11999784.00
11999784.00
BPCE SA
BPCE SA 0.686400%
05571BF16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
140000000.00
139837502.78
0.0035
N
139891024.00
139891024.00
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
109000000.00
108872560.84
0.0027
N
108896995.00
108896995.00
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
2000000.00
1996389.45
0.0000
N
1996836.80
1996836.80
CAFCO LLC
CAFCO LLC 0.500000%
12476EE47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
162000000.00
161925749.99
0.0040
N
161934827.40
161934827.40
CAFCO LLC
CAFCO LLC 0.570800%
12476EF20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
11000000.00
10989201.66
0.0003
N
10990144.00
10990144.00
CAFCO LLC
CAFCO LLC 0.651500%
12476EF79
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
66000000.00
65920158.34
0.0016
N
65934673.20
65934673.20
CAFCO LLC
CAFCO LLC 0.580900%
12476EFM6
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
25000000.00
24967375.00
0.0006
N
24968340.00
24968340.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673000%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-28
2016-06-28
N
N
N
116000000.00
116000000.00
0.0029
N
115986892.00
115986892.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673000%
13606AJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-05-26
N
N
N
113000000.00
113000000.00
0.0028
N
112992768.00
112992768.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.900000%
13606ATF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-20
2016-09-20
N
N
N
313000000.00
313000000.00
0.0078
N
313114905.43
313114905.43
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.611900%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-06-10
N
N
N
312000000.00
312000000.00
0.0077
N
312008427.12
312008427.12
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.631000%
13738JD64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
Y
Deal Sponsor
Lloyds Bank Plc
N/A
N/A
100000000.00
99991250.00
0.0025
N
99993100.00
99993100.00
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.671300%
13738JDK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-19
2016-04-19
N
N
Y
Deal Sponsor
Lloyds Bank Plc
N/A
N/A
100000000.00
99966500.00
0.0025
N
99977570.00
99977570.00
CHARTA LLC
CHARTA LLC 0.470000%
16115UDE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
27000000.00
26995417.50
0.0007
N
26996649.30
26996649.30
CHARTA LLC
CHARTA LLC 0.450000%
16115UDR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
50000000.00
49985000.00
0.0012
N
49986355.00
49986355.00
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
42000000.00
41964755.00
0.0010
N
41969445.00
41969445.00
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
52000000.00
51944836.66
0.0013
N
51948530.40
51948530.40
CHASE BANK USA NA
CHASE BANK USA NA 0.693000%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-07-27
N
N
N
67000000.00
67000000.00
0.0017
N
67018693.67
67018693.67
CHASE BANK USA NA
CHASE BANK USA NA 0.698500%
161453BF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-08-01
N
N
N
356000000.00
356000000.00
0.0088
N
356090427.56
356090427.56
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
3000000.00
2997767.50
0.0001
N
2998140.00
2998140.00
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.640000%
17304U4W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
N
N
N
176000000.00
176000000.00
0.0044
N
176043772.96
176043772.96
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.580000%
17304U5F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
N
N
N
100000000.00
100000000.00
0.0025
N
100017261.00
100017261.00
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17304U5G1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
495000000.00
495000000.00
0.0123
N
495116874.45
495116874.45
COCA-COLA CO
COCA-COLA CO 0.500000%
19121AEJ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
N
50000000.00
49967361.10
0.0012
N
49973135.00
49973135.00
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.520000%
19422FD11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
136000000.00
136000000.00
0.0034
N
135998463.20
135998463.20
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.520000%
19422CD18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
102000000.00
102000000.00
0.0025
N
101998847.40
101998847.40
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
31000000.00
31000000.00
0.0008
N
31004464.31
31004464.31
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.643000%
20272ANZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-27
2016-06-27
N
N
N
300000000.00
300000000.00
0.0074
N
300074103.00
300074103.00
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.643000%
20272APA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-29
2016-06-29
N
N
N
134000000.00
134000000.00
0.0033
N
134032429.34
134032429.34
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.648000%
20272APD2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-08
2016-07-08
N
N
N
55000000.00
55000000.00
0.0014
N
55011880.55
55011880.55
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
0.0012
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
209000000.00
209000000.00
0.0052
N
209065941.59
209065941.59
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.590000%
928DGD006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
93000000.00
93000000.00
0.0023
N
93033155.43
93033155.43
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000%
928EDG000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
N
N
N
86000000.00
86000000.00
0.0021
N
86022068.46
86022068.46
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.700000%
22534HCT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
18000000.00
18000000.00
0.0004
N
18004474.98
18004474.98
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000%
22534HDL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
167000000.00
167000000.00
0.0041
N
167041901.97
167041901.97
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.720000%
22534HDT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
92000000.00
92000000.00
0.0023
N
92023902.52
92023902.52
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
127000000.00
127000000.00
0.0032
N
127044997.37
127044997.37
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
120000000.00
120000000.00
0.0030
N
120019705.20
120019705.20
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
9000000.00
9000000.00
0.0002
N
9001173.60
9001173.60
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
70000000.00
70000000.00
0.0017
N
70012691.70
70012691.70
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
21000000.00
21000000.00
0.0005
N
21002606.31
21002606.31
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VSC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
108000000.00
108000000.00
0.0027
N
108025489.08
108025489.08
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
143000000.00
143000000.00
0.0035
N
143074490.13
143074490.13
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VVL4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
3000000.00
3000000.00
0.0001
N
3000796.83
3000796.83
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.620000%
988WZK004_0.6200_M160406_2M49
0001230485
Other Repurchase Agreement
N
ABFS 2002-1 A5
2032-12-15
7.010000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22281000.00
7963825.03
ABS BOMBARDIER CAP99-B
2029-12-15
7.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1226000.00
328470.42
ABS CONSECO FIN 00-1
2029-09-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44270000.00
14301420.52
ACE 2006-SL3 A1
2036-06-25
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25550000.00
1289981.22
ACE 2006-SL4 A1
2036-09-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18332500.00
781378.40
ACE 2007-ASL1 A2
2036-12-25
0.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39200000.00
3271176.80
CITIGROUP FLT 10/36
2036-10-25
0.763000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27788000.00
16240234.67
CMLTI 2005-OPT3 M6
2035-05-25
1.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13916000.00
3153032.45
GT 1999-4 A7
2031-05-01
7.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
8783943.21
GTMH 98-7M1 ASSETBK LOAN
2030-07-01
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
18350619.79
RASC 2007-KS2 M1
2037-02-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17688065.00
5651565.01
RFMS2 2005-HS2 AII
2035-12-25
0.613000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28600000.00
1551588.62
RFMS2 2006-HI4 A4
2036-09-25
0.057200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
9577943.09
SASC 2006-WF2 M2
2036-07-25
0.723000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
9955286.44
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
Y
Credit Suisse AG
N/A
N/A
N
88000000.00
88000000.00
0.0022
N
87999683.20
87999683.20
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
988WZK004_1.2500_M160705_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.883000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1060762.96
144A ARMOR 2005-1A B2
2037-12-10
0.891800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
476733.58
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10300000.00
126393.29
144A CCMFC 2006-2A A2
2047-04-25
0.613000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1238201.90
144A CCMFC 2006-3A A1
2047-08-25
0.563000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64970000.00
12930470.64
144A CSMC 2015-DEAL F
2029-04-15
5.186200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62380000.00
58524807.98
144A JPMCC 2007-CB20 F
2051-02-12
6.175200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
4502947.36
144A JPMCC 2007-LDPX B
2049-01-15
5.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
59802.34
144A LBCMT 2007-C3 J
2044-07-15
5.897100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
11702.86
144A MESC 11PA B3
2032-09-28
2.688500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
9386074.34
144A MSC 2007-HQ11 K
2044-02-12
5.687600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
32640.02
144A MSC 2007-IQ16 B
2049-12-12
6.096300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4469000.00
4157075.70
144A RESIX 2003-CB1 B7
2035-06-10
6.423500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2150000.00
262645.64
144A WBCMT 2004-C15 H
2041-10-15
6.144000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
131400.01
144A WBCMT 2007-C31 K
2047-04-15
5.706800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
29253.92
144A WBCMT 2007-C32 K
2049-06-15
5.703200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
98193.87
AHM 2007-1 GA1A
2047-05-25
0.595800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2448855.05
ALTERNATIVE FLT 12/35
2035-12-25
0.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1809047.16
ALTERNATIVE VAR 10/33
2033-10-25
5.615800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
890969.83
AMSI
2035-11-25
0.903000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7275928.62
BACM 2005-3 AJ
2043-07-10
4.767000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4600981.77
BAFC 2006-H 6A1
2036-10-20
0.622100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15659947.00
3172218.76
BALTA 2005-8 11A1
2035-10-25
0.973000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
3465192.63
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.598900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1573764.92
BEAR STEARNS FLT 03/34
2034-03-25
2.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2240100.00
125559.69
BOAMS 2003-10 1B3
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856000.00
26131.62
BOAMS 2004-1 1B3
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
789000.00
73595.21
BSMF 2006-SL1 A1
2036-08-25
0.573000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100250000.00
10831849.29
BSMF 2006-SL3 A
2036-10-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70529500.00
6603196.33
BSMF 2006-SL4 A
2036-11-25
0.733000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66990000.00
7217588.94
BSMF 2006-SL6 1A
2037-01-25
0.773000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129750000.00
16094029.54
CHEVY CHASE FUNDING LLC
2035-08-25
0.892500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10087000.00
563600.37
CHL MORTGAGE FLT 12/35
2035-12-20
2.605800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21159000.00
4600942.74
CMLTI 2004-HYB1 B1
2034-02-25
2.773000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7356000.00
1767352.82
CMLTI 2005-11 A2B
2035-10-25
2.730000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
734295.68
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8584111.37
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1180734.63
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12600000.00
12131113.60
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690350.00
635729.81
CREDIT SUISSE COMM MTGE TR
2038-06-15
6.143000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3720000.00
2980877.42
CSFB 2003-8 CB1
2033-04-25
5.615200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4810000.00
1281523.67
CSFB 2004-4 1B1
2034-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7671443.00
2585213.51
CSFB 2005-C5 G
2038-08-15
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2123494.28
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60515203.00
58818014.54
CSMC 2007-C4 A1AJ
2039-09-15
5.941000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
57487.60
CSMC 2008-1R
2037-03-25
0.565800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
605780.54
CSMC TR 2014-TIKI
2038-09-15
4.259100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27260000.00
26303762.64
CSMC TR 2015-TOWN
2017-03-15
4.936200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3420000.00
3305444.42
CSMC TRUST FLT 08/30
2030-08-15
4.897600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15600000.00
15190758.42
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
531130.05
CWALT 2004-16CB M
2034-08-25
5.696500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19908000.00
10248436.92
CWALT 2004-5CB M
2034-03-25
5.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1099958.95
CWALT 2005-14 2A2
2035-05-25
0.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1715804.31
CWALT 2005-16 A5
2035-06-25
0.713000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1183399.50
CWALT 2005-79CB A1
2036-01-25
0.983000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2289605.86
CWALT 2006-HY12 A5
2036-08-25
3.547600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
586695.00
490494.27
CWALT 2006-J2 A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12100000.00
1494607.98
CWALT INC 2005-53T2
2037-09-15
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17670000.00
13213145.60
CWHL
2035-04-25
0.723000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
110147.98
CWHL 2003-60 M
2034-02-25
2.757700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2016285.14
CWHL 2003-HYB3 M
2033-11-19
2.773700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425000.00
1633574.34
CWHL 2004-6 M
2034-05-25
2.540900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795500.00
1699457.76
CWHL 2005-23 A1
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56000000.00
11699979.07
CWHL 2005-7 IM1
2035-03-25
1.183000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
2172893.67
CWHL 2005-HYB3 2A1A
2035-06-20
2.565400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
106723.60
CWHL 2007-HYB1 1A1
2037-03-25
2.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15257000.00
4694307.12
DBALT 2005-2 M
2035-04-25
5.522900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
408092.77
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4955170.51
DEUTSCHE ALT-A VAR 02/35
2035-02-25
5.611900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
3555882.57
DEUTSCHE MORTGAGE SEC
2036-04-15
0.706200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78404000.00
6099457.20
DMSI 2004-1 3M1
2033-12-25
5.670000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4330000.00
1429780.78
DSLA
2045-08-19
0.732100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2301980.34
DSLA 2004-AR2 A1A
2044-11-19
1.252100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165270000.00
9994746.84
GCCFC 2007-GG9 AJ
2039-03-10
5.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000000.00
23007123.47
GECMC 2006-C1 C
2044-03-10
5.475300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1003688.42
GMACC 2005-C1 AJ
2043-05-10
4.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
254173.01
GMACM 2003-AR2 M3
2033-12-19
3.209500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
132825.29
GMACM 2004-J5 M1
2035-01-25
5.509300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9106000.00
3954997.46
GPMF 2005-AR5 3A2
2046-11-25
0.703000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12963359.00
2325289.68
GSAA 2004-NC1 B2
2033-11-25
5.263100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2896000.00
43008.71
GSMS
2039-11-10
5.622000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7397480.01
GSMS
2045-08-10
5.793600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3108942.00
2977391.18
GSMS 2007-GG10 AJ
2045-08-10
5.793600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14750000.00
5971213.62
HASC
2036-01-25
0.973000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
1436946.99
HASC 2007-WF1 M1
2037-05-25
0.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22333000.00
13079083.77
HVMLT
2037-08-19
0.662100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
9469309.95
HVMLT 2004-8 2A4A
2034-11-19
0.832100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
507400.00
30148.83
HVMLT 2005-5 2A1B
2045-07-19
0.722100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.07
IMM
2035-05-25
1.123000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341102.00
26963.38
IMM 2005-2 1M1
2035-04-25
1.078000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
465381.11
IMPAC CMB TRUST SERIES 200
2035-05-25
1.078000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272881.00
23821.99
IMSA 2004-3 M3
2034-11-25
1.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
709614.24
INDX 2004-AR3 B1
2034-07-25
0.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16770000.00
1625743.46
JMAC
2035-11-26
2.849193
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3155392.00
2864775.81
JPMCC 2007-LDPX AJS
2049-01-15
5.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
3885898.77
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
332997.35
JPMMT 2005-A7 3A2
2035-10-25
2.745800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15451100.00
1166140.57
JPMMT 2006-A2 IIB2
2034-08-25
2.695200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2540600.00
1617075.55
JPMMT 2007-A1 7A1
2035-07-25
2.758700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
7722472.25
JPMMT 2007-A1 7A3
2035-07-25
2.758700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6630000.00
2598745.15
LBUBS 2007-C7 C
2045-09-15
6.238700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
4446652.87
LBUBS 2008-C1 AJ
2041-04-15
6.084000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11071708.00
6376916.16
LMT 2006-8 3A1
2036-12-25
0.783000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
1451435.69
LUM 2005-1 A2
2035-11-25
0.773000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1821551.62
LUM 2006-1 A1
2036-04-25
0.673000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
66.50
LXS 2007-10H 2A1
2037-07-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10847224.00
1639617.42
MARM 2003-3 B1
2033-09-25
2.898700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8028000.00
1919696.92
MARM 2007-1 I2A1
2047-01-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24979000.00
7458839.28
MARM 2007-3 12A1
2047-05-25
0.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145524000.00
47907320.42
MASTR VAR 10/32
2032-10-25
7.111900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6164000.00
552405.93
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
611333.95
PHHAM 2007-2 1A5
2037-05-25
0.753000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2321006.52
PHHMC 2005-2 B3
2035-04-18
4.956900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366258.00
40971.12
RALI
2034-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515300.00
207167.19
RALI 2003-QS9 M2
2018-05-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418300.00
18604.65
RALI SERIES 5.5% 08/33
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
2305999.41
RESIDENTIAL FLT 01/34
2034-01-25
2.034900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22468000.00
2804277.85
SAMI 2004-AR3 B1
2034-07-19
1.332100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
876464.26
SAMI 2004-AR4 M
2034-12-19
1.107100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
779319.41
SAMI 2005-AR1 B1
2035-04-19
1.182100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19210300.00
4375459.05
SAMI 2005-AR5 B2
2035-07-19
1.132100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9138000.00
2717131.64
SAMI 2006-AR8 A1BG
2036-10-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32150000.00
9214619.05
SARM 2004-20 1A3
2035-01-25
2.611100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
433530.84
SARM 2004-5 B1
2034-05-25
2.584200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9255000.00
5093168.84
SARM 2005-19XS M1II
2035-10-25
1.083000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2316106.98
SARM 2005-3XS M2
2035-01-25
1.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7124000.00
5626312.19
SASC 2003-26A B1II
2033-09-25
2.676200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2001274.08
SASC 2004-2AC B1
2034-02-25
2.569200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17814000.00
2836862.35
SASC 2006-S3 A1
2036-09-25
0.563000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76490000.00
8120863.98
SASC 2006-S4 A
2037-01-25
0.773000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3785638.41
SEMT 2004-5 B2
2034-06-20
1.752100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3759000.00
215889.55
SEMT 2007-1 2A1
2047-02-20
2.688600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60800000.00
11952619.84
SEMT 2007-3 1A2
2036-07-20
0.802100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730000.00
291121.24
STACS 2007-1 A
2037-04-25
1.073000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.05
STRUCTURED FLT 05/35
2035-05-19
1.857100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15500000.00
866493.19
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32.00
0.33
WBCMT 2006-C26 B
2045-06-15
6.077700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
5814962.74
WBCMT 2006-C28 C
2048-10-15
5.691000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19211000.00
17134068.81
WELLS FARGO MTGE BCKD SEC
2035-05-25
2.778800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4900000.00
1638747.06
WFALT 2005-2 M2
2035-10-25
1.138000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
5742826.87
WFMBS
2036-12-25
5.638200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
11407504.20
WFMBS 2004-D B2
2034-05-25
2.689500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
244192.54
WFMBS 2005-AR16 7A1
2035-10-25
2.739900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
13178604.84
WMLT
2037-01-25
0.513000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177570000.00
9498557.63
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
Y
Credit Suisse AG
N/A
N/A
N
600000000.00
600000000.00
0.0149
Y
600466260.00
600466260.00
DANSKE CORP
DANSKE CORP 0.611000%
2363F6D64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
109000000.00
108990765.28
0.0027
N
108993765.20
108993765.20
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
57000000.00
56967027.08
0.0014
N
56977257.00
56977257.00
DANSKE CORP
DANSKE CORP 0.606000%
2363F6E63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
35000000.00
34979413.19
0.0009
N
34986035.00
34986035.00
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160401_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
132121805.00
118266339.90
Fannie Mae
2045-02-01
4.500000
Government Agency Debt
206991382.00
203093660.31
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
309000000.00
309000000.00
0.0077
N
309000000.00
309000000.00
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
166000000.00
165820812.22
0.0041
N
165860161.60
165860161.60
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.810000%
23290Q6E8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
191000000.00
191000000.00
0.0047
N
191138515.11
191138515.11
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
8000000.00
8000000.00
0.0002
N
8003641.68
8003641.68
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
120000000.00
120000000.00
0.0030
N
120025093.20
120025093.20
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.350000%
ATD0FVQQ3
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
281000000.00
281000000.00
0.0070
N
281000140.50
281000140.50
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
83000000.00
82985244.45
0.0021
N
82982570.00
82982570.00
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.300000%
30601VD16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
BANK OF MONTREAL
N/A
N/A
11429000.00
11429000.00
0.0003
N
11428868.91
11428868.91
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
98599G006_0.2500_M160401_2M49
0001457970
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2037-02-15
4.750000
Treasury Debt
3339276500.00
4717032774.41
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
4717000000.00
4717000000.00
0.1170
N
4717000000.00
4717000000.00
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
103000000.00
103000000.00
0.0026
N
102999145.10
102999145.10
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
3470000.00
3470000.00
0.0001
N
3470000.00
3470000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.290000%
38399H002_0.2900_M160406_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-07-01
2.948000
Government Agency Debt
6885000.00
7063392.76
Fannie Mae
2024-07-01
2.948000
Government Agency Debt
1338215.00
1372888.65
Fannie Mae
2026-02-01
2.996000
Government Agency Debt
6219000.00
6576161.32
Fannie Mae
2036-07-01
2.429000
Government Agency Debt
38342595.00
7141547.49
Fannie Mae
2038-05-01
2.464000
Government Agency Debt
40018217.00
7088862.46
Fannie Mae
2040-08-01
3.806000
Government Agency Debt
40354045.00
6735824.88
Fannie Mae
2044-11-01
2.806000
Government Agency Debt
8250000.00
7132908.90
Fannie Mae
2045-01-01
2.801000
Government Agency Debt
8704799.00
6766233.67
Fannie Mae
2045-05-01
2.790000
Government Agency Debt
7462938.00
6648286.08
Freddie Mac
2028-10-01
3.500000
Government Agency Debt
1877281.00
1391717.04
Freddie Mac
2031-03-01
3.000000
Government Agency Debt
6215974.00
6523266.89
Freddie Mac
2032-08-01
3.000000
Government Agency Debt
9014352.00
6808047.23
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
44734135.00
6526142.15
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
12519297.00
6748723.86
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
9346104.00
6931232.51
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
7904542.00
6816386.67
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
9400000.00
6948459.36
Freddie Mac
2044-11-01
4.500000
Government Agency Debt
6335947.00
6562638.11
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
6684111.00
6912450.84
Freddie Mac
2046-03-01
3.500000
Government Agency Debt
6545986.00
6764829.22
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
123000000.00
123000000.00
0.0031
N
122996445.30
122996445.30
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160401_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-09-01
4.000000
Government Agency Debt
5866446.00
6215332.98
GNMA
2040-12-20
3.000000
Government Agency Debt
1000.00
301.15
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
6093758.00
6093758.00
0.0002
N
6093758.00
6093758.00
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
24000000.00
23999636.67
0.0006
N
24005376.24
24005376.24
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
289000000.00
289000000.00
0.0072
N
289034104.89
289034104.89
HSBC BANK PLC
HSBC BANK PLC 0.671800%
40433FFY0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-06-23
N
N
N
307000000.00
307000000.00
0.0076
N
307100085.07
307100085.07
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
214000000.00
214000000.00
0.0053
N
214122196.14
214122196.14
HSBC BANK PLC
HSBC BANK PLC 0.850000%
928BUN002
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
34000000.00
34000000.00
0.0008
N
34020893.34
34020893.34
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
50000000.00
50000000.00
0.0012
N
50022550.50
50022550.50
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
140000000.00
139954305.54
0.0035
N
139960268.00
139960268.00
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
108000000.00
108000000.00
0.0027
N
108016233.48
108016233.48
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
10000000.00
9998305.55
0.0002
N
9998769.00
9998769.00
ING US FUNDING LLC
ING US FUNDING LLC 0.671600%
4497W0F78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
Y
ING Bank NV
N/A
N/A
N
330000000.00
329588508.33
0.0082
N
329652807.00
329652807.00
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
98000000.00
97862800.00
0.0024
N
97860702.80
97860702.80
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0G77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
Y
ING Bank NV
N/A
N/A
N
40000000.00
39937488.89
0.0010
N
39929984.40
39929984.40
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
219000000.00
218517287.49
0.0054
N
218515922.40
218515922.40
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
140000000.00
139593416.67
0.0035
N
139728022.00
139728022.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.310000%
46899T004_0.3100_M160407_2M49
0001168163
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-12-31
3.250000
Treasury Debt
1955600.00
2009838.57
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
34389000.00
35652269.71
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
4943700.00
5177904.85
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
42000000.00
42000000.00
0.0010
N
42000000.00
42000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
988WST003_1.0800_M160629_2M49
0001168163
Other Repurchase Agreement
N
ABBEY NATL TREAS SVCS PLC SR GLBL FL NT 18
2018-08-24
1.474600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
1088425.14
ABBEY NATL TREAS SVCS PLC SR GLBL NT2.5%19
2019-03-14
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
933279.26
ABN AMRO BK NV MTN SR SB 144A SR 144A NT 20
2020-06-04
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
735000.00
743917.39
ACCO BRANDS CORP
2020-04-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3032000.00
3294063.34
ACCO BRANDS CORP
2020-04-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
818000.00
888701.78
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19
2019-05-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1973000.00
1991085.83
AETNA INC NEW SR GLBL NT1.5%17
2017-11-15
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3092000.00
3115767.17
AGATE BAY MTG TR 2014-2
2044-09-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
5873406.21
AIR LEASE CORPORATION
2020-03-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2706000.00
2838535.37
ALLSTATE CORP EXT JR SB GLBL67
2067-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1220000.00
1353657.78
ALLSTATE CORP EXT JR SB GLBL67
2067-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
526000.00
583626.22
AMERICAN FINANCIAL GROUP, INC
2019-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83000.00
102521.30
AMERICAN HONDA FIN CORP MTN FR 2.25%081519
2019-08-15
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3187000.00
3269368.02
AMERICAN INTL GROUP INC
2022-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5153000.00
5721839.67
AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44
2044-09-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
188656.83
AMERIGAS FIN CORP AMERIGAS FIN LLC
2022-05-20
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1050472.22
AMERIPRISE FINL INC SR GLBL NT3.7%24
2024-10-15
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
173164.38
AMGEN IN
2041-11-15
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1217000.00
1360929.18
AMGEN INC
2043-05-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3004000.00
3457230.17
AMGEN INC SR GLBL NT 17
2017-05-15
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2304000.00
2345236.48
AMGEN INC SR NT 5.65%42
2042-06-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1714000.00
2034391.35
ANHUESER-BUSCH INBEV FIN INC
2019-02-01
1.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
3251242.67
ANHUESER-BUSCH INBEV FIN INC
2019-02-01
1.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
822970.80
ANHUESER-BUSCH INBEV FIN INC
2026-02-01
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5809000.00
6099750.13
ANHUESER-BUSCH INBEV FIN INC
2026-02-01
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2536000.00
2662931.03
APPLE COMPUTER, INC.
2021-02-23
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5123000.00
5219030.63
APPLE INC SR NT 3.45%45
2045-02-09
3.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1919000.00
1740193.98
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
123000.00
125498.27
ASTRAZENECA PLC SR GLBL NT 20
2020-11-16
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2866000.00
2938040.49
ASTRAZENECA PLC SR NT 1.95%19
2019-09-18
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1197000.00
1206245.83
AT & T INC
2021-05-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
609191.61
AT & T INC
2021-05-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338000.00
374375.94
AT&T INC SR GLBL NT3.8%22
2022-03-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
254000.00
267913.84
AUSTRALIA & NEW ZEALA BKG 144A SR FL 144A NT 17
2017-06-13
0.892400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
603000.00
601945.59
AUSTRALIA & NEW ZEALA BKG 144A VR 111615-111618
2018-11-16
1.368200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
579141.74
AVIATION CAP GROUP CORP SR NT 144A 16
2016-09-27
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
196058.96
BANK AMER CORP FR 2.25%042120
2020-04-21
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1176000.00
1177681.68
BANK AMER CORP FR 3.875%080125
2025-08-01
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2145000.00
2237252.88
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
1800000.00
1866058.00
BARRICK NORTH AMERICA
2041-05-30
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3625000.00
3178212.70
BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38
2038-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1795000.00
1772963.38
BBCMS TR 2014-BXO
2027-08-16
3.436200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7819377.60
BED BATH & BEYOND INC SR GLBL NT 34
2034-08-01
4.915000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3298000.00
2990203.16
BERKSHIRE HATHAWAY ENERGY CO SR GLBL BD4.5%45
2045-02-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1362000.00
1442194.56
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111943.00
107615.32
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2792.00
2684.06
BPCE GBL NT 144A SUB GLBL 144A 24
2024-07-21
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1165000.00
1198078.88
BRANDYWINE OPER PARTNERSHIP L SR NT 3.95%23
2023-02-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
894948.50
BROOKFIELD RESIDENTIAL PROPERTIES
2025-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15110000.00
13282949.16
BROOKFIELD RESIDENTIAL PROPERTIES
2025-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
712000.00
625907.33
CAPITAL ONE FINANCIAL CORPORATION
2025-10-29
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12385000.00
12741976.99
CAPITAL ONE FINANCIAL CORPORATION
2025-10-29
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
713000.00
733551.04
CAPITAL ONE FINL CORP SR SB NT 6.15%16
2016-09-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6100000.00
6255885.50
CITIGROUP INC
2016-06-09
0.906100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3029000.00
3028405.49
CITIGROUP INC
2036-08-25
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1119135.00
CITIGROUP INC DEP SHS FX/FL Q
2099-01-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5354000.00
5161806.27
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
8396000.00
8388588.20
CMMNWLTH BNK OF AUS
2017-03-24
1.878400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2100000.00
2115802.99
CNA FINL CORP SR GLBL NT4.5%26
2026-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1009970.00
CONSTELLATION ENERGY GROUP
2020-12-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1995000.00
2240757.40
CONSTELLATION ENERGY GROUP
2020-12-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1780000.00
1999272.27
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
2022-02-08
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
661000.00
709718.91
COOPERATIEVE CENTRALE RAIFFEIS SUB NT 4.375%25
2025-08-04
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
947644.53
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20
2020-03-26
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3098000.00
3060768.06
CREDIT SUISSE NEW YORK BRANCH VR 052814-052617
2017-05-26
1.124600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2994066.37
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14881870.00
6264569.29
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118130.00
49727.19
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
19430349.00
17044912.00
DEUTSCHE TELEKOM INTL FIN B V $ NT 9.25%32
2032-06-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
391000.00
613527.22
DEVON FING CORP U L C SR DEB 7.875%31
2031-09-30
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2182000.00
2133818.71
DISCOVERY COMMUNICATIONS LLC
2023-04-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5279000.00
5101836.76
DUKE ENERGY CORP NEW SR NT 3.75%24
2024-04-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4779000.00
5063931.95
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3754027.00
3807180.39
EXXON MOBIL CORP SR GLBL NT 19
2019-03-01
1.708000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4859000.00
4916814.54
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
2000.00
2193.72
FORD MTR CO DEL GLBL DEB 7.4%46
2046-11-01
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
1180164.00
GENERAL ELEC CAPT CORP
2017-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1221000.00
1303136.67
GENERAL ELECTRIC CO
2099-12-31
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4021000.00
4189658.61
GENERAL MTRS CO
2046-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1627000.00
1851192.47
GENERAL MTRS CO
2046-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212000.00
241212.54
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
3531000.00
3375565.38
GENERAL MTRS FINL CO INC SR GLBL NT 16
2016-05-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2127000.00
2153032.12
GENERAL MTRS FINL CO INC SR NT 3.1%19
2019-01-15
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
269969.90
GENERAL MTRS FINL CO INC SR NT 3.45%22
2022-04-10
3.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1131000.00
1127615.48
GOLDCORP INC NEW GLBL BD 3.625%21
2021-06-09
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5837000.00
5938784.31
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
2045-05-22
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2878000.00
2958480.87
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
2045-05-22
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
565380.29
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
4847000.00
4958287.12
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
1129825.00
1155765.78
Goldman Sachs Group Inc.
2045-10-21
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4482000.00
4727394.48
GOLDMAN SACHS GRP INC MTN BE FR 4.8%070844
2044-07-08
4.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390000.00
1467960.47
HCA INC SR SEC NT5.25%25
2025-04-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3660000.00
3872127.50
HCA THE HEALTHCARE COMPANY
2019-10-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1311996.53
HEINZ H J CO SR GLBL 144A 25
2025-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1395000.00
1542645.64
HEWLETT PACKARD ENTERPRISE CO SR 144A NT4.4%22
2022-10-15
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4306000.00
4574723.11
HOME DEPOT INC SR NT 4.875%44
2044-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4671000.00
5542090.90
HSBC BK USA N A GLOBAL FR 7%011539
2039-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
634900.03
HSBC USA INC SR FLT NT 17
2017-06-23
0.924600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
286000.00
284683.10
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
1750000.00
1742130.76
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
100000.00
99550.33
INTESA SANPAOLO S P A SUB-X 144A NT 26
2026-01-15
5.710000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4830000.00
4740135.17
JEFFERIES GROUP INC
2019-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833000.00
957537.20
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
4117755.00
3633064.04
KEYSPAN CORP SR GLBL NT 35
2035-04-01
5.803000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
125613.18
KEYSPAN GAS EAST CORP MTN BE SR 144A NT 41
2041-04-01
5.819000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
36897.15
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4911709.00
4923345.93
LLOYDS BANK PLC SR GLBL FL NT 19
2019-01-22
1.621300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1002257.49
LLOYDS BANKING GROUP PLC
2025-12-10
4.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5042000.00
4962084.30
LLOYDS BK PLC
2019-09-05
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
446000.00
450779.88
M & T BK CORP FIX/FLT PFD SR-E
2049-01-01
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
688000.00
743550.27
MACQUARIE BK LTD SUB 144A NT 25
2025-06-10
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1535000.00
1557904.12
MARRIOTT INTL INC NEW SR GLBL -P NT 25
2025-10-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4208000.00
4393569.29
MASSACHUSETTS ELEC CO SR NT 144A 39
2039-11-15
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
557000.00
683588.77
MC KESSON CORPORATION
2022-12-15
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000.00
38895.09
MEDTRONIC INC SR GLBL NT 22
2022-03-15
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2113.00
METLIFE INC SR NT 4.875%43
2043-11-13
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2698143.75
MGM GRAND INC
2023-03-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5051000.00
5233677.83
MICROSOFT CORP SR NT 3.5%35
2035-02-12
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4895669.44
MICROSOFT CORP SR NT 3.5%35
2035-02-12
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
779000.00
762745.30
MICROSOFT CORPORATION
2045-11-03
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1138000.00
1275930.66
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
5000000.00
5398415.00
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
334590.00
361251.13
MIZUHO BANK LTD. SR FL 144A NT 17
2017-09-25
1.080100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
2196986.02
MIZUHO BANK LTD. SR FL REGS NT 18
2018-03-26
1.270100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1791298.52
MIZUHO FIN GRP CAYMAN 3 SUB GLBL 144A 24
2024-03-27
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4405000.00
4529842.59
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
2157000.00
2249991.86
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
4675000.00
4884271.18
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
3976000.00
4153981.22
MORGAN STANLEY GROUP INC
2017-04-27
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2979000.00
3176482.88
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
250000.00
249967.88
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
NBC UNIVERSAL MEDIA LLC
2043-01-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186000.00
3443124.36
NOBLE HOLD INT LTD SR NT 2.5%17
2017-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5384000.00
5184636.46
NOVARTIS SECURITIES INVESTMENT LTD.
2019-02-10
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7570000.00
8421703.85
OAKS MTG TR SER 2015-2 A-3 20451025 FLT
2045-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4783665.08
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT25
2025-04-01
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000.00
2998.29
ONCOR ELECTRIC DELEVERY LLC
2038-09-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
329000.00
453029.71
ORACLE CORP
2034-07-08
4.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2450000.00
2591987.03
ORACLE CORP SR GLBL NT 25
2025-05-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5121000.00
5281412.48
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
3492000.00
3606620.05
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
2660000.00
2667392.58
PEPSICO INC SR NT 1.25%18
2018-04-30
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1873000.00
1895406.80
PEPSICO INC SR NT 4%42
2042-03-05
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3054356.67
PHARMACIA CORP SR DEB 6.6%28
2028-12-01
6.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
566000.00
769697.74
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
2447736.00
2460280.65
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
POPULAR INC
2019-07-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4472000.00
4427280.00
POPULAR INC
2019-07-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2446000.00
2421540.00
PPL CAPITAL FUNDING, INC
2044-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
22441.28
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
874000.00
1048258.12
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
722000.00
865952.36
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5186000.00
5827155.27
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3926000.00
4411379.02
RESONA BANK LIMITED
2099-10-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102572.50
REYNOLDS AMERICAN INC SR GLBL NT 45
2045-08-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1486000.00
1812377.61
RIO TINTO FIN USA PLC SR NT 3.5%22
2022-03-22
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10353000.00
10385456.65
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
18461060.00
18612842.74
SANTANDER UK GROUP HLDGS PLC
2045-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9023000.00
8453107.32
SANTANDER UK GROUP HLDGS PLC
2045-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
217000.00
203294.28
SANTANDER UK PLC
2023-11-07
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4101000.00
4246667.52
SCHLUMBERGER HLDGS CORP SR 144A NT 4%25
2025-12-21
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3926000.00
4100868.40
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3849712.31
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13392630.00
10463871.25
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2758757.00
2155459.99
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3370791.07
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4691599.00
3162880.01
SHELLPOINT ASSET FDG TR
2043-07-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4504774.00
3082018.16
SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT
2045-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4446884.00
4192500.67
SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT
2045-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553116.00
521475.08
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000.00
28021.25
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4554750.00
4605468.66
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4995948.33
STANDARD CHARTERED PLC SR GLBL 144A 17
2017-09-08
0.973500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2975735.88
STANDARD CHARTERED PLC SR GLBL 144A 17
2017-09-08
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1365000.00
1352958.43
STANFORD LELAND JUNIOR UNIVERSITY BOARD OF TRUSTEE
2042-05-01
4.013000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
118798.98
STARWOOD HOTELS RESORTS WORLWIDE
2023-02-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2736000.00
2758580.36
SUMITOMO MITSUI FINL GRP INC GLBL REGS BD 24
2024-04-02
4.436000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1058046.78
SUNTRUST PREF CPTL I
2049-01-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
609000.00
449458.92
TIFFANY & CO SR GLBL NT3.8%24
2024-10-01
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
1840888.35
TIME INC NEW SR 144A NT 22
2022-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4900000.00
4466418.06
TIME WARNER INC
2040-03-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
1150881.33
TIME WARNER INC SR NT 3.4%22
2022-06-15
3.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69000.00
72207.20
UBS AG STAMFORD BRH SB FR 5.875%16
2016-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2752000.00
2824935.64
UBS-BARCLY COML MTG TR 2012-C4 C 20451212 FLT
2045-12-12
4.345900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4467416.00
4482619.10
UNITEDHEALTH GROUP INC NT 6.5%37
2037-06-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
408422.67
UNITEDHEALTH GROUP INC SR GLBL NT 16
2016-11-15
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
1343673.67
UNITEDHEALTH GROUP INC SR GLBL NT 45
2045-07-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1130000.00
1311057.39
UNITEDHEALTH GROUP INC COM
2021-11-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1258000.00
1357004.60
UNITEDHEALTH GROUP INC SR GLBL NT 21
2021-03-15
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3898000.00
3927176.53
UNITEDHEALTH GROUP INC SR GLBL NT1.7%19
2019-02-15
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4925000.00
4967749.00
VERIZON COMMUNICATIONS INC SR GLBL NT 54
2054-08-21
5.012000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1747000.00
1755872.82
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
3173000.00
3306715.51
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
4.00
0.41
Wells Fargo & Company
2049-01-01
7.980000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2937000.00
3052061.87
WELLS FARGO CO
2043-11-02
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3433219.59
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
2198000.00
2327921.34
WELLS FARGO CO MTN BE FR 4.65%110444
2044-11-04
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3204000.00
3336925.95
WELLS FARGO CO MTN BE VR 060314-060217
2017-06-02
0.933100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4050000.00
4039881.74
WEST CLO 2014 1 LTD WEST CLO 2014 1 LLC
2026-07-18
2.099600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29809848.00
29159621.35
WEST CLO 2014 1 LTD WEST CLO 2014 1 LLC
2026-07-18
2.099600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2690152.00
2631473.12
WESTPAC BKG CORP SR GLBL FL BD 18
2018-07-30
1.358100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25011.78
WINWATER MTG LN TR 2015-4 A-7 20450620 FLT
2045-06-20
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5111442.22
XTO ENERGY INC
2036-04-01
6.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183000.00
243651.69
First Tier Security
N/A
N/A
2016-06-29
2016-06-29
N
N
N
509000000.00
509000000.00
0.0126
Y
509023993.10
509023993.10
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.769600%
48125LGG1
Other Note
N
First Tier Security
N/A
N/A
2016-04-18
2016-09-16
N
N
N
110000000.00
110000000.00
0.0027
N
109998460.00
109998460.00
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
95000000.00
95000000.00
0.0024
N
94969505.00
94969505.00
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH 0.500000%
51489KXM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
N
200000000.00
200000000.00
0.0050
N
200002942.00
200002942.00
Lloyds Bank PLC
LLOYDS BANK PLC 0.631200%
53943RF20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
225000000.00
224755875.00
0.0056
N
224808637.50
224808637.50
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
251000000.00
250197636.67
0.0062
N
250296647.80
250296647.80
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
88000000.00
88000000.00
0.0022
N
88001637.68
88001637.68
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GLY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
45000000.00
45000000.00
0.0011
N
45029331.45
45029331.45
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.641200%
55607KE28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
138000000.00
137923946.67
0.0034
N
137951424.00
137951424.00
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
1000000.00
998582.50
0.0000
N
998947.70
998947.70
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000%
06399U000_0.3000_M160401_2M49
0000065100
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-02-01
2.500000
Government Agency Debt
52123546.00
47380000.64
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
46000000.00
46000000.00
0.0011
N
46000000.00
46000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
921ACQ004_0.9600_M160505_2M49
0000065100
Other Repurchase Agreement
N
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56298895.00
64237086.58
LSTAR SECS INVEST LTD 2015-9 B 20201001 FLT
2020-10-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133148473.00
116206599.56
LSTAR SECS INVT LTD 2016 1
2021-01-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
251879037.00
163406314.46
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
299000000.00
299000000.00
0.0074
Y
298999073.10
298999073.10
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
19000000.00
18997677.78
0.0005
N
18997735.20
18997735.20
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
38000000.00
37994426.67
0.0009
N
37994619.20
37994619.20
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.611100%
59157TFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
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
30961129.45
0.0008
N
30966095.30
30966095.30
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.560800%
59157TFF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
117031000.00
116894463.83
0.0029
N
116900545.54
116900545.54
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.550700%
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
8000000.00
7989366.66
0.0002
N
7988892.80
7988892.80
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
57000000.00
56920754.17
0.0014
N
56915514.60
56915514.60
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
12000000.00
12000000.00
0.0003
N
12000494.52
12000494.52
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.680000%
60682AF35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
60000000.00
60000000.00
0.0015
N
60003102.60
60003102.60
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AG42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
3000000.00
3000000.00
0.0001
N
3001526.13
3001526.13
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AH33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
60000000.00
60000000.00
0.0015
N
60011700.60
60011700.60
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.830000%
60682AH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
191000000.00
191000000.00
0.0047
N
191084748.61
191084748.61
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-08
2016-06-08
N
N
N
179000000.00
179000000.00
0.0044
N
179059071.79
179059071.79
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.620000%
60682AJ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
164000000.00
164000000.00
0.0041
N
164027619.24
164027619.24
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
N
N
N
73000000.00
73000000.00
0.0018
N
73018484.33
73018484.33
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
21000000.00
21000000.00
0.0005
N
21003874.71
21003874.71
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
6000000.00
6000000.00
0.0001
N
6000349.26
6000349.26
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000%
60689DRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
81000000.00
81000000.00
0.0020
N
81039925.71
81039925.71
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.670000%
60689DRY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
50000000.00
50000000.00
0.0012
N
50014430.50
50014430.50
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
N
97000000.00
97000000.00
0.0024
N
97005268.07
97005268.07
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
N
172000000.00
172000000.00
0.0043
N
171999570.00
171999570.00
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160401_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-12-01
4.000000
Government Agency Debt
96510483.00
103000000.24
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWZ24
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
731000000.00
731000000.00
0.0181
N
731000000.00
731000000.00
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
50000000.00
49997791.67
0.0012
N
49998130.00
49998130.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.621000%
6385E0ER0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-25
2016-05-25
N
N
N
100000000.00
99907000.00
0.0025
N
99936140.00
99936140.00
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
338000000.00
338000000.00
0.0084
N
338113267.18
338113267.18
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.570700%
65409RF62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
N
N
Y
Deal Sponsor
COOPERATIEVE RABOBANK UA
N/A
N/A
59000000.00
58938345.00
0.0015
N
58942020.70
58942020.70
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
411000000.00
410274642.08
0.0102
N
410396939.70
410396939.70
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
19000000.00
19000000.00
0.0005
N
18999848.00
18999848.00
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
127000000.00
126993650.00
0.0032
N
126994107.20
126994107.20
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.470000%
67983TDL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
10000000.00
9997519.44
0.0002
N
9997806.00
9997806.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.510000%
67983TEG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
7000000.00
6995537.50
0.0002
N
6996001.60
6996001.60
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.601000%
67983TEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
29000000.00
28977766.66
0.0007
N
28983000.20
28983000.20
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.853600%
67983TGJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
32500000.00
32417125.00
0.0008
N
32438399.50
32438399.50
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.853600%
67983TJS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
40000000.00
39831888.89
0.0010
N
39836316.00
39836316.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.701600%
67985A4X0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
90000000.00
89821500.00
0.0022
N
89842923.00
89842923.00
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
60000000.00
60000000.00
0.0015
N
60010320.60
60010320.60
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
154000000.00
154000000.00
0.0038
N
154035113.54
154035113.54
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
49000000.00
48999998.45
0.0012
N
49013823.39
49013823.39
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.560800%
69033QFT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
N
50000000.00
49932333.33
0.0012
N
49945980.00
49945980.00
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.470000%
21685VKD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
468000000.00
468000000.00
0.0116
N
468007071.48
468007071.48
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
400000000.00
400000000.00
0.0099
N
400188204.00
400188204.00
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.681300%
76582JE67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
253000000.00
252832738.89
0.0063
N
252885897.00
252885897.00
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
38026000.00
37980706.82
0.0009
N
37987787.67
37987787.67
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.631000%
76582JFU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
21000000.00
20967660.00
0.0005
N
20968745.70
20968745.70
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
0.0019
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
414000000.00
414000000.00
0.0103
N
414016564.14
414016564.14
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
125000000.00
125000000.00
0.0031
N
125046251.25
125046251.25
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
243000000.00
243000000.00
0.0060
N
242962821.00
242962821.00
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
83000000.00
82935167.78
0.0021
N
82958732.40
82958732.40
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
44000000.00
43956916.67
0.0011
N
43971782.80
43971782.80
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.751400%
82124LER9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-25
2016-05-25
N
N
Y
Deal Sponsor
Barclays Bank PLC
N/A
N/A
53000000.00
52940375.00
0.0013
N
52959921.40
52959921.40
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000%
ATD0FWFH3
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
171000000.00
171000000.00
0.0042
N
171000085.50
171000085.50
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
84000000.00
84000000.00
0.0021
N
84009299.64
84009299.64
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.800000%
83050FCZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
201000000.00
201000000.00
0.0050
N
201120823.11
201120823.11
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.480000%
83051H6V3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
112000000.00
112000000.00
0.0028
N
112003305.12
112003305.12
SMITHSONIAN INSTITUTION
SMITHSONIAN INSTITUTION SERIES VRDN 0.480000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
NORTHERN TRUST COMPANY (THE)
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TV87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
1000000.00
1000000.00
0.0000
N
1000262.71
1000262.71
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.610900%
83369BD45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
258000000.00
257986885.00
0.0064
N
257995433.40
257995433.40
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
1000000.00
998255.83
0.0000
N
998441.10
998441.10
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.642100%
8574P1GP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-20
2016-05-20
N
N
N
57000000.00
57000000.00
0.0014
N
57014649.57
57014649.57
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
N
N
N
154000000.00
154000000.00
0.0038
N
154147918.54
154147918.54
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-04-27
N
N
N
75000000.00
75000000.00
0.0019
N
75005685.75
75005685.75
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
100000000.00
100000000.00
0.0025
N
100007371.00
100007371.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.870000%
86563QPZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
121000000.00
121000000.00
0.0030
N
121073545.01
121073545.01
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QRF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
26000000.00
26000000.00
0.0006
N
26012893.66
26012893.66
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
146000000.00
146000000.00
0.0036
N
146068183.46
146068183.46
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
150000000.00
150000000.00
0.0037
N
150069586.50
150069586.50
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
129000000.00
129000000.00
0.0032
N
129028600.59
129028600.59
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
113000000.00
113000000.00
0.0028
N
113024454.33
113024454.33
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QWC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
N
N
N
7000000.00
7000000.00
0.0002
N
7001554.77
7001554.77
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
73000000.00
73000000.00
0.0018
N
73005293.23
73005293.23
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
145000000.00
145000000.00
0.0036
N
145002582.45
145002582.45
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
88000000.00
88000000.00
0.0022
N
87995450.40
87995450.40
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R7M4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
34000000.00
34000000.00
0.0008
N
34000585.14
34000585.14
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563K2R3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-13
2016-05-13
N
N
N
168000000.00
168000000.00
0.0042
N
168043026.48
168043026.48
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3A9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
N
N
N
265000000.00
265000000.00
0.0066
N
265060131.15
265060131.15
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.630000%
86563K3B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
120000000.00
120000000.00
0.0030
N
120030133.20
120030133.20
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
1000000.00
1000000.00
0.0000
N
1000236.41
1000236.41
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
62000000.00
62000000.00
0.0015
N
62008724.02
62008724.02
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
43000000.00
43000000.00
0.0011
N
43000396.03
43000396.03
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.680000%
86563KZ63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
18000000.00
18000000.00
0.0004
N
18002043.18
18002043.18
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.685000%
86563KZ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-28
2016-04-28
N
N
N
129000000.00
129000000.00
0.0032
N
129028536.09
129028536.09
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.813300%
86960JH99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
N
N
N
100000000.00
99707500.00
0.0025
N
99753280.00
99753280.00
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
160000000.00
160000000.00
0.0040
N
160000000.00
160000000.00
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000%
86958DN57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
N
N
N
93000000.00
93001350.79
0.0023
N
93054936.03
93054936.03
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DW32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
149000000.00
149000000.00
0.0037
N
149020474.09
149020474.09
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
61000000.00
61000000.00
0.0015
N
61004624.41
61004624.41
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS REV MULTI FAM HOUSING SERIES 2000B 0.480000%
88033VAB3
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
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.853700%
88602TGK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
132000000.00
131660283.33
0.0033
N
131734600.80
131734600.80
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TH97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
75000000.00
74818541.67
0.0019
N
74801589.75
74801589.75
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000%
89113E4D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
159000000.00
159000000.00
0.0039
N
159000287.79
159000287.79
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
114000000.00
114000000.00
0.0028
N
114009976.14
114009976.14
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
56000000.00
56000000.00
0.0014
N
56003567.76
56003567.76
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
N
N
N
104000000.00
104000000.00
0.0026
N
104090533.04
104090533.04
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
42000000.00
42000000.00
0.0010
N
41998320.00
41998320.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.583000%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-05-27
N
N
N
26000000.00
26000000.00
0.0006
N
26004524.26
26004524.26
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
150000000.00
149979375.00
0.0037
N
149979705.00
149979705.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.590900%
89233GDN3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
50000000.00
49982791.67
0.0012
N
49986955.00
49986955.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.580900%
89233GDU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-28
2016-04-28
N
N
N
31000000.00
30986515.00
0.0008
N
30989391.80
30989391.80
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.580900%
89233GDV5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-29
2016-04-29
N
N
N
58000000.00
57973835.55
0.0014
N
57979346.20
57979346.20
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.570900%
89233GF76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
17000000.00
16981965.83
0.0004
N
16983141.10
16983141.10
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.601200%
89233GGB6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
N
N
N
35000000.00
34941083.33
0.0009
N
34940699.50
34940699.50
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R4K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
85000000.00
85000000.00
0.0021
N
85025390.35
85025390.35
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
192000000.00
192000000.00
0.0048
N
192118158.72
192118158.72
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.670000%
90267R4X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
145000000.00
145000000.00
0.0036
N
145040615.95
145040615.95
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
187000000.00
187000000.00
0.0046
N
187055073.37
187055073.37
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
90000000.00
90000000.00
0.0022
N
89998110.00
89998110.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.641200%
91127PDR9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
35000000.00
34985066.67
0.0009
N
34991274.50
34991274.50
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.681600%
91127PEA5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
14000000.00
13989686.67
0.0003
N
13994213.80
13994213.80
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
70000000.00
69927044.44
0.0017
N
69946051.00
69946051.00
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
120000000.00
119735400.00
0.0030
N
119770980.00
119770980.00
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
200000000.00
199999237.24
0.0050
N
200040800.00
200040800.00
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
200000000.00
199999999.04
0.0050
N
200032400.00
200032400.00
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
170000000.00
170000000.00
0.0042
N
170023630.00
170023630.00
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.600700%
92512LE98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
Y
Deal Sponsor
Natixis SA
N/A
N/A
14000000.00
13991133.33
0.0003
N
13993039.20
13993039.20
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
100000000.00
100000000.00
0.0025
N
99970500.00
99970500.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.804300%
94985HJ21
Other Note
N
First Tier Security
N/A
N/A
2016-06-22
2016-10-21
N
N
N
275000000.00
275000000.00
0.0068
N
274986800.00
274986800.00
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
43000000.00
43000000.00
0.0011
N
43010320.43
43010320.43
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
2000000.00
2000000.00
0.0000
N
2000342.02
2000342.02
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.460000%
94988EKQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
165000000.00
165000000.00
0.0041
N
164990611.50
164990611.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.639900%
94988EM21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-18
2016-05-19
N
N
N
28000000.00
28000000.00
0.0007
N
28006860.28
28006860.28
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.643000%
94988EME5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-05-26
N
N
N
250000000.00
250000000.00
0.0062
N
250066752.50
250066752.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.790500%
94988EN61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-07-07
N
N
N
150000000.00
150000000.00
0.0037
N
150090001.50
150090001.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.788100%
94988ENH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-12
2016-07-12
N
N
N
75000000.00
75000000.00
0.0019
N
75044850.75
75044850.75
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988EPN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
71000000.00
71000000.00
0.0018
N
71029274.01
71029274.01
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
132000000.00
132000000.00
0.0033
N
132039456.12
132039456.12
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
53000000.00
53000000.00
0.0013
N
53008936.33
53008936.33
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
50000000.00
50000000.00
0.0012
N
50008430.50
50008430.50
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
31000000.00
31000000.00
0.0008
N
31007347.31
31007347.31
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
11000000.00
11000000.00
0.0003
N
11002694.01
11002694.01
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
N
N
N
42000000.00
42000000.00
0.0010
N
42010588.62
42010588.62
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
27000000.00
27000000.00
0.0007
N
27003102.57
27003102.57
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
976PDT008_0.3100_M160401_2M49
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
123982200.00
126481185.22
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
124000000.00
124000000.00
0.0031
N
124000000.00
124000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160401_2M49
0000827124
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
3.000000
Government Agency Debt
286000000.00
118280455.97
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
169000000.00
139858038.56
Freddie Mac
2030-08-01
2.500000
Government Agency Debt
150000000.00
145653016.02
Freddie Mac
2035-10-01
3.000000
Government Agency Debt
137000000.00
139221729.13
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
9252002.00
5420995.48
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
116239384.00
117171866.47
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
640000000.00
640000000.00
0.0159
N
640000000.00
640000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
927CYE007_1.1000_M160705_2M49
0000072971
Other Repurchase Agreement
N
AMMC CLO XII LTD
2025-05-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3650000.00
2244523.70
ARES XXIV CLO LTD
2023-10-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2658955.00
AVERY PT III INV LTD
2025-01-18
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1283536.00
CARLYLE HIGH YIEDL PARTNERS VIII LTD
2021-05-21
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
5279344.00
CEDAR FDG II CLO LTD
2025-03-09
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6854400.00
CIFC FDG 2014 LTD
2026-05-24
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6532020.00
DUANE STREET CLO IV LTD
2021-11-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1261659.00
639589.20
JERSEYY ST
2018-10-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
2665458.60
KINGSLAND V LTD KINGSLAND V
2021-07-14
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2785444.00
NORTHWOODS CAP XI LTD
2025-04-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1349812.00
NORTHWOODS CAP XI LTD
2025-04-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
673831.00
OAK HILL ADV RESI TR 2015-NPL2 A-1 20550725 FLT
2055-07-25
3.721400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39913000.00
27957077.92
OCTAGON INVT PARTNERS XII LTD
2023-05-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4025538.00
2774364.56
STANWICH MTG LN CO 2014 NPL1 LLC
2044-03-16
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
27137779.45
TABERNA PREF FDG II 2005-2 C-1 20351105 FLT
2035-11-05
2.320600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
259291.13
US RESIDENTIAL OPPORTUNITY FDIII TR 2015 1
2035-01-27
3.721300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42165394.00
29617911.68
VENTURE XII CLO LTD
2024-02-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
2682598.50
WESTWOOD CDO II
2022-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2542705.00
WHITEHORSE VI LTD
2025-02-03
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6950000.00
4726083.40
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
113000000.00
113000000.00
0.0028
Y
113024961.70
113024961.70
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.400000%
976PTX002_0.4000_M160401_2M49
0000072971
Other Repurchase Agreement
N
AMKOR TECHNOLOGY INC
2021-06-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
14581.25
AMKOR TECHNOLOGY INC
2022-10-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
170953.12
AMSTED INDS INC SUB DI
2024-09-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2603000.00
2508352.03
ASHLAND INC NEW SR GLBL NT 43
2043-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
72822.92
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18749529.00
9390390.95
BELDEN INC SR SB 144A NT 24
2024-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
807310.00
CITIGROUP MTG LN TR 2009-5 4A2 20370325 6.0
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14319668.00
6695385.07
CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 19
2019-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000.00
23391.00
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
991000.00
949653.28
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46367091.00
19806693.42
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.025900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263555.00
491934.57
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
1582063.00
815986.21
CSMC SERIES 2010-7R 1-A-17 20370127 FLT
2037-01-27
8.766300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18738714.00
8662557.95
CWALT INC 2005-70CB A-4 20351225 5.5
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5289000.00
2385614.29
CWALT INC 2006-J4 2-A-13 20360725 6.0
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16327034.00
6846441.80
CWMBS CHL MTG TR 2006-10 1-A-6 20360525 6.0
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4370000.00
2039233.93
DEVON ENERGY CORP NEW SR GLBL NT 25
2025-12-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
283000.00
275994.33
FERRELLGAS PARTNERS L P / SR NT 8.625%20
2020-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
694000.00
676924.71
GENERAL MTRS FINL CO INC
2025-01-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3281000.00
3200236.36
GREAT LAKES DREDGE & DOCK CORP SR NT 7.375%19
2019-02-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
431906.25
ICAHN ENTERPRISES LP/CORP SR GLBL NT 19
2019-03-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2444000.00
2345425.33
ING U S INC
2053-05-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5763266.67
JEFF RESEC TR 2010-R1 1-A2 20370326 FLT
2037-03-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18200000.00
9018999.62
JP MORGAN MTG TR 2014-IVR6 B-5 20440825 FLT
2044-08-25
2.898000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4571764.00
2113041.74
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.025900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9680130.00
4579531.61
LYON WILLIAM HOMES INC SR GLBL NT 19
2019-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
58290.83
NATIONSTAR MORTGAGE LLC
2018-08-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5870000.01
PETROBRAS GLBL FIN B V SR GLBL NT 17
2017-03-17
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
687208.54
PQ CORP SR 144A NT 18
2018-11-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1677000.00
1633328.12
SABINE PASS LIQUEFACTION LL
2025-03-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1365000.00
1313385.94
SAFEWAY INC SR NT 5%19
2019-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
3865.56
SUMMIT MATERIALS LLC SR GLBL NT 23
2023-07-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
48271.53
TARGA RES PARTNERS / TARGA RES SR NT 4.125%19
2019-11-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
480291.67
TARGA RESOURCES PARTNERS LP FINANCE COR
2022-08-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
68293.75
UNIVISION COMMUNICATIONS INC
2025-02-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16387000.00
15961734.60
URS CORP URS FOX US LP
2022-04-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2602000.00
2514182.50
WEATHERFORD INTL LTD SR GLBL NT 6%18
2018-03-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3685000.00
3547426.67
WELLS FARGO MBS 2006-3 A-11 20360325 5.5
2036-03-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4205045.31
YUM BRANDS INC SR GLBL NT 21
2021-11-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
16373.12
YUM BRANDS INC COM
2037-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
7791.78
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
110000000.00
110000000.00
0.0027
N
110000000.00
110000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160406_2M49
0000072971
Other Repurchase Agreement
N
144A JPMRR 2009-12 9A2
2036-05-21
2.849200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7839534.00
6121018.74
BANC AMERICA FDG 2010-R9 2-A-4 20360128 5.5
2036-01-28
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6222841.00
5260318.85
BCAP LLC TRUST 2011-RR1 3A4 20370302 FLT
2037-03-02
5.749600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10560000.00
7495623.33
CENT CLO 23 LTD
2026-04-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
8576010.00
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
17.932700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8027000.00
6008872.92
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
2935685.00
2342324.41
CWALT INC 2005-64CB 1-A-11 20351225 5.5
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2648842.62
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
30831013.00
27152642.32
NRP MTG TR 2013-1 B4 20430725 FLT
2043-07-25
3.317400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8361000.00
6327827.52
SHACKLETON 2014-VI CLO LTD
2026-07-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4153085.00
SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT
2045-09-18
4.458600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10041355.00
8146915.67
TREMAN PK CLO LTD
2027-04-20
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3517832.00
VENTURE XIX CLO LTD
2027-01-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5680493.00
VOLT XXXVI LLC 2015-NPL10 A-1 20450725 FLT
2045-07-25
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19000000.00
16054875.22
WELLS FARGO COML TR 2014-LC16 D 20500817 3.9
2050-08-17
3.938000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22462000.00
16589292.63
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
2047-12-17
3.957000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2788090.67
WELLS FARGO COML TR 2015-C27 D 20480218 3.7
2048-02-18
3.768000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2053379.00
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
2048-05-15
4.138000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
2450164.91
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
2050-04-15
4.365600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
1950340.30
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.251900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12220000.00
8953603.15
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75040454.00
48618017.95
WFCG COML MTG TR 2015-BXRP G 20291115 FLT
2029-11-15
3.456200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
14430243.43
WFRBS COML MTG TR 2013-C14 E 20460615 3.2
2046-06-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3486502.22
WHITEHORSE IV LTD
2020-01-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
816314.00
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
184000000.00
184000000.00
0.0046
N
183997994.40
183997994.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160407_2M49
0000072971
Other Repurchase Agreement
N
AMER HOMES 4 RENT TR 2015-SFR1 E 20520418 5.6
2052-04-18
5.639000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28250000.00
26875918.43
ARLP SECURITIZATION TR 2015-1 A-1 20550525 FLT
2055-05-25
3.967000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3780029.26
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37229685.00
35141050.03
INVITATION HOMES 2014 SFRS TR
2031-09-18
3.851200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34300000.00
32732479.99
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
4.186200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8299000.00
7898606.17
PROGRESS RESIDENTIAL 2015 SFR3TR
2032-11-12
6.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
361909.00
346327.74
VOLT XXII LLC 2015-NPL4 A-2 20550225 FLT
2055-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
1337149.27
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
94000000.00
94000000.00
0.0023
N
93998693.40
93998693.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160405_2M49
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
65521089.00
68644538.18
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
66000000.00
66000000.00
0.0016
N
65998838.40
65998838.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160407_2M49
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
69480461.00
72804813.33
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
70000000.00
70000000.00
0.0017
N
70000000.00
70000000.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.833500%
9612C0J26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
N
N
N
70000000.00
69751461.11
0.0017
N
69776371.00
69776371.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.650500%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-07-05
N
N
N
74000000.00
73996359.66
0.0018
N
74016872.74
74016872.74
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.645300%
96121TF29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-08-03
N
N
N
350000000.00
350000000.00
0.0087
N
350024503.50
350024503.50
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.830000%
96121TN38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
N
N
N
100000000.00
100000000.00
0.0025
N
100032791.00
100032791.00
YAVAPAI CNTY ARIZ INDL DEV AUTH
YAVAPAI CNTY ARIZ INDL DEV AUTH REV IDB & PCR SERIES 2015 0.550000%
98521YAB5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
Bank of Nova Scotia
N/A
N/A
Y
Bank of Nova Scotia
N/A
N/A
N
13000000.00
13000000.00
0.0003
N
13000000.00
13000000.00