0001145549-16-014082.txt : 20160506
0001145549-16-014082.hdr.sgml : 20160506
20160506165211
ACCESSION NUMBER: 0001145549-16-014082
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160430
FILED AS OF DATE: 20160506
DATE AS OF CHANGE: 20160506
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-MFP1
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 161628859
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-04-30
0000857156
S000004505
2
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
084-00896
N
N
N
Prime
Y
40
55
4799759367.50
4464145912.85
4142357958.44
5002792311.36
5211803808.27
8341436922.34
7934223882.71
7802298189.60
7582230809.37
7632475575.25
0.2051
0.1940
0.1832
0.2242
0.2354
0.3565
0.3448
0.3450
0.3397
0.3447
0.19
22133389647.80
22129537362.95
15006486.19
3536969.47
22141006879.86
22139503551.97
1.0000
0.0060
1.0002
1.0002
1.0002
1.0002
1.0002
C000012379
1.00
4977834762.86
4977498488.63
1.0002
1.0002
1.0002
1.0002
1.0002
315549996.74
344329716.22
286829196.88
343686616.33
280700775.77
326033676.94
251348846.88
363347847.56
233856743.46
272035285.92
1113726585.74
1377319642.95
0.0001
Y
Investment Advisor and its affiliates Contractual 372,860 Investment Advisor and its affiliates Voluntary 180,099
C000012380
1.00
17163172117.00
17162005063.34
1.0002
1.0002
1.0002
1.0002
1.0002
1310710296.48
1386067407.33
1030043517.59
1362367997.21
1000285007.97
1353418111.59
1128262834.25
1316983836.32
918784164.97
1045911228.00
4327611664.48
5403092292.47
0.0004
Y
Investment Advisor and its affiliates Contractual 2,294,634
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBU5
0000931061
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
Y
Santander UK Plc
N/A
N/A
1.0000
N
0.0034
3000237.03
3000237.03
3000237.03
0.0001
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.920000%
00279JCQ3
0000931061
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
Y
Santander UK Plc
N/A
N/A
1.0000
N
0.0067
7006637.47
7006637.47
7006637.47
0.0003
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.290000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.29_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
2029-09-15
0.00
696000.00
473099.04
Agency Debentures and Agency Strips
Freddie Mac
2027-08-15
0.00
2112000.00
1561570.56
Agency Debentures and Agency Strips
Fannie Mae
2025-03-15
0.00
11794000.00
9525424.10
Agency Debentures and Agency Strips
Fannie Mae
2027-01-15
0.00
163.00
120.48
Agency Debentures and Agency Strips
Fannie Mae
2017-06-01
0.00
5710000.00
5662207.30
Agency Debentures and Agency Strips
Fannie Mae
2030-11-15
0.00
2400000.00
1555584.00
Agency Debentures and Agency Strips
Fannie Mae
2030-05-15
0.00
725000.00
480689.50
Agency Debentures and Agency Strips
Fannie Mae
2030-01-15
7.125000
1000.00
670.43
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2018-01-02
1.020000
1271000.00
1275327.76
Agency Debentures and Agency Strips
Freddie Mac
2028-11-15
0.00
800000.00
562216.00
Agency Debentures and Agency Strips
Fannie Mae
2029-03-15
0.00
13107000.00
9082757.79
Agency Debentures and Agency Strips
Freddie Mac
2029-12-14
0.00
21689000.00
14524038.85
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2035-06-01
3.720000
75000.00
76198.75
Agency Debentures and Agency Strips
Freddie Mac
2017-04-20
0.443800
505000.00
504838.87
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2016-08-01
0.419000
500000.00
500252.94
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2030-02-08
3.280000
1491000.00
1517614.35
Agency Debentures and Agency Strips
Fannie Mae
2027-09-15
0.00
1825000.00
1344915.50
Agency Debentures and Agency Strips
Freddie Mac
2023-12-07
2.320000
500000.00
502790.56
Agency Debentures and Agency Strips
Freddie Mac
2017-05-25
0.750000
275000.00
274994.50
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2029-12-21
3.350000
3255000.00
3309166.82
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2018-02-01
0.680000
5000000.00
5011861.11
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2016-05-04
1.720000
2999000.00
3024164.94
Agency Debentures and Agency Strips
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0029
59000000.00
59000000.00
59000000.00
0.0027
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.290000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.29_0503
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-09-15
0.875000
100.00
100.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-15
0.875000
2663200.00
2679979.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-15
1.000000
6900.00
6937.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-08-15
4.750000
100.00
106.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
1.375000
2833700.00
2876876.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-31
1.375000
90515000.00
91707337.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-05
0.00
627000.00
625238.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-06-16
0.00
4104400.00
4103451.88
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0029
100000000.00
100000000.00
100000000.00
0.0045
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.30_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-04-30
2.000000
16717600.00
16884693.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.750000
100.00
102.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
2.000000
700.00
723.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-08-31
0.625000
100.00
100.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-15
2.500000
600.00
639.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-08-15
2.125000
400.00
416.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
1.000000
9994000.00
10067922.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
0.750000
47901000.00
48013688.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-30
2.000000
50000.00
52021.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-30
1.625000
15431000.00
15790036.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-11-15
2.750000
300.00
327.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-15
1.625000
100.00
101.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.250000
5800.00
5871.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
18097800.00
18768832.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-31
0.500000
768000.00
767379.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-30
1.375000
2000.00
2032.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-31
1.000000
6628200.00
6680136.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-15
0.875000
14448900.00
14544412.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-15
2.000000
100.00
104.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-11-10
0.00
200.00
199.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-09-08
0.00
300.00
299.72
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
128998735.80
128998735.80
128998735.80
0.0058
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.30_0506
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2015-167 HM
549300M8ZYFG0OCMTT87
2044-02-20
3.000000
1000.00
970.35
Agency Collateralized Mortgage Obligation
04.500 FGPC A92275 G
2040-05-01
4.500000
21414095.00
9165318.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW3268
2044-05-01
4.500000
9930658.00
8631318.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5453
2045-07-01
3.500000
3816139.00
3842672.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0225
2043-08-01
4.000000
11750000.00
9228762.13
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3886
2042-10-01
3.500000
11000000.00
9298131.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL3153
2042-09-01
4.000000
13437206.00
8799510.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD7766
2040-07-01
4.500000
20028482.00
8608159.10
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2444
2026-03-01
3.500000
22062146.00
9022701.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC2477
2046-03-01
4.000000
8596329.00
9248925.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC0297
2046-03-01
4.500000
7923831.00
8788834.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIAY0747
2030-02-01
3.000000
9073092.00
8558938.64
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.500000
15500000.00
9284703.32
Agency Mortgage-Backed Securities
Freddie Mac
2044-10-01
4.500000
10211702.00
9174913.79
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.500000
5580005.00
2746149.00
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2016-05-06
N
N
N
0.0030
110000000.00
110000000.00
110000000.00
0.0050
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.310000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.31_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CRAB5519
2042-07-01
3.500000
13466573.00
10902599.32
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO9403
2042-07-01
3.500000
14785385.00
10936378.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL5851
2029-10-01
3.500000
11375335.00
9806350.64
Agency Mortgage-Backed Securities
04.500 FGPC Q36241 G
2045-09-01
4.500000
10596446.00
10853915.87
Agency Mortgage-Backed Securities
03.000 FGPC J16678 G
2026-09-01
3.000000
23897671.00
10947429.78
Agency Mortgage-Backed Securities
04.000 FGPC G08651 G
2045-06-01
4.000000
8099455.00
7913326.56
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0031
59000000.00
59000000.00
59000000.00
0.0027
N
Y
Y
N
BPCE SA
BPCE SA 0.000000%
05571BF16
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0039
49982265.00
49982265.00
49982265.00
0.0023
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BF99
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0039
68969198.40
68969198.40
68969198.40
0.0031
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
2016-07-22
N
N
N
0.0056
50033990.50
50033990.50
50033990.50
0.0023
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH90
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0057
53036188.93
53036188.93
53036188.93
0.0024
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NK39
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0062
32021165.12
32021165.12
32021165.12
0.0014
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.810000%
06053PMX2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0064
50022200.50
50022200.50
50022200.50
0.0023
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0065
57021318.57
57021318.57
57021318.57
0.0026
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.760000%
06053PNU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0067
10002660.10
10002660.10
10002660.10
0.0005
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.30_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC002BH R16F002
2045-07-25
2.700000
67294590.00
66390207.42
Agency Collateralized Mortgage Obligation
Freddie Mac
2040-08-15
3.000000
15429857.00
16009793.32
Agency Collateralized Mortgage Obligation
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
80000000.00
80000000.00
80000000.00
0.0036
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.662800%
06417GAA6
CA06417GAA63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-16
2016-07-15
2016-07-15
N
N
N
0.0055
7001743.07
7001743.07
7001743.07
0.0003
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.850000%
06417GDP0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0060
57038435.67
57038435.67
57038435.67
0.0026
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.778900%
06417GEQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-08-23
2016-08-23
N
N
N
0.0065
174069949.74
174069949.70
174069949.70
0.0079
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.920000%
06417GGW2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0089
7000987.77
7000987.77
7000987.77
0.0003
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.667200%
06417H6Y7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-16
2016-07-14
2016-07-14
N
N
N
0.0055
123031243.23
123031243.20
123031243.20
0.0056
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JEG3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
2016-05-16
N
N
N
0.0040
167968348.80
167968348.80
167968348.80
0.0076
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKA4
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
2016-05-19
N
N
N
0.0026
108023069.88
108023069.90
108023069.90
0.0049
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.777300%
06427EVK4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-09-02
2016-09-02
N
N
N
0.0067
200071002.00
200071002.00
200071002.00
0.0090
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.650000%
06427EXH9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0046
75728312.56
75728312.56
75728312.56
0.0034
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EXT3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0043
42007762.02
42007762.02
42007762.02
0.0019
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.650000%
06427EYN5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0048
77028652.47
77028652.47
77028652.47
0.0035
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427EZJ3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
107021647.17
107021647.20
107021647.20
0.0048
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.650000%
06538MCA5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-13
2016-07-13
2016-07-13
N
N
N
0.0056
1000193.51
1000193.51
1000193.51
0.0000
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.850000%
06538MNC9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0062
135078733.35
135078733.40
135078733.40
0.0061
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MQY8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0068
27013365.27
27013365.27
27013365.27
0.0012
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MRC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0068
57027941.97
57027941.97
57027941.97
0.0026
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.730000%
06538MYN3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-29
N
N
N
0.0071
14000896.14
14000896.14
14000896.14
0.0006
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0069
193121669.13
193121669.10
193121669.10
0.0087
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2T4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
N
N
0.0046
100027531.00
100027531.00
100027531.00
0.0045
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEJ3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0042
35991925.20
35991925.20
35991925.20
0.0016
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LE28
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0040
12999572.30
12999572.30
12999572.30
0.0006
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LE44
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0040
81995440.80
81995440.80
81995440.80
0.0037
N
N
Y
N
BRECKENRIDGE TERRACE LLC
BRECKENRIDGE TERRACE LLC SERIES VRDN 0.480000%
106538AB7
US106538AB78
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2039-05-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0048
1000000.00
1000000.00
1000000.00
0.0000
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EE47
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0026
37998616.80
37998616.80
37998616.80
0.0017
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EF20
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0042
44982319.50
44982319.50
44982319.50
0.0020
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12622UF76
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0043
100953065.30
100953065.30
100953065.30
0.0046
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.677700%
13606ADD7
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-31
2016-06-28
2016-06-28
N
N
N
0.0051
77022099.77
77022099.77
77022099.77
0.0035
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.676500%
13606AJP4
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
2016-05-26
N
N
N
0.0042
60011760.60
60011760.60
60011760.60
0.0027
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.540000%
13606ATV0
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
N
N
0.0048
268024417.48
268024417.50
268024417.50
0.0121
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.606500%
13606YA22
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-10
2016-06-10
2016-06-10
N
N
N
0.0046
182006371.82
182006371.80
182006371.80
0.0082
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JFH8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-17
2016-06-17
2016-06-17
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0049
14989996.50
14989996.50
14989996.50
0.0007
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BEJ0
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0036
87983376.80
87983376.80
87983376.80
0.0040
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BF91
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0043
49975285.00
49975285.00
49975285.00
0.0023
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.640000%
17304U4W7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
N
N
0.0043
150040501.50
150040501.50
150040501.50
0.0068
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.580000%
17304U5F3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
2016-05-11
N
N
N
0.0034
75006068.25
75006068.25
75006068.25
0.0034
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17304U5G1
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0041
171041930.91
171041930.90
171041930.90
0.0077
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CKH5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0086
34857357.50
34857357.50
34857357.50
0.0016
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.564700%
20272AME3
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
2016-05-12
N
N
N
0.0038
25001650.25
25001650.25
25001650.25
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.647000%
20272ANZ5
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-27
2016-06-27
2016-06-27
N
N
N
0.0050
50011850.50
50011850.50
50011850.50
0.0023
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.645200%
20272APA8
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-31
2016-06-29
2016-06-29
N
N
N
0.0051
100023101.00
100023101.00
100023101.00
0.0045
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.649000%
20272APD2
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-07-08
2016-07-08
N
N
N
0.0053
208047010.08
208047010.10
208047010.10
0.0094
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.310000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.31_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2015-151 BW
549300M8ZYFG0OCMTT87
2045-10-20
6.500000
76671082.00
87321554.21
Agency Collateralized Mortgage Obligation
GNMI SP 783987 X
2041-08-15
5.000000
31600318.00
26012265.42
Agency Mortgage-Backed Securities
GNII SF MA3596 M
2046-04-20
3.000000
104919825.00
108955810.88
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0031
215000000.00
215000000.00
215000000.00
0.0097
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0052
73017652.13
73017652.13
73017652.13
0.0033
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.480000%
21684BV27
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
2016-05-27
N
N
N
0.0042
216509766.32
216509766.30
216509766.30
0.0098
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.705000%
21684BY32
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0059
58017626.78
58017626.78
58017626.78
0.0026
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0064
250126127.50
250126127.50
250126127.50
0.0113
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.865000%
21685VNL9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0087
21999091.40
21999091.40
21999091.40
0.0010
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.600000%
22534HFL0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-20
2016-06-20
2016-06-20
N
N
N
0.0045
238050720.18
238050720.20
238050720.20
0.0108
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000%
22549VC84
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-27
2016-09-27
2016-09-27
N
N
N
0.0086
5002931.05
5002931.05
5002931.05
0.0002
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
N
N
0.0069
42018472.02
42018472.02
42018472.02
0.0019
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0067
175105141.75
175105141.80
175105141.80
0.0079
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.280000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.28_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-03-31
1.625000
79045000.00
80734685.85
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
79149444.00
79149444.00
79149444.00
0.0036
N
Y
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0F72
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0038
198917434.90
198917434.90
198917434.90
0.0090
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0058
115078960.15
115078960.20
115078960.20
0.0052
N
N
N
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F6E63
0001142175
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2016-05-06
N
N
N
0.0036
54996095.00
54996095.00
54996095.00
0.0025
N
N
Y
N
EAGLE CNTY COLO
EAGLE CNTY COLO MULTI FAM HOUSING REV SERIES 1999 B 0.480000%
269476AD9
US269476AD92
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2039-05-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0048
2410000.00
2410000.00
2410000.00
0.0001
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AE54
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0033
24998607.50
24998607.50
24998607.50
0.0011
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000%
34959TDX1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0038
34002026.74
34002026.74
34002026.74
0.0015
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEB8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0044
61012121.31
61012121.31
61012121.31
0.0028
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEC6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0044
85018088.85
85018088.85
85018088.85
0.0038
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JE34
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
35998675.20
35998675.20
35998675.20
0.0016
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JE42
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
23998893.60
23998893.60
23998893.60
0.0011
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JE59
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
23998663.20
23998663.20
23998663.20
0.0011
N
N
Y
N
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.440000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2049-12-01
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
1.0000
7
N
N
N
0.0044
2015000.00
2015000.00
2015000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LE27
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0033
119996700.00
119996700.00
119996700.00
0.0054
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LE35
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0033
119995584.00
119995584.00
119995584.00
0.0054
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LE43
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
N
N
0.0033
119994468.00
119994468.00
119994468.00
0.0054
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LE50
3C7474T6CDKPR9K6YT90
US36960LE507
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0033
59996658.00
59996658.00
59996658.00
0.0027
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.280000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.28_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
2042-10-01
3.000000
31042048.00
22208662.55
Agency Mortgage-Backed Securities
Fannie Mae
2043-06-01
3.000000
10290187.00
8391338.13
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
30000000.00
30000000.00
30000000.00
0.0014
N
Y
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.280000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.28_0504
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AS9197 C
2046-04-20
3.500000
7763575.00
8276531.65
Agency Mortgage-Backed Securities
GNII SF AA6142 C
2043-03-20
3.500000
1050595.00
861265.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2718
2044-06-01
4.000000
17416556.00
14945287.13
Agency Mortgage-Backed Securities
FNMS 03.000 CIAQ4133
2028-10-01
3.000000
18874483.00
14794204.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ2574
2042-02-01
4.000000
5044664.00
3127807.03
Agency Mortgage-Backed Securities
04.500 FGPC Q26374 G
2044-05-01
4.500000
4944103.00
3885565.86
Agency Mortgage-Backed Securities
04.000 FGPC Q23669 G
2043-12-01
4.000000
8014136.00
6671269.25
Agency Mortgage-Backed Securities
GNMA
2044-10-20
4.500000
8568891.00
5578068.79
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
N
N
0.0028
56999629.50
56999629.50
56999629.50
0.0026
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 0.804000%
40428AV53
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-09-01
2016-09-01
N
N
N
0.0067
25011775.25
25011775.25
25011775.25
0.0011
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.785900%
40428AX85
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-13
2016-10-13
2016-10-13
N
N
N
0.0077
91009464.91
91009464.91
91009464.91
0.0041
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.654000%
40433FFP9
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-08-01
2016-08-01
N
N
N
0.0060
11001804.11
11001804.11
11001804.11
0.0005
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.654000%
40433FFW4
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-06-01
2016-06-01
N
N
N
0.0043
183037699.83
183037699.80
183037699.80
0.0083
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.792300%
40433FGG8
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-08-04
2016-08-04
N
N
N
0.0060
110056211.10
110056211.10
110056211.10
0.0050
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PL12
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0087
63710995.20
63710995.20
63710995.20
0.0029
N
N
N
N
HSBC USA INC
HSBC USA INC 0.797700%
40434WAS0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-11-01
2016-11-01
N
N
N
0.0080
12000000.00
12000000.00
12000000.00
0.0005
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0ET1
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
2016-05-27
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0043
54981734.50
54981734.50
54981734.50
0.0025
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0F78
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0046
9995006.00
9995006.00
9995006.00
0.0005
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0G77
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0055
99894200.00
99894200.00
99894200.00
0.0045
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0GR3
US4497W0GR30
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0061
69897317.00
69897317.00
69897317.00
0.0032
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0H27
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0063
35940056.40
35940056.40
35940056.40
0.0016
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0HG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0067
3991837.20
3991837.20
3991837.20
0.0002
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PKC6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0070
47844182.40
47844182.40
47844182.40
0.0022
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PL19
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0087
4980160.00
4980160.00
4980160.00
0.0002
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.290000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.40_0505
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-11-15
2.250000
22489100.00
23587714.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
860600.00
892509.42
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0040
23999776.80
23999776.80
23999776.80
0.0011
N
N
Y
N
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.835100%
48125LMV1
7H6GLXDRUGQFU57RNE97
US48125LMV17
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-07-22
2016-10-21
2016-10-21
N
N
N
0.0089
29992200.00
29992200.00
29992200.00
0.0014
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.390000%
51489KZV3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0048
110998823.40
110998823.40
110998823.40
0.0050
N
N
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RF20
H7FNTJ4851HG0EXQ1Z70
US53943RF208
0001167831
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0043
199918220.00
199918220.00
199918220.00
0.0090
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RHG7
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0064
77849327.40
77849327.40
77849327.40
0.0035
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0070
63033863.13
63033863.13
63033863.13
0.0028
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE28
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0036
26999190.00
26999190.00
26999190.00
0.0012
N
Y
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KFH4
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-17
2016-06-17
2016-06-17
N
N
N
0.0043
90946737.70
90946737.70
90946737.70
0.0041
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TF65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0044
19490922.75
19490922.75
19490922.75
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFE8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0046
46972613.10
46972613.10
46972613.10
0.0021
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFM0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0047
52214151.28
52214151.28
52214151.28
0.0024
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.830000%
60682AH58
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0060
80042112.80
80042112.80
80042112.80
0.0036
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
2016-06-15
N
N
N
0.0046
7002321.97
7002321.97
7002321.97
0.0003
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.640000%
60682AK39
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
2016-05-19
N
N
N
0.0039
12001648.92
12001648.92
12001648.92
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AK70
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
2016-05-26
N
N
N
0.0041
118018940.18
118018940.20
118018940.20
0.0053
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
60682AM45
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
N
N
0.0056
50017900.50
50017900.50
50017900.50
0.0023
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
60682AM52
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
N
N
0.0056
160057281.60
160057281.60
160057281.60
0.0072
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.750000%
60682AP91
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0070
47007473.47
47007473.47
47007473.47
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.740000%
60682AQ66
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-22
2016-08-22
2016-08-22
N
N
N
0.0071
43004076.83
43004076.83
43004076.83
0.0019
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.32_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2024-11-15
2.250000
24964200.00
26183725.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
3074300.00
3240337.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-31
2.250000
20000000.00
21003787.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
2.625000
2599000.00
2727735.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-05-15
2.875000
2795000.00
2944424.23
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0032
55000000.00
55000000.00
55000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000%
60689DRH8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0060
15008484.15
15008484.15
15008484.15
0.0007
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DSZ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
2016-05-19
N
N
N
0.0040
192020757.12
192020757.10
192020757.10
0.0087
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DTH6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0044
11001983.41
11001983.41
11001983.41
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DTM5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0044
26004409.86
26004409.86
26004409.86
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUP6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
N
N
0.0048
7001337.77
7001337.77
7001337.77
0.0003
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVF7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0055
3000428.43
3000428.43
3000428.43
0.0001
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVJ9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0055
68009711.08
68009711.08
68009711.08
0.0031
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.870000%
60689DVR1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0083
91018091.71
91018091.71
91018091.71
0.0041
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0ER0
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-25
2016-05-25
2016-05-25
N
N
N
0.0040
24992760.00
24992760.00
24992760.00
0.0011
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HG1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0055
32945444.40
32945444.40
32945444.40
0.0015
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.650000%
63873FZY7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0039
234057776.94
234057776.90
234057776.90
0.0106
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RF62
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0047
21255426.54
21255426.54
21255426.54
0.0010
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FF26
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0043
74969685.00
74969685.00
74969685.00
0.0034
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FG58
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
106910387.50
106910387.50
106910387.50
0.0048
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FG74
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0045
54952458.00
54952458.00
54952458.00
0.0025
N
N
N
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.530000%
65558LNZ1
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
5000742.05
5000742.05
5000742.05
0.0002
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH41
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0060
9983941.00
9983941.00
9983941.00
0.0005
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LCH0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0036
33000713.13
33000713.13
33000713.13
0.0015
N
N
Y
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.580000%
69033LDJ5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0039
83017405.93
83017405.93
83017405.93
0.0037
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.650000%
69033LDK2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0046
39014009.19
39014009.19
39014009.19
0.0018
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.490000%
69033LDW6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
2016-05-24
N
N
N
0.0036
50004310.50
50004310.50
50004310.50
0.0023
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.000000%
69033QFT0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
N
N
0.0041
66100120.62
66100120.62
66100120.62
0.0030
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JF74
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0047
148923652.40
148923652.40
148923652.40
0.0067
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JFU3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0050
1998316.60
1998316.60
1998316.60
0.0001
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.746600%
78008FBK9
ES7IP3U3RHIGC71XBU11
US78008FBK93
0000352613
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-07-07
2016-09-06
2016-09-06
N
N
N
0.0081
59989080.00
59989080.00
59989080.00
0.0027
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.785100%
78009NVJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-08-31
2016-08-31
N
N
N
0.0067
125042251.25
125042251.30
125042251.30
0.0056
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.788600%
78009NWF9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-10-03
2016-10-03
N
N
N
0.0074
137034114.37
137034114.40
137034114.40
0.0062
N
N
N
N
SANOFI SA
SANOFI SA 0.000000%
8010M2FW7
549300E9PC51EN656011
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
2016-06-30
N
N
N
0.0047
53157030.36
53157030.36
53157030.36
0.0024
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LEH1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
2016-05-17
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0043
141969470.00
141969470.00
141969470.00
0.0064
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LEJ7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0043
25994072.00
25994072.00
25994072.00
0.0012
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LER9
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-25
2016-05-25
2016-05-25
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0045
10996456.90
10996456.90
10996456.90
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFU0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0085
83999118.00
83999118.00
83999118.00
0.0038
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BF92
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0044
35982082.80
35982082.80
35982082.80
0.0016
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TV87
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0036
56001596.56
56001596.56
56001596.56
0.0025
N
N
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TX69
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0038
10000679.10
10000679.10
10000679.10
0.0005
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369TZ67
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0042
40506998.81
40506998.81
40506998.81
0.0018
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LF75
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0047
19989752.00
19989752.00
19989752.00
0.0009
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LG17
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0052
8991889.20
8991889.20
8991889.20
0.0004
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0048
21020580.21
21020580.21
21020580.21
0.0009
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.806300%
8574P1HY5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-18
2016-11-18
2016-11-18
N
N
N
0.0083
42994066.00
42994066.00
42994066.00
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562KHA5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0065
998183.30
998183.30
998183.30
0.0000
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K2R3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-13
2016-05-13
2016-05-13
N
N
N
0.0037
134014660.94
134014660.90
134014660.90
0.0061
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.620000%
86563K3A9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
2016-05-16
N
N
N
0.0038
135015593.85
135015593.90
135015593.90
0.0061
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.620000%
86563K3F8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
2016-05-23
N
N
N
0.0039
74011270.94
74011270.94
74011270.94
0.0033
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.620000%
86563K4A8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0045
7001610.77
7001610.77
7001610.77
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K5S8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0061
4000427.64
4000427.64
4000427.64
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.630000%
86563QA83
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0057
70008925.70
70008925.70
70008925.70
0.0032
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.900000%
86563QK66
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0088
43003311.00
43003311.00
43003311.00
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSE1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0063
100057611.00
100057611.00
100057611.00
0.0045
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QUP3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
2016-05-23
N
N
N
0.0039
59008596.89
59008596.89
59008596.89
0.0027
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0070
195095629.95
195095630.00
195095630.00
0.0088
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000%
86563QZJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0063
119026978.49
119026978.50
119026978.50
0.0054
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.620000%
86563QZR4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0052
79015540.09
79015540.09
79015540.09
0.0036
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.830000%
86958DU91
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0069
85040358.85
85040358.85
85040358.85
0.0038
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DW32
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0044
188027205.48
188027205.50
188027205.50
0.0085
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.650000%
86958DX98
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0052
67018733.87
67018733.87
67018733.87
0.0030
N
N
N
N
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS MULTI FAM HOUSING REV SERIES 2000B 0.480000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2035-07-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0048
2885000.00
2885000.00
2885000.00
0.0001
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TEH2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
2016-05-17
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0043
49989250.00
49989250.00
49989250.00
0.0023
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGK3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0058
17976713.40
17976713.40
17976713.40
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EF76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
2016-05-20
N
N
N
0.0041
24001286.64
24001286.64
24001286.64
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EK21
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0043
95005909.95
95005909.95
95005909.95
0.0043
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0083
50044595.50
50044595.50
50044595.50
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.704700%
89113EM37
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-12
2016-08-12
2016-08-12
N
N
N
0.0072
209993490.00
209993490.00
209993490.00
0.0095
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PG55
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
Total SA
N/A
N/A
1.0000
N
0.0043
104916556.50
104916556.50
104916556.50
0.0047
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GF68
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
N
N
0.0036
99961790.00
99961790.00
99961790.00
0.0045
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GF76
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0036
99960460.00
99960460.00
99960460.00
0.0045
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGB6
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0048
99902870.00
99902870.00
99902870.00
0.0045
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0059
82056343.02
82056343.02
82056343.02
0.0037
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.670000%
90267R4X4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0045
13003114.93
13003114.93
13003114.93
0.0006
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R5D7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
2016-06-13
N
N
N
0.0046
2000540.42
2000540.42
2000540.42
0.0001
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.816500%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-09-08
2016-09-08
N
N
N
0.0082
118997977.00
118997977.00
118997977.00
0.0054
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PF71
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0039
49979040.00
49979040.00
49979040.00
0.0023
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PH53
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0049
71904744.00
71904744.00
71904744.00
0.0032
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.334200%
912828H60
US912828H607
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-05-02
2017-01-31
2017-01-31
N
N
N
0.0030
85020910.00
85020910.00
85020910.00
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.418200%
912828M23
US912828M235
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-05-02
2017-10-31
2017-10-31
N
N
N
0.0034
120137640.00
120137640.00
120137640.00
0.0054
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.320200%
912828WV8
US912828WV86
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-05-02
2016-07-31
2016-07-31
N
N
N
0.0025
95015390.00
95015390.00
95015390.00
0.0043
N
Y
Y
N
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
RCNB6OTYUAMMP879YW96
0001197610
921AAE003_0.48_0503
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SEQUOIA MTG TR 2013-12 B-1 20431225 FLT
2043-12-25
4.254900
559.00
547.72
Private Label Collateralized Mortgage Obligations
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.362400
6.00
0.71
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-4 B-3 20441125 FLT
549300BU8OEB78D7JI24
2044-11-25
3.891100
862.00
835.68
Private Label Collateralized Mortgage Obligations
IMSC 2007-AR1 2A1
2037-06-25
3.015200
8428306.00
1986931.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA2 M-3 20271227 FLT
2027-12-27
4.333000
2847340.00
2893123.65
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.833000
1566.00
801.92
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.333000
5550.00
5198.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
4.433000
2417769.00
2402366.74
Private Label Collateralized Mortgage Obligations
Fannie Mae
2028-04-25
6.133000
9449.00
9894.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-2 20250527 FLT
2025-05-27
2.385800
419895.00
409870.46
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.135800
4292263.00
4325481.78
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.938800
349347.00
359571.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 2M-1 20241125 FLT
2024-11-25
2.533000
4890000.00
2043456.20
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.433000
252202.00
132364.19
Private Label Collateralized Mortgage Obligations
Fannie Mae
2023-10-25
5.683000
4676036.00
4979554.90
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0048
16999797.70
16999797.70
16999797.70
0.0008
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0603
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.938800
15927817.00
12998772.42
Asset-Backed Securities
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
171367122.00
199751228.18
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-08
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
N/A
N/A
1.0000
35
N
N
N
0.0096
185032097.50
185032097.50
185032097.50
0.0084
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.620000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_0.62_0504
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OOMLT 2006-2 2A3
2036-07-25
0.578800
297000.00
146760.18
Asset-Backed Securities
144A CBASS 2006-MH1 B1
2036-10-25
5.303500
4200000.00
3925959.85
Asset-Backed Securities
CWL 2007-BC2 2A3
2037-06-25
0.678800
3022000.00
2247384.03
Asset-Backed Securities
MORGAN STANLEY FLT 07/34
2034-07-25
3.258800
3000000.00
337642.64
Asset-Backed Securities
HASC 2006-HE1 2A1
2036-10-25
0.488800
200000.00
2329.70
Asset-Backed Securities
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
37501000.00
15470928.11
Asset-Backed Securities
MLMI 2006-AR1 A2D
2037-03-25
0.698800
16323000.00
6563106.59
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
14656000.00
5220375.18
Asset-Backed Securities
RAMP 2005-RS8 M2
2035-09-25
0.938800
5409322.00
3957438.30
Asset-Backed Securities
GSAMP
2036-08-25
0.588800
5398000.00
3244265.95
Asset-Backed Securities
GT 97-4 M1 ASSETBK HOME EQUITY
2029-02-15
7.220000
5300000.00
5122761.08
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2047-08-25
1.788800
5000000.00
3389813.30
Asset-Backed Securities
CWL 2005-1 MV7
2035-07-25
1.688800
4896000.00
3640915.45
Asset-Backed Securities
AMRES 1999-1 M1
2029-11-25
1.688800
4000000.00
791184.90
Asset-Backed Securities
OOMLT 2005-3 M4
2035-08-25
1.058800
4000000.00
1723425.03
Asset-Backed Securities
JPMAC 2005-OPT2 M6
2035-12-25
1.148800
3500000.00
621483.63
Asset-Backed Securities
FFML 2006-FF4 M1
2036-03-25
0.798800
3500000.00
1922037.90
Asset-Backed Securities
SAST 2006-1 M2
2036-03-25
0.933800
3499000.00
1368490.25
Asset-Backed Securities
SAST 2006-1 M3
2036-03-25
1.023800
3499000.00
518694.78
Asset-Backed Securities
RFMS2 2005-HS1 AII
2035-10-25
0.648800
48663537.00
2726425.71
Asset-Backed Securities
MSAC 2004-NC6 M3
2034-07-25
2.613800
6000.00
586.11
Asset-Backed Securities
MSAC 2005-HE3 M6
2035-07-25
1.548800
3000000.00
941571.33
Asset-Backed Securities
BSABS 2006-2 M6
2036-07-25
2.188800
2987000.00
2583100.91
Asset-Backed Securities
RAMC 2006-3 AF3
2036-11-25
5.586000
2510000.00
1276465.86
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2036-04-25
0.878800
2500000.00
2081032.40
Asset-Backed Securities
NSTR 2006-B M2
2036-09-25
0.798800
2000000.00
1110171.91
Asset-Backed Securities
CWL 2006-1 AF5
2036-07-25
4.949600
1873000.00
1523157.76
Asset-Backed Securities
FREMONT HOME FLT 11/35
2035-11-25
0.878800
1690000.00
234380.07
Asset-Backed Securities
ABFC 2005-HE1 M5
2035-03-25
1.488800
682203.00
67340.90
Asset-Backed Securities
CWL 2005-3 MV6
2035-08-25
1.178800
600000.00
450809.92
Asset-Backed Securities
SURF 2005-BC3 M3
2036-06-25
1.038800
477542.00
338235.17
Asset-Backed Securities
ARSI 2004-W9 M6
2034-06-26
4.112400
375000.00
78206.91
Asset-Backed Securities
SABR 2006-OP1 M6
2035-10-25
1.108800
272881.00
139875.91
Asset-Backed Securities
NHELI 2005-FM1 M4
2035-05-25
1.353800
272881.00
95620.19
Asset-Backed Securities
CARR 2006-OPT1 M3
2036-02-25
0.808800
3000000.00
888591.53
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
Credit Suisse AG
N/A
N/A
1.0000
N
0.0062
64999857.00
64999857.00
64999857.00
0.0029
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.280000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.28_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-10-31
1.375000
28038900.00
28375176.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.625000
41837300.00
42771838.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-31
2.000000
32400000.00
33452031.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-15
0.625000
11226900.00
12417921.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-15
2.500000
27618200.00
33121251.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
28278400.00
30284217.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
2754600.00
2831206.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.125000
4800000.00
5005226.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-15
2.125000
199000.00
238065.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-15
1.625000
859900.00
1019632.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-02-15
3.625000
3557900.00
4283460.79
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
190000000.00
190000000.00
190000000.00
0.0086
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.290000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.29_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBBC6363
2046-03-01
2.457000
9737531.00
9867681.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC5998
2046-05-01
3.000000
5158441.00
5300495.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC2733
2046-05-01
3.000000
12102181.00
12435454.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6922
2046-04-01
3.500000
6854828.00
7181002.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6945
2046-04-01
3.500000
32283660.00
33859046.12
Agency Mortgage-Backed Securities
GNMA
2045-09-20
4.000000
11570879.00
11309608.86
Agency Mortgage-Backed Securities
Fannie Mae
2027-11-01
2.500000
12637688.00
8269473.16
Agency Mortgage-Backed Securities
Fannie Mae
2045-11-01
3.500000
5722408.00
5862672.87
Agency Mortgage-Backed Securities
Fannie Mae
2045-04-01
2.368000
9774715.00
7864132.39
Agency Mortgage-Backed Securities
Fannie Mae
2042-05-01
2.817000
24473577.00
13263805.55
Agency Mortgage-Backed Securities
Fannie Mae
2044-09-01
2.919000
14903396.00
10684564.94
Agency Mortgage-Backed Securities
Fannie Mae
2043-02-01
2.193000
1186060.00
792062.09
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0029
123000000.00
123000000.00
123000000.00
0.0056
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LE98
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
Y
Natixis SA
N/A
N/A
1.0000
N
0.0041
2999655.90
2999655.90
2999655.90
0.0001
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
0000319432
926VGY002
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0036
192002785.92
192002785.90
192002785.90
0.0087
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.10_0802
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RCO MTG LLC 2016-1 M 20471125 FLT
2047-11-25
5.000000
2135000.00
1971654.47
Asset-Backed Securities
RCO MTG LLC 2015-2 A 20540925 FLT
2054-09-25
4.500000
1210000.00
1116786.61
Asset-Backed Securities
CWABS INC 2005-7 MF-1 20350825 FLT
2035-08-25
5.006000
7500000.00
6927039.17
Asset-Backed Securities
IVY HILL MID MKT CR FD 2014-9 E 20251020 FLT
2025-10-20
6.519600
3000000.00
2797305.00
Asset-Backed Securities
CIFC FDG 2014 III INV LTD
2026-07-22
0.00
3000000.00
2787288.00
Asset-Backed Securities
VOLT XXII LLC 2015-NPL4 A-2 20550225 FLT
2055-02-25
4.250000
1284500.00
1209857.42
Asset-Backed Securities
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
11600000.00
10840169.07
Asset-Backed Securities
AMER RES PROP TR 2014-SFR1 F 20310918 FLT
2031-09-18
4.856200
4000000.00
3768725.67
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
1096650.00
1011028.69
Asset-Backed Securities
ARLP SECURITIZATION TR 2015-1 A-1 20550525 FLT
2055-05-25
3.967000
4000000.00
3741233.04
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
4.741000
5000000.00
4702876.67
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
4.129200
5000000.00
4692412.08
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
3.441000
7417000.00
6902230.53
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
3.782000
14224000.00
13322051.42
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.241200
5031151.00
4745167.38
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-09
Y
WELLS FARGO SECURITIES LLC
N/A
N/A
1.0000
95
N
N
N
0.0110
61015603.80
61015603.80
61015603.80
0.0028
N
N
N
Y
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.580000%
0000008565
927XZA008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0029
100031231.00
100031231.00
100031231.00
0.0045
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.870000%
MP6I5ZYZBEU3UXPYFY54
0001050258
928BWJ009
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0058
232164049.52
232164049.50
232164049.50
0.0105
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000%
0000008565
928CYG001
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0055
50019785.50
50019785.50
50019785.50
0.0023
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000%
0001330437
928DAP005
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0038
109004066.79
109004066.80
109004066.80
0.0049
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.590000%
0000008565
928DGD006
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
2016-05-23
N
N
N
0.0023
9002150.19
9002150.19
9002150.19
0.0004
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.28_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-07-15
2.625000
31998300.00
38689156.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
1.125000
8276300.00
8230699.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
2.750000
1100.00
1144.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-10-20
0.00
100.00
99.82
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
46000000.00
46000000.00
46000000.00
0.0021
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.30_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
2030-11-15
6.625000
15284000.00
23005179.61
Agency Debentures and Agency Strips
Freddie Mac
2042-07-01
3.500000
9753635.00
7923613.28
Agency Mortgage-Backed Securities
Fannie Mae
2044-10-01
2.533000
24923337.00
17058185.13
Agency Mortgage-Backed Securities
Fannie Mae
2044-09-01
2.766000
17554664.00
15528628.29
Agency Mortgage-Backed Securities
Fannie Mae
2043-06-01
2.131000
17354099.00
6372088.29
Agency Mortgage-Backed Securities
Fannie Mae
2041-11-01
2.713000
50495789.00
12743596.42
Agency Mortgage-Backed Securities
Fannie Mae
2044-02-01
2.985000
10200320.00
5502242.15
Agency Mortgage-Backed Securities
Fannie Mae
2043-12-01
2.465000
19619524.00
12447149.37
Agency Mortgage-Backed Securities
Fannie Mae
2040-09-01
4.500000
1000.00
178.08
Agency Mortgage-Backed Securities
Fannie Mae
2022-09-01
5.000000
1175.00
106.46
Agency Mortgage-Backed Securities
Fannie Mae
2035-08-01
4.000000
2799250.00
2862733.49
Agency Mortgage-Backed Securities
Fannie Mae
2019-08-01
4.000000
1051.00
89.24
Agency Mortgage-Backed Securities
Fannie Mae
2033-01-01
3.500000
7669697.00
6540720.43
Agency Mortgage-Backed Securities
Fannie Mae
2038-06-01
2.525000
50022650.00
3843268.57
Agency Mortgage-Backed Securities
Freddie Mac
2041-10-20
4.000000
7378646.00
2975031.77
Agency Mortgage-Backed Securities
GNMA
2045-09-20
3.500000
8884002.00
8883204.78
Agency Mortgage-Backed Securities
Freddie Mac
2043-05-20
3.000000
1348.00
1004.21
Agency Mortgage-Backed Securities
GNMA
2042-09-20
3.500000
51526893.00
32735679.66
Agency Mortgage-Backed Securities
Fannie Mae
2044-02-01
2.967000
2967707.00
1654421.93
Agency Mortgage-Backed Securities
Fannie Mae
2027-06-01
2.500000
1733572.00
1025608.38
Agency Mortgage-Backed Securities
Fannie Mae
2041-04-01
3.453000
25066141.00
3726744.98
Agency Mortgage-Backed Securities
Fannie Mae
2026-07-01
4.000000
1816672.00
672031.05
Agency Mortgage-Backed Securities
Fannie Mae
2018-11-01
4.500000
3099433.00
127952.40
Agency Mortgage-Backed Securities
Fannie Mae
2033-07-01
6.000000
14393629.00
794302.56
Agency Mortgage-Backed Securities
Fannie Mae
2033-06-01
5.000000
639761.00
32424.98
Agency Mortgage-Backed Securities
Fannie Mae
2033-02-01
6.500000
2224036.00
46158.14
Agency Mortgage-Backed Securities
Fannie Mae
2032-06-01
7.500000
500000.00
66478.33
Agency Mortgage-Backed Securities
Fannie Mae
2034-06-01
4.000000
3017023.00
3095014.25
Agency Mortgage-Backed Securities
Fannie Mae
2038-06-01
2.567000
40007828.00
6907086.65
Agency Mortgage-Backed Securities
Fannie Mae
2036-11-01
6.500000
1325963.00
35547.73
Agency Mortgage-Backed Securities
Fannie Mae
2045-09-01
4.000000
767809.00
817858.53
Agency Mortgage-Backed Securities
Fannie Mae
2036-09-01
6.500000
1936533.00
57205.65
Agency Mortgage-Backed Securities
Fannie Mae
2020-06-01
6.000000
1241556.00
57829.67
Agency Mortgage-Backed Securities
Fannie Mae
2034-09-01
6.000000
1008.00
93.42
Agency Mortgage-Backed Securities
Fannie Mae
2042-03-01
2.475000
34987704.00
15445294.69
Agency Mortgage-Backed Securities
Fannie Mae
2042-02-01
2.582000
40010887.00
11989157.80
Agency Mortgage-Backed Securities
Fannie Mae
2042-02-01
2.658000
49764340.00
15006781.40
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2017-11-30
0.625000
100.00
100.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-31
1.500000
200.00
203.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-06-30
2.500000
52886200.00
54437445.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.875000
4699900.00
4710866.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-31
0.750000
4060000.00
4066348.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-08-15
3.750000
100.00
122.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
8.875000
34002900.00
42128932.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-21
0.00
24428900.00
24416367.97
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
341000000.00
341000000.00
341000000.00
0.0154
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000%
0000008565
928EDG000
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
2016-06-23
N
N
N
0.0036
10004187.10
10004187.10
10004187.10
0.0005
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000%
0000859994
928GHG001
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0057
150048901.50
150048901.50
150048901.50
0.0068
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.620000%
0001142175
928HGE005
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0039
4001038.44
4001038.44
4001038.44
0.0002
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.660000%
0000008565
928HWX005
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0049
49018610.69
49018610.69
49018610.69
0.0022
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000%
0001330437
928WRK006
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0047
1000278.11
1000278.11
1000278.11
0.0000
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.753900%
94985H3V4
KB1H1DSPRFMYMCUFXT09
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-06-15
2016-10-14
2016-10-14
N
N
N
0.0084
54987625.00
54987625.00
54987625.00
0.0025
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.804300%
94985HJ21
KB1H1DSPRFMYMCUFXT09
US94985HJ211
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-06-22
2016-10-21
2016-10-21
N
N
N
0.0083
224991675.00
224991675.00
224991675.00
0.0102
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.687000%
94988EL97
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-27
2016-07-27
2016-07-27
N
N
N
0.0058
130034061.30
130034061.30
130034061.30
0.0059
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQ76
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0070
6001968.66
6001968.66
6001968.66
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQP6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0073
95022287.95
95022287.95
95022287.95
0.0043
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQV3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0074
45012964.95
45012964.95
45012964.95
0.0020
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.840000%
94988ERN0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0074
20006100.20
20006100.20
20006100.20
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.786500%
94988ERR1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-08-26
2016-08-26
N
N
N
0.0066
100040801.00
100040801.00
100040801.00
0.0045
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERV2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0076
7002131.57
7002131.57
7002131.57
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.870000%
94988EUD8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0086
135004618.35
135004618.40
135004618.40
0.0061
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.647400%
9612C4SA0
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-05
2016-07-05
2016-07-05
N
N
N
0.0052
166038513.66
166038513.70
166038513.70
0.0075
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 0.580000%
0001074042
962KFC000
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0036
60003564.60
60003564.60
60003564.60
0.0027
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000%
0001330437
962NNF008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0047
5001565.05
5001565.05
5001565.05
0.0002
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.290000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.29_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-04-30
1.375000
73386900.00
74461814.46
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0029
73000000.00
73000000.00
73000000.00
0.0033
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.31_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2030-04-01
2.500000
62737687.00
58382132.83
Agency Mortgage-Backed Securities
Freddie Mac
2045-09-01
3.500000
76012047.00
75387781.37
Agency Mortgage-Backed Securities
Freddie Mac
2045-08-01
3.500000
253543628.00
249999999.73
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0031
369000000.00
369000000.00
369000000.00
0.0167
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.440000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.44_0502
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
2704246.00
1025715.91
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 2-A-17 20361028 FLT
2036-10-28
2.793200
43336437.00
16224916.93
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0044
14999916.00
14999916.00
14999916.00
0.0007
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.55_0504
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HARBOR SPC SER 2006 3
2051-08-27
0.00
35177207.00
33231766.74
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.241200
15981849.00
15073399.42
Asset-Backed Securities
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
12935000.00
8421217.49
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
101051818.00
68575627.95
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.312800
4000000.00
2636500.80
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-1 10-A10 20360326 FLT
549300L90VVKXEKB0M74
2036-03-26
2.842900
8739199.00
5470536.31
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.025900
9680130.00
5835072.21
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2008-R2 1-A-3 20370925 6.0
2037-09-25
6.000000
1971427.00
1204301.15
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 7-A-5 20370326 6.0
2037-03-26
6.000000
47570121.00
27608046.37
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 6-A-2 20370728 6.0
2037-07-28
6.000000
13711448.00
9062472.75
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
N
N
0.0055
153998768.00
153998768.00
153998768.00
0.0070
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.55_0505
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SWAY RESIDENTAIL 2014 1 TR
2032-01-20
4.741200
28131036.00
27584321.04
Asset-Backed Securities
INVITATION HOMES 2014 SFRS TR
2031-09-18
3.846200
14175519.00
13820106.84
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0055
35999607.60
35999607.60
35999607.60
0.0016
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.300000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.30_0505
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC6196
2046-03-01
3.500000
1832996.00
1922471.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
2046-04-01
3.500000
36841482.00
38639894.11
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0030
38999668.50
38999668.50
38999668.50
0.0018
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.310000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.31_0503
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC4437
2046-04-01
3.500000
35699587.00
37442257.65
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0031
35999920.80
35999920.80
35999920.80
0.0016
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
0001457970
98599G006_0.25_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-02-28
1.375000
187723300.00
190498197.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-08-15
6.375000
588279600.00
861523805.58
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0025
1052000000.00
1052000000.00
1052000000.00
0.0475
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
ZBUT11V806EZRVTWT807
0001168163
988WST003_1.08_0830
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JETBLUE AIRWAYS 2004-2 G-2 20180515 FLT
2018-05-15
1.067200
1494165.00
1484368.79
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
14413753.00
14521748.85
Asset-Backed Securities
144A TPMT 2015-2 1M1
2060-11-25
3.250000
5000000.00
4741280.56
Asset-Backed Securities
21ST CENTY FOX AMER INC SR GLBL DB6.9%39
8RS0AKOLN987042F2V04
2039-08-15
6.900000
1481000.00
1875824.73
Corporate Debt Securities
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
3843000.00
3798666.73
Corporate Debt Securities
PRUDENTIAL FINL INC EXT JR FX/FLT 68
5PRBRS5FEH7NREC8OR45
2068-06-15
8.875000
2988000.00
3400447.74
Corporate Debt Securities
MORGAN STANLEY SR NT-F 4.75%17
IGJSJL3JD5P30I6NJZ34
2017-03-22
4.750000
2501000.00
2590215.53
Corporate Debt Securities
METRO EDISON CO
2023-03-15
3.500000
5367000.00
5498640.58
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
277000.00
336097.95
Corporate Debt Securities
RIO TINTO FIN USA LTD SR GLBL NT 28
213800RX94ZKEZXPKH58
2028-07-15
7.125000
886000.00
1139381.23
Corporate Debt Securities
MICROSOFT CORP SR NT 4%55
INR2EJN1ERAN0W5ZP974
2055-02-12
4.000000
4129000.00
4114488.86
Corporate Debt Securities
AMGEN INC SR GLBL NT 17
62QBXGPJ34PQ72Z12S66
2017-05-15
2.125000
3107000.00
3169763.13
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 27
6SHGI4ZSSLCXXQSBB395
2027-09-29
4.450000
3000.00
3062.40
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
60000.00
62628.43
Corporate Debt Securities
AON PLC SR NT 4.45%43
VVT2B79I2Z4U3R6BY589
2043-05-24
4.450000
561000.00
541376.06
Corporate Debt Securities
BARRICK PD AUSTRALIA FIN PTY L GTD NT 5.95%39
2039-10-15
5.950000
5285000.00
5312396.85
Corporate Debt Securities
BANK AMER CORP SR NT 6.5%16
9DJT3UXIJIZJI4WXO774
2016-08-01
6.500000
1935000.00
1992022.30
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
4880000.00
4533723.33
Corporate Debt Securities
BEST BUY INC SR NT 5%18
HL5XPTVRV0O8TUN5LL90
2018-08-01
5.000000
2408000.00
2574494.47
Corporate Debt Securities
METLIFE INC SR NT 3.6%24
C4BXATY60WC6XEOZDX54
2024-04-10
3.600000
286000.00
300457.30
Corporate Debt Securities
TIME WARNER INC SR NT 4.75%21
KNG3XRAA0RHN9H62OK76
2021-03-29
4.750000
4071000.00
4537244.84
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
2543000.00
3332288.07
Corporate Debt Securities
AT&T INC SR GLBL NT 40
549300Z40J86GGSTL398
2040-03-15
6.350000
1002807.00
1200160.53
Corporate Debt Securities
HOUSTON GALLERIA TR 2015-HGLR A-1A2 20370305 3.0
2037-03-05
3.086600
1443457.00
1473715.77
Private Label Collateralized Mortgage Obligations
SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT
549300720M0IRUIX3Q60
2045-08-25
3.500000
5000000.00
4517727.83
Private Label Collateralized Mortgage Obligations
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
14626470.00
14067851.91
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-TIKI E 20380915 FLT
5493000INYGJD1PZIM19
2038-09-15
3.586200
12000000.00
11639047.60
Private Label Collateralized Mortgage Obligations
CSMC TR 2013-6
2043-08-25
3.500000
5000000.00
3890297.33
Private Label Collateralized Mortgage Obligations
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
5000000.00
4207578.59
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014 GC18
2047-01-11
4.074000
22080.00
24255.97
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
3912914.00
4316035.44
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-08-30
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0108
100016980.00
100016980.00
100016980.00
0.0045
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
ZBUT11V806EZRVTWT807
0001168163
988WST003_1.08_0919
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONTINENTAL AIRLINES 2005-ERJ1 A 20210401 9.7
2021-04-01
9.798000
17879374.00
8701900.78
Asset-Backed Securities
CAL FDG II LTD 2013-1 2013-1 20280327 3.3
54930028MHWK34KZT715
2028-03-27
3.350000
2370600.00
1541870.83
Asset-Backed Securities
ALLY AUTO REC TR 2012-A A 20170515 1.0
2017-05-15
1.060000
15529995.00
87052.26
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
7754368.00
7812468.03
Asset-Backed Securities
Popular Inc
2019-07-01
7.000000
1187000.00
1188239.75
Corporate Debt Securities
MICROSOFT CORP SR NT 1.85%20
INR2EJN1ERAN0W5ZP974
2020-02-12
1.850000
72000.00
73743.62
Corporate Debt Securities
METRO EDISON CO
2023-03-15
3.500000
645000.00
660820.42
Corporate Debt Securities
METLIFE INC SR NT 3.6%24
C4BXATY60WC6XEOZDX54
2024-04-10
3.600000
1515000.00
1591583.25
Corporate Debt Securities
SWEDBANK AB FR 2.125%092917
M312WZV08Y7LYUC71685
2017-09-29
2.125000
5191000.00
5251687.12
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 16
U4LOSYZ7YG4W3S5F2G91
2016-05-12
3.200000
885000.00
898703.74
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC
784F5XWPLTWKTBV3E584
2025-10-21
4.250000
19821000.00
20226427.54
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
547000.00
663702.45
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
470.00
475.27
Corporate Debt Securities
ALLSTATE CORP EXT JR SB GLBL67
OBT0W1ED8G0NWVOLOJ77
2067-05-15
6.500000
129000.00
143139.83
Corporate Debt Securities
AON PLC SR NT 4.45%43
VVT2B79I2Z4U3R6BY589
2043-05-24
4.450000
434000.00
418818.56
Corporate Debt Securities
AFLAC INC SR GLBL NT 23
549300N0B7DOGLXWPP39
2023-06-15
3.625000
1271000.00
1360469.57
Corporate Debt Securities
BANK AMER CORP SR NT 6.5%16
9DJT3UXIJIZJI4WXO774
2016-08-01
6.500000
8030000.00
8266635.17
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT5.9%17
PY6ZZQWO2IZFZC3IOL08
2017-09-15
5.900000
1430000.00
1533361.99
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.875%22
ODVCVCQG2BP6VHV36M30
2022-06-01
4.875000
1601000.00
1784445.25
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 2.55%031521
2021-03-15
2.550000
1000000.00
1021616.67
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT6.5%17
51M0QTTNCGUN7KFCFZ59
2017-01-15
6.500000
478000.00
505531.74
Corporate Debt Securities
CITIGROUP INC DEP SHS FX/FL Q
6SHGI4ZSSLCXXQSBB395
2099-01-01
5.950000
8759000.00
8581459.93
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 7%011539
1IE8VN30JCEQV1H4R804
2039-01-15
7.000000
1494000.00
1937019.14
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
12040000.00
11438919.72
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 6.35%40
L2Z2MO2EQURH3BREWI15
2040-06-01
6.350000
5100000.00
5420053.33
Corporate Debt Securities
MORGAN STANLEY SR NT-F 4.75%17
IGJSJL3JD5P30I6NJZ34
2017-03-22
4.750000
383000.00
396662.35
Corporate Debt Securities
MORGAN STANLEY FR 5.75%012521
IGJSJL3JD5P30I6NJZ34
2021-01-25
5.750000
1135000.00
1309805.76
Corporate Debt Securities
MORGAN STANLEY FR 5.45%010917
IGJSJL3JD5P30I6NJZ34
2017-01-09
5.450000
4229000.00
4422234.76
Corporate Debt Securities
JAGUAR LAND ROVER PLC SR GLBL 144A 19
2019-11-15
4.250000
3594000.00
3798358.83
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-03-20
1.625000
6652000.00
6688987.89
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 1.75%052217
Z2VZBHUMB7PWWJ63I008
2017-05-22
1.750000
308000.00
313168.84
Corporate Debt Securities
TECK RESOURCES LTD GLBL NT 2.5%18
T8KI5SQ2JRWHL7XY0E11
2018-02-01
2.500000
21175000.00
20086840.28
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 052814-052016
EDBQKYOPJUCJKLOJDE72
2016-05-20
0.718200
556000.00
556848.76
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.5%25
784F5XWPLTWKTBV3E584
2025-01-23
3.500000
2847000.00
2903266.21
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
80000.00
104830.14
Corporate Debt Securities
US BK NATL ASSN MINNEAPOLISMTN FR 1.45%012918
6BYL5QZYBDK8S7L73M02
2018-01-29
1.450000
6602000.00
6660332.34
Corporate Debt Securities
DANSKE BK AS REGS FR 2.8%031021
MAES062Z21O4RZ2U7M96
2021-03-10
2.800000
2079794.00
2134557.29
Corporate Debt Securities
HOUSTON GALLERIA TR 2015-HGLR A-1A2 20370305 3.0
2037-03-05
3.086600
5756543.00
5877215.73
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE11 A-4 20500812 4.2
549300BCCWSDWINK2593
2050-08-12
4.258000
2620929.00
2925303.45
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
9249247.00
10202135.26
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-USA A-2 20370917 3.9
549300818AKCJ4Q9TD76
2037-09-17
3.953000
2191281.00
2340251.46
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.698200
6.00
0.55
Private Label Collateralized Mortgage Obligations
WP GLIMCHER MALL TR 2015-WPG PR-1 20350607 FLT
2035-06-07
3.516000
2422.00
2138.93
Private Label Collateralized Mortgage Obligations
PMT LOAN TRUST 2013-J1 A-1 20430925 FLT
549300QFMQR379ND0354
2043-09-25
3.500000
18448151.00
14317875.27
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-09-19
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0108
153017457.30
153017457.30
153017457.30
0.0069
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.25_0802
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
144A COMM 2014-CR16 D
2047-04-10
5.068600
10072340.00
8474005.64
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 C
2047-12-10
4.614500
16134000.00
15782932.07
Private Label Collateralized Mortgage Obligations
COMM 2014-CR20 C
2047-11-10
4.657000
1250000.00
1248233.69
Private Label Collateralized Mortgage Obligations
BBCMS TRUST VAR 09/28
2028-09-10
4.427100
4000000.00
3760568.14
Private Label Collateralized Mortgage Obligations
TMSQ 2014-1500 VAR 10/36
2036-10-10
3.962700
600000.00
623309.97
Private Label Collateralized Mortgage Obligations
WP GLIMCHER VAR 06/35
2035-06-05
3.633200
23200000.00
22504015.87
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 09/58
549300XO83D3BDYP0P62
2058-09-15
4.690100
600000.00
656755.61
Private Label Collateralized Mortgage Obligations
144A BBUBS 2012-SHOW E
2036-11-05
4.026000
17133000.00
16762085.59
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR5 D
2045-12-10
4.482100
125000.00
121214.40
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 10/47
2047-10-10
4.683400
15498000.00
15818525.59
Private Label Collateralized Mortgage Obligations
FREMF 2015-K721 VAR 11/47
2047-11-25
3.680600
1500000.00
1232604.86
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.929000
1649077.00
1647028.38
Private Label Collateralized Mortgage Obligations
JPMMT 2013-2 B4
2043-05-25
3.664700
2434000.00
2098928.53
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-15
4.432700
3000000.00
2882872.94
Private Label Collateralized Mortgage Obligations
144A JPMCC 2014-PHH E
2027-08-15
3.733000
400000.00
396416.38
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
245620.32
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
93710.67
Private Label Collateralized Mortgage Obligations
MARM 2004-5 B1
2034-07-25
2.595700
5755000.00
1316085.56
Private Label Collateralized Mortgage Obligations
MLMI 2005-A5 A8
2035-06-25
2.563400
1250000.00
204153.81
Private Label Collateralized Mortgage Obligations
MILL CITY VAR 06/56
2056-06-25
3.136600
2425000.00
2327315.11
Private Label Collateralized Mortgage Obligations
MILL CITY VAR 06/56
2056-06-25
3.136600
27976000.00
25387852.28
Private Label Collateralized Mortgage Obligations
ML-CFC 2007
2049-08-12
6.071300
300000.00
295645.47
Private Label Collateralized Mortgage Obligations
MLCFC 2007-9 AMA
2049-09-12
5.853000
500.00
388.96
Private Label Collateralized Mortgage Obligations
ML CFC COML MTGE TR 2007-8
2049-08-12
6.071300
1831920.00
1801688.41
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C23 D 20500715 FLT
2050-07-15
4.136000
4000000.00
3133324.38
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP I TR 2012 C4
2045-03-15
5.708487
911000.00
916459.20
Private Label Collateralized Mortgage Obligations
144A CD 2007-CD5 D
2044-11-15
6.325700
12750000.00
12825508.03
Private Label Collateralized Mortgage Obligations
COMM 2015 CCRE22 MTG TR
2048-03-10
3.926000
800000.00
826214.50
Private Label Collateralized Mortgage Obligations
COMM 2014-CR21 B
2047-12-10
4.339000
410000.00
435787.95
Private Label Collateralized Mortgage Obligations
CWHL 2004-11 3A1
2034-07-25
2.572500
11500000.00
893216.66
Private Label Collateralized Mortgage Obligations
CSMC TR 2013-IVR1
2043-03-25
3.478200
5849000.00
5125896.57
Private Label Collateralized Mortgage Obligations
COMM 2015-LC23 VAR 10/53
2053-10-10
3.800900
4000000.00
3007617.47
Private Label Collateralized Mortgage Obligations
CSMLT 2015-2 VAR 08/45
2045-08-25
3.912336
6994000.00
6812057.04
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA E
549300818AKCJ4Q9TD76
2037-09-15
4.373300
10000000.00
8265650.87
Private Label Collateralized Mortgage Obligations
CSMLT 2015-2 VAR 08/45
2045-08-25
3.912336
8295000.00
7579812.79
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-OAK1 B3
2044-11-25
3.758700
2993000.00
2780297.97
Private Label Collateralized Mortgage Obligations
CSMLT 2015-2 VAR 08/45
2045-08-25
3.912336
5183000.00
4434357.62
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
3.507600
4268000.00
3091923.57
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.696900
2174000.00
1659316.24
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 D
54930025J96YEH8FQE77
2048-11-15
3.585900
11515000.00
9031240.23
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 E
54930025J96YEH8FQE77
2048-11-15
3.585900
10000000.00
7037303.45
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-WIN1
2044-09-25
3.938800
7687000.00
7000540.54
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-WIN1
2044-09-25
3.938800
4654000.00
4101673.82
Private Label Collateralized Mortgage Obligations
CWALT 2004-J4 M1
2034-06-25
1.338800
7000000.00
1812686.68
Private Label Collateralized Mortgage Obligations
CHASE 2007-A2 2A1
2037-07-25
2.713800
500000.00
63316.81
Private Label Collateralized Mortgage Obligations
BANC OF AMERICA VAR 09/47
2047-09-10
5.415600
100000.00
100363.65
Private Label Collateralized Mortgage Obligations
BACM 2007-5 AM
2051-02-10
5.772000
150000.00
155354.48
Private Label Collateralized Mortgage Obligations
BOAMS 2005-A 4A1
2035-02-25
3.276500
1200000.00
78518.37
Private Label Collateralized Mortgage Obligations
144A BACM 2003-2 H
2041-03-11
5.954900
2000000.00
2154190.30
Private Label Collateralized Mortgage Obligations
BANC OF 3.167% 09/48
2048-09-15
3.167000
1000000.00
730182.65
Private Label Collateralized Mortgage Obligations
BSCMS 2005-PWR7 B
2041-02-11
5.214000
300000.00
287155.51
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
0.758800
37200000.00
3979654.19
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ14 AM
5493007NPTW49ZOONV52
2049-04-15
5.865000
19243631.00
19256720.68
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 AJ
5493004BO35O1811XR94
2044-02-12
5.508000
4000.00
3960.00
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.567000
3000.00
3059.21
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 09/32
2032-09-09
4.295000
1000000.00
1055588.25
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
6.060700
20000.00
19999.30
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ14 AMFX
5493007NPTW49ZOONV52
2049-04-15
5.865000
683032.00
692544.98
Private Label Collateralized Mortgage Obligations
MSM
2034-09-25
2.606200
5000000.00
612043.81
Private Label Collateralized Mortgage Obligations
Morgan Stanley Dean Witter
2052-10-12
5.307500
295000.00
295557.57
Private Label Collateralized Mortgage Obligations
144A MOTEL 2015-MTL6 C
2030-02-05
3.644200
145000.00
144908.80
Private Label Collateralized Mortgage Obligations
NATIONSTAR 6.657% 11/25
2025-11-25
6.657000
3000000.00
2969939.05
Private Label Collateralized Mortgage Obligations
SHELLPOINT ASSET FDG TR CMO SE
2043-07-25
4.075000
2175035.00
1671977.54
Private Label Collateralized Mortgage Obligations
SARM
2034-06-25
0.843800
38800000.00
1340378.11
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C14 D
549300GADFYEKC4OLM57
2046-06-15
4.131600
1800000.00
1587974.49
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 D
549300FCX3YXSYSLU895
2047-03-15
4.234000
80000.00
65314.27
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
2998.76
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C16 E
2046-09-15
3.850000
17839000.00
14106063.20
Private Label Collateralized Mortgage Obligations
144A WBCMT 2004-C12 F
2041-07-15
5.611700
165000.00
118051.36
Private Label Collateralized Mortgage Obligations
144A WMCMS 2006-SL1 C
2043-11-23
4.902100
2000000.00
1498971.22
Private Label Collateralized Mortgage Obligations
WFMBS
2035-03-25
2.876100
25857000.00
3043047.64
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
6281309.26
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-WIN2 B4
2044-10-25
4.002500
4457000.00
4140502.61
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR3 D
2045-10-15
4.928600
505000.00
524160.25
Private Label Collateralized Mortgage Obligations
CSMLT 2015-2 VAR 08/45
2045-08-25
3.912336
2577000.00
1982121.72
Private Label Collateralized Mortgage Obligations
CSMC TR 2013-IVR2
2043-04-25
3.441400
6104000.00
5333936.67
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.949600
750000.00
657427.53
Private Label Collateralized Mortgage Obligations
CSMC 2015-2
2045-02-25
3.936100
7020000.00
5796973.75
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR4 B
2045-10-15
3.703000
40000.00
41752.44
Private Label Collateralized Mortgage Obligations
AGATE BAY VAR 07/45
549300RM62GNIVQ1WJ04
2045-07-25
3.633100
1792000.00
1106953.72
Private Label Collateralized Mortgage Obligations
144A ABMT 2014-3 B4
2044-11-25
3.833900
6592000.00
5693162.10
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.823500
3214000.00
2957513.57
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.900800
4305000.00
4166622.86
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.823500
2795000.00
2199507.74
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.900800
6363000.00
6061181.81
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.900800
3744000.00
3510347.91
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.900800
4679000.00
4318379.16
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
2.913100
62160000.00
5007164.92
Private Label Collateralized Mortgage Obligations
CITIGROUP 3.772% 02/48
2048-02-10
3.772000
20000.00
20557.43
Private Label Collateralized Mortgage Obligations
CMLTI 2014-J2 B4
2044-11-25
3.947800
4566000.00
4176075.10
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR
2046-04-10
4.603200
100000.00
89778.18
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
490896.66
Private Label Collateralized Mortgage Obligations
CSMC 2007-C5 A4
2040-09-15
5.695000
230000.00
175831.96
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST
2049-01-15
5.615000
130000.00
133344.08
Private Label Collateralized Mortgage Obligations
CSFB 2002-22 2M2
2032-06-25
6.135800
4065600.00
3932807.54
Private Label Collateralized Mortgage Obligations
CSFB 2003-AR18 CB1
2033-07-25
2.448100
5711900.00
1311774.04
Private Label Collateralized Mortgage Obligations
144A CSFB 1998-C1 F
2040-05-17
6.000000
77000.00
27717.20
Private Label Collateralized Mortgage Obligations
CSMC 2006-C1 F
2039-02-15
5.848200
300000.00
298186.34
Private Label Collateralized Mortgage Obligations
CSFB 2004-AR5 11M1
2034-06-25
1.538800
6410000.00
1852367.39
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2017-03-15
4.582700
6600000.00
6410697.27
Private Label Collateralized Mortgage Obligations
144A FREMF 2014-K36 C
2046-12-25
4.498300
510000.00
475351.67
Private Label Collateralized Mortgage Obligations
STACR 2015-DNA1 M3
2027-10-25
3.738800
8641869.00
8562192.99
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 2A4
2035-02-25
2.738000
4307000.00
434756.72
Private Label Collateralized Mortgage Obligations
FREMF 2015-K720 VAR 07/22
2022-07-25
3.505700
5000000.00
4082776.01
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2011-GC5
2044-08-10
5.488900
10000.00
11290.28
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014-GC18
2047-01-10
5.112400
143000.00
122271.51
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 3.345% 07/48
54930066YOFVQE068N73
2048-07-10
3.345000
330000.00
243831.81
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-15
3.986000
105000.00
83649.31
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-OAK1 B4
2044-11-25
3.758700
8845000.00
7963743.67
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.628500
600000.00
581185.73
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-09-06
Y
Credit Suisse Securities (USA) LLC
N/A
N/A
1.0000
95
N
Y
Credit Suisse AG
N/A
N/A
1.0000
N
0.0125
325240272.50
325240272.50
325240272.50
0.0147
N
N
N
Y
FIFTH THIRD BANK(CAYMAN ISLANDS)
FIFTH THIRD BANK(CAYMAN ISLANDS) 0.380000%
0000035528
ATD0G7810
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0026
111000116.55
111000116.60
111000116.60
0.0050
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.360000%
5493005PGG4HB3CD7345
0001074042
ATD0G7828
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0036
162000081.00
162000081.00
162000081.00
0.0073
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.360000%
0000859994
ATD0G7UH0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0033
241000228.95
241000229.00
241000229.00
0.0109
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000%
0000859994
ATD0G7VC0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0033
111000160.95
111000161.00
111000161.00
0.0050
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
0000917311
ATD0G8H18
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
N
N
0.0029
235000317.25
235000317.30
235000317.30
0.0106
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.340000%
0001498632
ATD0G92G9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0032
128999922.60
128999922.60
128999922.60
0.0058
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.300000%
0001167831
ATD0G9PE9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
48000000.00
48000000.00
48000000.00
0.0022
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.330000%
JJKC32MCHWDI71265Z06
0000838135
ATD0G9PG4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0033
165000000.00
165000000.00
165000000.00
0.0075
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.290000%
0001448613
ATD0G9PH2
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0029
100000000.00
100000000.00
100000000.00
0.0045
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.300000%
0000926171
ATD0G9PJ8
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
72000000.00
72000000.00
72000000.00
0.0033
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9PO7
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
336000000.00
336000000.00
336000000.00
0.0152
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0G9QL2
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0030
383000000.00
383000000.00
383000000.00
0.0173
N
Y
Y
N
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.280000%
0001002614
ATD0G9QN8
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
216000000.00
216000000.00
216000000.00
0.0098
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9QZ1
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0028
216000000.00
216000000.00
216000000.00
0.0098
N
Y
Y
N
The Charles Schwab Family of Funds
2016-05-06
Mark Fischer
Mark Fischer
Chief Financial Officer