0001145549-16-014085.txt : 20160506
0001145549-16-014085.hdr.sgml : 20160506
20160506165244
ACCESSION NUMBER: 0001145549-16-014085
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: 161628877
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-04-30
0000857156
S000004504
1
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
46
59
8683150290.28
7440576501.33
7082078657.07
8523002936.32
9081778438.53
14057915438.67
13906325164.10
13880546742.11
13838832535.09
14017743736.67
0.2156
0.1846
0.1760
0.2125
0.2258
0.3491
0.3450
0.3450
0.3450
0.3485
0.85
40206490281.94
40199231577.21
25935326.06
239365077.59
39985801826.53
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1.0000
0.0061
1.0002
1.0002
1.0002
1.0002
1.0002
C000012378
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39985801826.53
39984029183.85
1.0002
1.0002
1.0002
1.0002
1.0002
1475835216.05
1483131045.94
1521176192.77
1599074318.54
1546987956.45
1521474563.59
1706586565.95
1828633549.70
1320795826.15
1426201233.06
6407977024.38
6734059731.29
0.0009
Y
Investment Advisor and its affiliates Contractual 2,401,304 Investment Advisor and its affiliates Voluntary 3,550,858
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BGE8
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0047
41958151.20
41958151.20
41958151.20
0.0010
N
N
N
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BGK4
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0048
18979480.00
18979480.00
18979480.00
0.0005
N
N
N
N
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
227017935.27
227017935.30
227017935.30
0.0057
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
43040773.03
43040773.03
43040773.03
0.0011
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
FEDERAL FARM CREDIT BANKS FUNDING CORP
2017-11-06
0.500200
100000.00
99947.96
Agency Debentures and Agency Strips
GNMA
2027-10-08
6.030000
12509000.00
9123814.42
Agency Debentures and Agency Strips
Freddie Mac
2032-12-06
3.180000
320000.00
318720.53
Agency Debentures and Agency Strips
Freddie Mac
2022-12-05
2.140000
4000000.00
3999680.00
Agency Debentures and Agency Strips
Freddie Mac
2025-06-06
2.500000
1000000.00
1001790.56
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2024-11-01
2.600000
1000000.00
1005995.56
Agency Debentures and Agency Strips
Freddie Mac
2029-12-14
0.00
4595000.00
3077041.75
Agency Debentures and Agency Strips
Fannie Mae
2026-01-15
0.00
6306000.00
4915716.18
Agency Debentures and Agency Strips
Fannie Mae
2025-02-06
0.00
2912000.00
2335482.24
Agency Debentures and Agency Strips
Fannie Mae
2025-07-15
0.00
8275000.00
6607422.00
Agency Debentures and Agency Strips
Fannie Mae
2029-03-15
0.00
1000.00
692.97
Agency Debentures and Agency Strips
Fannie Mae
2028-07-15
0.00
13311000.00
9227717.64
Agency Debentures and Agency Strips
Fannie Mae
2023-07-15
0.00
2058000.00
1779470.28
Agency Debentures and Agency Strips
Fannie Mae
2025-05-15
0.00
11650000.00
9319883.50
Agency Debentures and Agency Strips
Fannie Mae
2027-01-15
0.00
9997701.00
7390000.65
Agency Debentures and Agency Strips
Fannie Mae
2026-10-08
0.00
8528000.00
6380223.20
Agency Debentures and Agency Strips
Fannie Mae
2025-10-08
0.00
4453000.00
3505268.01
Agency Debentures and Agency Strips
Fannie Mae
2025-09-23
0.00
1978000.00
1561037.60
Agency Debentures and Agency Strips
Fannie Mae
2025-03-23
0.00
2021000.00
1625187.15
Agency Debentures and Agency Strips
Fannie Mae
2025-11-15
0.00
2715000.00
2127419.70
Agency Debentures and Agency Strips
Freddie Mac
2022-09-19
2.300000
500000.00
501282.78
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-09-21
2.150000
500000.00
501504.72
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2017-05-08
0.469000
250000.00
249998.40
Agency Debentures and Agency Strips
Fannie Mae
2028-01-15
0.00
2982000.00
2168629.68
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2030-12-23
3.530000
7000000.00
7103635.00
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2016-11-10
0.436400
375000.00
375112.63
Agency Debentures and Agency Strips
Fannie Mae
2024-07-15
0.00
1000000.00
825720.00
Agency Debentures and Agency Strips
Fannie Mae
2026-03-15
0.00
7632000.00
5952120.48
Agency Debentures and Agency Strips
Fannie Mae
2024-07-15
0.00
1254000.00
1027452.36
Agency Debentures and Agency Strips
Fannie Mae
2028-01-15
0.00
7147000.00
5042065.56
Agency Debentures and Agency Strips
Freddie Mac
2022-07-26
2.230000
975000.00
980977.56
Agency Debentures and Agency Strips
Freddie Mac
2022-12-19
2.190000
630000.00
633306.45
Agency Debentures and Agency Strips
Freddie Mac
2022-03-09
1.820000
3650000.00
3661233.89
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2017-09-14
0.730000
1000.00
1002.60
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2016-05-04
1.720000
1000.00
1008.39
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2029-12-21
3.350000
1645000.00
1672374.63
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-12-21
2.450000
750000.00
758378.33
Agency Debentures and Agency Strips
Fannie Mae
2028-03-23
0.00
1843000.00
1291684.98
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
105000000.00
105000000.00
105000000.00
0.0026
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
2020-12-31
1.750000
45414000.00
46641051.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-15
1.000000
1000.00
1007.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.375000
35785900.00
36430504.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-10-31
1.875000
79276100.00
81526470.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-15
1.000000
42589300.00
42820686.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
3.125000
1804700.00
1948140.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-15
1.000000
4510500.00
4534328.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-31
2.625000
286800.00
297827.25
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
210000000.00
210000000.00
210000000.00
0.0053
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
2016-10-31
1.000000
400.00
403.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-08-31
3.000000
26614800.00
26982012.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-15
1.000000
5161000.00
5201337.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-03-31
2.250000
74504900.00
77955429.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.250000
21100.00
21359.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
8.125000
3968900.00
5433438.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-15
2.000000
426000.00
443065.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-15
2.625000
11569800.00
12304037.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-15
3.625000
30864500.00
33705808.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-15
1.750000
72984300.00
74593149.07
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
231997726.40
231997726.40
231997726.40
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
Freddie Mac
2038-04-15
5.000000
5000000.00
807530.14
Agency Collateralized Mortgage Obligation
Fannie Mae
2025-10-25
3.500000
5000000.00
1067078.01
Agency Collateralized Mortgage Obligation
Fannie Mae
2039-03-25
4.500000
4500000.00
847824.07
Agency Collateralized Mortgage Obligation
GNRM 2010-087 HE
549300M8ZYFG0OCMTT87
2038-11-20
3.000000
2000000.00
522109.92
Agency Collateralized Mortgage Obligation
GNRM 2010-085 MJ
549300M8ZYFG0OCMTT87
2036-01-20
2.500000
500000.00
14239.27
Agency Collateralized Mortgage Obligation
Freddie Mac
2041-10-15
2.000000
6200000.00
3809778.58
Agency Collateralized Mortgage Obligation
Freddie Mac
2041-09-15
4.500000
2500000.00
474605.48
Agency Collateralized Mortgage Obligation
Freddie Mac
2040-02-15
4.000000
7000000.00
834778.86
Agency Collateralized Mortgage Obligation
GNRM 2010-086 PJ
549300M8ZYFG0OCMTT87
2036-01-20
3.500000
2800000.00
102978.27
Agency Collateralized Mortgage Obligation
GNRM 2009-059 P
549300M8ZYFG0OCMTT87
2033-09-20
4.250000
2175000.00
189309.42
Agency Collateralized Mortgage Obligation
GNRM 2009-064 EQ
549300M8ZYFG0OCMTT87
2039-07-16
4.000000
3000000.00
302402.28
Agency Collateralized Mortgage Obligation
GNRM 2010-002 PM
549300M8ZYFG0OCMTT87
2037-06-20
4.500000
4000000.00
419281.06
Agency Collateralized Mortgage Obligation
GNRM 2009-094 NE
549300M8ZYFG0OCMTT87
2037-04-20
3.000000
1250000.00
65683.67
Agency Collateralized Mortgage Obligation
GNRM 2009-094 MB
549300M8ZYFG0OCMTT87
2037-04-20
4.500000
1243911.00
65759.39
Agency Collateralized Mortgage Obligation
GNRM 2015-167 HM
549300M8ZYFG0OCMTT87
2044-02-20
3.000000
14053000.00
13636394.75
Agency Collateralized Mortgage Obligation
GNRM 2010-162 PQ
549300M8ZYFG0OCMTT87
2039-06-16
4.500000
2998781.00
640363.79
Agency Collateralized Mortgage Obligation
GNRM 2010-164 EB
549300M8ZYFG0OCMTT87
2037-09-20
4.000000
1000000.00
417668.37
Agency Collateralized Mortgage Obligation
GNRM 2010-098 MG
549300M8ZYFG0OCMTT87
2039-08-20
3.000000
5000000.00
1927360.23
Agency Collateralized Mortgage Obligation
GNRM 2010-021 PH
549300M8ZYFG0OCMTT87
2038-12-20
3.500000
4000000.00
975090.21
Agency Collateralized Mortgage Obligation
GNRM 2010-002 QM
549300M8ZYFG0OCMTT87
2037-10-20
4.500000
3000000.00
597702.03
Agency Collateralized Mortgage Obligation
Freddie Mac
2028-11-15
2.750000
3500000.00
597525.43
Agency Collateralized Mortgage Obligation
Freddie Mac
2037-03-15
4.000000
2030.00
494.01
Agency Collateralized Mortgage Obligation
Freddie Mac
2030-11-15
3.500000
5000000.00
729147.33
Agency Collateralized Mortgage Obligation
Fannie Mae
2041-09-25
1.250000
1000000.00
660741.20
Agency Collateralized Mortgage Obligation
Fannie Mae
2040-11-25
2.000000
5000000.00
2974542.51
Agency Collateralized Mortgage Obligation
Fannie Mae
2041-03-25
2.500000
2000000.00
1049798.92
Agency Collateralized Mortgage Obligation
Freddie Mac
2041-03-15
7.000000
4250000.00
440259.56
Agency Collateralized Mortgage Obligation
Freddie Mac
2037-10-15
4.500000
1000000.00
478953.34
Agency Collateralized Mortgage Obligation
Freddie Mac
2039-08-15
5.000000
2805000.00
862304.22
Agency Collateralized Mortgage Obligation
Freddie Mac
2039-10-15
4.500000
1500000.00
530587.53
Agency Collateralized Mortgage Obligation
Freddie Mac
2041-02-15
4.500000
2500000.00
2801400.00
Agency Collateralized Mortgage Obligation
Freddie Mac
2040-11-15
4.000000
1305408.00
1453528.87
Agency Collateralized Mortgage Obligation
GNRM 2009-077 KC
549300M8ZYFG0OCMTT87
2038-05-20
4.500000
3300000.00
507750.93
Agency Collateralized Mortgage Obligation
GNRM 2007-71 P
549300M8ZYFG0OCMTT87
2036-07-20
5.500000
10023615.00
390435.70
Agency Collateralized Mortgage Obligation
GNRM 2007-025 MA
549300M8ZYFG0OCMTT87
2037-04-20
5.500000
4000000.00
459898.95
Agency Collateralized Mortgage Obligation
Fannie Mae
2037-07-25
5.500000
2744894.00
437002.28
Agency Collateralized Mortgage Obligation
Fannie Mae
2035-11-25
5.000000
6310000.00
220861.81
Agency Collateralized Mortgage Obligation
Fannie Mae
2035-05-25
3.000000
5000000.00
872095.60
Agency Collateralized Mortgage Obligation
Fannie Mae
2035-05-25
3.500000
5000000.00
881133.60
Agency Collateralized Mortgage Obligation
Freddie Mac
2033-01-15
5.500000
3131750.00
467705.45
Agency Collateralized Mortgage Obligation
Freddie Mac
2032-08-15
6.000000
10999829.00
1266723.48
Agency Collateralized Mortgage Obligation
Freddie Mac
2028-09-01
3.000000
10041081.00
7635696.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX6494
2044-11-01
4.500000
7237667.00
7327967.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4216
2046-03-01
4.000000
6729151.00
7270473.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ8514
2045-09-01
4.500000
6991526.00
7428605.50
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1320
2027-12-01
3.000000
4715822.00
3470343.80
Agency Mortgage-Backed Securities
03.500 FGPC Q39552 G
2046-03-01
3.500000
7134767.00
7506031.31
Agency Mortgage-Backed Securities
FNMS 04.000 CTAS6255
2035-11-01
4.000000
6860938.00
7300014.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5669
2045-08-01
4.000000
7475000.00
7952623.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO3350
2042-05-01
4.000000
10695249.00
7825248.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8163
2046-02-01
4.500000
5627279.00
6231964.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6991
2045-09-01
4.000000
6888078.00
7317674.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ5761
2045-07-01
4.000000
7174568.00
7322487.91
Agency Mortgage-Backed Securities
Fannie Mae
2044-09-01
4.500000
8221985.00
7674053.33
Agency Mortgage-Backed Securities
Fannie Mae
2043-12-01
4.500000
8862789.00
7314549.40
Agency Mortgage-Backed Securities
03.000 FGPC J24063 G
2028-06-01
3.000000
11419902.00
7999436.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
2045-12-01
3.500000
7718911.00
7941255.46
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.000000
12964000.00
7756027.03
Agency Mortgage-Backed Securities
Fannie Mae
2026-11-01
3.000000
13705500.00
7628931.24
Agency Mortgage-Backed Securities
Fannie Mae
2026-02-01
3.500000
13425374.00
7419390.62
Agency Mortgage-Backed Securities
Fannie Mae
2032-06-01
3.000000
11303355.00
7251078.77
Agency Mortgage-Backed Securities
Fannie Mae
2030-04-01
3.000000
7652642.00
7423431.05
Agency Mortgage-Backed Securities
Fannie Mae
2039-03-01
4.500000
23612256.00
7558084.30
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
198000000.00
198000000.00
198000000.00
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
Freddie Mac
2024-01-25
3.490000
14.00
15.31
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAZ3105
2045-08-01
3.500000
8072272.00
8330808.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5453
2045-07-01
3.500000
4653861.00
4686219.16
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4953
2030-05-01
3.000000
8625840.00
8252786.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3651
2044-10-01
4.500000
8791184.00
8201926.16
Agency Mortgage-Backed Securities
04.500 FGPC Q00126 G
2041-04-01
4.500000
13110654.00
8022282.06
Agency Mortgage-Backed Securities
03.000 FGPC G08701 G
2046-04-01
3.000000
8282107.00
8499912.61
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS1640
2029-02-01
3.500000
10094916.00
8100315.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR8580
2043-06-01
3.500000
10000000.00
8492232.26
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6905
2030-06-01
3.000000
8541332.00
8303464.37
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1320
2027-12-01
3.000000
6167233.00
4538428.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8222
2045-09-01
3.500000
8191219.00
8432364.69
Agency Mortgage-Backed Securities
Freddie Mac
2045-01-01
4.500000
8075992.00
8266305.84
Agency Mortgage-Backed Securities
Freddie Mac
2026-05-01
4.000000
21359852.00
8273328.97
Agency Mortgage-Backed Securities
Fannie Mae
2034-02-01
3.500000
10523000.00
8052268.47
Agency Mortgage-Backed Securities
Fannie Mae
2042-06-01
4.000000
10000000.00
8027342.42
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
112000000.00
112000000.00
112000000.00
0.0028
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
139950342.00
139950342.00
139950342.00
0.0035
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
108951342.40
108951342.40
108951342.40
0.0027
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BG72
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0042
1998390.00
1998390.00
1998390.00
0.0000
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
94063902.14
94063902.14
94063902.14
0.0024
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
189129051.09
189129051.10
189129051.10
0.0047
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
121080030.61
121080030.60
121080030.60
0.0030
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.500000%
06053PLM7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0031
199003185.99
199003186.00
199003186.00
0.0050
N
N
Y
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
54023976.54
54023976.54
54023976.54
0.0014
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
135050491.35
135050491.40
135050491.40
0.0034
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
70018620.70
70018620.70
70018620.70
0.0018
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.788500%
06053PPD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-05-17
2016-10-17
2016-10-17
N
N
N
0.0079
217994986.00
217994986.00
217994986.00
0.0055
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
73082163.00
72100000.31
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
70000000.00
70000000.00
70000000.00
0.0018
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
292072710.92
292072710.90
292072710.90
0.0073
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
124049849.24
124049849.20
124049849.20
0.0031
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
93013123.23
93013123.23
93013123.23
0.0023
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
189048007.89
189048007.90
189048007.90
0.0047
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JE99
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0038
49994655.00
49994655.00
49994655.00
0.0013
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JEC2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
2016-05-12
N
N
N
0.0039
258963429.20
258963429.20
258963429.20
0.0065
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
163034818.43
163034818.40
163034818.40
0.0041
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKB2
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
2016-05-24
N
N
N
0.0026
39010417.29
39010417.29
39010417.29
0.0010
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EH38
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0048
50009760.50
50009760.50
50009760.50
0.0013
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EJ36
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-20
2016-07-20
2016-07-20
N
N
N
0.0049
65012415.65
65012415.65
65012415.65
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.635900%
06427EKG5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-13
2016-05-13
2016-05-13
N
N
N
0.0038
271026560.71
271026560.70
271026560.70
0.0068
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
28010419.08
28010419.08
28010419.08
0.0007
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.530000%
06427EZF1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
35005372.85
35005372.85
35005372.85
0.0009
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
125025288.75
125025288.80
125025288.80
0.0031
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.700000%
06538MND7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
2016-05-31
N
N
N
0.0044
149034450.29
149034450.30
149034450.30
0.0037
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
328162363.28
328162363.30
328162363.30
0.0082
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
2000980.42
2000980.42
2000980.42
0.0001
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.750000%
06538MWK1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0068
139029636.19
139029636.20
139029636.20
0.0035
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
76004864.76
76004864.76
76004864.76
0.0019
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
200126082.00
200126082.00
200126082.00
0.0050
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
243066900.33
243066900.30
243066900.30
0.0061
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2Y3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
2016-06-30
N
N
N
0.0053
181047550.51
181047550.50
181047550.50
0.0045
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LGM4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0062
96868947.18
96868947.18
96868947.18
0.0024
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
146995163.70
146995163.70
146995163.70
0.0037
N
Y
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
161994103.20
161994103.20
161994103.20
0.0041
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
10995678.10
10995678.10
10995678.10
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EF79
8O46YQAGJ63WE5QHIG35
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
65969329.80
65969329.80
65969329.80
0.0016
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EFM6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0047
24982847.50
24982847.50
24982847.50
0.0006
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
116033293.16
116033293.20
116033293.20
0.0029
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
113022149.13
113022149.10
113022149.10
0.0028
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.900000%
13606ATF5
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-20
2016-09-20
2016-09-20
N
N
N
0.0076
313177474.13
313177474.10
313177474.10
0.0078
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
312010923.12
312010923.10
312010923.10
0.0078
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UEQ0
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
2016-05-24
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0039
41988685.20
41988685.20
41988685.20
0.0011
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UF71
5493000FNFK79LCM6M65
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
51975835.60
51975835.60
51975835.60
0.0013
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 0.697000%
161453BD6
P75WI43B18E8SLP5FN93
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-27
2016-07-27
2016-07-27
N
N
N
0.0058
67019229.67
67019229.67
67019229.67
0.0017
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 0.694000%
161453BF1
P75WI43B18E8SLP5FN93
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-08-01
2016-08-01
N
N
N
0.0060
356095411.56
356095411.60
356095411.60
0.0089
N
N
N
N
CHEVRON CORP
CHEVRON CORP 0.000000%
16677JGB6
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0044
29973417.00
29973417.00
29973417.00
0.0007
N
N
N
N
CHEVRON CORP
CHEVRON CORP 0.000000%
16677JHP4
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0053
99827930.00
99827930.00
99827930.00
0.0025
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
2999433.30
2999433.30
2999433.30
0.0001
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
176047521.76
176047521.80
176047521.80
0.0044
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
100008091.00
100008091.00
100008091.00
0.0025
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
495121378.95
495121379.00
495121379.00
0.0124
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121AEJ6
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
N
N
0.0038
49989840.00
49989840.00
49989840.00
0.0013
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121AHR5
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0060
25449683.40
25449683.40
25449683.40
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CK77
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-07
2016-10-07
2016-10-07
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0083
59777820.00
59777820.00
59777820.00
0.0015
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
104572072.50
104572072.50
104572072.50
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKH8
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
48800300.50
48800300.50
48800300.50
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKJ4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0086
73695586.20
73695586.20
73695586.20
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKR6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0088
106530751.50
106530751.50
106530751.50
0.0027
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
31002046.31
31002046.31
31002046.31
0.0008
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
300071103.00
300071103.00
300071103.00
0.0075
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
134030955.34
134030955.30
134030955.30
0.0034
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
55012430.55
55012430.55
55012430.55
0.0014
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 2016-12 WP
549300M8ZYFG0OCMTT87
2046-01-20
6.500000
26666666.00
31217640.43
Agency Collateralized Mortgage Obligation
GNRM 2015-106 EJ
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
35678340.00
36396567.42
Agency Collateralized Mortgage Obligation
GNRM 2015-113 WD
549300M8ZYFG0OCMTT87
2045-08-20
6.500000
28571429.00
32358817.30
Agency Collateralized Mortgage Obligation
GNRM 2015-10 EX
549300M8ZYFG0OCMTT87
2044-08-20
6.500000
20260832.00
16974980.67
Agency Collateralized Mortgage Obligation
GNRM 2015-165 DA
549300M8ZYFG0OCMTT87
2042-12-20
3.000000
37115000.00
36312668.84
Agency Collateralized Mortgage Obligation
GNRM 2014-091 PW
549300M8ZYFG0OCMTT87
2040-01-20
6.500000
35442928.00
30270533.15
Agency Collateralized Mortgage Obligation
FNRM RC106PY R13F106
2033-10-25
3.000000
33361996.00
33630804.72
Agency Collateralized Mortgage Obligation
FNRM RC024BE R16F024
2036-05-25
3.500000
34190000.00
35672554.38
Agency Collateralized Mortgage Obligation
FNRM RC089PC R15F089
2054-05-25
3.000000
41687000.00
41444251.84
Agency Collateralized Mortgage Obligation
FNRM RC089PW R15F089
2045-04-25
6.500000
25931200.00
29612551.10
Agency Collateralized Mortgage Obligation
FNRM RC074CW R14F074
2044-06-25
7.366000
32328000.00
31516759.58
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
35374000.00
31281248.22
Agency Collateralized Mortgage Obligation
Fannie Mae
2038-06-25
3.000000
19937612.00
15790622.83
Agency Collateralized Mortgage Obligation
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0031
387000000.00
387000000.00
387000000.00
0.0097
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.865000%
21684BY99
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0086
183000000.00
183000000.00
183000000.00
0.0046
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
400201804.00
400201804.00
400201804.00
0.0100
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.830000%
21685VND7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
N
N
0.0083
108001837.08
108001837.10
108001837.10
0.0027
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.840000%
21685VNG0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-21
2016-10-21
2016-10-21
N
N
N
0.0085
69996542.00
69996542.00
69996542.00
0.0018
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.860000%
21685VNH8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0086
161998266.60
161998266.60
161998266.60
0.0041
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
68997150.30
68997150.30
68997150.30
0.0017
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.700000%
22534HCT6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0037
18000655.38
18000655.38
18000655.38
0.0005
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000%
22534HDL2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0037
167004727.77
167004727.80
167004727.80
0.0042
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.720000%
22534HDT5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0037
92002678.12
92002678.12
92002678.12
0.0023
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFE6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0042
127029668.47
127029668.50
127029668.50
0.0032
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
21012310.41
21012310.41
21012310.41
0.0005
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VSC8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0050
108028243.08
108028243.10
108028243.10
0.0027
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
143085915.83
143085915.80
143085915.80
0.0036
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VVL4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0046
3000762.33
3000762.33
3000762.33
0.0001
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
66815000.00
68243254.29
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
66903960.00
66903960.00
66903960.00
0.0017
N
Y
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.810000%
23290Q6E8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0046
191141762.11
191141762.10
191141762.10
0.0048
N
N
N
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
165931126.60
165931126.60
165931126.60
0.0041
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
8005492.88
8005492.88
8005492.88
0.0002
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
91993468.00
91993468.00
91993468.00
0.0023
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
42997604.90
42997604.90
42997604.90
0.0011
N
N
Y
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
186036960.06
186036960.10
186036960.10
0.0047
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000%
34959TEG7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0055
63008751.33
63008751.33
63008751.33
0.0016
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
64997608.00
64997608.00
64997608.00
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
42998017.70
42998017.70
42998017.70
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
42997604.90
42997604.90
42997604.90
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
3470000.00
3470000.00
3470000.00
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
218993977.50
218993977.50
218993977.50
0.0055
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
216992014.40
216992014.40
216992014.40
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
216989996.30
216989996.30
216989996.30
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
107993984.40
107993984.40
107993984.40
0.0027
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.280000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.39_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-043 A-2 20241225 3.0
2024-12-25
3.062000
9999960.00
10568817.72
Agency Collateralized Mortgage Obligation
02.000 FGPC G18594 G
2031-03-01
2.000000
655120.00
654481.44
Agency Mortgage-Backed Securities
Fannie Mae
2035-09-01
4.500000
56.00
3.56
Agency Mortgage-Backed Securities
Fannie Mae
2029-09-01
3.000000
5873648.00
5103157.56
Agency Mortgage-Backed Securities
Fannie Mae
2039-10-01
4.500000
4500000.00
3136463.27
Agency Mortgage-Backed Securities
Fannie Mae
2022-08-01
2.645000
9710912.00
9335045.07
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1922
2034-06-01
4.000000
9168896.00
7246642.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2487
2044-05-01
4.000000
18052608.00
15916720.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HY466282
2020-11-01
3.492000
3554919.00
3594132.97
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-04
N
N
N
0.0040
54466141.00
54466141.00
54466141.00
0.0014
N
Y
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.280000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.39_0504
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBAW8608
2044-10-01
3.162000
4004864.00
3621265.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4338
2023-09-01
3.627000
14064000.00
15136085.83
Agency Mortgage-Backed Securities
04.000 FGPC Q29888 G
2044-11-01
4.000000
16771629.00
15068054.29
Agency Mortgage-Backed Securities
04.500 FGPC C03537 G
2040-08-01
4.500000
50000098.00
15392154.00
Agency Mortgage-Backed Securities
06.000 FGPC G07480 G
2039-05-01
6.000000
19074920.00
11036715.16
Agency Mortgage-Backed Securities
GNMA
2041-11-20
4.000000
35000000.00
14509647.74
Agency Mortgage-Backed Securities
GNMA
2045-10-20
4.000000
14908486.00
14955706.98
Agency Mortgage-Backed Securities
GNMA
2043-11-20
4.500000
43182.00
22311.58
Agency Mortgage-Backed Securities
Fannie Mae
2039-10-01
2.659000
100024058.00
15318059.97
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
N
N
0.0040
102999330.50
102999330.50
102999330.50
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
50023550.50
50023550.50
50023550.50
0.0013
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.850000%
40428AX77
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0079
50013360.50
50013360.50
50013360.50
0.0013
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.666300%
40433FFN4
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-19
2016-07-19
2016-07-19
N
N
N
0.0056
24005784.24
24005784.24
24005784.24
0.0006
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
289047398.89
289047398.90
289047398.90
0.0072
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.678900%
40433FFY0
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-23
2016-06-23
2016-06-23
N
N
N
0.0049
307087191.07
307087191.10
307087191.10
0.0077
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
214109356.14
214109356.10
214109356.10
0.0054
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
128417474.70
128417474.70
128417474.70
0.0032
N
N
N
N
HSBC USA INC
HSBC USA INC 0.786300%
40434WAR2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-19
2016-10-19
2016-10-19
N
N
N
0.0078
4000088.04
4000088.04
4000088.04
0.0001
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
66000000.00
66000000.00
66000000.00
0.0017
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
329835198.00
329835198.00
329835198.00
0.0082
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0FQ6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-24
2016-06-24
2016-06-24
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0051
97921796.00
97921796.00
97921796.00
0.0024
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
39957680.00
39957680.00
39957680.00
0.0010
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
218678748.90
218678748.90
218678748.90
0.0055
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DH29
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0051
139812316.00
139812316.00
139812316.00
0.0035
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
192373483.40
192373483.40
192373483.40
0.0048
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PKH5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
N
N
0.0072
158454709.50
158454709.50
158454709.50
0.0040
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
2016-12-31
3.250000
1955600.00
2011998.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-11-15
2.250000
5896300.00
6184340.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
34389000.00
35664079.12
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
42999600.10
42999600.10
42999600.10
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
94975300.00
94975300.00
94975300.00
0.0024
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
198997890.60
198997890.60
198997890.60
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
224907997.50
224907997.50
224907997.50
0.0056
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
250515143.30
250515143.30
250515143.30
0.0063
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GLY5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0053
45029956.95
45029956.95
45029956.95
0.0011
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
137995860.00
137995860.00
137995860.00
0.0035
N
Y
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KFM3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0044
999358.10
999358.10
999358.10
0.0000
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TEA7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
2016-05-10
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0038
110586993.44
110586993.40
110586993.40
0.0028
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
30981936.30
30981936.30
30981936.30
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFF5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
2016-06-15
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
116961027.17
116961027.20
116961027.20
0.0029
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFT5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
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
7993785.60
7993785.60
7993785.60
0.0002
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TG15
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0048
56951624.10
56951624.10
56951624.10
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJ61
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0065
99746139.00
99746139.00
99746139.00
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AG42
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0059
3001743.33
3001743.33
3001743.33
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AH33
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0035
60001488.60
60001488.60
60001488.60
0.0015
N
Y
Y
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
191100544.31
191100544.30
191100544.30
0.0048
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ31
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-08
2016-06-08
2016-06-08
N
N
N
0.0044
179053916.59
179053916.60
179053916.60
0.0045
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.620000%
60682AJ49
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
2016-05-02
N
N
N
0.0035
164003658.84
164003658.80
164003658.80
0.0041
N
Y
Y
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
73011717.23
73011717.23
73011717.23
0.0018
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
21007518.21
21007518.21
21007518.21
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%
60682AN44
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
N
N
0.0048
6001637.46
6001637.46
6001637.46
0.0002
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
99015741.99
99015741.99
99015741.99
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AQ82
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0064
106003923.06
106003923.10
106003923.10
0.0027
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.890000%
60682AR32
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0086
6000736.26
6000736.26
6000736.26
0.0002
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
2021-10-31
2.000000
97050000.00
100980045.08
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
99000000.00
99000000.00
99000000.00
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
81045814.41
81045814.41
81045814.41
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.670000%
60689DRY1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
2016-05-31
N
N
N
0.0043
50010675.50
50010675.50
50010675.50
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0047
97018363.07
97018363.07
97018363.07
0.0024
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
172032870.92
172032870.90
172032870.90
0.0043
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
75010710.75
75010710.75
75010710.75
0.0019
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
4000795.24
4000795.24
4000795.24
0.0001
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LE62
52990002O5KK6XOGJ020
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2016-05-06
N
N
N
0.0035
55996231.20
55996231.20
55996231.20
0.0014
N
N
Y
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
99971040.00
99971040.00
99971040.00
0.0025
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
11980161.60
11980161.60
11980161.60
0.0003
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
338083455.58
338083455.60
338083455.60
0.0085
N
N
N
N
NEW YORK ST HSG FIN AGY
NEW YORK ST HSG FIN AGY MULTI FAM HOUSING REV SERIES 2016 A 0.440000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
N/A
N/A
1.0000
7
N
N
N
0.0044
100000000.00
100000000.00
100000000.00
0.0025
N
N
Y
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
58970665.20
58970665.20
58970665.20
0.0015
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
410644731.60
410644731.60
410644731.60
0.0103
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
19002819.79
19002819.79
19002819.79
0.0005
N
N
N
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.726400%
65558LPZ9
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-11-03
2016-11-03
N
N
N
0.0081
11996340.00
11996340.00
11996340.00
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TEG7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-16
2016-05-16
2016-05-16
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0040
6998684.70
6998684.70
6998684.70
0.0002
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TEH5
5493004QSN8OZAIU2J90
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
0.0040
28994200.00
28994200.00
28994200.00
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGJ9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0054
32460857.00
32460857.00
32460857.00
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH25
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0059
108830297.90
108830297.90
108830297.90
0.0027
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
14975911.50
14975911.50
14975911.50
0.0004
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TJS6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0076
39872500.00
39872500.00
39872500.00
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TKR6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0085
22902565.10
22902565.10
22902565.10
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A4X0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0052
89903430.00
89903430.00
89903430.00
0.0022
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
60001296.60
60001296.60
60001296.60
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
154032295.34
154032295.30
154032295.30
0.0039
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
49017601.29
49017601.29
49017601.29
0.0012
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
49966075.00
49966075.00
49966075.00
0.0012
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LE99
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0037
199979500.00
199979500.00
199979500.00
0.0050
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JE67
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2016-05-06
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0040
252980088.90
252980088.90
252980088.90
0.0063
N
N
Y
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
38006515.48
38006515.48
38006515.48
0.0010
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
20982324.30
20982324.30
20982324.30
0.0005
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
74986350.00
74986350.00
74986350.00
0.0019
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
0.0031
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
243060509.43
243060509.40
243060509.40
0.0061
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LE99
549300MYF6MOTU9T3G29
US82124LE990
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0041
82990479.90
82990479.90
82990479.90
0.0021
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
43989968.00
43989968.00
43989968.00
0.0011
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
52982928.70
52982928.70
52982928.70
0.0013
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.800000%
83050FCZ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0044
201163575.81
201163575.80
201163575.80
0.0050
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFN6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0084
42001835.82
42001835.82
42001835.82
0.0011
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
107998866.00
107998866.00
107998866.00
0.0027
N
N
N
N
SMITHSONIAN INSTITUTION
SMITHSONIAN INSTITUTION SERIES VRDN 0.400000%
832432AA6
US832432AA69
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
N/A
N/A
1.0000
7
Y
N
N
0.0040
27500000.00
27500000.00
27500000.00
0.0007
N
N
Y
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
1000028.51
1000028.51
1000028.51
0.0000
N
N
Y
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
999098.80
999098.80
999098.80
0.0000
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
154150921.54
154150921.50
154150921.50
0.0039
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
56992134.00
56992134.00
56992134.00
0.0014
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
108801979.70
108801979.70
108801979.70
0.0027
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
168018380.88
168018380.90
168018380.90
0.0042
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
265030610.15
265030610.20
265030610.20
0.0066
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.630000%
86563K3B7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
2016-05-23
N
N
N
0.0039
120019081.20
120019081.20
120019081.20
0.0030
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
1000152.31
1000152.31
1000152.31
0.0000
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
62014266.82
62014266.82
62014266.82
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.640000%
86563K4Y6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0055
42007946.82
42007946.82
42007946.82
0.0011
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
36004590.36
36004590.36
36004590.36
0.0009
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
57004389.00
57004389.00
57004389.00
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.870000%
86563QPZ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0055
121081289.01
121081289.00
121081289.00
0.0030
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QRF9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0061
26015400.06
26015400.06
26015400.06
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0063
146084374.86
146084374.90
146084374.90
0.0037
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
150086416.50
150086416.50
150086416.50
0.0038
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
129018796.59
129018796.60
129018796.60
0.0032
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QVV9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0041
113020465.43
113020465.40
113020465.40
0.0028
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QWC0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0073
7002949.87
7002949.87
7002949.87
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QXW5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0046
73016184.83
73016184.83
73016184.83
0.0018
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
145032872.95
145032873.00
145032873.00
0.0036
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
88017310.48
88017310.48
88017310.48
0.0022
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.870000%
86958D2E1
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
N
N
0.0084
160018481.60
160018481.60
160018481.60
0.0040
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000%
86958DN57
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0052
93056582.13
93056582.13
93056582.13
0.0023
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
149021561.79
149021561.80
149021561.80
0.0037
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DZ21
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-22
2016-06-22
2016-06-22
N
N
N
0.0047
61009028.61
61009028.61
61009028.61
0.0015
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.000000%
86960JH99
NHBDILHZTYCNBV5UYZ31
0001448613
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0060
99830850.00
99830850.00
99830850.00
0.0025
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
3000000.00
3000000.00
3000000.00
0.0001
N
N
Y
N
3925 SEAPORT ASSOCIATES LLC
3925 SEAPORT ASSOCIATES LLC SERIES VRDN 0.460000%
88563FAA8
US88563FAA84
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2043-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0046
6020000.00
6020000.00
6020000.00
0.0002
N
N
Y
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
131829231.60
131829231.60
131829231.60
0.0033
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TH22
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0062
49918195.00
49918195.00
49918195.00
0.0012
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TH97
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0064
89337450.10
89337450.10
89337450.10
0.0022
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
114006111.54
114006111.50
114006111.50
0.0029
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
56003483.76
56003483.76
56003483.76
0.0014
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
104092758.64
104092758.60
104092758.60
0.0026
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
41998698.00
41998698.00
41998698.00
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.587000%
89113EQU3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
2016-05-27
N
N
N
0.0042
26003354.26
26003354.26
26003354.26
0.0007
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
180856159.30
180856159.30
180856159.30
0.0045
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PGM8
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Total SA
N/A
N/A
1.0000
N
0.0060
17981200.80
17981200.80
17981200.80
0.0004
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
16993278.20
16993278.20
16993278.20
0.0004
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
34966004.50
34966004.50
34966004.50
0.0009
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GKT2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-10-27
N
N
N
0.0078
28886270.70
28886270.70
28886270.70
0.0007
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R4K2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
2016-05-31
N
N
N
0.0043
85018828.35
85018828.35
85018828.35
0.0021
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
192131925.12
192131925.10
192131925.10
0.0048
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
145034743.45
145034743.50
145034743.50
0.0036
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
187050529.27
187050529.30
187050529.30
0.0047
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
89998470.00
89998470.00
89998470.00
0.0023
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PEA5
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
2016-05-10
N
N
N
0.0034
13998545.40
13998545.40
13998545.40
0.0004
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
69970656.00
69970656.00
69970656.00
0.0017
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
119841240.00
119841240.00
119841240.00
0.0030
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PJ93
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-09
2016-09-09
2016-09-09
N
N
N
0.0058
41561522.91
41561522.91
41561522.91
0.0010
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
200049200.00
200049200.00
200049200.00
0.0050
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
200229400.00
200229400.00
200229400.00
0.0050
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
170027540.00
170027540.00
170027540.00
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
Fannie Mae
2044-02-25
6.500000
4.00
0.51
Agency Collateralized Mortgage Obligation
Fannie Mae
2042-06-25
6.500000
7.00
0.77
Agency Collateralized Mortgage Obligation
SEQUOIA MTG TR 2013-12 B-1 20431225 FLT
2043-12-25
4.254900
479.00
469.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
6.435000
586515.00
627494.80
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2013-7 B-2 20430625 FLT
549300DFASAA48I36408
2043-06-25
3.552700
342725.00
313140.78
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2013 6
2043-05-25
3.530600
1.00
0.90
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2007-QO1 A-1 20370225 FLT
2037-02-25
0.588800
562481.00
166572.07
Private Label Collateralized Mortgage Obligations
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.362400
8.00
0.95
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-HY1 3-A3 20370225 FLT
2037-02-25
4.208600
920000.00
372972.34
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-3 20441025 FLT
2044-10-25
3.949400
23246.00
22435.94
Private Label Collateralized Mortgage Obligations
Fannie Mae
2025-02-25
4.733000
230766.00
232271.72
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.833000
1471285.00
1500310.51
Private Label Collateralized Mortgage Obligations
Fannie Mae
2023-10-25
5.683000
1433964.00
1527041.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.433000
290.00
295.81
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.333000
637428.00
597059.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
4.433000
582231.00
578521.93
Private Label Collateralized Mortgage Obligations
Fannie Mae
2028-04-25
6.133000
320684.00
335804.39
Private Label Collateralized Mortgage Obligations
Freddie Mac
2023-11-27
4.683000
207061.00
209705.86
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.833000
29053.00
14877.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-2 20250527 FLT
2025-05-27
2.385800
1097418.00
1071218.34
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.938800
1226854.00
1262761.27
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
5.333000
566314.00
582335.90
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.433000
794131.00
416786.96
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-4 B-3 20441125 FLT
549300BU8OEB78D7JI24
2044-11-25
3.891100
534229.00
517919.82
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
8999892.90
8999892.90
8999892.90
0.0002
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
TRIAXX PRIME CDO 2006-2 A-2 20391002 FLT
2039-10-02
1.153600
194248000.00
113670260.48
Asset-Backed Securities
TOWD PT MTG TR 2015 4
2055-04-25
4.019200
24747957.00
21706595.88
Asset-Backed Securities
BYVW OPP MST FD TR 2014-21NPL A 20341228 FLT
5493003DG6NSQQ3GYI63
2034-12-28
3.474700
186000000.00
130669978.77
Asset-Backed Securities
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
66747547.00
77803165.13
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
299051876.50
299051876.50
299051876.50
0.0075
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
CWHEL 2006-A A
2032-04-15
0.622700
298900000.00
35198469.24
Asset-Backed Securities
AIRPT 2001-1A A9
2019-03-15
0.982700
209661000.00
43385075.04
Asset-Backed Securities
AFT 99-1A A1 ASST BK LN
5493006EWEZJDTSBNW21
2024-05-15
0.912700
36715000.00
3389890.53
Asset-Backed Securities
144A ACAP 2000-1A A1
2025-11-15
0.912700
8700000.00
281612.59
Asset-Backed Securities
CBASS
2037-07-25
0.628800
700000.00
321737.50
Asset-Backed Securities
CONSECO 7.36% 06/30
2030-06-01
7.360000
128535000.00
18623533.25
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
87999806.40
87999806.40
87999806.40
0.0022
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 Department
2018-09-30
1.375000
23753100.00
24067578.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-04-30
3.125000
30002000.00
31208894.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.875000
36444400.00
36529435.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-15
2.375000
28174000.00
34260151.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-06-30
0.625000
28928000.00
28974008.24
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
152000000.00
152000000.00
152000000.00
0.0038
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
Fannie Mae
2034-11-01
3.500000
17355747.00
14773748.67
Agency Mortgage-Backed Securities
Fannie Mae
2029-02-01
3.000000
20666064.00
16115309.76
Agency Mortgage-Backed Securities
Fannie Mae
2043-08-01
3.000000
576352.00
496025.58
Agency Mortgage-Backed Securities
Fannie Mae
2042-06-01
4.000000
20484630.00
16573937.81
Agency Mortgage-Backed Securities
Freddie Mac
2045-08-01
3.500000
1198205.00
1204799.08
Agency Mortgage-Backed Securities
Fannie Mae
2043-02-01
2.193000
22476202.00
15009820.36
Agency Mortgage-Backed Securities
Fannie Mae
2044-08-01
3.143000
16643690.00
13897850.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI1929
2041-05-01
3.423000
5242760.00
1422682.83
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC6469
2046-05-01
3.000000
14840791.00
15249481.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5764
2045-09-01
3.500000
16303376.00
16642300.65
Agency Mortgage-Backed Securities
04.000 FGPC G06943 G
2042-03-01
4.000000
2675050.00
1914043.64
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
110000000.00
110000000.00
110000000.00
0.0028
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
13998394.20
13998394.20
13998394.20
0.0004
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
108001567.08
108001567.10
108001567.10
0.0027
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
BEAR STEARNS ABS TR 2006-EC1 M-2 20351225 FLT
2035-12-25
0.868800
3500000.00
3103383.11
Asset-Backed Securities
CARRINGTON MTG LN 2006-NC2 A-3 20360425 FLT
2036-04-25
0.588800
11000000.00
9333750.56
Asset-Backed Securities
CWABS INC 2004-12 MV-5 20350225 FLT
2035-02-25
1.938800
5000000.00
4378293.89
Asset-Backed Securities
JP MORGAN MTG ACQ 2007-CH1 MV-2 20361125 FLT
2036-11-25
0.715800
110000.00
95116.07
Asset-Backed Securities
ELLINGTON LN ACQ TR 2007-2 A-2B 20370525 FLT
2037-05-25
1.388800
10800000.00
8792718.42
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
4.091000
5585000.00
5094752.42
Asset-Backed Securities
CENT CLO 23 LTD
549300NUXFWKZVKUSJ09
2026-04-17
0.00
10000000.00
8668370.00
Asset-Backed Securities
CSMC TR 2015-RPL2 A-1A 20571126 FLT
549300S2IB9K8K91T790
2057-11-26
3.750000
5000000.00
4572447.96
Asset-Backed Securities
WHITEHORSE IV LTD
2020-01-17
0.00
1000000.00
825436.00
Asset-Backed Securities
SHACKLETON 2014-VI CLO LTD
2026-07-17
0.00
5000000.00
4128575.00
Asset-Backed Securities
VOLT XXXVI LLC 2015-NPL10 A-1 20450725 FLT
2045-07-25
3.625000
8386848.00
6817838.69
Asset-Backed Securities
RMAT LLC 2015-RPL1 A-1 20200526 FLT
2020-05-26
3.967000
4948000.00
4546167.59
Asset-Backed Securities
MORTGAGE ASSET RECV 2015-NPL1 A-1 20300325 FLT
5493006D0C0K0GTDKQ07
2030-03-25
4.000000
50000000.00
42326389.48
Asset-Backed Securities
BANC AMERICA FDG 2010-R9 2-A-4 20360128 5.5
2036-01-28
5.500000
6222842.00
5272448.57
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.674600
3700000.00
3380149.04
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.489600
7150000.00
6529486.18
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
13883350.00
12799402.82
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
113028905.40
113028905.40
113028905.40
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
50015615.50
50015615.50
50015615.50
0.0013
N
N
N
N
HSBC BANK PLC
HSBC Bank PLC 0.850000%
MP6I5ZYZBEU3UXPYFY54
0001050258
928BUN002
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0056
34022287.34
34022287.34
34022287.34
0.0009
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
209082703.39
209082703.40
209082703.40
0.0052
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
120004477.20
120004477.20
120004477.20
0.0030
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
93022218.63
93022218.63
93022218.63
0.0023
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
2016-05-15
5.125000
589000.00
603962.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-15
1.125000
14100700.00
14226269.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
8.875000
9434600.00
11689286.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-10-31
3.125000
56509700.00
58140521.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-15
0.125000
100.00
103.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
2.750000
1400.00
1456.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-10-20
0.00
400.00
399.26
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
83000000.00
83000000.00
83000000.00
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
2039-09-25
3.000000
19055300.00
15730301.10
Agency Collateralized Mortgage Obligation
Fannie Mae
2033-06-25
2.500000
11571029.00
8592312.68
Agency Collateralized Mortgage Obligation
Fannie Mae
2027-11-25
1.500000
33250000.00
19794400.75
Agency Collateralized Mortgage Obligation
Freddie Mac
2044-11-01
4.000000
21472016.00
19570598.63
Agency Mortgage-Backed Securities
Freddie Mac
2044-11-01
4.000000
14431305.00
13522544.35
Agency Mortgage-Backed Securities
Fannie Mae
2043-10-01
4.500000
9.00
7.07
Agency Mortgage-Backed Securities
Fannie Mae
2036-01-01
6.500000
1107.00
4.25
Agency Mortgage-Backed Securities
Fannie Mae
2029-05-05
3.000000
1628138.00
1454064.06
Agency Mortgage-Backed Securities
Fannie Mae
2046-03-01
4.000000
856024.00
916108.00
Agency Mortgage-Backed Securities
Fannie Mae
2041-12-01
2.559000
19838584.00
6298497.42
Agency Mortgage-Backed Securities
Fannie Mae
2042-06-01
2.152000
18507328.00
6874184.23
Agency Mortgage-Backed Securities
Fannie Mae
2027-06-01
2.500000
16203680.00
9946970.30
Agency Mortgage-Backed Securities
Fannie Mae
2027-06-01
3.500000
12863089.00
7078052.21
Agency Mortgage-Backed Securities
Fannie Mae
2042-11-01
3.000000
79000.00
65192.13
Agency Mortgage-Backed Securities
Fannie Mae
2027-11-01
2.500000
4558890.00
3057832.99
Agency Mortgage-Backed Securities
Fannie Mae
2042-09-01
3.500000
5085763.00
4199803.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO8997
2042-07-01
4.000000
2207715.00
1496351.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9200
2044-03-01
4.000000
18310810.00
16335947.92
Agency Mortgage-Backed Securities
03.500 FGPC V60368 G
2028-12-01
3.500000
23036283.00
18316723.70
Agency Mortgage-Backed Securities
04.000 FGPC Q27904 G
2044-08-01
4.000000
53853.00
49245.42
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL5708
2034-09-01
4.000000
19804607.00
18402002.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL4691
2044-01-01
4.500000
21857515.00
18511117.79
Agency Mortgage-Backed Securities
FNMS 04.000 CTAJ8410
2032-01-01
4.000000
35919263.00
16828716.60
Agency Mortgage-Backed Securities
02.500 FGPC G14465 G
2027-05-01
2.500000
28981204.00
17133885.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2627
2042-06-01
3.500000
4996321.00
3927982.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6438
2045-02-01
3.500000
19790208.00
19213093.85
Agency Mortgage-Backed Securities
FNMS 03.000 CIAR8556
2027-06-01
3.000000
33870260.00
21995178.81
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4952
2030-05-01
3.000000
1933589.00
1854361.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV6637
2044-05-01
4.000000
20789003.00
17088824.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0304
2046-03-01
3.500000
46222964.00
48207891.43
Agency Mortgage-Backed Securities
Freddie Mac
2043-09-01
3.500000
30462578.00
22452861.62
Agency Mortgage-Backed Securities
Freddie Mac
2043-04-01
4.000000
24609504.00
20994784.80
Agency Mortgage-Backed Securities
Freddie Mac
2042-08-01
3.500000
29900000.00
22036556.83
Agency Mortgage-Backed Securities
Freddie Mac
2026-09-01
3.500000
9659422.00
2499332.67
Agency Mortgage-Backed Securities
Fannie Mae
2042-07-01
4.500000
2021707.00
1485653.48
Agency Mortgage-Backed Securities
Fannie Mae
2027-08-01
3.000000
220088.00
127001.38
Agency Mortgage-Backed Securities
Fannie Mae
2042-07-01
3.500000
1360156.00
381829.83
Agency Mortgage-Backed Securities
Fannie Mae
2028-12-01
3.500000
3525419.00
3039408.93
Agency Mortgage-Backed Securities
Fannie Mae
2029-01-01
3.000000
974549.00
745600.52
Agency Mortgage-Backed Securities
Fannie Mae
2043-03-01
3.000000
5965926.00
5018701.55
Agency Mortgage-Backed Securities
Fannie Mae
2027-12-01
2.500000
3475680.00
2340687.44
Agency Mortgage-Backed Securities
Fannie Mae
2042-11-01
4.000000
3239750.00
2447287.55
Agency Mortgage-Backed Securities
Fannie Mae
2045-06-01
3.500000
19250000.00
18872671.03
Agency Mortgage-Backed Securities
Fannie Mae
2029-11-01
3.000000
150000.00
127681.68
Agency Mortgage-Backed Securities
Fannie Mae
2029-10-01
3.000000
25240797.00
20810174.59
Agency Mortgage-Backed Securities
Fannie Mae
2029-06-01
3.000000
2931988.00
2403837.96
Agency Mortgage-Backed Securities
Fannie Mae
2043-12-01
4.500000
24875373.00
16073632.65
Agency Mortgage-Backed Securities
Fannie Mae
2043-11-01
4.500000
1799318.00
1550040.70
Agency Mortgage-Backed Securities
Fannie Mae
2028-11-01
3.500000
804700.00
525910.52
Agency Mortgage-Backed Securities
Fannie Mae
2043-07-01
3.000000
3344645.00
2799272.24
Agency Mortgage-Backed Securities
Fannie Mae
2043-07-01
3.500000
4767600.00
4045058.69
Agency Mortgage-Backed Securities
Fannie Mae
2045-12-01
3.500000
20828603.00
21422246.60
Agency Mortgage-Backed Securities
Fannie Mae
2045-08-01
3.500000
14162359.00
14075391.43
Agency Mortgage-Backed Securities
Fannie Mae
2025-08-01
4.500000
2169722.00
456325.17
Agency Mortgage-Backed Securities
Fannie Mae
2034-12-01
3.500000
3316356.00
2809442.77
Agency Mortgage-Backed Securities
Fannie Mae
2033-02-01
5.500000
4327994.00
44479.99
Agency Mortgage-Backed Securities
Fannie Mae
2045-07-01
2.661000
11040482.00
9832582.72
Agency Mortgage-Backed Securities
Fannie Mae
2045-08-01
3.500000
731335.00
746259.15
Agency Mortgage-Backed Securities
Fannie Mae
2045-10-01
3.500000
208501.00
218819.47
Agency Mortgage-Backed Securities
Fannie Mae
2045-12-01
3.500000
1924123.00
2015496.04
Agency Mortgage-Backed Securities
Fannie Mae
2030-09-01
3.000000
1669932.00
1690896.79
Agency Mortgage-Backed Securities
Fannie Mae
2045-12-01
4.000000
3079404.00
3329464.20
Agency Mortgage-Backed Securities
Fannie Mae
2045-10-01
4.000000
3216198.00
3442374.35
Agency Mortgage-Backed Securities
Fannie Mae
2033-09-01
6.500000
2097208.00
62412.63
Agency Mortgage-Backed Securities
Fannie Mae
2032-09-01
5.000000
15634821.00
1746949.34
Agency Mortgage-Backed Securities
Fannie Mae
2038-06-01
5.500000
23828582.00
1539396.59
Agency Mortgage-Backed Securities
Fannie Mae
2038-06-01
5.500000
29813536.00
1868864.79
Agency Mortgage-Backed Securities
Fannie Mae
2038-05-01
6.000000
31848064.00
1584024.00
Agency Mortgage-Backed Securities
Fannie Mae
2046-03-01
4.000000
1030811.00
1123310.95
Agency Mortgage-Backed Securities
Fannie Mae
2046-03-01
3.500000
149998.00
156270.80
Agency Mortgage-Backed Securities
Fannie Mae
2042-11-01
3.500000
885075.00
672894.34
Agency Mortgage-Backed Securities
Fannie Mae
2039-08-01
5.500000
1068881.00
252602.16
Agency Mortgage-Backed Securities
Fannie Mae
2023-11-01
5.500000
1042.00
101.83
Agency Mortgage-Backed Securities
Fannie Mae
2038-02-01
5.500000
485594.00
35964.62
Agency Mortgage-Backed Securities
Fannie Mae
2038-06-01
2.462000
3599.00
735.43
Agency Mortgage-Backed Securities
Fannie Mae
2041-09-01
3.500000
900000.00
378116.76
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.000000
475001.00
201423.73
Agency Mortgage-Backed Securities
Fannie Mae
2039-12-01
4.500000
2505797.00
1378564.47
Agency Mortgage-Backed Securities
Fannie Mae
2039-11-01
5.000000
1458418.00
518804.11
Agency Mortgage-Backed Securities
Fannie Mae
2039-12-01
2.655000
1167.00
243.14
Agency Mortgage-Backed Securities
Fannie Mae
2028-06-01
2.500000
1805748.00
1531504.15
Agency Mortgage-Backed Securities
Fannie Mae
2033-05-01
3.000000
881826.00
712038.06
Agency Mortgage-Backed Securities
Fannie Mae
2046-02-01
4.500000
966693.00
1055276.48
Agency Mortgage-Backed Securities
Fannie Mae
2022-10-01
2.500000
2285001.00
1117243.51
Agency Mortgage-Backed Securities
Fannie Mae
2022-06-01
3.000000
271399.00
106563.93
Agency Mortgage-Backed Securities
Fannie Mae
2040-12-01
4.000000
594239.00
168388.21
Agency Mortgage-Backed Securities
Fannie Mae
2019-08-01
4.000000
5385612.00
457291.96
Agency Mortgage-Backed Securities
Fannie Mae
2020-07-01
4.000000
891157.00
115490.88
Agency Mortgage-Backed Securities
Freddie Mac
2043-05-20
3.000000
105411.00
78527.33
Agency Mortgage-Backed Securities
Fannie Mae
2040-12-01
3.870000
1163.00
258.40
Agency Mortgage-Backed Securities
03.000 FGPC Q13638 G
2042-11-01
3.000000
5365474.00
4253265.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL3344
2042-10-01
4.500000
27225520.00
21834173.23
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2016-10-13
0.00
26066900.00
26024671.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.750000
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-03-15
0.750000
18553300.00
18599258.74
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
616000000.00
616000000.00
616000000.00
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
86036009.06
86036009.06
86036009.06
0.0022
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.600000%
0001142175
928WMZ008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0047
108027379.08
108027379.10
108027379.10
0.0027
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
9002502.99
9002502.99
9002502.99
0.0002
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
99977500.00
99977500.00
99977500.00
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
274989825.00
274989825.00
274989825.00
0.0069
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.679900%
94988EG85
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0036
43002279.43
43002279.43
43002279.43
0.0011
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.591200%
94988EGT9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
2016-05-23
N
N
N
0.0041
2000242.02
2000242.02
2000242.02
0.0001
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.636300%
94988EM21
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-18
2016-05-19
2016-05-19
N
N
N
0.0040
28003696.28
28003696.28
28003696.28
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.646500%
94988EME5
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
2016-05-26
N
N
N
0.0042
250042502.50
250042502.50
250042502.50
0.0063
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.788500%
94988EN61
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-07-07
2016-07-07
N
N
N
0.0053
150074401.50
150074401.50
150074401.50
0.0038
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.784700%
94988ENH7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-12
2016-07-12
2016-07-12
N
N
N
0.0054
75037725.75
75037725.75
75037725.75
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988EPN2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0068
71027200.81
71027200.81
71027200.81
0.0018
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
132043310.52
132043310.50
132043310.50
0.0033
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
53012434.33
53012434.33
53012434.33
0.0013
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQR2
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
50011735.50
50011735.50
50011735.50
0.0013
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
31008931.41
31008931.41
31008931.41
0.0008
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
11003349.61
11003349.61
11003349.61
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0077
42013062.42
42013062.42
42013062.42
0.0011
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESU3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
2016-09-28
N
N
N
0.0081
27005384.07
27005384.07
27005384.07
0.0007
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
183006260.43
183006260.40
183006260.40
0.0046
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.647300%
96121TF29
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-08-03
2016-08-03
N
N
N
0.0060
350042703.50
350042703.50
350042703.50
0.0088
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.830000%
96121TN38
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0070
100045771.00
100045771.00
100045771.00
0.0025
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0J26
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0069
69831685.00
69831685.00
69831685.00
0.0017
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
74017168.74
74017168.74
74017168.74
0.0019
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
120007129.20
120007129.20
120007129.20
0.0030
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
70021910.70
70021910.70
70021910.70
0.0018
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
134710200.00
136683330.65
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
134000000.00
134000000.00
134000000.00
0.0034
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
205913371.00
191617867.21
Agency Mortgage-Backed Securities
Freddie Mac
2045-07-01
3.500000
252368335.00
249999999.99
Agency Mortgage-Backed Securities
Freddie Mac
2045-06-01
3.500000
253393022.00
249999999.20
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
665000000.00
665000000.00
665000000.00
0.0166
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
JP MORGAN MTG TR 2014-IVR6 B-5 20440825 FLT
2044-08-25
2.898000
4571764.00
2113402.92
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2009-5 4A2 20370325 6.0
2037-03-25
6.000000
14319668.00
6707336.43
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-7R 1-A-17 20370127 FLT
2037-01-27
8.766300
18738714.00
8651396.08
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.025900
12778183.00
5050486.72
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
46367091.00
19288341.65
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
10330529.00
3918352.09
Private Label Collateralized Mortgage Obligations
JEFF RESEC TR 2010-R1 1-A2 20370326 FLT
2037-03-26
6.000000
547840.00
272370.92
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
39999776.00
39999776.00
39999776.00
0.0010
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
10822793.00
10224249.26
Asset-Backed Securities
PROGRESS RESIDENTIAL 2015 SFR3TR
2032-11-12
6.643000
2000000.00
1912013.94
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR1 F 20310619 FLT
2031-06-19
4.191200
4172000.00
3995478.86
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR2 F 20310918 FLT
2031-09-18
4.436200
5000000.00
4799307.08
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 E 20320617 FLT
2032-06-17
3.579200
4426000.00
4231991.09
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
42770000.00
40730683.63
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT
2031-06-19
2.941200
1753000.00
1672362.73
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
3.691200
2794000.00
2651990.53
Asset-Backed Securities
VOLT XXXIX LLC 2015-NPL13 A-1 20451025 FLT
2045-10-25
4.125000
1595000.00
1530381.22
Asset-Backed Securities
VOLT XXIX LLC 2014-NPL10 A-2 20541025 FLT
2054-10-25
4.750000
5930567.00
5693029.23
Asset-Backed Securities
AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0
2020-05-20
4.050000
2000000.00
1916998.65
Asset-Backed Securities
JP MORGAN RESEC TR 2010-4 3-A-11 20350426 FLT
2035-04-26
6.285800
4852922.00
3731322.95
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.138000
3500000.00
2537745.79
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
549300W6NRTMFPYUPG47
2050-04-15
4.365600
2700000.00
2018373.46
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
5493007CD1Q2V06I4172
2047-12-17
3.957000
4000000.00
2885963.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC16 D 20500817 3.9
549300PX4QZK7CUM8D08
2050-08-17
3.938000
22462000.00
17452377.51
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
106864418.00
72520165.55
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
549300AI15Z36GKLCS90
2019-11-01
2.438500
5684169.00
4508547.89
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-1 NOTES 20210901 FLT
549300G0896Q0YXJZE58
2021-09-01
3.534000
5000000.00
3921338.55
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
17.932700
8027000.00
6039461.73
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2011-RR1 3A4 20370302 FLT
2037-03-02
5.744800
10560000.00
7514696.07
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.393500
12220000.00
9134150.97
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
183998528.00
183998528.00
183998528.00
0.0046
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
AMER HOMES 4 RENT TR 2014-SFR2 E 20361017 6.2
2036-10-17
6.231000
9626000.00
9530972.13
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 E 20320318 FLT
2032-03-18
4.641000
3245000.00
3184698.16
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR3 E 20311218 FLT
2031-12-18
4.936000
7000000.00
6937112.58
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASTER FD IVB RPL TR 2016 1
2031-01-28
4.350000
19750000.00
19618309.51
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR2 E 20521018 6.0
2052-10-18
6.070000
1690000.00
1672971.56
Asset-Backed Securities
VFC LLC 2014-2 B 20300722 5.5
2030-07-22
5.500000
16176561.00
16140616.68
Asset-Backed Securities
OAK HILL ADV RESI TR 2015-NPL1 A-2 20550125 FLT
549300TLRRWLZJZ1CP80
2055-01-25
4.000000
302000.00
296506.15
Asset-Backed Securities
OAK HILL ADV RESI TR 2014-NPL2 A-2 20540425 FLT
549300Q6BK3OXXD7CM97
2054-04-25
4.000000
362000.00
358406.22
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 E 20520418 5.6
2052-04-18
5.639000
28250000.00
28129504.33
Asset-Backed Securities
AMERICAN HOMES 4 RENT 2014-SFR3 TR
2036-12-18
6.418000
14480000.00
14362354.83
Asset-Backed Securities
SWAY RESIDENTAIL 2014 1 TR
2032-01-20
4.741200
12727964.00
12480601.32
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0055
97998931.80
97998931.80
97998931.80
0.0025
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 CLBC3243
2046-03-01
3.500000
5109931.00
5359874.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3165
2046-03-01
3.500000
10634526.00
11154852.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA5390
2046-03-01
3.500000
1146463.00
1202537.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8951
2046-03-01
3.500000
108422.00
113720.79
Agency Mortgage-Backed Securities
03.500 FGPC Q39614 G
2046-04-01
3.500000
26196491.00
27477296.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5536
2046-03-01
3.500000
222945.00
233853.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5311
2046-03-01
3.500000
2268967.00
2379958.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5270
2046-03-01
3.500000
15486481.00
16244587.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
2046-04-01
3.500000
8150129.00
8547976.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3248
2046-03-01
3.500000
2068608.00
2169711.41
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
71999388.00
71999388.00
71999388.00
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
64457587.00
67604075.65
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
64999857.00
64999857.00
64999857.00
0.0016
N
N
Y
N
YAVAPAI CNTY ARIZ INDL DEV AUTH
YAVAPAI CNTY ARIZ INDL DEV AUTH IDB & PCR REV SERIES 2015 0.550000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2035-09-01
Y
Bank of Nova Scotia
N/A
N/A
1.0000
7
N
N
N
0.0055
13000000.00
13000000.00
13000000.00
0.0003
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
2027-08-15
6.375000
1016764300.00
1489031149.67
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
1489000000.00
1489000000.00
1489000000.00
0.0372
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
SLM STUDENT LOAN TR 2004-10 A-7A 20291025 FLT
54930060UIG70QCSNY68
2029-10-25
1.368600
17305.00
16455.39
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.035800
3867640.00
3650866.86
Asset-Backed Securities
CONTINENTAL AIRLINES 2005-ERJ1 A 20210401 9.7
2021-04-01
9.798000
2120626.00
1032109.80
Asset-Backed Securities
CAL FDG II LTD 2013-1 2013-1 20280327 3.3
54930028MHWK34KZT715
2028-03-27
3.350000
17629400.00
11466404.09
Asset-Backed Securities
144A SDART 2013-2 E
2020-04-15
2.980000
20378.00
20357.46
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
124556.00
125489.24
Asset-Backed Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
15110000.00
14037819.58
Corporate Debt Securities
BRANDYWINE OPER PARTNERSHIP L SR NT 3.95%23
IXBXSCONLDQ1ZI73YU71
2023-02-15
3.950000
900000.00
903617.50
Corporate Debt Securities
BERKSHIRE HATHAWAY ENERGY CO SR GLBL BD4.5%45
549300JD0S5IZJE9LY15
2045-02-01
4.500000
987000.00
1101126.81
Corporate Debt Securities
BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38
2038-09-15
7.500000
1645000.00
1717210.02
Corporate Debt Securities
BARCLAYS PLC
213800LBQA1Y9L22JB70
2026-01-12
4.375000
1918000.00
1955695.36
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4%030324
784F5XWPLTWKTBV3E584
2024-03-03
4.000000
844000.00
892979.20
Corporate Debt Securities
CISCO SYS INC SR GLBL NT 19
8E6NF1YAL0WT6CWXXV93
2019-03-01
2.125000
1068000.00
1098687.50
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
1965490.00
1987507.86
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 2.342%111520
549300G6UZOB126GBY72
2020-11-15
2.342000
4888000.00
5059619.31
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
6045000.00
6326932.08
Corporate Debt Securities
CITIGROUP INC FR 1.35%031017
6SHGI4ZSSLCXXQSBB395
2017-03-10
1.350000
68000.00
68214.71
Corporate Debt Securities
CITIGROUP INC DEP SHS FX/FL Q
6SHGI4ZSSLCXXQSBB395
2099-01-01
5.950000
6134000.00
6009667.22
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT 1.4%17
E0KSF7PFQ210NWI8Z391
2017-03-15
1.400000
1021000.00
1028536.11
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 5.25%052441
DG3RU1DBUFHT4ZF9WN62
2041-05-24
5.250000
1750000.00
2144579.79
Corporate Debt Securities
BANK AMER CORP SUB -L NT 4%25
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
5904000.00
5987941.76
Corporate Debt Securities
BANK AMER CORP FR 2.6%011519
9DJT3UXIJIZJI4WXO774
2019-01-15
2.600000
1230000.00
1260862.07
Corporate Debt Securities
BANK AMER CORP PERP -K NT 8%
9DJT3UXIJIZJI4WXO774
2049-01-01
8.000000
876000.00
875498.73
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US SR NT 5%21
R0MUWSFPU8MPRO8K5P83
2021-01-15
5.000000
2885000.00
3282998.57
Corporate Debt Securities
BARRICK NORTH AMERICA
2041-05-30
5.700000
5461000.00
5534732.60
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
1703000.00
1718972.72
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 4.5%061720
Z2VZBHUMB7PWWJ63I008
2020-06-17
4.500000
1126000.00
1266862.60
Corporate Debt Securities
SANTANDER UK GROUP HLDGS PLC
549300F5XIFGNNW4CF72
2020-10-16
2.875000
1972000.00
1962668.88
Corporate Debt Securities
SANTANDER UK PLC SUB 144A NT 45
549300F5XIFGNNW4CF72
2045-09-15
5.625000
9023000.00
8683419.39
Corporate Debt Securities
Popular Inc
2019-07-01
7.000000
2446000.00
2448554.71
Corporate Debt Securities
PHARMACIA CORP SR DEB 6.6%28
2028-12-01
6.600000
566000.00
769541.15
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR 144A NT 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
1000000.00
1023184.17
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR GLBL 144A 18
C3GTMMZIHMY46P4OIX74
2018-03-05
1.700000
1149000.00
1154388.81
Corporate Debt Securities
ROYAL BK OF CDA BD CDS VR 020915-020317
ES7IP3U3RHIGC71XBU11
2017-02-03
0.878600
1000000.00
1002168.88
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 18
J3WHBG0MTS7O8ZVMDC91
2018-03-01
1.439000
265587.00
268675.36
Corporate Debt Securities
DELMARVA PWR & LT CO 1MTG BD 4.15%45
NJ98T8DDD027ZFXUDB24
2045-05-15
4.150000
2270000.00
2384443.31
Corporate Debt Securities
GENERAL ELECTRIC CO NT 4.125%42
3C7474T6CDKPR9K6YT90
2042-10-09
4.125000
520000.00
553504.47
Corporate Debt Securities
VIACOM INC NEW SR NT 5.625%19
X0ST5BPF0CZG9FE5OV61
2019-09-15
5.625000
2065000.00
2285325.17
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.75%41
2S72QS2UO2OESLG6Y829
2041-11-01
4.750000
2720000.00
2893661.42
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 21
549300GHBMY8T5GXDE41
2021-11-15
3.375000
1064000.00
1152019.40
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 16
549300GHBMY8T5GXDE41
2016-11-15
1.875000
879000.00
891773.34
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.65%110444
PBLD0EJDB5FWOLXP3B76
2044-11-04
4.650000
713000.00
754307.06
Corporate Debt Securities
SUMITOMO MITSUI FINL GRP INC GLBL REGS BD 24
2024-04-02
4.436000
1000000.00
1044917.00
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL FL BD 18
EN5TNI6CI43VEPAMHL14
2018-07-30
1.358100
25000.00
25096.44
Corporate Debt Securities
WELLS FARGO CAP X EXT SB NT5.95%86
2086-12-01
5.950000
100000.00
104814.72
Corporate Debt Securities
AON PLC SR NT 4.45%43
VVT2B79I2Z4U3R6BY589
2043-05-24
4.450000
70000.00
67551.38
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19
2019-05-15
3.750000
3373000.00
3489986.88
Corporate Debt Securities
AT&T INC GLBL NT 1.6%15
549300Z40J86GGSTL398
2017-02-15
1.600000
2202000.00
2215980.25
Corporate Debt Securities
APPLE COMPUTER, INC.
HWUPKR0MPOU8FGXBT394
2021-02-23
2.250000
400000.00
410358.00
Corporate Debt Securities
AMERIPRISE FINL INC SR GLBL NT3.7%24
6ZLKQF7QB6JAEKQS5388
2024-10-15
3.700000
165000.00
171073.47
Corporate Debt Securities
AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44
2044-09-01
5.000000
185000.00
191135.63
Corporate Debt Securities
AMERICAN EXPRESS CO PERP NT 4.9%
R4PP93JZOLY261QX3811
2099-12-31
4.900000
4240000.00
3844064.09
Corporate Debt Securities
ALLSTATE CORP EXT JR SB GLBL67
OBT0W1ED8G0NWVOLOJ77
2067-05-15
6.500000
1746000.00
1937381.00
Corporate Debt Securities
METRO EDISON CO
2023-03-15
3.500000
1832000.00
1876934.89
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR NT 7.5%38
549300SP2X2BS1KERD24
2038-09-01
7.500000
10000.00
13941.63
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT25
549300SP2X2BS1KERD24
2025-04-01
2.950000
3000.00
3013.69
Corporate Debt Securities
MORGAN STANLEY FR 4.1%052223
IGJSJL3JD5P30I6NJZ34
2023-05-22
4.100000
6273000.00
6590040.90
Corporate Debt Securities
MORGAN STANLEY SR NT-F 4.75%17
IGJSJL3JD5P30I6NJZ34
2017-03-22
4.750000
533000.00
552013.15
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.65%101721
3C7474T6CDKPR9K6YT90
2021-10-17
4.650000
910000.00
1032649.80
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 5.625%050118
3C7474T6CDKPR9K6YT90
2018-05-01
5.625000
721000.00
805870.71
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC
784F5XWPLTWKTBV3E584
2025-10-21
4.250000
56000.00
57145.45
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
1751000.00
2124575.85
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 2.375%012218
784F5XWPLTWKTBV3E584
2018-01-22
2.375000
1803000.00
1836390.31
Corporate Debt Securities
GOLDCORP INC NEW GLBL BD 3.625%21
I2YOHH65IBBT53JFYQ52
2021-06-09
3.625000
5537000.00
5701655.00
Corporate Debt Securities
GLAXOSMITHKLINE CAP PLC SR GLBL NT1.5%17
549300U0LV41VX7LEP38
2017-05-08
1.500000
20000.00
20285.30
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 7%011539
1IE8VN30JCEQV1H4R804
2039-01-15
7.000000
505000.00
654748.77
Corporate Debt Securities
HSBC USA INC NEW SR GLBL FL NT 18
549300LBOHZ4QSIWU288
2018-09-24
1.508400
1750000.00
1751831.29
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 4%22
MLU0ZO3ML4LN2LL2TL39
2022-03-30
4.000000
3800000.00
4035874.45
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT6.5%17
51M0QTTNCGUN7KFCFZ59
2017-01-15
6.500000
1997000.00
2112022.76
Corporate Debt Securities
FORD MTR CO DEL GLBL DEB 7.4%46
20S05OYHG0MQM4VUIC57
2046-11-01
7.400000
200000.00
267367.78
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 44
549300AINIIPOLYX2R63
2044-07-15
5.450000
3208000.00
3481239.62
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 45
PY6ZZQWO2IZFZC3IOL08
2045-11-16
4.375000
430000.00
473979.98
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT5.9%17
PY6ZZQWO2IZFZC3IOL08
2017-09-15
5.900000
160000.00
171564.98
Corporate Debt Securities
AQUARION CO SR GLBL 144A 24
2024-08-15
4.000000
123000.00
128813.25
Corporate Debt Securities
BANK AMER CORP SR NT-L 3.75%16
9DJT3UXIJIZJI4WXO774
2016-07-12
3.750000
1000000.00
1016685.83
Corporate Debt Securities
HCA INC SR SEC NT 22
L3CJ6J7LJ2DX62FTXD46
2022-03-15
5.875000
4827000.00
5314191.79
Corporate Debt Securities
HCA INC SR SEC NT4.25%19
L3CJ6J7LJ2DX62FTXD46
2019-10-15
4.250000
500000.00
522076.39
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.375%052625
UE2136O97NLB5BYP9H04
2025-05-26
3.375000
2286000.00
2427763.43
Corporate Debt Securities
MASSACHUSETTS ELEC CO SR NT 144A 39
2039-11-15
5.900000
557000.00
681733.34
Corporate Debt Securities
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
2025-12-10
4.582000
5200000.00
5218460.00
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.375000
2798000.00
3247910.24
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 2.1%050817
PBLD0EJDB5FWOLXP3B76
2017-05-08
2.100000
1480000.00
1510451.00
Corporate Debt Securities
WELLS FARGO & CO NEW PERP PFD CL A -K
PBLD0EJDB5FWOLXP3B76
2049-01-01
7.980000
2878000.00
3017592.60
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
10353000.00
10806536.17
Corporate Debt Securities
PRUDENTIAL FINL INC EXT JR FX/FLT 68
5PRBRS5FEH7NREC8OR45
2068-06-15
8.875000
1628000.00
1852720.52
Corporate Debt Securities
SUNTRUST PREF CPTL I
2049-01-01
4.000000
609000.00
453637.33
Corporate Debt Securities
STANFORD LELAND JR UNIV BOARD -2012 BD4.013%42
JIUV0DC2REIJXQ26CR37
2042-05-01
4.013000
107000.00
119716.10
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE SR -A 2.3%17
3C7474T6CDKPR9K6YT90
2017-04-27
2.300000
942000.00
956090.23
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 8%16
UDSQCVRUX5BONN0VY111
2016-12-15
8.000000
2000000.00
2142855.55
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 16
5493008B6JBRUJ90QL97
2016-05-15
2.750000
128000.00
129684.20
Corporate Debt Securities
CISCO SYS INC SR GLBL NT 19
8E6NF1YAL0WT6CWXXV93
2019-02-15
4.950000
1614000.00
1793985.21
Corporate Debt Securities
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
2025-10-29
4.200000
4735000.00
4827616.60
Corporate Debt Securities
US BK NATL ASSN MINNEAPOLISMTN FR 1.45%012918
6BYL5QZYBDK8S7L73M02
2018-01-29
1.450000
2176000.00
2195226.17
Corporate Debt Securities
CREDIT AGRICOLE S A SUB REGS NT 25
969500TJ5KRTCJQWXH05
2025-03-17
4.375000
3615000.00
3615557.31
Corporate Debt Securities
WELLS FARGO BANK N A VR 032015-051916
KB1H1DSPRFMYMCUFXT09
2016-05-19
0.793400
1.00
1.00
Corporate Debt Securities
ABBVIE INC SR NT 3.6%25
FR5LCKFTG8054YNNRU85
2025-05-14
3.600000
3280000.00
3496184.80
Corporate Debt Securities
AT&T INC SR GLBL NT 40
549300Z40J86GGSTL398
2040-03-15
6.350000
2062193.00
2468034.87
Corporate Debt Securities
ALTERA CORP SR GLBL NT4.1%23
2023-11-15
4.100000
2860000.00
3252986.24
Corporate Debt Securities
JAGUAR LAND ROVER PLC SR GLBL 144A 19
2019-11-15
4.250000
1210000.00
1278801.94
Corporate Debt Securities
MORGAN STANLEY VR 012716-020119
IGJSJL3JD5P30I6NJZ34
2019-02-01
1.996300
1000000.00
1016169.84
Corporate Debt Securities
MIZUHO FINL GROUP INC SR GLBL 144A 21
2021-04-12
2.632000
3023970.00
3028182.05
Corporate Debt Securities
NORDEA BK AB MTN 144A FR 1.25%040417
6SCPQ280AIY8EP3XFW53
2017-04-04
1.250000
2360000.00
2365541.41
Corporate Debt Securities
TIME WARNER INC SR GLBL DEB 44
KNG3XRAA0RHN9H62OK76
2044-06-01
4.650000
1100000.00
1146009.33
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-09-26
1.250000
3458000.00
3454769.65
Corporate Debt Securities
WELLS FARGO BK NATL ASSN SB NT FLT ACRD16
KB1H1DSPRFMYMCUFXT09
2016-05-16
0.828200
1225000.00
1227179.77
Corporate Debt Securities
ABBOTT LABS NT 2.55%22
HQD377W2YR662HK5JX27
2022-03-15
2.550000
2616000.00
2624650.24
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 1.875%100617
2017-10-06
1.875000
2146000.00
2168678.75
Corporate Debt Securities
MCKESSON CORP NEW SR NT 1.292%17
549300WZWOM80UCFSF54
2017-03-10
1.292000
1015000.00
1018490.13
Corporate Debt Securities
JOHNSON CTLS INC MTNS BK ENT SR GLBL NT1.4%17
3LB2NG8VUULSCV2NO430
2017-11-02
1.400000
2020000.00
2030773.33
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 1.4%090817
PBLD0EJDB5FWOLXP3B76
2017-09-08
1.400000
1786000.00
1794596.61
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.5%030822
PBLD0EJDB5FWOLXP3B76
2022-03-08
3.500000
1663000.00
1771541.24
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 1.3%041017
2017-04-10
1.300000
293000.00
294214.81
Corporate Debt Securities
MERCK & CO INC NEW NT 4.15%43
4YV9Y5M8S0BRK1RP0397
2043-05-18
4.150000
11000.00
12255.32
Corporate Debt Securities
ROYAL BK CDA FR 2.15%031519
ES7IP3U3RHIGC71XBU11
2019-03-15
2.150000
932000.00
947860.57
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 1.6%112017
3C7474T6CDKPR9K6YT90
2017-11-20
1.600000
1112000.00
1126674.69
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE VR 050911-050916
3C7474T6CDKPR9K6YT90
2016-05-09
1.489700
2570000.00
2578970.44
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC SR NT 6.1%41
IU7C3FTM7Y3BQM112U94
2041-10-01
6.100000
2325000.00
2770619.83
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 4.25%17
UDSQCVRUX5BONN0VY111
2017-02-03
4.250000
622000.00
641227.75
Corporate Debt Securities
GENERAL ELEC CAP CORP FR 5.3%021121
3C7474T6CDKPR9K6YT90
2021-02-11
5.300000
177000.00
205483.43
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR NT 4.375%21
5493008B6JBRUJ90QL97
2021-09-25
4.375000
2102000.00
2229406.31
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 052814-052016
EDBQKYOPJUCJKLOJDE72
2016-05-20
0.718200
2244000.00
2247425.58
Corporate Debt Securities
CITIGROUP INC SR GLBL NT8.5%19
6SHGI4ZSSLCXXQSBB395
2019-05-22
8.500000
1141000.00
1392681.15
Corporate Debt Securities
CITIGROUP INC FR 3.3%042725
6SHGI4ZSSLCXXQSBB395
2025-04-27
3.300000
2389000.00
2398659.52
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.125%061217
E0KSF7PFQ210NWI8Z391
2017-06-12
1.125000
855000.00
861251.12
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
5753000.00
7538597.44
Corporate Debt Securities
AGATE BAY MTG TR 2014-1 1-A6 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
3.500000
5000000.00
2156415.07
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
5000000.00
1957375.54
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014 GC18
2047-01-11
4.074000
2569.00
2822.17
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.698200
1.00
0.09
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
4269476.00
4709331.65
Private Label Collateralized Mortgage Obligations
EXPORKLORE SA
2031-12-05
4.036200
4466289.00
4555908.66
Private Label Collateralized Mortgage Obligations
BAMLL COML MTG SEC TR
2031-12-17
3.532800
5784973.00
5686600.63
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.432800
8000000.00
7890282.40
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-CCRE17 B 20470510 4.3
2047-05-10
4.377000
2500000.00
2680342.71
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE8 A-M 20460612 FLT
549300NGGFIEJ2ER3D22
2046-06-12
3.828500
1723.00
1835.23
Private Label Collateralized Mortgage Obligations
COBALT CMBS MTG TR 2006-C1 A-4 20480817 5.2
2048-08-17
5.223000
1925000.00
1200527.72
Private Label Collateralized Mortgage Obligations
SHELLPOINT ASSET FDG TR
2043-07-25
3.750000
5000000.00
3318312.13
Private Label Collateralized Mortgage Obligations
TIAAS 2007-C4 AJ
2039-08-15
5.528100
1.00
0.31
Private Label Collateralized Mortgage Obligations
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
15561369.00
13095136.61
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
273046355.40
273046355.40
273046355.40
0.0068
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
SLM STUDENT LOAN TR 2004-10 A-7A 20291025 FLT
54930060UIG70QCSNY68
2029-10-25
1.368600
24213.00
23024.24
Asset-Backed Securities
144A SDART 2013-2 E
2020-04-15
2.980000
7665.00
7657.27
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
9406.00
9476.47
Asset-Backed Securities
TOTAL CAPITAL SR GLBL BD 19
549300U37G2I8G4RUG09
2019-01-10
2.125000
5465000.00
5588913.56
Corporate Debt Securities
TIME WARNER CABLE INC SR NT 5%20
B1WXCWLJVJXMWJX6O298
2020-02-01
5.000000
1182000.00
1305958.97
Corporate Debt Securities
DEUTSCHE TELEKOM INTL FIN B V $ NT 9.25%32
529900ERDFHS6C1M4U58
2032-06-01
9.250000
41000.00
66038.20
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 6%061520
784F5XWPLTWKTBV3E584
2020-06-15
6.000000
1890000.00
2192444.10
Corporate Debt Securities
PEPSICO INC SR NT 4%42
FJSUNZKFNQ5YPJ5OT455
2042-03-05
4.000000
1889000.00
1949958.03
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 17
U4LOSYZ7YG4W3S5F2G91
2017-09-08
1.500000
1109000.00
1103516.00
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
810.00
819.07
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC. (THE)
784F5XWPLTWKTBV3E584
2021-04-25
2.625000
588.00
591.68
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
4761000.00
4956640.07
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
456000.00
513985.47
Corporate Debt Securities
MORGAN STANLEY DEAN WITTER & CO.
IGJSJL3JD5P30I6NJZ34
2021-04-21
2.500000
657.00
657.17
Corporate Debt Securities
FEDEX CORP SR NT 5.1%44
549300E707U7WNPZN687
2044-01-15
5.100000
367000.00
423511.88
Corporate Debt Securities
EXXON MOBIL CORP SR NT 0.921%17
J3WHBG0MTS7O8ZVMDC91
2017-03-15
0.921000
1063000.00
1066556.44
Corporate Debt Securities
RIO TINTO FIN USA LTD SR GLBL NT 28
213800RX94ZKEZXPKH58
2028-07-15
7.125000
2910000.00
3742211.50
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20
549300PXR5FKNXF0OH19
2020-03-26
2.750000
2098000.00
2086798.43
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
DG3RU1DBUFHT4ZF9WN62
2022-02-08
3.875000
1571000.00
1703449.05
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 44
549300AINIIPOLYX2R63
2044-07-15
5.450000
5597000.00
6073721.36
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 25
549300AINIIPOLYX2R63
2025-01-15
4.350000
70000.00
74329.50
Corporate Debt Securities
NOKIA CORP NT 6.625%39
549300A0JPRWG1KI7U06
2039-05-15
6.625000
2336000.00
2570021.78
Corporate Debt Securities
NISOURCE FIN CORP SR NT 5.25%43
ZHUWIE4VK4MIYES0UG62
2043-02-15
5.250000
40000.00
46367.67
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR NT 3.5%23
6S552MUG6KGJVEBSEC55
2023-03-01
3.500000
1211000.00
1160427.29
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
3580000.00
3736829.86
Corporate Debt Securities
Popular Inc
2019-07-01
7.000000
4472000.00
4476670.75
Corporate Debt Securities
SANTANDER UK PLC SUB 144A NT 45
549300F5XIFGNNW4CF72
2045-09-15
5.625000
217000.00
208833.20
Corporate Debt Securities
CBS CORP NEW SR GLBL NT2.3%19
5KYC8KF17ROCY24M3H09
2019-08-15
2.300000
10000.00
10176.98
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
712000.00
661477.67
Corporate Debt Securities
BANK AMER CORP FR 2.25%042120
9DJT3UXIJIZJI4WXO774
2020-04-21
2.250000
1785000.00
1780251.90
Corporate Debt Securities
COMCAST CORP NEW SR NT 4.5%43
51M0QTTNCGUN7KFCFZ59
2043-01-15
4.500000
1123000.00
1251774.41
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 27
6SHGI4ZSSLCXXQSBB395
2027-09-29
4.450000
25885000.00
26423364.86
Corporate Debt Securities
CITIGROUP INC SR SB GLBL NT 36
6SHGI4ZSSLCXXQSBB395
2036-08-25
6.125000
650000.00
754415.28
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
5350000.00
5599518.05
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-02-25
3.750000
2404805.00
2485862.96
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
3360000.00
4076856.00
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.75%100116
784F5XWPLTWKTBV3E584
2016-10-01
5.750000
408000.00
417886.75
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 4.375%33
549300G0CFPGEF6X2043
2033-12-05
4.375000
135000.00
157864.95
Corporate Debt Securities
HSBC USA INC NEW SR GLBL FL NT 18
549300LBOHZ4QSIWU288
2018-09-24
1.508400
100000.00
100104.65
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
3000000.00
3050195.83
Corporate Debt Securities
MERCK & CO INC NEW SR NT 2.35%22
4YV9Y5M8S0BRK1RP0397
2022-02-10
2.350000
1646000.00
1684873.49
Corporate Debt Securities
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
2025-12-10
4.582000
2834000.00
2844060.70
Corporate Debt Securities
KEYSPAN GAS EAST CORP MTN BE SR 144A NT 41
K8TS3HOE1568DUBUJL44
2041-04-01
5.819000
30000.00
35952.18
Corporate Debt Securities
KELLOGG CO SR GLBL NT 17
LONOZNOJYIBXOHXWDB86
2017-05-17
1.750000
1000000.00
1015115.00
Corporate Debt Securities
MIZUHO FIN GRP CAYMAN 3 SUB GLBL 144A 24
2024-03-27
4.600000
1405000.00
1479041.94
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 22
549300WTZWR07K8MNV44
2022-09-01
3.250000
819000.00
871257.21
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 20
5493008B6JBRUJ90QL97
2020-01-15
3.150000
2147000.00
2204840.18
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.2%45
54930070NSV60J38I987
2045-04-01
5.200000
4978000.00
5033228.15
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
10091000.00
13603528.53
Corporate Debt Securities
HCA INC SR SEC NT5.25%25
L3CJ6J7LJ2DX62FTXD46
2025-04-15
5.250000
3660000.00
3836747.50
Corporate Debt Securities
MICROSOFT CORP SR NT 1.85%20
INR2EJN1ERAN0W5ZP974
2020-02-12
1.850000
3991000.00
4087649.82
Corporate Debt Securities
METRO EDISON CO
2023-03-15
3.500000
4989000.00
5111369.08
Corporate Debt Securities
MERRILL LYNCH & CO INC SUB FLT NT 26
9DJT3UXIJIZJI4WXO774
2026-09-15
1.393800
691000.00
590966.41
Corporate Debt Securities
ORACLE CORP SR GLBL BD4.3%34
1Z4GXXU7ZHVWFCD8TV52
2034-07-08
4.300000
674000.00
728579.40
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT25
549300SP2X2BS1KERD24
2025-04-01
2.950000
2775000.00
2787666.33
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.65%110444
PBLD0EJDB5FWOLXP3B76
2044-11-04
4.650000
2573000.00
2722064.61
Corporate Debt Securities
VERIZON COMMUNICATIONS INC GLBL NT 6.55%43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
494000.00
657986.04
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.15%24
2S72QS2UO2OESLG6Y829
2024-03-15
4.150000
1155000.00
1256099.72
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%22
549300Z40J86GGSTL398
2022-03-15
3.800000
1888964.00
2007788.23
Corporate Debt Securities
AT&T INC GLBL NT 1.6%15
549300Z40J86GGSTL398
2017-02-15
1.600000
1078000.00
1084844.10
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.375%032417
9ET6B8VCXWW51H8Z3M54
2017-03-24
2.375000
1217000.00
1234986.08
Corporate Debt Securities
AMERICAN EXPRESS CO PERP NT 4.9%
R4PP93JZOLY261QX3811
2099-12-31
4.900000
3266000.00
2961017.29
Corporate Debt Securities
AIR LEASE CORPORATION
2020-03-01
4.750000
806000.00
852468.14
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19
2019-05-15
3.750000
2400000.00
2483240.00
Corporate Debt Securities
AMGEN INC SR NT 5.65%42
62QBXGPJ34PQ72Z12S66
2042-06-15
5.650000
490000.00
600436.47
Corporate Debt Securities
AMGEN INC SR GLBL NT 17
62QBXGPJ34PQ72Z12S66
2017-05-15
2.125000
887000.00
904917.89
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.875%22
ODVCVCQG2BP6VHV36M30
2022-06-01
4.875000
4072000.00
4538576.55
Corporate Debt Securities
AMERICAN FINANCIAL GROUP INC. SR NT 9.875%19
549300AFOM7IVKIU1G39
2019-06-15
9.875000
83000.00
102739.64
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE SR NT 2.8%16
9ET6B8VCXWW51H8Z3M54
2016-09-19
2.800000
773000.00
781271.96
Corporate Debt Securities
BANK AMER CORP FR 2.6%011519
9DJT3UXIJIZJI4WXO774
2019-01-15
2.600000
253000.00
259348.05
Corporate Debt Securities
BPCE GBL NT 144A SUB GLBL 144A 24
9695005MSX1OYEMGDF46
2024-07-21
5.150000
2114000.00
2197501.83
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 5.8%101517
UE2136O97NLB5BYP9H04
2017-10-15
5.800000
178000.00
190336.39
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR NT 4.3%25
5493008B6JBRUJ90QL97
2025-07-13
4.300000
416000.00
430169.42
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT5.1%21
MLU0ZO3ML4LN2LL2TL39
2021-04-05
5.100000
18000.00
20015.46
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-09-26
1.250000
27356000.00
27330444.94
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 19
549300GHBMY8T5GXDE41
2019-03-15
1.625000
5023000.00
5074415.99
Corporate Debt Securities
ABBEY NATL TREAS SVCS PLC SR NT 1.375%17
R83QYRLEMH4ZSHI0L097
2017-03-13
1.375000
25000.00
25099.42
Corporate Debt Securities
AT&T INC GLBL NT 2.375%18
549300Z40J86GGSTL398
2018-11-27
2.375000
879000.00
908198.43
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 1.875%100617
2017-10-06
1.875000
709000.00
716492.65
Corporate Debt Securities
CISCO SYS INC SR GLBL NT 20
8E6NF1YAL0WT6CWXXV93
2020-01-15
4.450000
1273000.00
1425232.41
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.125%061217
E0KSF7PFQ210NWI8Z391
2017-06-12
1.125000
749000.00
754476.13
Corporate Debt Securities
PROTECTIVE LIFE CORP SR NT 8.45%39
2039-10-15
8.450000
1305000.00
1742639.73
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 2.05%011217
Z2VZBHUMB7PWWJ63I008
2017-01-12
2.050000
2960000.00
3003846.64
Corporate Debt Securities
STANDARD CHARTERED PLC SUB GLBL 144A 43
U4LOSYZ7YG4W3S5F2G91
2043-01-09
5.300000
1925000.00
1732874.30
Corporate Debt Securities
JEFFERIES FINANCE LLC/JFIN CP SR 144A NT7.5%21
2021-04-15
7.500000
3000000.00
2723750.00
Corporate Debt Securities
HOSPITALITY PPTYS TR SR GLBL NT 26
2026-02-15
5.250000
4025000.00
4137666.46
Corporate Debt Securities
MITSUI SUMITOMO INS CO SUB NT 144A 7%72
5493006KRZ0SJO41LZ83
2072-03-15
7.000000
895000.00
1070469.72
Corporate Debt Securities
MICROSOFT CORP SR GLBL BD 43
INR2EJN1ERAN0W5ZP974
2043-05-01
3.750000
684000.00
700636.02
Corporate Debt Securities
BANK AMER CHRLT NC MTN FR 1.125%111416
B4TYDEB6GKMZO031MB27
2016-11-14
1.125000
1060000.00
1067002.63
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR GLBL 144A 18
C3GTMMZIHMY46P4OIX74
2018-03-05
1.700000
1190000.00
1195581.10
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.6%071318
E0KSF7PFQ210NWI8Z391
2018-07-13
1.600000
798000.00
808933.49
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 18
J3WHBG0MTS7O8ZVMDC91
2018-03-01
1.439000
1680413.00
1699953.54
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR GLBL NT3.9%24
549300TLGDBYE711G509
2024-05-15
3.900000
16675000.00
14345780.43
Corporate Debt Securities
PEPSICO INC SR NT 1.5%19
FJSUNZKFNQ5YPJ5OT455
2019-02-22
1.500000
435000.00
440714.45
Corporate Debt Securities
CORE INDL TR 2015-WEST B 20370212 3.5
549300JSG3BPDMG8DT46
2037-02-12
3.574000
4528382.00
4678126.54
Private Label Collateralized Mortgage Obligations
HOUSTON GALLERIA TR 2015-HGLR B 20370305 3.1
2037-03-05
3.186000
296926.00
298128.85
Private Label Collateralized Mortgage Obligations
BAMLL COML MTG SEC TR
2031-12-17
3.532800
192.00
188.74
Private Label Collateralized Mortgage Obligations
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
20006784.00
16836023.21
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.698200
1.00
0.09
Private Label Collateralized Mortgage Obligations
LB UBS COMMERCIAO
2039-03-15
5.720000
4911709.00
2966822.84
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-USA A-2 20370917 3.9
549300818AKCJ4Q9TD76
2037-09-17
3.953000
2727689.00
2913126.24
Private Label Collateralized Mortgage Obligations
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
5000000.00
5047446.11
Private Label Collateralized Mortgage Obligations
SPRINGLEAF MTG LN TR 2013-1 M-3 20580625 FLT
5493008NE6WU82Z6AC30
2058-06-25
3.790000
5000000.00
5006040.56
Private Label Collateralized Mortgage Obligations
TIAAS 2007-C4 AJ
2039-08-15
5.528100
1.00
0.31
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
236026927.60
236026927.60
236026927.60
0.0059
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
WBCMT 2006-C28 C
2048-10-15
5.691000
19211000.00
17352084.58
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C32 K
549300R5UTVRJY3HSJ42
2049-06-15
5.889100
3000000.00
97509.84
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
5.913900
5000000.00
31498.73
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR1 1A1B
2046-01-25
1.420000
12380050.00
1344559.46
Private Label Collateralized Mortgage Obligations
WFALT 2005-2 M2
2035-10-25
1.143800
8400000.00
5717516.54
Private Label Collateralized Mortgage Obligations
WFMBS 2004-D B2
2034-05-25
2.969700
2684000.00
243480.18
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTGE BCKD SEC
2035-05-25
2.806300
4900000.00
1596502.66
Private Label Collateralized Mortgage Obligations
WFMBS 2005-AR16 7A1
2035-10-25
2.740000
100000000.00
13107474.15
Private Label Collateralized Mortgage Obligations
144A BACM 2006-4 G
2046-07-10
5.892000
10300000.00
125276.23
Private Label Collateralized Mortgage Obligations
BOAMS 2003-10 1B3
2034-01-25
5.500000
856000.00
20397.14
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
2.730000
4854524.00
713589.64
Private Label Collateralized Mortgage Obligations
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
12600000.00
12199671.08
Private Label Collateralized Mortgage Obligations
GCCFC 2007-GG9 AJ
2039-03-10
5.505000
14000000.00
12590830.56
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
6.140000
60000.00
59593.21
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
8672481.99
Private Label Collateralized Mortgage Obligations
CWHL 2007-HYB1 1A1
2037-03-25
2.776600
15257000.00
4713990.82
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
6500000.00
6482241.75
Private Label Collateralized Mortgage Obligations
144A CSMC 2008-C1 B
2041-02-15
6.268300
7372000.00
7073155.53
Private Label Collateralized Mortgage Obligations
CSFB 2005-C5 G
2038-08-15
5.100000
2250000.00
2118156.15
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
268865.00
239158.76
Private Label Collateralized Mortgage Obligations
CSFB 2002-AR31 CB1
2032-11-25
2.697800
6231000.00
194989.27
Private Label Collateralized Mortgage Obligations
CSFB 2004-4 1B1
2034-08-25
6.000000
7671443.00
2577527.54
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.615900
4810000.00
1275796.72
Private Label Collateralized Mortgage Obligations
PNCMT 2000-1 DB1
2030-03-25
0.079600
3000000.00
415014.54
Private Label Collateralized Mortgage Obligations
DSLA 2004-AR2 A1A
2044-11-19
1.256200
165270000.00
10288196.56
Private Label Collateralized Mortgage Obligations
RALI SERIES 5.5% 08/33
2033-08-25
5.500000
10500000.00
2192004.65
Private Label Collateralized Mortgage Obligations
RALI
2034-01-25
5.750000
515300.00
201898.31
Private Label Collateralized Mortgage Obligations
SEMT 2007-3 1A2
2036-07-20
0.808700
1730000.00
288911.67
Private Label Collateralized Mortgage Obligations
SEMT 2004-5 B2
2034-06-20
1.758700
3759000.00
217906.86
Private Label Collateralized Mortgage Obligations
SASC 2006-S3 A1
2036-09-25
0.568800
76490000.00
8251556.84
Private Label Collateralized Mortgage Obligations
SASC 2006-S4 A
2037-01-25
0.778800
29586000.00
4027575.84
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR8 A1BG
2036-10-25
0.558800
32150000.00
9461322.13
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR3 B1
2034-07-19
1.336200
10498700.00
845365.38
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR4 M
2034-12-19
1.111200
6000000.00
773898.66
Private Label Collateralized Mortgage Obligations
SASC 2004-2AC B1
2034-02-25
2.576700
17814000.00
2789776.96
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 05/35
2035-05-19
1.861200
15500000.00
867711.89
Private Label Collateralized Mortgage Obligations
SARM 2004-20 1A3
2035-01-25
2.625500
8275000.00
436699.83
Private Label Collateralized Mortgage Obligations
SARM 2005-3XS M2
2035-01-25
1.563800
7124000.00
5637940.50
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.136200
9455000.00
2810242.92
Private Label Collateralized Mortgage Obligations
SARM 2004-5 B1
2034-05-25
2.701100
9255000.00
5068279.35
Private Label Collateralized Mortgage Obligations
SASC 2003-26A B1II
2033-09-25
2.677100
17000000.00
1990721.03
Private Label Collateralized Mortgage Obligations
SARM 2005-19XS M1II
2035-10-25
1.088800
12000000.00
2339920.52
Private Label Collateralized Mortgage Obligations
144A SCAS 2007-CB1A A
2035-08-26
0.663000
88931674.00
18399755.35
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.078800
1.00
0.05
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.28
Private Label Collateralized Mortgage Obligations
CSMC 2006-C4 AJ
2039-09-15
5.538000
59515203.00
58516746.07
Private Label Collateralized Mortgage Obligations
CWALT 2006-HY12 A5
2036-08-25
3.576300
586695.00
490819.81
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
0.593000
6900000.00
2459998.88
Private Label Collateralized Mortgage Obligations
144A AHM 2007-A 4A
2046-07-25
1.338800
10326000.00
1134209.90
Private Label Collateralized Mortgage Obligations
AMSI
2035-11-25
0.908800
9000000.00
7444899.20
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B2
549300R6YCKOB8RJNO42
2037-12-10
0.886400
5693000.00
494942.66
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.714600
5000000.00
4027260.54
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR1 B1
2035-04-19
1.186200
19210300.00
4227014.82
Private Label Collateralized Mortgage Obligations
DEUTSCHE MORTGAGE SEC
2036-04-15
0.702700
78404000.00
5787503.66
Private Label Collateralized Mortgage Obligations
DMSI 2004-1 3M1
2033-12-25
5.670000
4864000.00
1598940.05
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A VAR 02/35
2035-02-25
5.607200
10000000.00
3575005.83
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.532600
6855590.00
405558.22
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5036624.55
Private Label Collateralized Mortgage Obligations
144A EQTY 2014-INNS F
5493008TEFXVITPRWO04
2031-05-08
4.339000
8000000.00
7474318.03
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2017-03-15
4.932700
3000000.00
2905500.95
Private Label Collateralized Mortgage Obligations
GMACM 2004-J5 M1
2035-01-25
5.509400
9106000.00
3856434.98
Private Label Collateralized Mortgage Obligations
GMACM 2003-AR2 M3
2033-12-19
3.222300
2699000.00
133135.64
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
254048.32
Private Label Collateralized Mortgage Obligations
GSMS
2039-11-10
5.622000
8000000.00
7234981.06
Private Label Collateralized Mortgage Obligations
GSMS 2007-GG10 AJ
2045-08-10
5.987400
14750000.00
6132414.00
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES CORP.
2026-12-19
7.500000
13400000.00
452802.02
Private Label Collateralized Mortgage Obligations
GSAA 2004-NC1 B2
2033-11-25
5.060800
2896000.00
43851.70
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
496364.54
Private Label Collateralized Mortgage Obligations
HASC 2007-WF1 M1
2037-05-25
0.688800
22333000.00
13714157.06
Private Label Collateralized Mortgage Obligations
HASC
2036-01-25
0.978800
12000000.00
1433715.37
Private Label Collateralized Mortgage Obligations
HVMLT
2037-08-19
0.666200
44152667.00
9607774.42
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
0.726200
1.00
0.07
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.330900
5776397.00
5103291.01
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.628500
5057498.00
4230928.62
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.083800
5000000.00
458811.04
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.083800
272881.00
21541.30
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
1.128800
341102.00
26527.19
Private Label Collateralized Mortgage Obligations
IMSA 2004-3 M3
2034-11-25
1.488800
20750000.00
732656.76
Private Label Collateralized Mortgage Obligations
GCMO INDY 7 ISMC HOAL
2047-07-25
0.618800
443000.00
144784.63
Private Label Collateralized Mortgage Obligations
INDX 2004-AR3 B1
2034-07-25
0.938800
16770000.00
1563113.78
Private Label Collateralized Mortgage Obligations
RESIDENTIAL FLT 01/34
2034-01-25
2.048300
22468000.00
2755192.25
Private Label Collateralized Mortgage Obligations
144A JPMCC 2007-LDPX B
2049-01-15
5.582000
1950000.00
58351.71
Private Label Collateralized Mortgage Obligations
JPMCC 2006-CB15 AM
2043-06-12
5.855000
315000.00
314298.44
Private Label Collateralized Mortgage Obligations
JPMCC 2007-LDPX BS
2049-01-15
5.437000
6400000.00
328288.51
Private Label Collateralized Mortgage Obligations
JPMMT 2006-A2 IIB2
2034-08-25
2.695500
2540600.00
1611996.53
Private Label Collateralized Mortgage Obligations
CWHL 2003-HYB3 M
2033-11-19
2.840600
7425000.00
1628040.07
Private Label Collateralized Mortgage Obligations
CWHL
2035-04-25
0.728800
2250000.00
111174.74
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 11/34
2034-11-25
1.413800
4835500.00
1504142.93
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE 7.5% 10/32
2032-10-25
7.500000
4818685.00
1670643.32
Private Label Collateralized Mortgage Obligations
RALI SERIES 5.75% 06/33
2033-06-25
5.750000
6045900.00
555837.80
Private Label Collateralized Mortgage Obligations
RALI SERIES 5.75% 12/33
2033-12-26
5.750000
4101800.00
330345.65
Private Label Collateralized Mortgage Obligations
RAAC 2005-SP1 M1
2034-09-25
5.339400
1150000.00
324799.19
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 10/28
2028-10-25
6.341100
13500000.00
14047321.92
Private Label Collateralized Mortgage Obligations
MARM 2004-9 B1
2034-11-25
2.138800
2708000.00
1862652.44
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST FLT 05/46
2046-05-25
0.768800
120000.00
47786.87
Private Label Collateralized Mortgage Obligations
144A LSSC 2005-1 AIO
2045-09-26
1.220000
38915100.00
118528.00
Private Label Collateralized Mortgage Obligations
CWHL 2004-6 M
2034-05-25
2.605100
3795500.00
1686343.80
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
0.858800
15000000.00
1810714.16
Private Label Collateralized Mortgage Obligations
144A CCMFC 2006-3A A1
54930000U79ZJ622LX23
2047-08-25
0.568800
64970000.00
13323520.14
Private Label Collateralized Mortgage Obligations
CHEVY CHASE FUNDING LLC
549300TC8R2SGZ2KM445
2035-08-25
0.917400
10087000.00
511516.77
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B4
2035-01-25
5.441400
3220500.00
2703590.20
Private Label Collateralized Mortgage Obligations
CMSI 2007-5 1A11
2037-06-25
6.000000
3225000.00
1147551.99
Private Label Collateralized Mortgage Obligations
CMLTI 2004-HYB1 B1
2034-02-25
2.780100
7356000.00
1763777.24
Private Label Collateralized Mortgage Obligations
WMLT
2037-01-25
0.518800
177570000.00
9555621.91
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C26 B
2045-06-15
6.271100
7000000.00
2181248.81
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
2.683000
14840000.00
9516365.15
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ13 AJ
2044-03-15
5.438000
4000000.00
3391402.24
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
303262.67
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
5.871900
2000000.00
32314.92
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
604736.52
Private Label Collateralized Mortgage Obligations
MSM 2004-10AR B1
2034-11-25
2.864200
2800000.00
973766.45
Private Label Collateralized Mortgage Obligations
PHHMC 2005-2 B3
2035-04-18
4.956900
366258.00
40504.97
Private Label Collateralized Mortgage Obligations
144A RESIX 2003-CB1 B7
2035-06-10
6.428500
2150000.00
243918.14
Private Label Collateralized Mortgage Obligations
RALI 2003-QS9 M2
2018-05-25
5.250000
418300.00
2650.00
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.189500
5055000.00
4022552.22
Private Label Collateralized Mortgage Obligations
CWALT 2005-14 2A2
2035-05-25
0.688800
19747500.00
1692574.19
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.645500
3674300.00
1100331.59
Private Label Collateralized Mortgage Obligations
CWHL 2005-23 A1
2035-11-25
5.500000
56000000.00
11160296.32
Private Label Collateralized Mortgage Obligations
CWALT INC. 2005-13CB
2035-07-25
5.500000
1330000.00
531814.82
Private Label Collateralized Mortgage Obligations
CWL 2005-IM3 A3
2036-03-25
0.938800
33000000.00
7878856.57
Private Label Collateralized Mortgage Obligations
BOAMS 2004-1 1B3
2034-02-25
5.500000
789000.00
75615.00
Private Label Collateralized Mortgage Obligations
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.772800
2000000.00
1565034.75
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 03/34
2034-03-25
2.830600
2240100.00
87586.01
Private Label Collateralized Mortgage Obligations
BALTA 2005-8 11A1
2035-10-25
0.978800
27000000.00
3416751.94
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL3 A
2036-10-25
0.758800
70529500.00
6552752.86
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL6 1A
2037-01-25
0.778800
92856000.00
11507016.57
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL4 A
2036-11-25
0.738800
66990000.00
7191679.91
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL1 A1
2036-08-25
0.578800
97250000.00
10404965.37
Private Label Collateralized Mortgage Obligations
ALTERNATIVE VAR 10/33
2033-10-25
5.597100
2300000.00
867374.53
Private Label Collateralized Mortgage Obligations
CWALT 2005-79CB A1
2036-01-25
0.988800
12000000.00
2252603.53
Private Label Collateralized Mortgage Obligations
CSMC 2008-1R
2037-03-25
0.563000
10638368.00
609440.15
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.182700
62380000.00
58025863.64
Private Label Collateralized Mortgage Obligations
CSMC TRUST FLT 08/30
2030-08-15
4.897600
15600000.00
14502925.09
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-TIKI
5493000INYGJD1PZIM19
2038-09-15
4.255600
27260000.00
26357368.79
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
5125000.00
3898428.59
Private Label Collateralized Mortgage Obligations
JPMMT 2005-A7 3A2
2035-10-25
2.818500
15451100.00
1167365.79
Private Label Collateralized Mortgage Obligations
JMAC
2035-11-26
2.859913
3155392.00
2880870.98
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
392261.20
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.448200
5194000.00
4517549.73
Private Label Collateralized Mortgage Obligations
LMT 2006-8 3A1
2036-12-25
0.788800
20000000.00
1469742.80
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
0.598800
10847224.00
1602744.80
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
0.778800
15000000.00
1781329.44
Private Label Collateralized Mortgage Obligations
LUM 2006-1 A1
2036-04-25
0.678800
341.00
66.43
Private Label Collateralized Mortgage Obligations
MARM 2007-1 I2A1
2047-01-25
0.598800
24979000.00
7435444.01
Private Label Collateralized Mortgage Obligations
MARM 2007-3 12A1
2047-05-25
0.638800
145524000.00
48408151.77
Private Label Collateralized Mortgage Obligations
MARM 2003-3 B1
2033-09-25
2.922800
8599000.00
2009961.93
Private Label Collateralized Mortgage Obligations
MARM 2004-5 B1
2034-07-25
2.595700
1695000.00
387622.07
Private Label Collateralized Mortgage Obligations
CWALT 2004-16CB M
2034-08-25
5.695100
19908000.00
10183878.25
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.188800
8413000.00
2094024.25
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE FLT 12/35
2035-12-20
2.620200
21159000.00
4408492.53
Private Label Collateralized Mortgage Obligations
CWALT 2006-J2 A3
2036-04-25
6.000000
12100000.00
1507091.15
Private Label Collateralized Mortgage Obligations
CWHL 2003-60 M
2034-02-25
2.767000
5979000.00
2034968.16
Private Label Collateralized Mortgage Obligations
SAMI
2046-07-25
0.618800
43581000.00
9881685.29
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
600443580.00
600443580.00
600443580.00
0.0150
N
N
N
Y
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.360000%
0001074042
ATD0G7A58
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
280000140.00
280000140.00
280000140.00
0.0070
N
Y
Y
N
FIFTH THIRD BANK(CAYMAN ISLANDS)
FIFTH THIRD BANK(CAYMAN ISLANDS) 0.380000%
0000035528
ATD0G7A90
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
199000208.95
199000209.00
199000209.00
0.0050
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
ATD0G7V63
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
431000409.45
431000409.50
431000409.50
0.0108
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
ATD0G7VA4
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
372000539.40
372000539.40
372000539.40
0.0093
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
0000917311
ATD0G8H59
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
238000321.30
238000321.30
238000321.30
0.0060
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.340000%
0001498632
ATD0G92E4
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
433999739.60
433999739.60
433999739.60
0.0109
N
N
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9PK5
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
606000000.00
606000000.00
606000000.00
0.0152
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9PM1
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
392000000.00
392000000.00
392000000.00
0.0098
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0G9PY5
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
703000000.00
703000000.00
703000000.00
0.0176
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.330000%
JJKC32MCHWDI71265Z06
0000838135
ATD0G9Q57
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
298000000.00
298000000.00
298000000.00
0.0075
N
N
Y
N
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.280000%
0001002614
ATD0G9QA6
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
368000000.00
368000000.00
368000000.00
0.0092
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.300000%
0000926171
ATD0G9QS7
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
130000000.00
130000000.00
130000000.00
0.0033
N
Y
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.300000%
0001167831
ATD0G9QT5
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
87000000.00
87000000.00
87000000.00
0.0022
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.290000%
0001448613
ATD0G9QV0
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
235000000.00
235000000.00
235000000.00
0.0059
N
Y
Y
N
The Charles Schwab Family of Funds
2016-05-06
Mark Fischer
Mark Fischer
Chief Financial Officer