0001145549-16-014089.txt : 20160506
0001145549-16-014089.hdr.sgml : 20160506
20160506165255
ACCESSION NUMBER: 0001145549-16-014089
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: 161628882
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-04-30
0000857156
S000004499
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
65
3626666179.55
2925108355.48
3101546058.05
3279012811.27
3312260478.19
5976343590.76
5363183935.54
5515594523.24
5358169270.85
5311005779.04
0.2321
0.1906
0.2015
0.2119
0.2150
0.3825
0.3495
0.3584
0.3463
0.3448
0.20
15399574289.76
15397796469.71
6913522.55
2391886.68
15402318105.78
15400212706.78
1.0000
0.0058
1.0002
1.0002
1.0002
1.0002
1.0003
C000012373
1.00
15402318105.78
15400212706.78
1.0002
1.0002
1.0002
1.0002
1.0003
657756925.23
646406067.61
673540222.95
954296267.27
694354575.72
650672957.20
754617717.95
673187271.30
576741815.94
640054164.79
2827610021.36
3045493964.93
0.0001
Y
Investment Advisor and its affiliates Contractual 640,856 Investment Advisor and its affiliates Voluntary 1,365,911
ABAG FIN CORP CALIF
ABAG FIN CORP CALIF UNIVERSITY REV SERIES 2003 B 0.550000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
2031-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0055
17550000.00
17550000.00
17550000.00
0.0011
N
N
Y
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BG65
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0046
24978372.50
24978372.50
24978372.50
0.0016
N
N
N
N
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
101898367.20
101898367.20
101898367.20
0.0066
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
13984880.00
13984880.00
13984880.00
0.0009
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 Home Loan Banks
2017-08-18
0.426000
25000000.00
24972504.17
Agency Debentures and Agency Strips
Freddie Mac
2029-12-14
0.00
9251000.00
6194932.15
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2018-01-17
0.466200
11080000.00
11062664.42
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
41000000.00
41000000.00
41000000.00
0.0027
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.290000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.29_0503
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-08-11
0.00
10000.00
9993.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-05-12
0.00
3039900.00
3039744.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-15
2.000000
269500.00
280295.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-15
1.750000
55869600.00
57101176.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
2.625000
25028900.00
26268653.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.500000
100.00
101.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-10-06
0.00
100.00
99.85
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
85000000.00
85000000.00
85000000.00
0.0055
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
2018-06-30
1.375000
53194000.00
54070794.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
2.000000
567100.00
590187.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
3.125000
4649200.00
5122987.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.750000
1519100.00
1554042.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-03-31
1.000000
215700.00
216679.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-05-15
3.000000
800.00
862.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-02-15
6.000000
3736700.00
5192584.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.375000
78000.00
79405.00
U.S. Treasuries (including strips)
United States Treasury Department
2018-05-31
2.375000
15265500.00
15906444.87
U.S. Treasuries (including strips)
United States Treasury Department
2018-09-30
1.375000
7940900.00
8046033.39
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
88999127.80
88999127.80
88999127.80
0.0058
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.30_0506
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CI703448
2018-05-01
4.500000
292740670.00
9679642.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX2805
2044-10-01
4.500000
10860590.00
9378943.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1041
2043-11-01
4.000000
10900000.00
9435677.04
Agency Mortgage-Backed Securities
04.500 FGPC Q37479 G
2045-11-01
4.500000
8939220.00
9578823.99
Agency Mortgage-Backed Securities
Fannie Mae
2044-01-01
4.500000
10246728.00
9442600.41
Agency Mortgage-Backed Securities
Fannie Mae
2045-06-01
3.500000
5870056.00
5754994.07
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.500000
13439952.00
6614350.85
Agency Mortgage-Backed Securities
Fannie Mae
2041-01-01
4.500000
22902026.00
9575336.28
Agency Mortgage-Backed Securities
Freddie Mac
2026-05-01
4.000000
34499880.00
9579631.48
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
76000000.00
76000000.00
76000000.00
0.0049
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
Fannie Mae
2033-04-25
5.000000
2250000.00
673154.65
Agency Collateralized Mortgage Obligation
Fannie Mae
2041-03-25
4.000000
13007000.00
1140236.75
Agency Collateralized Mortgage Obligation
Fannie Mae
2037-03-25
5.500000
4000000.00
435590.02
Agency Collateralized Mortgage Obligation
Freddie Mac
2040-11-15
4.000000
7607858.00
8471099.67
Agency Collateralized Mortgage Obligation
GNRM 2010-043 NE
549300M8ZYFG0OCMTT87
2038-05-20
3.500000
95344.00
21822.32
Agency Collateralized Mortgage Obligation
Fannie Mae
2040-05-25
5.500000
1812830.00
432011.11
Agency Collateralized Mortgage Obligation
03.000 FGPC J30462 G
2030-01-01
3.000000
8873444.00
8067468.97
Agency Mortgage-Backed Securities
FNMS 03.500 CRAT2914
2043-04-01
3.500000
13708815.00
11573159.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC3583
2046-03-01
4.000000
10741445.00
11607685.88
Agency Mortgage-Backed Securities
FNMS 03.000 CTAK9405
2032-04-01
3.000000
441319.00
324189.89
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
41000000.00
41000000.00
41000000.00
0.0027
N
Y
Y
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
50977233.60
50977233.60
50977233.60
0.0033
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
27977460.00
27977460.00
27977460.00
0.0018
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
9005952.69
9005952.69
9005952.69
0.0006
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.690000%
05572NL87
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0060
144034331.04
144034331.00
144034331.00
0.0094
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
68001088.68
68001088.68
68001088.68
0.0044
N
N
Y
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
40010640.40
40010640.40
40010640.40
0.0026
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
266993859.00
266993859.00
266993859.00
0.0173
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
28188835.00
27810000.81
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
27000000.00
27000000.00
27000000.00
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
54013446.54
54013446.54
54013446.54
0.0035
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
139055879.39
139055879.40
139055879.40
0.0090
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
19004826.19
19004826.19
19004826.19
0.0012
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JJF0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
N
N
0.0074
19943010.00
19943010.00
19943010.00
0.0013
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.839000%
06417LBK2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-09
2016-11-08
2016-11-08
N
N
N
0.0082
70006650.70
70006650.70
70006650.70
0.0045
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.851200%
06417LBN6
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-23
2016-11-21
2016-11-21
N
N
N
0.0084
2000138.02
2000138.02
2000138.02
0.0001
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
20004272.20
20004272.20
20004272.20
0.0013
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
56014958.16
56014958.16
56014958.16
0.0036
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
33006303.33
33006303.33
33006303.33
0.0021
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.777300%
06427EVK4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-03
2016-09-02
2016-09-02
N
N
N
0.0067
232082362.32
232082362.30
232082362.30
0.0151
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EXT3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0043
104019220.24
104019220.20
104019220.20
0.0068
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
16003236.96
16003236.96
16003236.96
0.0010
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
19009405.19
19009405.19
19009405.19
0.0012
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MRC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0068
15007353.15
15007353.15
15007353.15
0.0010
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
22004690.62
22004690.62
22004690.62
0.0014
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.740000%
06538MXC8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-22
2016-08-22
2016-08-22
N
N
N
0.0069
158025060.38
158025060.40
158025060.40
0.0103
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.880000%
06538MXY0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-19
2016-10-19
2016-10-19
N
N
N
0.0086
15001708.65
15001708.65
15001708.65
0.0010
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
1000064.01
1000064.01
1000064.01
0.0001
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.520000%
06741X2R8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0032
79004298.39
79004298.39
79004298.39
0.0051
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
1000262.71
1000262.71
1000262.71
0.0001
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.950000%
06741X3C0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-30
2016-09-30
2016-09-30
N
N
N
0.0088
71019852.31
71019852.31
71019852.31
0.0046
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.700000%
06741X3E6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0065
59007505.39
59007505.39
59007505.39
0.0038
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEJ3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0042
1999551.40
1999551.40
1999551.40
0.0001
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
2995946.82
2995946.82
2995946.82
0.0002
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AHH0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-17
2016-08-17
2016-08-17
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0064
34932089.50
34932089.50
34932089.50
0.0023
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LE44
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0040
999944.40
999944.40
999944.40
0.0001
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LG59
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0053
54696197.18
54696197.18
54696197.18
0.0036
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EFG9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0045
49969800.00
49969800.00
49969800.00
0.0032
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12622UFM3
549300HKCCNTZDBBEN75
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
74948542.50
74948542.50
74948542.50
0.0049
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.540000%
13606ATV0
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
N
N
0.0048
234021319.74
234021319.70
234021319.70
0.0152
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.888800%
13606AVW5
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2017-02-01
2017-02-01
N
N
N
0.0089
68000000.00
68000000.00
68000000.00
0.0044
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JG12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0052
31971161.60
31971161.60
31971161.60
0.0021
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JG79
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0054
109887206.00
109887206.00
109887206.00
0.0071
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
20994342.60
20994342.60
20994342.60
0.0014
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
47977694.40
47977694.40
47977694.40
0.0031
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UFG1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0045
24984900.00
24984900.00
24984900.00
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UJS1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0072
69791456.00
69791456.00
69791456.00
0.0045
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
3999244.40
3999244.40
3999244.40
0.0003
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BFE0
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0045
14991414.00
14991414.00
14991414.00
0.0010
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BFW0
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
2016-06-30
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0049
54953585.50
54953585.50
54953585.50
0.0036
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BH40
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0058
26957512.80
26957512.80
26957512.80
0.0018
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
105790840.80
105790840.80
105790840.80
0.0069
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CK51
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0082
16938281.50
16938281.50
16938281.50
0.0011
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
49780725.00
49780725.00
49780725.00
0.0032
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
73004818.73
73004818.73
73004818.73
0.0047
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272DH37
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0055
28757684.16
28757684.16
28757684.16
0.0019
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
GNII SF MA3455 M
2046-01-20
4.000000
64838784.00
68793373.69
Agency Mortgage-Backed Securities
GNMA
2045-12-20
4.000000
81744376.00
84676626.33
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
149000000.00
149000000.00
149000000.00
0.0097
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0052
55013299.55
55013299.55
55013299.55
0.0036
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.480000%
21684BV27
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
2016-05-27
N
N
N
0.0042
49802246.48
49802246.48
49802246.48
0.0032
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
999989.30
999989.30
999989.30
0.0001
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.600000%
22534HFL0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-20
2016-06-20
2016-06-20
N
N
N
0.0045
154032818.94
154032818.90
154032818.90
0.0100
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
1000586.21
1000586.21
1000586.21
0.0001
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.950000%
22549VL43
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-06
2016-10-06
2016-10-06
N
N
N
0.0090
64015431.04
64015431.04
64015431.04
0.0042
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
N
N
0.0069
80035184.80
80035184.80
80035184.80
0.0052
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
2022-09-30
1.750000
42970000.00
43533189.94
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
42678813.00
42678813.00
42678813.00
0.0028
N
Y
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0F72
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0038
133944403.40
133944403.40
133944403.40
0.0087
N
N
N
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F6E55
0001142175
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0036
16498998.45
16498998.45
16498998.45
0.0011
N
N
Y
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
34997515.00
34997515.00
34997515.00
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
16999053.10
16999053.10
16999053.10
0.0011
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000%
34959TDX1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0038
1000059.61
1000059.61
1000059.61
0.0001
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEB8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0044
79015698.09
79015698.09
79015698.09
0.0051
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEC6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0044
35007448.35
35007448.35
35007448.35
0.0023
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
2000277.82
2000277.82
2000277.82
0.0001
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
24999080.00
24999080.00
24999080.00
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
16999216.30
16999216.30
16999216.30
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
16999053.10
16999053.10
16999053.10
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
1350000.00
1350000.00
1350000.00
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
82997717.50
82997717.50
82997717.50
0.0054
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LE35
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
N
N
0.0033
82996945.60
82996945.60
82996945.60
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
82996173.70
82996173.70
82996173.70
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
41997660.60
41997660.60
41997660.60
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
03.500 FGPC J16684 G
2026-09-01
3.500000
123853.00
42687.89
Agency Mortgage-Backed Securities
04.000 FGPC J11678 G
2025-02-01
4.000000
2157768.00
493675.27
Agency Mortgage-Backed Securities
04.500 FGPC Q22116 G
2043-09-01
4.500000
1367226.00
824399.57
Agency Mortgage-Backed Securities
05.500 FGPC A39586 G
2035-11-01
5.500000
2642636.00
152976.04
Agency Mortgage-Backed Securities
04.500 FGPC A25546 G
2034-07-01
4.500000
8089680.00
1808633.16
Agency Mortgage-Backed Securities
Fannie Mae
2040-07-01
5.000000
30263296.00
11712926.55
Agency Mortgage-Backed Securities
Fannie Mae
2035-09-01
2.093000
699998.00
101095.86
Agency Mortgage-Backed Securities
Freddie Mac
2036-08-01
6.000000
56964288.00
619633.84
Agency Mortgage-Backed Securities
Freddie Mac
2017-05-01
5.500000
509799.00
5167.33
Agency Mortgage-Backed Securities
Freddie Mac
2017-12-01
5.500000
2709316.00
22970.68
Agency Mortgage-Backed Securities
Freddie Mac
2024-12-01
4.500000
140240.00
17424.21
Agency Mortgage-Backed Securities
Freddie Mac
2021-05-01
6.000000
605846.00
11626.32
Agency Mortgage-Backed Securities
Freddie Mac
2025-02-01
6.500000
3835608.00
366483.98
Agency Mortgage-Backed Securities
Freddie Mac
2020-04-01
5.000000
1977528.00
75884.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6209
2042-09-01
3.000000
6659600.00
5164414.91
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
21000000.00
21000000.00
21000000.00
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
GNII SF AL4511 C
2045-02-20
3.500000
6278967.00
6110400.58
Agency Mortgage-Backed Securities
GNII SF AA6142 C
2043-03-20
3.500000
8649389.00
7090671.71
Agency Mortgage-Backed Securities
FNAR XX.XXX HY466282
2020-11-01
3.492000
9362008.00
9465279.40
Agency Mortgage-Backed Securities
03.000 FGPC V60448 G
2029-01-01
3.000000
23317408.00
18133648.50
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
39999740.00
39999740.00
39999740.00
0.0026
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 0.804000%
40428AV53
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-02
2016-09-01
2016-09-01
N
N
N
0.0067
25011775.25
25011775.25
25011775.25
0.0016
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.785900%
40428AX85
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-13
2016-10-13
2016-10-13
N
N
N
0.0077
52005408.52
52005408.52
52005408.52
0.0034
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
82019762.82
82019762.82
82019762.82
0.0053
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
112018369.12
112018369.10
112018369.10
0.0073
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
9954843.00
9954843.00
9954843.00
0.0006
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
37000814.37
37000814.37
37000814.37
0.0024
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
29000000.00
29000000.00
29000000.00
0.0019
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
24980050.00
24980050.00
24980050.00
0.0016
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
94860644.50
94860644.50
94860644.50
0.0062
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0HG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0067
997959.30
997959.30
997959.30
0.0001
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
2989711.50
2989711.50
2989711.50
0.0002
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PL19
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0087
81674624.00
81674624.00
81674624.00
0.0053
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.290000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.40_0505
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-11-15
2.250000
16491300.00
17296916.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
41700.00
43246.16
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
16999841.90
16999841.90
16999841.90
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
24993500.00
24993500.00
24993500.00
0.0016
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KYX0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
2016-05-12
N
N
N
0.0051
75999749.20
75999749.20
75999749.20
0.0049
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
55891824.80
55891824.80
55891824.80
0.0036
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0070
50026875.50
50026875.50
50026875.50
0.0032
N
N
N
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
54964695.50
54964695.50
54964695.50
0.0036
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KFP6
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
2016-06-23
N
N
N
0.0044
21985277.60
21985277.60
21985277.60
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TE33
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
2016-05-03
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0037
27998857.60
27998857.60
27998857.60
0.0018
N
N
Y
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
23981356.80
23981356.80
23981356.80
0.0016
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
31972841.60
31972841.60
31972841.60
0.0021
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGC1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0052
55939912.00
55939912.00
55939912.00
0.0036
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGE7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0053
62929773.90
62929773.90
62929773.90
0.0041
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGF4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0053
7191807.12
7191807.12
7191807.12
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
2016-06-15
N
N
N
0.0046
8002653.68
8002653.68
8002653.68
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%
60682AL61
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0043
3500756.74
3500756.74
3500756.74
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AL87
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0072
90038241.90
90038241.90
90038241.90
0.0058
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
64022912.64
64022912.64
64022912.64
0.0042
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
5000795.05
5000795.05
5000795.05
0.0003
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.740000%
60682AQ33
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0070
67008047.37
67008047.37
67008047.37
0.0044
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.660000%
60682AQ58
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
2016-07-22
N
N
N
0.0060
120015313.20
120015313.20
120015313.20
0.0078
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
26000962.26
26000962.26
26000962.26
0.0017
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
4000490.84
4000490.84
4000490.84
0.0003
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.32_0502
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2024-02-15
2.750000
35755600.00
38760095.13
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
38000000.00
38000000.00
38000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVD2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0055
220031396.20
220031396.20
220031396.20
0.0143
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVF7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0055
162023135.22
162023135.20
162023135.20
0.0105
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
3000596.43
3000596.43
3000596.43
0.0002
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
63995692.80
63995692.80
63995692.80
0.0042
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HP1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0056
57894596.60
57894596.60
57894596.60
0.0038
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.600000%
63873FB56
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0040
152041056.72
152041056.70
152041056.70
0.0099
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
2000493.82
2000493.82
2000493.82
0.0001
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409REJ5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
2016-05-18
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0043
59986320.00
59986320.00
59986320.00
0.0039
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RF70
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0047
49974380.00
49974380.00
49974380.00
0.0032
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FF26
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0043
45181730.16
45181730.16
45181730.16
0.0029
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FG58
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
19983250.00
19983250.00
19983250.00
0.0013
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
92919610.80
92919610.80
92919610.80
0.0060
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
6000890.46
6000890.46
6000890.46
0.0004
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
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGM2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0055
29961819.00
29961819.00
29961819.00
0.0019
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGR1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0056
21969961.20
21969961.20
21969961.20
0.0014
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
49922155.00
49922155.00
49922155.00
0.0032
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983THQ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-24
2016-08-24
2016-08-24
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0066
997868.00
997868.00
997868.00
0.0001
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
14000302.54
14000302.54
14000302.54
0.0009
N
N
Y
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
50017960.50
50017960.50
50017960.50
0.0032
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.490000%
69033LDW6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
2016-05-24
N
N
N
0.0036
22001896.62
22001896.62
22001896.62
0.0014
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.570000%
69033LEF2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-13
2016-07-13
2016-07-13
N
N
N
0.0048
105019636.05
105019636.10
105019636.10
0.0068
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JF74
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0047
77960032.80
77960032.80
77960032.80
0.0051
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JH31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0062
2995016.10
2995016.10
2995016.10
0.0002
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
0.0049
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
50016900.50
50016900.50
50016900.50
0.0032
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
100024901.00
100024901.00
100024901.00
0.0065
N
N
N
N
SANOFI SA
SANOFI SA 0.000000%
8010M2FW7
549300E9PC51EN656011
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
2016-06-30
N
N
N
0.0047
76937807.10
76937807.10
76937807.10
0.0050
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
34995985.50
34995985.50
34995985.50
0.0023
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LEH1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
2016-05-17
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0043
34992475.00
34992475.00
34992475.00
0.0023
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
24994300.00
24994300.00
24994300.00
0.0016
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BF92
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0044
2998506.90
2998506.90
2998506.90
0.0002
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369T2Q9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0048
79017499.29
79017499.29
79017499.29
0.0051
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369TZ67
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0042
10001728.10
10001728.10
10001728.10
0.0006
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LF75
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0047
16991289.20
16991289.20
16991289.20
0.0011
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LG17
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0052
2997296.40
2997296.40
2997296.40
0.0002
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
1996366.60
1996366.60
1996366.60
0.0001
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
10002301.10
10002301.10
10002301.10
0.0006
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
2000378.42
2000378.42
2000378.42
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K5Q2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
N
N
0.0060
135015904.35
135015904.40
135015904.40
0.0088
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K5S8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0061
159016998.69
159016998.70
159016998.70
0.0103
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
124015811.24
124015811.20
124015811.20
0.0081
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.700000%
86563QE89
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-17
2016-08-17
2016-08-17
N
N
N
0.0068
31002343.60
31002343.60
31002343.60
0.0020
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.650000%
86563QJ92
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0065
20999758.50
20999758.50
20999758.50
0.0014
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
50007285.50
50007285.50
50007285.50
0.0032
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
4000906.84
4000906.84
4000906.84
0.0003
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
2000393.42
2000393.42
2000393.42
0.0001
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
86009933.86
86009933.86
86009933.86
0.0056
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
37005476.37
37005476.37
37005476.37
0.0024
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGR8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0060
49928105.00
49928105.00
49928105.00
0.0032
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
35941100.40
35941100.40
35941100.40
0.0023
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
69872866.00
69872866.00
69872866.00
0.0045
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.540000%
89113E6E1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0058
247978275.20
247978275.20
247978275.20
0.0161
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
21001125.81
21001125.81
21001125.81
0.0014
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
99996900.00
99996900.00
99996900.00
0.0065
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PFM9
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
Y
Total SA
N/A
N/A
1.0000
N
0.0041
36218339.35
36218339.35
36218339.35
0.0024
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
40967417.30
40967417.30
40967417.30
0.0027
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGR1
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
N
N
0.0053
48937711.20
48937711.20
48937711.20
0.0032
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGS9
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0053
104864224.50
104864224.50
104864224.50
0.0068
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGT7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-27
2016-07-27
2016-07-27
N
N
N
0.0053
49934115.00
49934115.00
49934115.00
0.0032
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGU4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0054
61916920.00
61916920.00
61916920.00
0.0040
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GH41
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0056
37942661.80
37942661.80
37942661.80
0.0025
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GJ80
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0066
42895153.10
42895153.10
42895153.10
0.0028
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
1000270.21
1000270.21
1000270.21
0.0001
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.816500%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-09-08
2016-09-08
N
N
N
0.0082
134997705.00
134997705.00
134997705.00
0.0088
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
41982393.60
41982393.60
41982393.60
0.0027
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
34953695.00
34953695.00
34953695.00
0.0023
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
48011808.00
48011808.00
48011808.00
0.0031
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
100114700.00
100114700.00
100114700.00
0.0065
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
63010206.00
63010206.00
63010206.00
0.0041
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
FNMA CONN AVE SECS 2014-C04 1M-1 20241125 FLT
2024-11-25
2.383000
1395000.00
669737.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
6.435000
144640.00
154746.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 2M-1 20250527 FLT
2025-05-27
1.633000
8104.00
6373.58
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-1 20280327 FLT
2028-03-27
1.688800
850000.00
801211.41
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 2M-1 20241125 FLT
2024-11-25
2.533000
769878.00
321720.24
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.433000
7343964.00
3854362.13
Private Label Collateralized Mortgage Obligations
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.362400
14473936.00
1712138.05
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-3 20441025 FLT
2044-10-25
3.949400
3306582.00
3191356.03
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
4.983000
358786.00
366823.40
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.833000
2044553.00
1046972.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-3 20250527 FLT
2025-05-27
3.683000
29258.00
28016.27
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
4.038800
1129.00
1101.01
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.833000
2989692.00
3048672.64
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.333000
89560.00
83888.20
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.433000
631081.00
596288.52
Private Label Collateralized Mortgage Obligations
Fannie Mae
2024-05-28
3.038800
326559.00
299964.04
Private Label Collateralized Mortgage Obligations
Fannie Mae
2028-04-25
6.133000
1489167.00
1559381.89
Private Label Collateralized Mortgage Obligations
Fannie Mae
2025-02-25
4.733000
616439.00
620461.20
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.938800
35740.00
36786.03
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
15999809.60
15999809.60
15999809.60
0.0010
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0603
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.938800
169095872.00
138000000.71
Asset-Backed Securities
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
120020820.00
120020820.00
120020820.00
0.0078
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
CONSECO 7.36% 06/30
2030-06-01
7.360000
159465000.00
23105004.31
Asset-Backed Securities
CIT 1995-2 B
2026-05-15
7.650000
3000000.00
790276.94
Asset-Backed Securities
RAMP 2005-RZ1 M9
2034-04-25
3.688800
2050000.00
1304422.63
Asset-Backed Securities
GMACM 2004-GH1 B
2035-07-25
4.713500
2000000.00
186097.06
Asset-Backed Securities
INABS 2005-C M3
2035-10-25
0.958800
1000000.00
599974.45
Asset-Backed Securities
NHELI 2007-3 2A3
2037-03-25
0.758800
24324820.00
11837787.23
Asset-Backed Securities
GT 98-8 M1 ASSETBK HOME EQUITY
2030-09-01
6.980000
17250000.00
13655224.22
Asset-Backed Securities
LIFT 2001-1(LEASE INVESTFLIGHT
549300A6HEWFX0KTLW72
2031-07-15
0.862700
16910799.00
2404568.59
Asset-Backed Securities
LIFT 1 A1 ASSETBK LOAN
549300A6HEWFX0KTLW72
2031-07-15
0.822700
15462500.00
2198493.67
Asset-Backed Securities
NHELI 2007-3 2A2
2037-03-25
0.678800
13153000.00
6327840.79
Asset-Backed Securities
RAMP 2006-RZ4 M1
2036-10-25
0.788800
12500000.00
7907243.07
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
12450000.00
4434611.83
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
2016-05-04
N
Y
Credit Suisse AG
N/A
N/A
1.0000
N
0.0062
64999857.00
64999857.00
64999857.00
0.0042
N
N
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
FNMS 03.000 CLBC2733
2046-05-01
3.000000
2619496.00
2691632.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7944
2046-01-01
3.500000
38885021.00
40568368.12
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
42000000.00
42000000.00
42000000.00
0.0027
N
Y
Y
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
183002655.33
183002655.30
183002655.30
0.0119
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
VOLT XXV LLC 2015-NPL8 A-1 20450626 FLT
2045-06-26
3.500000
14690013.00
11844565.48
Asset-Backed Securities
SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT
549300W1EL67HIQTR309
2045-09-18
4.458600
46729541.00
37877409.84
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
43010999.40
43010999.40
43010999.40
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
0.0032
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
100039571.00
100039571.00
100039571.00
0.0065
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
29001081.99
29001081.99
29001081.99
0.0019
N
N
Y
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
2021-12-31
2.125000
25343000.00
26461018.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-12-31
0.625000
100.00
100.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-09-30
0.625000
100.00
99.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-31
2.000000
5984600.00
6178920.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-11-15
4.250000
100.00
132.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-15
8.750000
200.00
224.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2036-02-15
4.500000
200.00
273.02
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
32000000.00
32000000.00
32000000.00
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
2033-06-25
2.500000
13854800.00
10288175.21
Agency Collateralized Mortgage Obligation
Fannie Mae
2042-08-25
3.000000
5170745.00
3117935.76
Agency Collateralized Mortgage Obligation
Freddie Mac
2042-08-01
3.500000
50861979.00
36308100.88
Agency Mortgage-Backed Securities
Fannie Mae
2045-06-01
2.285000
6418598.00
6180296.66
Agency Mortgage-Backed Securities
Fannie Mae
2035-07-01
2.088000
1004.00
58.78
Agency Mortgage-Backed Securities
Fannie Mae
2041-04-01
2.978000
33623576.00
17689058.97
Agency Mortgage-Backed Securities
Fannie Mae
2026-12-01
3.500000
95715000.00
36900956.52
Agency Mortgage-Backed Securities
Fannie Mae
2042-02-01
3.500000
79601228.00
51331827.34
Agency Mortgage-Backed Securities
Fannie Mae
2023-12-01
5.500000
1254.00
188.81
Agency Mortgage-Backed Securities
Fannie Mae
2038-04-01
2.733000
35129127.00
2097076.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2237
2042-08-01
3.500000
2350079.00
1677230.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ889916
2038-09-01
3.206000
439392.00
92678.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC6960
2046-03-01
4.000000
26182206.00
28112649.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4505
2045-12-01
4.000000
25070828.00
26944671.80
Agency Mortgage-Backed Securities
Fannie Mae
2042-07-01
2.400000
27993714.00
11455672.01
Agency Mortgage-Backed Securities
Fannie Mae
2042-04-01
2.571000
32200594.00
12168773.72
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2018-04-15
0.125000
5800.00
6047.98
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
237000000.00
237000000.00
237000000.00
0.0154
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000%
0000859994
928GHG001
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0057
50016300.50
50016300.50
50016300.50
0.0032
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.620000%
0001142175
928HGE005
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0039
25006490.25
25006490.25
25006490.25
0.0016
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
40011124.40
40011124.40
40011124.40
0.0026
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
134969625.00
134969625.00
134969625.00
0.0088
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
137007262.37
137007262.40
137007262.40
0.0089
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
48005808.48
48005808.48
48005808.48
0.0031
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
1000328.11
1000328.11
1000328.11
0.0001
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
39009149.79
39009149.79
39009149.79
0.0025
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
17004897.87
17004897.87
17004897.87
0.0011
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERQ3
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
21506540.52
21506540.52
21506540.52
0.0014
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.786500%
94988ERR1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-26
2016-08-26
2016-08-26
N
N
N
0.0066
35014280.35
35014280.35
35014280.35
0.0023
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
30009135.30
30009135.30
30009135.30
0.0019
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
10001994.10
10001994.10
10001994.10
0.0006
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.785200%
94988ET57
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-31
2016-10-03
2016-10-03
N
N
N
0.0074
101023231.01
101023231.00
101023231.00
0.0066
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
12000410.52
12000410.52
12000410.52
0.0008
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 0.580000%
0001074042
962KFC000
Certificate of Deposit
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
2016-05-09
N
N
N
0.0036
60003564.60
60003564.60
60003564.60
0.0039
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
9002817.09
9002817.09
9002817.09
0.0006
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
2019-11-30
1.500000
13896900.00
14186490.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.375000
38293900.00
38854799.38
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
52000000.00
52000000.00
52000000.00
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
2045-11-01
3.500000
89324458.00
91634660.11
Agency Mortgage-Backed Securities
Freddie Mac
2045-09-01
3.500000
176058134.00
174612217.90
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
256000000.00
256000000.00
256000000.00
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
JEFF RESEC TR 2010-R1 1-A2 20370326 FLT
2037-03-26
6.000000
15338994.00
7626124.37
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
10670159.00
5507630.09
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-5 20431125 FLT
2043-11-25
3.712100
3231326.00
1686657.92
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
18749529.00
9330473.40
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
20999882.40
20999882.40
20999882.40
0.0014
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
VOLT XXIX LLC 2014-NPL10 A-2 20541025 FLT
2054-10-25
4.750000
10569433.00
10146094.13
Asset-Backed Securities
VOLT NPL X LLC 2014-NPL8 A-2 20541026 FLT
2054-10-26
4.750000
4000000.00
3853567.11
Asset-Backed Securities
VOLT XIX LLC 2014-NPL11 A-2 20550426 FLT
2055-04-26
5.000000
12302106.00
11861635.93
Asset-Backed Securities
BLUEM
2018-07-15
4.485100
3000000.00
2891777.98
Asset-Backed Securities
RESOURCE CAP CORP CRE 2013 D 20281215 FLT
549300NI5NSIT53AOB96
2028-12-15
4.932800
11299532.00
10021315.68
Private Label Collateralized Mortgage Obligations
NATIONSTAR MTG LN TR 2013-A B 20521225 FLT
2052-12-25
5.608900
13606081.00
11026102.45
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
549300AI15Z36GKLCS90
2019-11-01
2.438500
7315831.00
5802743.44
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
1.370700
9718309.00
7810391.28
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.712100
3305000.00
2635109.83
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.442700
5315000.00
4469730.80
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-10R 3-A-2 20370826 6.0
2037-08-26
6.000000
4841680.00
4239526.70
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
64999480.00
64999480.00
64999480.00
0.0042
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
INVITATION HOMES 2014 SFR1 TR
2031-06-19
3.691200
39983539.00
38845184.32
Asset-Backed Securities
AMER RES PROP TR 2014-SFR1 E 20310918 FLT
2031-09-18
4.356200
1451828.00
1409120.66
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
2016-05-05
N
N
N
0.0055
34999618.50
34999618.50
34999618.50
0.0023
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 CLBC4437
2046-04-01
3.500000
26774638.00
28081638.44
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
26999770.50
26999770.50
26999770.50
0.0018
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.310000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.31_0503
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC4437
2046-04-01
3.500000
24791380.00
26001567.96
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
24999945.00
24999945.00
24999945.00
0.0016
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
0001457970
98599G006_0.25_0502
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-12-31
1.125000
482842800.00
485010180.52
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
485000000.00
485000000.00
485000000.00
0.0315
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
CWHEQ REVOLVING HEQ 2006-F 2A1A 1 20360715 FLT
2036-07-15
0.576200
50000000.00
4202156.33
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
1009867.00
1017433.48
Asset-Backed Securities
ALLY AUTO REC TR 2012-A A 20170515 1.0
2017-05-15
1.060000
3.00
0.02
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.035800
6671646.00
6297714.18
Asset-Backed Securities
JETBLUE AIRWAYS 2004-2 G-2 20180515 FLT
2018-05-15
1.067200
593687.00
589794.60
Asset-Backed Securities
MORGAN STANLEY FR 4.1%052223
IGJSJL3JD5P30I6NJZ34
2023-05-22
4.100000
6117000.00
6426156.58
Corporate Debt Securities
MIZUHO BANK LTD. SR FL 144A NT 17
RB0PEZSDGCO3JS6CEU02
2017-09-25
1.080100
4446000.00
4428438.68
Corporate Debt Securities
METRO EDISON CO
2023-03-15
3.500000
6465000.00
6623572.08
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR NT 3.875%22
549300JMONK27O4SQQ19
2022-01-15
3.875000
39000.00
40305.11
Corporate Debt Securities
21ST CENTY FOX AMER INC SR GLBL NT 39
8RS0AKOLN987042F2V04
2039-03-01
7.850000
897000.00
1250065.68
Corporate Debt Securities
MIZUHO FINL GROUP INC SR GLBL 144A 21
2021-04-12
2.632000
3976030.00
3981568.17
Corporate Debt Securities
AT&T INC SR GLBL NT 3%22
549300Z40J86GGSTL398
2022-02-15
3.000000
7567000.00
7779304.80
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT5.9%17
PY6ZZQWO2IZFZC3IOL08
2017-09-15
5.900000
1427000.00
1530145.15
Corporate Debt Securities
AQUARION CO SR GLBL 144A 24
2024-08-15
4.000000
37000.00
38748.70
Corporate Debt Securities
AMER HONDA FIN CORP MTN BE144A FR 3.875%092120
B6Q2VFHD1797Q7NZ3E43
2020-09-21
3.875000
1395000.00
1519141.44
Corporate Debt Securities
AMER HONDA FIN CORP MTN BE144A VR 052913-052616
B6Q2VFHD1797Q7NZ3E43
2016-05-26
1.009600
1000000.00
1002128.76
Corporate Debt Securities
BMO BANK OF MONTREAL VR 073115-073118
NQQ6HPCNCCU6TUTQYE16
2018-07-31
1.228100
26000.00
26015.76
Corporate Debt Securities
BARCLAYS PLC
213800LBQA1Y9L22JB70
2026-01-12
4.375000
386000.00
393586.24
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
1694000.00
1909410.92
Corporate Debt Securities
ESSEX PORTFOLIO L P SR NT 3.5%25
5493003GN3O58H286O74
2025-04-01
3.500000
17000.00
17327.80
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-01-22
2.050000
1235000.00
1246440.56
Corporate Debt Securities
NISSAN MTR ACCEP CORP FR 2.35%030419
7D6DIU2QXTUJRFNNJA49
2019-03-04
2.350000
520000.00
530088.14
Corporate Debt Securities
WELLS FARGO CAP X EXT SB NT5.95%86
2086-12-01
5.950000
7900000.00
8280363.05
Corporate Debt Securities
WELLS FARGO & CO NEW PERP PFD CL A -K
PBLD0EJDB5FWOLXP3B76
2049-01-01
7.980000
866000.00
908003.89
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 3%21
2S72QS2UO2OESLG6Y829
2021-11-01
3.000000
458000.00
481231.29
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 21
549300GHBMY8T5GXDE41
2021-03-15
2.125000
845000.00
855155.02
Corporate Debt Securities
AMERICAN EXPRESS CO EXT SB GLBL DB66
R4PP93JZOLY261QX3811
2066-09-01
6.800000
854000.00
863356.05
Corporate Debt Securities
BANK AMER CORP SR NT 6.5%16
9DJT3UXIJIZJI4WXO774
2016-08-01
6.500000
155000.00
159567.68
Corporate Debt Securities
BANK AMER CHRLT NC MTN VR 061907-061517
B4TYDEB6GKMZO031MB27
2017-06-15
0.933800
1670000.00
1663773.19
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
4268000.00
4054926.03
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
266000.00
247125.08
Corporate Debt Securities
HSBC USA INC NEW SR GLBL FL NT 18
549300LBOHZ4QSIWU288
2018-09-24
1.508400
1050000.00
1051098.77
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
7841000.00
7972195.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
5162000.00
6263312.70
Corporate Debt Securities
GENERAL MTRS CO
54930070NSV60J38I987
2036-04-01
6.600000
3632000.00
4275263.52
Corporate Debt Securities
BANK OF NOVA SCOTIA SR NT 2.55%17
L3I9ZG2KFGXZ61BMYR72
2017-01-12
2.550000
1872000.00
1907510.28
Corporate Debt Securities
NATIONAL AUSTRALIA BK LIMITED FR 2.75%030917
2017-03-09
2.750000
1710000.00
1740402.85
Corporate Debt Securities
LG&E & KU ENERGY LLC SR NT 4.375%21
2021-10-01
4.375000
5855000.00
6366860.36
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 1.75%052217
Z2VZBHUMB7PWWJ63I008
2017-05-22
1.750000
2692000.00
2737176.99
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-03-20
1.625000
8405000.00
8451735.30
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG 144A FR 4.875%011221
JHE42UYNWWTJB8YTTU19
2021-01-12
4.875000
857000.00
968478.20
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT5.5%16
R4PP93JZOLY261QX3811
2016-09-12
5.500000
7000.00
7165.83
Corporate Debt Securities
BMO BANK OF MONTREAL VR 071414-071417
NQQ6HPCNCCU6TUTQYE16
2017-07-14
0.879600
75000.00
74938.80
Corporate Debt Securities
PRUDENTIAL FINL INC EXT JR FX/FLT 68
5PRBRS5FEH7NREC8OR45
2068-06-15
8.875000
1759000.00
2001803.07
Corporate Debt Securities
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
2025-12-10
4.582000
1137000.00
1141036.35
Corporate Debt Securities
JP MORGAN MTG TR 2015-3 A-19 20450525 FLT
2045-05-25
3.500000
6089795.00
5197695.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.588800
5000000.00
5276514.36
Private Label Collateralized Mortgage Obligations
CORE INDL TR 2015-WEST B 20370212 3.5
549300JSG3BPDMG8DT46
2037-02-12
3.574000
471618.00
487213.46
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-THL A-2 20300610 FLT
5493003XM97SPPCU2632
2030-06-10
1.488000
4550000.00
4551082.90
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
3200061.00
3529741.95
Private Label Collateralized Mortgage Obligations
HOUSTON GALLERIA TR 2015-HGLR B 20370305 3.1
2037-03-05
3.186000
3554102.00
3568499.69
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
118020036.40
118020036.40
118020036.40
0.0077
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
JETBLUE AIRWAYS 2004-2 G-2 20180515 FLT
2018-05-15
1.067200
2821336.00
2802838.44
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
7312759.00
7367550.25
Asset-Backed Securities
PRUDENTIAL FINL INC EXT JR FX/FLT 68
5PRBRS5FEH7NREC8OR45
2068-06-15
8.875000
253000.00
287922.78
Corporate Debt Securities
NORDEA BK AB EURO MTN FR 3.125%032017
6SCPQ280AIY8EP3XFW53
2017-03-20
3.125000
3681000.00
3758026.46
Corporate Debt Securities
NEWELL RUBBERMAID INC SR GLBL NT 4%24
549300LWGYFM1TVO1Z12
2024-12-01
4.000000
2000.00
2081.89
Corporate Debt Securities
COMCAST CORP NEW SR NT 3.6%24
51M0QTTNCGUN7KFCFZ59
2024-03-01
3.600000
4437000.00
4831981.74
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
1771000.00
2320677.22
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-03-20
1.625000
9489000.00
9541762.79
Corporate Debt Securities
HYATT HOTELS CORP SR NT 3.375%23
T27JQIMTYSH41TCD5186
2023-07-15
3.375000
2572000.00
2595791.00
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 SR NT-F 4.75%17
IGJSJL3JD5P30I6NJZ34
2017-03-22
4.750000
9855000.00
10206547.01
Corporate Debt Securities
MORGAN STANLEY FR 5.45%010917
IGJSJL3JD5P30I6NJZ34
2017-01-09
5.450000
3100000.00
3241647.61
Corporate Debt Securities
FIRSTENERGY SOLUTIONS CORP GTD SR NT 6.8%39
OZ3OLJ0YWZXD3MGDS705
2039-08-15
6.800000
6687000.00
6732122.39
Corporate Debt Securities
ABBEY NATL TREAS SVCS PLC SR GLBL FL NT 17
R83QYRLEMH4ZSHI0L097
2017-09-29
1.040100
83000.00
82650.30
Corporate Debt Securities
AEP TEX CENT CO SR -E NT 6.65%33
O5I1W4NHLL5HR1XYY456
2033-02-15
6.650000
1275000.00
1624209.04
Corporate Debt Securities
ABN AMRO BK NV MTN SR SB 144A SR 144A NT 20
BFXS5XCH7N0Y05NIXW11
2020-06-04
2.450000
4375000.00
4472116.50
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
5692000.00
5407834.80
Corporate Debt Securities
BAXALTA INC SR 144A NT3.6%22
5493000JW8DCO3T45R55
2022-06-23
3.600000
473000.00
491503.76
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 37
PY6ZZQWO2IZFZC3IOL08
2037-09-15
6.450000
4368000.00
5860210.72
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.82%37
ODVCVCQG2BP6VHV36M30
2037-11-15
6.820000
840000.00
1077122.67
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 6%061520
784F5XWPLTWKTBV3E584
2020-06-15
6.000000
2376000.00
2756215.44
Corporate Debt Securities
MERRILL LYNCH & CO INC SUB FLT NT 26
9DJT3UXIJIZJI4WXO774
2026-09-15
1.393800
401000.00
342948.67
Corporate Debt Securities
SWEDBANK AB FR 2.125%092917
M312WZV08Y7LYUC71685
2017-09-29
2.125000
809000.00
818457.88
Corporate Debt Securities
ZFS FIN TRUST I
2065-12-15
6.450000
10544000.00
10850918.25
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
4733220.00
4786242.58
Corporate Debt Securities
MONSANTO CO NEW SR GLBL NT 19
NONUZEX43GHIPSVDD938
2019-07-15
2.125000
1760000.00
1794476.44
Corporate Debt Securities
COMM MTG TR 2013-CCRE8 A-M 20460612 FLT
549300NGGFIEJ2ER3D22
2046-06-12
3.828500
1475261.00
1571350.02
Private Label Collateralized Mortgage Obligations
LB UBS COMMERCIAO
2039-03-15
5.720000
5088291.00
3073483.78
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2015-3 A-19 20450525 FLT
2045-05-25
3.500000
4293205.00
3664289.69
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014 GC18
2047-01-11
4.074000
1337835.00
1469677.52
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS4 A-M 20470812 3.9
5493004GWEVMOU8S3L34
2047-08-12
3.968000
4424266.00
4618018.86
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
4728172.00
5215284.04
Private Label Collateralized Mortgage Obligations
PMT LOAN TRUST 2013-J1 A-1 20430925 FLT
549300QFMQR379ND0354
2043-09-25
3.500000
11551849.00
8965556.12
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-4 A-19 20450625 FLT
2045-06-25
3.500000
1984629.00
1707991.28
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
108012322.80
108012322.80
108012322.80
0.0070
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
RASC SERIES FLT 04/35
2035-04-25
2.238800
300000.00
99767.44
Asset-Backed Securities
MABS 2005-HE2 M4
2035-10-25
1.038800
2500000.00
1481900.36
Asset-Backed Securities
SACO 2005-10 1A
2036-06-25
0.958800
131172000.00
15350685.14
Asset-Backed Securities
FFML 2007-FFA A1
2028-01-25
0.718800
120773498.00
7701205.40
Asset-Backed Securities
144A REG S PEGASUS AVIATION
2031-05-10
0.634400
94900000.00
14415378.67
Asset-Backed Securities
GSAA 2006-S1 1A1
2037-01-25
0.758800
90000000.00
8935928.20
Asset-Backed Securities
SACO 2006-9 A1
2036-08-25
0.738800
74764673.00
10493353.25
Asset-Backed Securities
CWHEL 2006-A A
2032-04-15
0.622700
51615000.00
6078183.30
Asset-Backed Securities
CWHEL 2007-C A
2037-05-15
0.582700
49708177.00
7068394.28
Asset-Backed Securities
ABS CONSECO FIN 00-1
2029-09-01
8.060000
49260000.00
16124732.03
Asset-Backed Securities
ACE 2007-ASL1 A2
2036-12-25
0.778800
39200000.00
3208278.16
Asset-Backed Securities
INDS 2006-A A
2036-06-25
0.698800
36500000.00
2700660.10
Asset-Backed Securities
NAA 2006-S4 A1
2036-08-25
0.778800
31859000.00
2199731.95
Asset-Backed Securities
RFMS2 2005-HS2 AII
2035-12-25
0.618800
28600000.00
1597263.10
Asset-Backed Securities
CITIGROUP FLT 10/36
2036-10-25
0.768800
27788000.00
17351958.99
Asset-Backed Securities
ACE 2006-SL3 A1
2036-06-25
0.538800
25550000.00
1376808.72
Asset-Backed Securities
GT 1999-4 A7
2031-05-01
7.410000
25000000.00
8848140.39
Asset-Backed Securities
ABFS 2002-1 A5
2032-12-15
7.010000
22281000.00
7966912.75
Asset-Backed Securities
GTMH 98-7M1 ASSETBK LOAN
2030-07-01
6.400000
22000000.00
18746155.74
Asset-Backed Securities
ACE 2006-SL4 A1
2036-09-25
0.558800
18332500.00
819942.25
Asset-Backed Securities
RASC 2007-KS2 M1
2037-02-25
0.698800
17688065.00
5904715.52
Asset-Backed Securities
CMLTI 2005-OPT3 M6
2035-05-25
1.458800
13916000.00
3343246.72
Asset-Backed Securities
ABS BOMBARDIER CAP99-B
2029-12-15
7.440000
12726000.00
3079028.65
Asset-Backed Securities
RASC 2006-EMX3 M1
2036-04-25
0.768800
9500000.00
4622416.99
Asset-Backed Securities
GT 1999-5 A5
2030-03-01
7.860000
9335000.00
3700904.55
Asset-Backed Securities
NATIONSTAR HOME FLT 03/37
2037-03-25
0.738800
8000000.00
2067627.67
Asset-Backed Securities
NHELI 2006-HE3 M1
2036-07-25
0.738800
8000000.00
2349392.65
Asset-Backed Securities
PPSI 2005-WCW1 M5
2035-09-25
1.098800
7500000.00
829228.83
Asset-Backed Securities
ACE 2006-HE1 M1
2036-02-25
0.828800
7000000.00
2407388.63
Asset-Backed Securities
SVHE 2007-1 M1
2037-03-25
0.758800
7000000.00
1466853.08
Asset-Backed Securities
CMLTI
2035-05-25
1.473800
6300000.00
4804719.87
Asset-Backed Securities
NHELI 2006-FM1 M1
2035-11-25
0.848800
5950000.00
2054572.88
Asset-Backed Securities
BCM 1999-B A6
2029-12-15
7.850000
5677000.00
1444452.72
Asset-Backed Securities
RASC 2006-KS1 M4
2036-02-25
0.968800
5548000.00
1232708.34
Asset-Backed Securities
UCFCM 1997-1 M
2028-06-15
7.675000
5525000.00
2649123.04
Asset-Backed Securities
RASC SERIES FLT 08/35
2035-08-25
1.588800
2000000.00
1333835.96
Asset-Backed Securities
CWL 2006-11 1AF3
2046-09-25
4.703800
1629062.00
1314039.33
Asset-Backed Securities
JPMAC 2005-WMC1 M4
2035-09-25
1.038800
1140000.00
477537.83
Asset-Backed Securities
RAMP SERIES FLT 08/35
2035-08-25
1.558800
784000.00
483044.79
Asset-Backed Securities
MLMI 2005-FM1 M2
2036-05-25
1.018800
682203.00
328316.00
Asset-Backed Securities
SURF 2005-BC3 M4
2036-06-25
1.088800
409322.00
138429.26
Asset-Backed Securities
RASC 2005-AHL2 M4
2035-10-25
1.038800
265650.00
69252.81
Asset-Backed Securities
RASC
2035-10-25
0.908800
5505000.00
2661496.73
Asset-Backed Securities
SAST 2006-1 M4
2036-03-25
1.083800
5000000.00
822534.19
Asset-Backed Securities
NCHET 2005-2 M6
2035-06-25
1.118800
4843000.00
614716.79
Asset-Backed Securities
BSSLT
2036-12-25
1.638800
4387000.00
4100912.81
Asset-Backed Securities
SAIL 2004-BNC2 M2
2034-12-25
1.588800
4000000.00
269941.39
Asset-Backed Securities
RAMP 2005-RS8 M3
2035-09-25
0.958800
3983000.00
1665014.41
Asset-Backed Securities
MASTR ASSET FLT 01/36
2036-01-25
0.848800
3600000.00
1152518.28
Asset-Backed Securities
CMLTI 2004-OPT1 M9
2034-10-25
3.138800
3390000.00
77113.51
Asset-Backed Securities
CWL 2006-11 1AF6
2046-09-25
4.703800
3333000.00
1645124.44
Asset-Backed Securities
GSAA 2004-8 M2
2034-09-25
2.163800
3247000.00
1348589.65
Asset-Backed Securities
SASC 2005-9XS M1
2035-06-25
0.888800
3128000.00
1569306.18
Asset-Backed Securities
RASC SERIES FLT 01/36
2036-01-25
0.908800
3000000.00
287228.96
Asset-Backed Securities
AMSI 2004-R11 M8
2034-11-25
3.438800
3000000.00
116557.81
Asset-Backed Securities
RASC 2007-KS4 M1S
2037-05-25
0.798800
2750000.00
1445313.66
Asset-Backed Securities
CXHE 2005-D M7
2035-10-25
1.638800
2500000.00
848085.21
Asset-Backed Securities
AMERIQUEST FLT 11/35
2035-11-25
1.018800
2026000.00
1209697.35
Asset-Backed Securities
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
190140467.00
190140467.00
190140467.00
0.0123
N
N
N
Y
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.360000%
5493005PGG4HB3CD7345
0001074042
ATD0G7AG4
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
94000047.00
94000047.00
94000047.00
0.0061
N
Y
Y
N
FIFTH THIRD BANK(CAYMAN ISLANDS)
FIFTH THIRD BANK(CAYMAN ISLANDS) 0.380000%
0000035528
ATD0G7AQ2
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
76000079.80
76000079.80
76000079.80
0.0049
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
ATD0G7VE6
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
167000158.65
167000158.70
167000158.70
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
ATD0G7VJ5
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
168000243.60
168000243.60
168000243.60
0.0109
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
0000917311
ATD0G8H83
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
229000309.15
229000309.20
229000309.20
0.0149
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.340000%
0001498632
ATD0G93J2
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
173999895.60
173999895.60
173999895.60
0.0113
N
N
Y
N
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.280000%
0001002614
ATD0G9QE8
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
135000000.00
135000000.00
135000000.00
0.0088
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.300000%
0000926171
ATD0G9QM0
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
50000000.00
50000000.00
50000000.00
0.0032
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.290000%
0001448613
ATD0G9QO6
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
182000000.00
182000000.00
182000000.00
0.0118
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9QP3
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
151000000.00
151000000.00
151000000.00
0.0098
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.330000%
JJKC32MCHWDI71265Z06
0000838135
ATD0G9QQ1
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
114000000.00
114000000.00
114000000.00
0.0074
N
N
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0G9QR9
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
233000000.00
233000000.00
233000000.00
0.0151
N
Y
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.300000%
0001167831
ATD0G9QU2
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
33000000.00
33000000.00
33000000.00
0.0021
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0G9QY4
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
307000000.00
307000000.00
307000000.00
0.0199
N
Y
Y
N
The Charles Schwab Family of Funds
2016-05-06
Mark Fischer
Mark Fischer
Chief Financial Officer