0001145549-16-014948.txt : 20160607
0001145549-16-014948.hdr.sgml : 20160607
20160607161935
ACCESSION NUMBER: 0001145549-16-014948
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160531
FILED AS OF DATE: 20160607
DATE AS OF CHANGE: 20160607
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: 161701479
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-05-31
0000857156
S000004504
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
35
49
8434726989.63
7464150262.65
8107416295.11
10551312017.52
0.00
14021093911.29
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0.3487
0.3626
0.3911
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40054175718.52
40047201256.22
29139914.54
80731668.23
39995609503.49
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1.0000
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1.0002
1.0002
1.0002
1.0002
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C000012378
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39995609503.49
39993836860.81
1.0002
1.0002
1.0002
1.0002
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1571405327.10
1231882758.60
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1350102849.12
1299526700.61
1229862993.00
1307469771.80
0.00
0.00
5690493455.13
5680685778.17
0.0008
Y
Investment Advisor and its affiliates Contractual 2,478,570 Investment Advisor and its affiliates Voluntary 3,035,427
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
0.0042
41978235.60
41978235.60
41978235.60
0.0010
N
N
N
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BGK4
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0043
18988879.30
18988879.30
18988879.30
0.0005
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.920000%
00279JCQ3
0000931061
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
Y
Santander UK Plc
N/A
N/A
1.0000
N
0.0067
43031721.53
43031721.53
43031721.53
0.0011
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.270000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.27_0603
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-10-31
0.388100
7146400.00
7154672.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-21
0.00
1600.00
1599.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
68877000.00
72643622.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-31
0.625000
2090600.00
2088467.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.125000
76700.00
76485.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-02-15
2.000000
71300.00
72910.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-02-15
2.000000
8996000.00
9299652.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-15
3.625000
2239900.00
2461637.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-08-15
3.125000
2692000.00
2989062.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
2.750000
100.00
104.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.250000
100.00
100.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-11-15
4.625000
129052800.00
131691783.87
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0027
224000000.00
224000000.00
224000000.00
0.0056
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.280000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.28_0603
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBC2477
2046-03-01
4.000000
8596329.00
9209681.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC0297
2046-03-01
4.500000
7923831.00
8766319.75
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3886
2042-10-01
3.500000
5023781.00
4231270.35
Agency Mortgage-Backed Securities
04.500 FGPC A92275 G
2040-05-01
4.500000
21414095.00
8739917.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
19019957.00
8908109.40
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
15500000.00
9196043.52
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.500000
10211702.00
8889241.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC8587
2031-05-01
3.500000
754530.00
805645.38
Agency Mortgage-Backed Securities
04.000 FGPC Q33550 G
2045-05-01
4.000000
9001250.00
8853771.64
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0028
65000000.00
65000000.00
65000000.00
0.0016
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.290000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.29_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBC4215
2046-03-01
4.000000
5301224.00
5738336.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBA6922
2046-02-01
4.500000
5443356.00
5953991.35
Agency Mortgage-Backed Securities
04.500 FGPC Q39444 G
2046-03-01
4.500000
5540013.00
5983599.78
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK7400
2027-03-01
3.500000
9128486.00
5483234.64
Agency Mortgage-Backed Securities
03.500 FGPC G08693 G
2046-03-01
3.500000
5810000.00
6005973.17
Agency Mortgage-Backed Securities
FMAR 848603 G
2041-09-01
3.502000
2800000.00
1004048.42
Agency Mortgage-Backed Securities
GNRM 2009-094 MB
549300M8ZYFG0OCMTT87
2037-04-20
4.500000
1740.00
75.10
Agency Collateralized Mortgage Obligation
GNRM 2010-085 MJ
549300M8ZYFG0OCMTT87
2036-01-20
2.500000
1399.00
18.63
Agency Collateralized Mortgage Obligation
GNRM 2010-109 CH
549300M8ZYFG0OCMTT87
2037-12-20
3.000000
1042.00
205.75
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-04-01
2.342000
1030.00
64.08
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-04-01
2.710000
3823.00
95.53
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-08-25
4.500000
4572.00
125.13
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.000000
5248716.00
5556957.50
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.500000
5285687.00
5822229.31
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.500000
1066318.00
1101608.13
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.094000
6317.00
358.74
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-08-01
2.599000
1344.00
134.16
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.000000
14461687.00
5730874.35
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
27216051.00
5838695.87
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.520000
12055648.00
1178171.17
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.691000
305000.00
72735.65
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-01
4.500000
15219998.00
5935869.33
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.886000
7843.00
2082.90
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.756000
7391.00
1420.05
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-08-01
2.543000
770000.00
220933.21
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-01
3.636000
18630000.00
1269737.11
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-08-01
4.000000
12999995.00
5519717.03
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-08-01
2.375000
2146.00
151.20
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.155000
1120.00
250.84
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.109000
1120.00
315.69
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
14618251.00
5616750.12
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.000000
5551094.00
5548416.50
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.613000
19689482.00
2883031.29
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-05-01
2.080000
2970.00
186.83
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.500000
5546638.00
5804133.64
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
5308385.00
5802125.91
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.500000
6055194.00
5611391.17
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
7852355.00
5928673.21
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
4069586.00
3015031.57
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
6900342.00
5456204.64
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
8741968.00
5927738.73
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.215000
70168.00
323.49
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2022-05-17
9.500000
1770.00
8.20
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.000000
5572261.00
5758768.67
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-04-01
3.500000
5804058.00
5784833.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
5677043.00
5471427.84
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.000000
6063515.00
5628492.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1554
2046-01-01
3.500000
5451383.00
5718579.00
Agency Mortgage-Backed Securities
FNMS 04.000 CTBC8345
2036-05-01
4.000000
5113413.00
5543703.29
Agency Mortgage-Backed Securities
02.500 FGPC G08714 G
2046-05-01
2.500000
5989791.00
5952344.82
Agency Mortgage-Backed Securities
FMAR 2B3349 G
2044-10-01
3.162000
2284218.00
1808146.00
Agency Mortgage-Backed Securities
03.000 FGPC J33036 G
2030-10-01
3.000000
5941127.00
5881215.28
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8153
2031-03-01
3.000000
5800000.00
5973360.65
Agency Mortgage-Backed Securities
FNMS 04.000 CTAS6378
2035-12-01
4.000000
5334962.00
5674468.20
Agency Mortgage-Backed Securities
FMAR 1L1312 G
2036-01-01
2.596000
6424909.00
708639.85
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
173000000.00
173000000.00
173000000.00
0.0043
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.30_0607
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2028-11-15
5.250000
3061300.00
4167478.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-12-31
0.625000
540100.00
541633.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2029-08-15
6.125000
46076600.00
68835239.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
8.875000
5421700.00
6708853.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
1.375000
121630800.00
121706819.25
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0030
198000000.00
198000000.00
198000000.00
0.0050
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
4.65 TVPR 35A
2035-06-15
0.00
300000.00
155952.00
Agency Debentures and Agency Strips
4.70 TVBD 33B
2033-07-15
4.700000
50000.00
61357.28
Agency Debentures and Agency Strips
1.125 FHLB 18 G4008
2018-04-25
1.125000
450000.00
452013.75
Agency Debentures and Agency Strips
1.00 FHLB 17 G4254
2017-12-19
1.000000
25000.00
25154.75
Agency Debentures and Agency Strips
0.625 FHLB 17 G4229
2017-10-26
0.625000
1030000.00
1027381.37
Agency Debentures and Agency Strips
0.625 FHLB 17 G4091
2017-05-30
0.625000
150000.00
149815.10
Agency Debentures and Agency Strips
Federal Home Loan Bank
2017-06-09
1.000000
2500000.00
2519769.44
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2017-02-06
5.300000
15000.00
15733.36
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2017-01-17
4.875000
75000.00
78329.69
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2023-06-05
5.300000
3000000.00
3738873.33
Agency Debentures and Agency Strips
0.875 FHLB 18 G4333
2018-03-19
0.875000
875000.00
875586.25
Agency Debentures and Agency Strips
1.75 FHLB 20 5I
2020-06-12
1.750000
1000000.00
1023655.28
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2018-01-02
1.020000
1271000.00
1274535.50
Agency Debentures and Agency Strips
Federal Home Loan Bank
2016-10-12
0.00
3383000.00
3377587.20
Agency Debentures and Agency Strips
Federal Home Loan Bank
2016-08-29
0.00
134000.00
133871.36
Agency Debentures and Agency Strips
3.50 FHLB 16 C9
2016-12-09
3.500000
35000.00
36110.28
Agency Debentures and Agency Strips
4.875 FHLB 17 WT
2017-09-08
4.875000
21.00
22.29
Agency Debentures and Agency Strips
5.375 FHLB 24 BB
2024-08-15
5.375000
25000.00
31650.66
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2018-02-27
1.350000
500000.00
505352.50
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2037-08-06
3.950000
68000.00
77546.39
Agency Debentures and Agency Strips
4.00 FHLB 29 X
2029-10-24
4.000000
150000.00
172867.67
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-11-30
1.500000
500000.00
504855.83
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-11-20
2.250000
1484000.00
1475559.75
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-09-27
3.400000
2250000.00
2264500.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-09-18
1.875000
1721000.00
1761223.36
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-09-12
1.750000
122000.00
124693.79
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-08-28
0.875000
373000.00
374160.19
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-08-26
0.625000
1825000.00
1828630.48
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-12-14
1.125000
3224000.00
3247369.97
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2020-11-30
1.500000
20000.00
20079.23
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-11-27
1.625000
801000.00
813071.52
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-11-15
1.375000
20000.00
20086.22
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-10-26
0.875000
1520000.00
1521293.06
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-05-25
1.100000
3000000.00
2994670.00
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2027-08-15
0.00
3442000.00
2547940.50
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-11-27
1.540000
2500000.00
2513627.78
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-26
3.250000
2000000.00
2027409.44
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-03-27
3.750000
992000.00
1071463.83
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-03-08
1.000000
306000.00
307332.80
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-02-22
0.875000
95000.00
95342.59
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-05-23
1.500000
3000000.00
3006760.00
Agency Debentures and Agency Strips
5.25 TVBD 39 C
549300HE1ISW43LNKM54
2039-09-15
5.250000
900000.00
1176582.00
Agency Debentures and Agency Strips
4.65 TVBD 35 A
549300HE1ISW43LNKM54
2035-06-15
4.650000
2080000.00
2512560.27
Agency Debentures and Agency Strips
5.375 TVBD 56 A
549300HE1ISW43LNKM54
2056-04-01
5.375000
9934000.00
12908620.40
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-11-28
0.750000
300000.00
299355.75
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-06-29
1.000000
64000.00
64398.22
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-05-30
1.750000
887000.00
903798.55
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-05-12
1.250000
289000.00
290511.39
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-05-01
1.375000
58000.00
58257.28
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-04-15
1.125000
16350000.00
16391978.62
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-04-09
0.750000
21922000.00
21867085.39
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-07-15
5.625000
65000.00
92501.50
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2016-08-25
2.000000
204000.00
205853.00
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-08-01
1.250000
1193000.00
1201585.62
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-06-01
0.00
2340000.00
2339976.60
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-08-05
0.00
200000.00
199858.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-07-13
0.00
1400000.00
1399412.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-07-08
0.00
145000.00
144946.35
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-07-05
0.00
100000.00
99966.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2016-06-24
0.00
2359000.00
2358504.61
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANKS FUNDING CORP
2017-11-06
0.495900
100000.00
99984.44
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2021-05-06
1.250000
428000.00
423044.12
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-04-27
1.125000
2173000.00
2183175.07
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-03-28
0.875000
247000.00
247089.23
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-02-26
1.250000
2000.00
1999.34
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-02-26
1.000000
633000.00
632885.36
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-02-19
1.875000
995000.00
1020832.69
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2016-08-16
0.454400
44000.00
44016.25
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2016-08-15
0.454450
2000.00
2000.78
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-07-20
1.125000
2402000.00
2419495.57
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-06-20
1.750000
1482000.00
1520941.61
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-06-08
1.750000
291000.00
293511.25
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-05-21
0.875000
2514000.00
2510613.78
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-10-19
1.125000
701000.00
703875.85
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-09-28
1.250000
63000.00
63290.27
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-10-09
0.00
843224.00
799983.47
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-02-08
0.875000
1650000.00
1654630.77
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-01-30
1.250000
1009000.00
1017255.02
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2020-01-21
1.625000
74000.00
75482.82
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-03-28
1.125000
2000000.00
1999557.50
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-12-14
5.000000
655000.00
733825.61
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-11-26
1.350000
1515000.00
1511360.21
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-03-30
1.250000
2427000.00
2433523.91
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-03-29
1.500000
2000000.00
2006186.67
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-10-11
4.125000
7285000.00
7639700.58
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-09-27
1.000000
15000.00
15068.67
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-08-22
1.150000
500000.00
501381.25
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-03-23
0.00
2136000.00
1719779.04
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-10-08
0.00
8528000.00
6388921.76
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-10-08
0.00
4453000.00
3509498.36
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-09-23
0.00
1978000.00
1562738.68
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
1843000.00
1293417.40
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-03-15
0.00
11794000.00
9536864.28
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-06-12
5.375000
8000.00
8575.78
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-08-23
5.500000
100000.00
107062.22
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-17
0.00
9401000.00
6304028.57
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-07-25
4.700000
1290000.00
1319205.60
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2022-12-05
2.140000
4000000.00
4000728.89
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-14
0.00
9178000.00
6196251.36
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-15
0.00
696000.00
476064.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-09-15
0.00
1825000.00
1346393.75
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-11-15
0.00
2295000.00
1814564.70
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-07-15
0.00
1254000.00
1028769.06
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-05-15
0.00
28126000.00
22595584.62
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-07-15
5.375000
12000.00
12316.51
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-06-01
0.00
5508000.00
5459694.84
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-05-15
7.250000
190000.00
293034.19
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2017-02-13
5.000000
32000.00
33440.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-01-15
7.125000
443000.00
685145.87
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-01-15
7.125000
450000.00
303273.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-01-15
0.00
7147000.00
5048926.68
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-01-15
0.00
9408999.00
7069357.31
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-01-15
0.00
6306000.00
4921896.06
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-12-15
4.875000
87000.00
90929.72
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-09-15
5.250000
20000.00
20492.47
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-11-15
0.00
800000.00
562640.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-07-15
0.00
8275000.00
6615035.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-07-15
0.00
1000000.00
826600.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-03-15
0.00
7633000.00
5959006.77
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-01-15
0.00
2985000.00
2173259.10
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-02-06
0.00
2912000.00
2338190.40
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-02-01
0.00
95643.00
92128.12
Agency Debentures and Agency Strips
3.50 FHLB 29 BI
2029-09-14
3.500000
690000.00
767629.22
Agency Debentures and Agency Strips
1.375 FHLB 21 G4331
2021-02-18
1.375000
2245000.00
2244941.69
Agency Debentures and Agency Strips
2.375 FHLB 22 8U
2022-06-10
2.375000
50000.00
52563.56
Agency Debentures and Agency Strips
5.98 TVBD 36 A
2036-04-01
5.980000
299000.00
418069.77
Agency Debentures and Agency Strips
3.375 FHLB 23 1X
2023-12-08
3.375000
75000.00
83273.91
Agency Debentures and Agency Strips
0.75 FHLB 17 G4167
2017-08-28
0.750000
30000.00
30039.82
Agency Debentures and Agency Strips
1.625 FHLB 19 6L
2019-06-14
1.625000
535000.00
546908.13
Agency Debentures and Agency Strips
FHDN 06/02/16
2016-06-02
0.00
1475000.00
1474970.50
Agency Debentures and Agency Strips
2.00 FHLB 19 R3
2019-09-13
2.000000
800000.00
824306.67
Agency Debentures and Agency Strips
FHDN 06/23/16
2016-06-23
0.00
100000.00
99980.00
Agency Debentures and Agency Strips
5.125 FHLB 17 PZ
2017-03-10
5.125000
55000.00
57553.17
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-09-23
0.00
701000.00
514456.89
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2016-06-23
0.00
123000.00
122975.40
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-12-01
0.00
1514000.00
1510290.70
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-04-17
5.625000
100000.00
133036.50
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-09-27
6.090000
1658000.00
2280175.55
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2016-10-18
5.125000
1000000.00
1022996.53
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2016-06-09
0.00
16000.00
15998.72
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-07-06
0.00
268000.00
267906.20
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-07
6.160000
11000.00
15448.03
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2016-07-20
0.00
1250000.00
1249387.50
Agency Debentures and Agency Strips
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0032
259000000.00
259000000.00
259000000.00
0.0065
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TH16
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
N/A
N/A
1.0000
N
0.0056
4895248.96
4895248.96
4895248.96
0.0001
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821THA6
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
Y
Credit Agricole Corporate and Investment Bank SA
N/A
N/A
1.0000
N
0.0060
49940930.00
49940930.00
49940930.00
0.0012
N
N
N
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AHB9
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0048
117887900.00
117887900.00
117887900.00
0.0029
N
N
N
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AJ68
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0056
60906676.10
60906676.10
60906676.10
0.0015
N
N
N
N
AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 0.000000%
0530A2F13
HGBOLILQXWER4SAL2I23
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0034
457995864.26
457995864.30
457995864.30
0.0115
N
Y
Y
N
BPCE SA
BPCE SA 0.000000%
05571BF16
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0036
139998586.00
139998586.00
139998586.00
0.0035
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
0.0036
108990059.20
108990059.20
108990059.20
0.0027
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BG72
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0038
1999225.00
1999225.00
1999225.00
0.0000
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
2016-07-22
N
N
N
0.0048
94050544.74
94050544.74
94050544.74
0.0024
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH90
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0049
189106503.39
189106503.40
189106503.40
0.0047
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NK39
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0054
121073702.31
121073702.30
121073702.30
0.0030
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.810000%
06053PMX2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0066
54013338.54
54013338.54
54013338.54
0.0014
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0067
135028486.35
135028486.40
135028486.40
0.0034
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.760000%
06053PNU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0062
70018900.70
70018900.70
70018900.70
0.0018
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.784000%
06053PPD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-06-17
2016-10-17
2016-10-17
N
N
N
0.0082
217995858.00
217995858.00
217995858.00
0.0055
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.670000%
06053PPV3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0072
175977120.00
175977120.00
175977120.00
0.0044
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.785800%
06053PPW1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-06-06
2016-11-04
2016-11-04
N
N
N
0.0082
49998950.00
49998950.00
49998950.00
0.0013
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.785900%
06053PPY7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-06-01
2016-11-01
2016-11-01
N
N
N
0.0093
271871616.00
271871616.00
271871616.00
0.0068
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.850000%
06053PQA8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-08
2016-11-08
2016-11-08
N
N
N
0.0088
2999595.00
2999595.00
2999595.00
0.0001
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.850000%
06053PQB6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0094
59974740.00
59974740.00
59974740.00
0.0015
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.840000%
06053PQF7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0088
20996094.00
20996094.00
20996094.00
0.0005
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.310000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.31_0601
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
100753056.00
98088377.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-08-15
3.000000
3813867.00
3881622.93
Agency Collateralized Mortgage Obligation
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
99000000.00
99000000.00
99000000.00
0.0025
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.664500%
06417GAA6
CA06417GAA63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-15
2016-07-15
2016-07-15
N
N
N
0.0046
292079134.92
292079134.90
292079134.90
0.0073
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.783000%
06417GEQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-23
2016-08-23
2016-08-23
N
N
N
0.0056
124066465.24
124066465.20
124066465.20
0.0031
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.920000%
06417GGW2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0080
93046714.83
93046714.83
93046714.83
0.0023
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.664500%
06417H6Y7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-14
2016-07-14
2016-07-14
N
N
N
0.0046
189050653.89
189050653.90
189050653.90
0.0047
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.837300%
06417LBT3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-15
2016-12-15
2016-12-15
N
N
N
0.0084
184012329.84
184012329.80
184012329.80
0.0046
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.834500%
06417LBU0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-22
2016-12-22
2016-12-22
N
N
N
0.0085
118002832.00
118002832.00
118002832.00
0.0030
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.400000%
06426GKR7
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0032
47000334.17
47000334.17
47000334.17
0.0012
N
N
Y
N
BANK OF THE WEST
BANK OF THE WEST 0.400000%
06426GKS5
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0032
151001072.10
151001072.10
151001072.10
0.0038
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EH38
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0044
50008575.50
50008575.50
50008575.50
0.0013
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EJ36
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-20
2016-07-20
2016-07-20
N
N
N
0.0044
65011525.15
65011525.15
65011525.15
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427ER52
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0047
83015065.33
83015065.33
83015065.33
0.0021
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.370000%
06427EV24
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0038
612992515.27
612992515.30
612992515.30
0.0153
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.650000%
06427EYN5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0044
28007775.88
28007775.88
28007775.88
0.0007
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.530000%
06427EZF1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
35002849.35
35002849.35
35002849.35
0.0009
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427EZJ3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0044
125014888.75
125014888.80
125014888.80
0.0031
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.370000%
06538MH93
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
N
N
0.0036
80000200.80
80000200.80
80000200.80
0.0020
N
N
Y
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
0.0061
328163544.08
328163544.10
328163544.10
0.0082
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MRC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0062
2000992.22
2000992.22
2000992.22
0.0001
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.750000%
06538MWK1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0062
139041423.39
139041423.40
139041423.40
0.0035
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.730000%
06538MYN3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-29
N
N
N
0.0066
76014136.76
76014136.76
76014136.76
0.0019
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0056
200137222.00
200137222.00
200137222.00
0.0050
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2T4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
N
N
0.0034
243032078.43
243032078.40
243032078.40
0.0061
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2Y3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
2016-06-30
N
N
N
0.0040
181041849.01
181041849.00
181041849.00
0.0045
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LGM4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0054
96926483.70
96926483.70
96926483.70
0.0024
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LH90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0060
99884310.00
99884310.00
99884310.00
0.0025
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EF20
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0024
10999850.40
10999850.40
10999850.40
0.0003
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EF79
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0028
65996469.00
65996469.00
65996469.00
0.0017
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EFM6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0038
24994532.50
24994532.50
24994532.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12622UHG4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0053
5993198.40
5993198.40
5993198.40
0.0001
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.694500%
13606ADD7
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
N
N
0.0042
116024825.16
116024825.20
116024825.20
0.0029
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.900000%
13606ATF5
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-20
2016-09-20
2016-09-20
N
N
N
0.0067
313226176.93
313226176.90
313226176.90
0.0078
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
0.0028
51997218.00
51997218.00
51997218.00
0.0013
N
N
Y
N
CHASE BANK USA NA
CHASE BANK USA NA 0.709700%
161453BD6
P75WI43B18E8SLP5FN93
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-27
2016-07-27
2016-07-27
N
N
N
0.0049
67023383.67
67023383.67
67023383.67
0.0017
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 0.698800%
161453BF1
P75WI43B18E8SLP5FN93
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-08-01
2016-08-01
N
N
N
0.0051
356128875.56
356128875.60
356128875.60
0.0089
N
N
N
N
CHEVRON CORP
CHEVRON CORP 0.000000%
16677JGB6
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0039
29986674.00
29986674.00
29986674.00
0.0007
N
N
N
N
CHEVRON CORP
CHEVRON CORP 0.000000%
16677JHP4
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0046
99893830.00
99893830.00
99893830.00
0.0025
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.640000%
17304U4W7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
N
N
0.0034
176020347.36
176020347.40
176020347.40
0.0044
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17304U5G1
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
2016-06-09
N
N
N
0.0033
495037179.45
495037179.50
495037179.50
0.0124
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17305TAE2
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0064
73000000.00
73000000.00
73000000.00
0.0018
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17305TAF9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0063
74000000.00
74000000.00
74000000.00
0.0019
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
0.0057
25465399.05
25465399.05
25465399.05
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CK77
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-07
2016-10-07
2016-10-07
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0080
59827572.00
59827572.00
59827572.00
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CKH5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0083
104662698.00
104662698.00
104662698.00
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKH8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0083
48842592.40
48842592.40
48842592.40
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKJ4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0084
73759707.20
73759707.20
73759707.20
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKR6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0086
106626002.90
106626002.90
106626002.90
0.0027
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.659700%
20272ANZ5
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
N
N
0.0042
300054903.00
300054903.00
300054903.00
0.0075
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.664500%
20272APA8
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-29
2016-06-29
2016-06-29
N
N
N
0.0042
134026265.34
134026265.30
134026265.30
0.0034
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.647200%
20272APD2
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-08
2016-07-08
2016-07-08
N
N
N
0.0044
55012650.55
55012650.55
55012650.55
0.0014
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.300000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.30_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2045-11-15
3.000000
55962300.00
60180030.13
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0030
59000000.00
59000000.00
59000000.00
0.0015
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.310000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.31_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2015-151 WA
549300M8ZYFG0OCMTT87
2045-10-20
6.500000
42857143.00
46168356.35
Agency Collateralized Mortgage Obligation
GNRM 2015-10 EX
549300M8ZYFG0OCMTT87
2044-08-20
6.500000
26494270.00
21365510.93
Agency Collateralized Mortgage Obligation
GNRM 2014-41 EX
549300M8ZYFG0OCMTT87
2043-03-20
6.500000
94909090.00
68209184.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-10-01
7.000000
60677880.00
3616948.22
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
134000000.00
134000000.00
134000000.00
0.0034
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.865000%
21684BY99
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0083
183026280.63
183026280.60
183026280.60
0.0046
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0057
400208364.00
400208364.00
400208364.00
0.0100
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.830000%
21685VND7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
N
N
0.0074
108038038.68
108038038.70
108038038.70
0.0027
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.840000%
21685VNG0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-21
2016-10-21
2016-10-21
N
N
N
0.0076
70021413.70
70021413.70
70021413.70
0.0018
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.860000%
21685VNH8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0078
162055567.62
162055567.60
162055567.60
0.0041
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.865000%
21685VNL9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0080
69017754.39
69017754.39
69017754.39
0.0017
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFE6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0038
127002058.67
127002058.70
127002058.70
0.0032
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.390000%
22534HJY8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0038
218000154.78
218000154.80
218000154.80
0.0055
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.940000%
22549V2Y8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0094
134000871.00
134000871.00
134000871.00
0.0034
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
0.0077
21015693.51
21015693.51
21015693.51
0.0005
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VSC8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
2016-06-16
N
N
N
0.0037
108015801.48
108015801.50
108015801.50
0.0027
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0058
143077793.43
143077793.40
143077793.40
0.0036
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VVL4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0033
3000216.33
3000216.33
3000216.33
0.0001
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.290000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.29_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-11-30
1.625000
192230000.00
194753993.12
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
190933357.00
190933357.00
190933357.00
0.0048
N
Y
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.810000%
23290Q6E8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0037
191102397.01
191102397.00
191102397.00
0.0048
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DF75
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0034
32997851.70
32997851.70
32997851.70
0.0008
N
N
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
0.0036
165988479.60
165988479.60
165988479.60
0.0042
N
N
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0048
8005663.28
8005663.28
8005663.28
0.0002
N
N
N
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F6H45
US2363F6H458
0001142175
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0045
39967284.00
39967284.00
39967284.00
0.0010
N
N
N
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AF38
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0032
18999485.10
18999485.10
18999485.10
0.0005
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AF61
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
N
N
0.0033
75995797.20
75995797.20
75995797.20
0.0019
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AF79
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0034
104993164.50
104993164.50
104993164.50
0.0026
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEB8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0036
186004298.46
186004298.50
186004298.50
0.0047
N
N
Y
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
0.0047
63012046.23
63012046.23
63012046.23
0.0016
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JF17
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0032
42999617.30
42999617.30
42999617.30
0.0011
N
Y
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JF25
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0032
42999230.30
42999230.30
42999230.30
0.0011
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JF74
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0032
65995636.74
65995636.74
65995636.74
0.0017
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
2016-06-07
2016-06-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
1.0000
7
N
N
N
0.0044
3470000.00
3470000.00
3470000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LF18
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0032
129998843.00
129998843.00
129998843.00
0.0033
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LF26
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0032
217996097.80
217996097.80
217996097.80
0.0055
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LF34
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
2016-06-03
N
N
N
0.0032
348990542.10
348990542.10
348990542.10
0.0087
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LF75
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0032
363975935.96
363975936.00
363975936.00
0.0091
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.280000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.28_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
78598040.00
64260000.40
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0028
63000000.00
63000000.00
63000000.00
0.0016
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 0.808800%
40428AV53
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-09-01
2016-09-01
N
N
N
0.0059
50031050.50
50031050.50
50031050.50
0.0013
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.850000%
40428AX77
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0069
50027540.50
50027540.50
50027540.50
0.0013
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.668700%
40433FFN4
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-20
2016-07-19
2016-07-19
N
N
N
0.0047
24006792.24
24006792.24
24006792.24
0.0006
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.658800%
40433FFP9
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-08-01
2016-08-01
N
N
N
0.0051
289084679.89
289084679.90
289084679.90
0.0072
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.683000%
40433FFY0
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
2016-06-23
N
N
N
0.0041
307054342.07
307054342.10
307054342.10
0.0077
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.790800%
40433FGG8
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-08-04
2016-08-04
N
N
N
0.0051
214114492.14
214114492.10
214114492.10
0.0054
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PL12
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0078
128570675.10
128570675.10
128570675.10
0.0032
N
N
N
N
HSBC USA INC
HSBC USA INC 0.788700%
40434WAR2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-20
2016-10-19
2016-10-19
N
N
N
0.0068
4002004.04
4002004.04
4002004.04
0.0001
N
N
N
N
HSBC USA INC
HSBC USA INC 0.797700%
40434WAS0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-01
2016-11-01
2016-11-01
N
N
N
0.0070
66034452.66
66034452.66
66034452.66
0.0017
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0F78
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0053
329966241.00
329966241.00
329966241.00
0.0083
N
N
Y
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
0.0055
97964004.60
97964004.60
97964004.60
0.0024
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0G77
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0057
39976568.00
39976568.00
39976568.00
0.0010
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0GR3
US4497W0GR30
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0060
218800250.10
218800250.10
218800250.10
0.0055
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J25
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0066
111808155.20
111808155.20
111808155.20
0.0028
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DH29
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0045
139889750.00
139889750.00
139889750.00
0.0035
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PKC6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0061
192563221.70
192563221.70
192563221.70
0.0048
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PKH5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
N
N
0.0062
158619990.00
158619990.00
158619990.00
0.0040
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.260000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.26_0602
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
3511200.00
3645883.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
34389000.00
35617077.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
4342900.00
4598683.59
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0050
42999711.90
42999711.90
42999711.90
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
0.0094
94979670.00
94979670.00
94979670.00
0.0024
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KC55
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0053
101998327.20
101998327.20
101998327.20
0.0026
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.400000%
51489KD62
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0044
96999903.00
96999903.00
96999903.00
0.0024
N
Y
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RF20
H7FNTJ4851HG0EXQ1Z70
US53943RF208
0001167831
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0038
224995252.50
224995252.50
224995252.50
0.0056
N
N
Y
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
0.0055
250705275.80
250705275.80
250705275.80
0.0063
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GLY5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0045
45022018.95
45022018.95
45022018.95
0.0011
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
0.0040
999769.60
999769.60
999769.60
0.0000
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFE8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
2016-06-14
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0039
30995250.80
30995250.80
30995250.80
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFF5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
2016-06-15
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0040
117011736.70
117011736.70
117011736.70
0.0029
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TFT5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0042
7997492.00
7997492.00
7997492.00
0.0002
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TG15
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0043
56978989.80
56978989.80
56978989.80
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJ61
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0067
99817070.00
99817070.00
99817070.00
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AG42
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0050
3001417.83
3001417.83
3001417.83
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.830000%
60682AH58
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0051
191086391.21
191086391.20
191086391.20
0.0048
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ31
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-08
2016-06-08
2016-06-08
N
N
N
0.0034
179014805.09
179014805.10
179014805.10
0.0045
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
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
0.0047
21006272.91
21006272.91
21006272.91
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AN44
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
N
N
0.0041
6001063.86
6001063.86
6001063.86
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.750000%
60682AP91
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0063
99026532.99
99026532.99
99026532.99
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AQ82
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0054
106019208.26
106019208.30
106019208.30
0.0027
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.890000%
60682AR32
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0082
6001561.86
6001561.86
6001561.86
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.810000%
60682AR73
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0077
132017148.12
132017148.10
132017148.10
0.0033
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.680000%
60682AT48
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-07
2016-09-07
2016-09-07
N
N
N
0.0069
32000000.00
32000000.00
32000000.00
0.0008
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.310000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.31_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2018-04-15
0.125000
95802600.00
99960055.96
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
98000000.00
98000000.00
98000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000%
60689DRH8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0049
81043011.81
81043011.81
81043011.81
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0042
97010321.77
97010321.77
97010321.77
0.0024
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUP6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
N
N
0.0043
172022533.72
172022533.70
172022533.70
0.0043
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVJ9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0046
75014490.75
75014490.75
75014490.75
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.870000%
60689DVR1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0073
4002128.84
4002128.84
4002128.84
0.0001
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.700000%
60689DWL3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-09
2016-09-09
2016-09-09
N
N
N
0.0064
131021550.81
131021550.80
131021550.80
0.0033
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LFD6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
2016-06-13
N
N
N
0.0037
244967439.50
244967439.50
244967439.50
0.0061
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HG1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0047
11987859.60
11987859.60
11987859.60
0.0003
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0J20
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0051
40945830.80
40945830.80
40945830.80
0.0010
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.360000%
63873FE46
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0035
10000013.00
10000013.00
10000013.00
0.0003
N
N
Y
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
0.0035
338005681.78
338005681.80
338005681.80
0.0085
N
N
Y
N
NEW YORK ST HSG FIN AGY
NEW YORK ST HSG FIN AGY MULTI FAM HOUSING REV SERIES 2016 A 0.440000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
N/A
N/A
1.0000
7
N
N
N
0.0044
100000000.00
100000000.00
100000000.00
0.0025
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RF62
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
2016-06-06
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0041
58995929.00
58995929.00
58995929.00
0.0015
N
N
Y
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
0.0043
410817516.00
410817516.00
410817516.00
0.0103
N
N
N
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.530000%
65558LNZ1
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0043
19001839.39
19001839.39
19001839.39
0.0005
N
N
N
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.758800%
65558LPZ9
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-11-03
2016-11-03
N
N
N
0.0071
12003288.12
12003288.12
12003288.12
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGJ9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0048
32478982.25
32478982.25
32478982.25
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH25
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0054
108897572.70
108897572.70
108897572.70
0.0027
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH41
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0054
14985240.00
14985240.00
14985240.00
0.0004
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TJS6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0074
39903240.00
39903240.00
39903240.00
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TKR6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0083
22922425.60
22922425.60
22922425.60
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A4X0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0046
89951175.00
89951175.00
89951175.00
0.0022
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.580000%
69033LDJ5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0042
154004929.54
154004929.50
154004929.50
0.0039
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
0.0043
49010991.19
49010991.19
49010991.19
0.0012
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LEY1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0050
140015373.40
140015373.40
140015373.40
0.0035
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.000000%
69033QFT0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
2016-06-27
N
N
N
0.0037
49986050.00
49986050.00
49986050.00
0.0012
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
0.0042
38022931.30
38022931.30
38022931.30
0.0010
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JFU3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
2016-06-28
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0045
20992633.20
20992633.20
20992633.20
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JH98
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0060
149826465.00
149826465.00
149826465.00
0.0037
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JHB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0060
123850456.00
123850456.00
123850456.00
0.0031
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
0.0086
74989575.00
74989575.00
74989575.00
0.0019
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.785100%
78009NVJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-08-31
2016-08-31
N
N
N
0.0058
125070251.25
125070251.30
125070251.30
0.0031
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.788600%
78009NWF9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-10-03
2016-10-03
N
N
N
0.0066
243135353.43
243135353.40
243135353.40
0.0061
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHB1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0066
40946290.00
40946290.00
40946290.00
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHH8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-17
2016-08-17
2016-08-17
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0068
38942116.20
38942116.20
38942116.20
0.0010
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.800000%
83050FCZ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0034
201126069.21
201126069.20
201126069.20
0.0050
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFN6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0072
42021256.62
42021256.62
42021256.62
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFU0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0076
108043006.68
108043006.70
108043006.70
0.0027
N
N
N
N
SMITHSONIAN INSTITUTION
SMITHSONIAN INSTITUTION SERIES VRDN 0.400000%
832432AA6
US832432AA69
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
N/A
N/A
1.0000
7
Y
N
N
0.0040
27500000.00
27500000.00
27500000.00
0.0007
N
N
Y
N
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
0.0046
999605.60
999605.60
999605.60
0.0000
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0046
154114238.74
154114238.70
154114238.70
0.0039
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.806200%
8574P1HY5
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-20
2016-11-18
2016-11-18
N
N
N
0.0078
57011229.57
57011229.57
57011229.57
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562KHA5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0058
108875314.90
108875314.90
108875314.90
0.0027
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
0.0039
62006244.02
62006244.02
62006244.02
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.640000%
86563K4Y6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0048
42008337.42
42008337.42
42008337.42
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.645000%
86563K7J6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-29
N
N
N
0.0068
397970030.60
397970030.60
397970030.60
0.0100
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
0.0049
36006732.36
36006732.36
36006732.36
0.0009
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.900000%
86563QK66
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0086
57010032.57
57010032.57
57010032.57
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.870000%
86563QPZ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0048
121057851.31
121057851.30
121057851.30
0.0030
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QRF9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0051
26013556.66
26013556.66
26013556.66
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0054
146078753.86
146078753.90
146078753.90
0.0037
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSE1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0054
150080896.50
150080896.50
150080896.50
0.0038
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QVV9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0035
113000826.03
113000826.00
113000826.00
0.0028
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QWC0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0070
7002901.57
7002901.57
7002901.57
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QXW5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
2016-06-21
N
N
N
0.0041
73008578.23
73008578.23
73008578.23
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000%
86563QZJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0054
145045313.95
145045314.00
145045314.00
0.0036
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.620000%
86563QZR4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0046
88014784.88
88014784.88
88014784.88
0.0022
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.380000%
86564EAL0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0035
299000272.09
299000272.10
299000272.10
0.0075
N
Y
Y
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
0.0071
160099169.60
160099169.60
160099169.60
0.0040
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000%
86958DN57
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0044
93042250.83
93042250.83
93042250.83
0.0023
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DW32
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0035
149006333.99
149006334.00
149006334.00
0.0037
N
N
Y
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
0.0039
61006844.81
61006844.81
61006844.81
0.0015
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.000000%
86960JH99
NHBDILHZTYCNBV5UYZ31
0001448613
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0050
99901810.00
99901810.00
99901810.00
0.0025
N
N
N
N
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS MULTI FAM HOUSING REV SERIES 2000B 0.490000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2035-07-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0049
3000000.00
3000000.00
3000000.00
0.0001
N
N
Y
N
3925 SEAPORT ASSOCIATES LLC
3925 SEAPORT ASSOCIATES LLC SERIES VRDN 0.430000%
88563FAA8
US88563FAA84
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2043-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0043
6020000.00
6020000.00
6020000.00
0.0002
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGK3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0052
131906926.80
131906926.80
131906926.80
0.0033
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TH22
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0057
49950390.00
49950390.00
49950390.00
0.0012
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TH97
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0060
89396457.45
89396457.45
89396457.45
0.0022
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EK21
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0040
56000162.96
56000162.96
56000162.96
0.0014
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0079
104095566.64
104095566.60
104095566.60
0.0026
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.707300%
89113EM37
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-13
2016-08-12
2016-08-12
N
N
N
0.0053
42016128.42
42016128.42
42016128.42
0.0011
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
0.0038
180932776.60
180932776.60
180932776.60
0.0045
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PGM8
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Total SA
N/A
N/A
1.0000
N
0.0040
17989723.80
17989723.80
17989723.80
0.0004
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GF76
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0030
16999024.20
16999024.20
16999024.20
0.0004
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGB6
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0041
34983816.00
34983816.00
34983816.00
0.0009
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GKT2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-10-27
N
N
N
0.0076
28908899.40
28908899.40
28908899.40
0.0007
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0049
192121077.12
192121077.10
192121077.10
0.0048
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.670000%
90267R4X4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0039
145007961.95
145007962.00
145007962.00
0.0036
N
N
Y
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
0.0040
187019057.17
187019057.20
187019057.20
0.0047
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.824200%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-27
2016-09-08
2016-09-08
N
N
N
0.0060
90060120.90
90060120.90
90060120.90
0.0023
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
0.0034
69995443.00
69995443.00
69995443.00
0.0018
N
N
Y
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
0.0042
119906496.00
119906496.00
119906496.00
0.0030
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PJ93
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-09
2016-09-09
2016-09-09
N
N
N
0.0049
41592277.27
41592277.27
41592277.27
0.0010
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.434300%
912828H60
US912828H607
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-06-01
2017-01-31
2017-01-31
N
N
N
0.0039
200054200.00
200054200.00
200054200.00
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.518300%
912828M23
US912828M235
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-06-01
2017-10-31
2017-10-31
N
N
N
0.0044
200222000.00
200222000.00
200222000.00
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.420300%
912828WV8
US912828WV86
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-06-01
2016-07-31
2016-07-31
N
N
N
0.0034
170022270.00
170022270.00
170022270.00
0.0043
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LSTAR SECS INVEST LTD 2015-9 B 20201001 FLT
2020-10-01
0.00
48717837.00
42755774.22
Asset-Backed Securities
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2058-03-25
0.00
69182186.00
81572407.82
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST LTD 2015-8 B 20200803 FLT
549300VKUKS9UZ8LWR32
2020-08-03
0.00
252995724.00
219521818.23
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-08-03
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
N/A
N/A
1.0000
35
N
N
N
0.0096
299018209.10
299018209.10
299018209.10
0.0075
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.530000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_0.53_0607
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
288000000.00
39159603.60
Asset-Backed Securities
AIRPT 2001-1A A9
2019-03-15
0.984400
37611000.00
7783418.56
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
27106000.00
9578453.98
Asset-Backed Securities
NHELI 2007-3 2A3
2037-03-25
0.766000
18067910.00
8731070.75
Asset-Backed Securities
GT 98-8 M1 ASSETBK HOME EQUITY
2030-09-01
6.980000
17250000.00
13628700.26
Asset-Backed Securities
RAMP 2006-RZ4 M1
2036-10-25
0.796000
12500000.00
7910271.73
Asset-Backed Securities
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
9945000.00
3881507.18
Asset-Backed Securities
NHELI 2007-3 2A2
2037-03-25
0.686000
7836000.00
3743697.60
Asset-Backed Securities
RAMP 2005-RZ1 M9
2034-04-25
3.696000
2050000.00
1304400.27
Asset-Backed Securities
GMACM 2004-GH1 B
2035-07-25
4.702400
2000000.00
188162.00
Asset-Backed Securities
INABS 2005-C M3
2035-10-25
0.966000
1000000.00
599807.50
Asset-Backed Securities
LIFT 2001-1(LEASE INVESTFLIGHT
549300A6HEWFX0KTLW72
2031-07-15
0.864400
16910799.00
2375455.12
Asset-Backed Securities
LIFT 1 A1 ASSETBK LOAN
549300A6HEWFX0KTLW72
2031-07-15
0.824400
15462500.00
2316447.97
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
Y
Credit Suisse AG
N/A
N/A
1.0000
N
0.0053
87998530.40
87998530.40
87998530.40
0.0022
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.290000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.29_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2018-09-30
1.375000
247000.00
250036.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-06-30
0.750000
4188900.00
4202019.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
2.375000
1573000.00
1660613.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-15
2.000000
17000000.00
17514660.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-01-15
0.250000
18188500.00
18300500.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-15
1.625000
6161000.00
7312895.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-02-15
2.125000
4158000.00
5820034.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2028-01-15
1.750000
1527600.00
2006406.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-06-15
0.875000
228800.00
230057.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
2.000000
54700.00
56315.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-05-15
2.125000
13658000.00
14031271.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.625000
20421300.00
20822748.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-28
1.500000
19000000.00
18913170.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
0.750000
20425000.00
20462620.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
1.625000
100.00
101.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-15
0.125000
8335900.00
8710094.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-06-30
2.125000
88100.00
91985.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-04-30
1.625000
10576100.00
10574501.80
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
148000000.00
148000000.00
148000000.00
0.0037
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.310000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.31_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAS6521
2046-01-01
3.500000
54377537.00
56101818.23
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2020-04-15
0.125000
54921200.00
56642904.75
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
110000000.00
110000000.00
110000000.00
0.0028
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.110000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.11_0903
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VENTURE XIX CLO LTD
2027-01-15
0.00
273170.00
195208.37
Asset-Backed Securities
VOLT XXXVI LLC 2015-NPL10 A-1 20450725 FLT
2045-07-25
3.625000
19000000.00
14811331.24
Asset-Backed Securities
OCEAN TRAILS CLO IV
2025-08-13
0.00
4803586.00
3751773.60
Asset-Backed Securities
VOLT XXXV LLC 2015-NPL9 A-1 20450626 FLT
2045-06-26
3.500000
35668000.00
25313378.43
Asset-Backed Securities
MORTGAGE ASSET RECV 2015-NPL1 A-1 20300325 FLT
5493006D0C0K0GTDKQ07
2030-03-25
4.000000
50000000.00
36998450.40
Asset-Backed Securities
US RESI OPP FD IV TR 2015-1 A 20350227 FLT
549300C1QWDH5EP0FY90
2035-02-27
3.721100
2144391.00
1513837.33
Asset-Backed Securities
SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT
549300W1EL67HIQTR309
2045-09-18
4.458600
61889000.00
44678667.01
Asset-Backed Securities
WHITEHORSE VII LTD 2013-7 B-2L 20251124 FLT
549300X9MCOC3M41BS71
2025-11-24
5.424600
3800000.00
2806508.18
Asset-Backed Securities
VOLT XXXIII LLC 2015-NPL5 A-1 20550325 FLT
2055-03-25
3.500000
800000.00
598061.36
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-09-03
2016-09-03
2016-11-04
Y
WELLS FARGO SECURITIES LLC
N/A
N/A
1.0000
95
N
N
N
0.0111
113016531.90
113016531.90
113016531.90
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
0.0016
50004050.50
50004050.50
50004050.50
0.0013
N
N
Y
N
HSBC BANK PLC
HSBC Bank PLC 0.850000%
MP6I5ZYZBEU3UXPYFY54
0001050258
928BUN002
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0046
34018509.94
34018509.94
34018509.94
0.0009
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.630000%
0001142175
928CGR007
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-24
2016-08-24
2016-08-24
N
N
N
0.0058
51005294.31
51005294.31
51005294.31
0.0013
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
0.0041
209110145.09
209110145.10
209110145.10
0.0052
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.290000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.29_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-06-23
0.00
1600.00
1599.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
2.625000
300.00
310.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-30
1.625000
29093000.00
29699464.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
3.125000
900.00
976.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-04-30
1.625000
45785200.00
45778281.21
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
74000000.00
74000000.00
74000000.00
0.0019
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.31_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2036-03-20
2.000000
352805.00
49687.14
Agency Mortgage-Backed Securities
GNMA
2036-02-20
2.000000
1471769.00
214444.47
Agency Mortgage-Backed Securities
GNMA
2040-07-20
1.875000
903270.00
189880.82
Agency Mortgage-Backed Securities
GNMA
2037-05-20
1.750000
1221808.00
462756.85
Agency Mortgage-Backed Securities
GNMA
2045-09-20
3.500000
1540915.00
1507153.28
Agency Mortgage-Backed Securities
GNMA
2044-04-20
4.500000
468170.00
264261.09
Agency Mortgage-Backed Securities
GNMA
2042-09-20
2.375000
1146801.00
642564.42
Agency Mortgage-Backed Securities
GNMA
2037-03-20
2.000000
824811.00
188360.47
Agency Mortgage-Backed Securities
GNMA
2037-03-20
2.000000
623759.00
344250.05
Agency Mortgage-Backed Securities
GNMA
2035-10-20
2.000000
396312.00
207561.69
Agency Mortgage-Backed Securities
GNMA
2036-04-20
1.750000
1560077.00
306268.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB3424
2026-09-01
3.500000
1913.00
837.20
Agency Mortgage-Backed Securities
FNMS 03.000 CWAL4402
2028-07-01
3.000000
100144569.00
77349062.30
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2016-06-23
0.00
100.00
99.98
U.S. Treasuries (including strips)
GNRA 2014-160 GB
549300M8ZYFG0OCMTT87
2044-10-20
7.227000
6391082.00
5765594.36
Agency Collateralized Mortgage Obligation
UNITED STATES TREASURY
2024-02-15
2.750000
94847900.00
102858586.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-02-15
2.125000
39999900.00
55988644.84
U.S. Treasuries (including strips)
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
100010569.00
81436392.78
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2019-11-30
1.500000
100.00
101.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.250000
100.00
100.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-10-31
0.750000
25198200.00
25192449.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-15
2.625000
399800.00
484041.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-30
1.875000
1346400.00
1389760.37
U.S. Treasuries (including strips)
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-01
3.000000
8968253.00
8197236.12
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
10806.00
5236.10
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-05-15
5.548000
1729.00
839.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.500000
745868.00
767061.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6827
2046-03-01
3.500000
73662529.00
77422669.61
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS6704
2036-02-01
3.000000
79924317.00
81209222.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLAR9126
2043-03-01
2.500000
922140.00
773467.47
Agency Mortgage-Backed Securities
FNMS 03.500 CTAR5514
2033-02-01
3.500000
794550.00
674762.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8167
2046-03-01
4.000000
72536075.00
77516470.29
Agency Mortgage-Backed Securities
GNAR FB MA0186 M
2042-06-20
3.000000
1000000.00
362229.44
Agency Mortgage-Backed Securities
02.500 FGPC E09012 G
2027-10-01
2.500000
5000000.00
3116010.40
Agency Mortgage-Backed Securities
05.500 FGPC J05929 G
2021-03-01
5.500000
1745662.00
63560.41
Agency Mortgage-Backed Securities
05.000 FGPC G30459 G
2029-05-01
5.000000
1000.00
92.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7776
2045-11-01
4.000000
32013676.00
33748740.65
Agency Mortgage-Backed Securities
FNMS 07.000 GLAL5374
2039-01-01
7.000000
151934.00
120953.43
Agency Mortgage-Backed Securities
04.500 FGPC G60403 G
2046-01-01
4.500000
58953.00
62491.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB975249
2038-04-01
2.786000
45467.00
9703.10
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2023-04-30
1.625000
3119000.00
3118528.68
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
625000000.00
625000000.00
625000000.00
0.0156
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000%
0000008565
928EDG000
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
2016-06-23
N
N
N
0.0023
86022102.86
86022102.86
86022102.86
0.0022
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.480000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.48_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.833000
813909.00
828654.18
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
4.983000
6.00
6.15
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
35721957.00
7256586.46
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.433000
27798.00
14015.24
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.333000
3976244.00
3743552.21
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-05-28
3.038800
1196450.00
1098326.11
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-04-25
6.133000
710000.00
739218.04
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 2M-2 20241125 FLT
2024-11-25
5.438800
118709.00
120929.75
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0048
12000000.00
12000000.00
12000000.00
0.0003
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.600000%
0001142175
928WMZ008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-11
2016-07-11
2016-07-11
N
N
N
0.0044
108019419.48
108019419.50
108019419.50
0.0027
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000%
0001330437
928WRK006
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
9001649.79
9001649.79
9001649.79
0.0002
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.753900%
94985H3V4
KB1H1DSPRFMYMCUFXT09
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-06-15
2016-10-14
2016-10-14
N
N
N
0.0079
100024001.00
100024001.00
100024001.00
0.0025
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.804300%
94985HJ21
KB1H1DSPRFMYMCUFXT09
US94985HJ211
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-06-22
2016-10-21
2016-10-21
N
N
N
0.0080
275083325.00
275083325.00
275083325.00
0.0069
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.787200%
94988EN61
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-07-07
2016-07-07
N
N
N
0.0044
150055651.50
150055651.50
150055651.50
0.0038
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.787300%
94988ENH7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-13
2016-07-12
2016-07-12
N
N
N
0.0045
75030375.75
75030375.75
75030375.75
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988EPN2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0060
71024538.31
71024538.31
71024538.31
0.0018
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQ76
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0063
132045514.92
132045514.90
132045514.90
0.0033
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQP6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0066
53016902.23
53016902.23
53016902.23
0.0013
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQR2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0066
50015950.50
50015950.50
50015950.50
0.0013
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQV3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0066
31011228.51
31011228.51
31011228.51
0.0008
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERV2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0069
11004468.31
11004468.31
11004468.31
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0070
42017884.02
42017884.02
42017884.02
0.0011
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESU3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
2016-09-28
N
N
N
0.0074
27010222.47
27010222.47
27010222.47
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.870000%
94988EUD8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0080
183052358.13
183052358.10
183052358.10
0.0046
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.825900%
94988EUY2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-06
2016-12-06
2016-12-06
N
N
N
0.0085
34000136.34
34000136.34
34000136.34
0.0009
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.648800%
96121TF29
Certificate of Deposit
First Tier Security
N/A
N/A
2016-06-03
2016-08-03
2016-08-03
N
N
N
0.0051
350096253.50
350096253.50
350096253.50
0.0088
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.830000%
96121TN38
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0059
100064351.00
100064351.00
100064351.00
0.0025
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0J26
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0058
69894356.00
69894356.00
69894356.00
0.0017
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.645900%
9612C4SA0
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-06-06
2016-07-05
2016-07-05
N
N
N
0.0044
74016280.74
74016280.74
74016280.74
0.0019
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
0.0042
70014035.70
70014035.70
70014035.70
0.0018
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.290000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.29_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-02-29
1.375000
131334100.00
132601145.73
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
130000000.00
130000000.00
130000000.00
0.0033
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.31_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-10-01
2.500000
252347731.00
239423209.49
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-08-01
2.500000
265024564.00
249999999.85
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
191826004.00
186582612.10
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
650000000.00
650000000.00
650000000.00
0.0163
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.43_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WACHOVIA CMBS 2007-C30 E 20431215 FLT
2043-12-15
5.553000
370000.00
314736.80
Private Label Collateralized Mortgage Obligations
NATIONSTAR MTG LN TR 2013-A B 20521225 FLT
2052-12-25
5.608900
13606081.00
10969568.01
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2010-4 3-A-11 20350426 FLT
2035-04-26
6.285800
4852922.00
3862395.11
Private Label Collateralized Mortgage Obligations
144A JPMRR 2009-12 9A2
2036-05-21
2.849200
7839534.00
6159153.40
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-20CB 3-A-7 20350725 5.5
2035-07-25
5.500000
3760000.00
3230597.60
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.712100
3305000.00
2634605.08
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.442700
5315000.00
4464299.77
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-10R 3-A-2 20370826 6.0
2037-08-26
6.000000
4144662.00
3626204.51
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
549300AI15Z36GKLCS90
2019-11-01
2.438500
9726238.00
7589808.13
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
1.370700
9718309.00
7749236.19
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0043
44000000.00
44000000.00
44000000.00
0.0011
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.55_0602
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VFC LLC 2014-2 B 20300722 5.5
2030-07-22
5.500000
26480000.00
26008691.13
Asset-Backed Securities
INVITATION HOMES 2014 SFRS TR
2031-09-18
3.846200
34300000.00
33676658.01
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASTER FD IVB RPL TR 2016 1
2031-01-28
4.350000
19750000.00
19458155.27
Asset-Backed Securities
AMER RES PROP TR 2014-SFR1 E 20310918 FLT
2031-09-18
4.356200
24115178.00
23675898.26
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR2 E 20521018 6.0
2052-10-18
6.070000
1690000.00
1672300.63
Asset-Backed Securities
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
129794994.00
91600439.85
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.025900
2065684.00
1276105.41
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-64CB 1-A-11 20351225 5.5
2035-12-25
5.500000
4000000.00
2614957.43
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 6-A-2 20370728 6.0
2037-07-28
6.000000
13711448.00
9078868.01
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2008-R2 1-A-3 20370925 6.0
2037-09-25
6.000000
1971427.00
1229898.28
Private Label Collateralized Mortgage Obligations
ADJUSTABLE RATE MTG 2005-11 2-A-3 20360225 FLT
2036-02-25
3.165800
10380000.00
6800816.26
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
12935000.00
8308723.95
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013-C14 E 20460615 3.2
549300GADFYEKC4OLM57
2046-06-15
3.250000
5000000.00
3091852.22
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.312800
4000000.00
2755192.97
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-1 10-A10 20360326 FLT
549300L90VVKXEKB0M74
2036-03-26
2.842900
8739199.00
5507289.44
Private Label Collateralized Mortgage Obligations
PROGRESS RESI TR 2014-SFR1 F 20311017 FLT
2031-10-17
5.141200
5000000.00
4935746.88
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2022-01-18
9.130000
3303176.00
3284603.34
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0055
98000000.00
98000000.00
98000000.00
0.0025
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.280000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.28_0602
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
14770521.00
15435111.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2347
2046-02-01
3.500000
380027.00
397138.22
Agency Mortgage-Backed Securities
03.000 FGPC G15797 G
2031-05-01
3.000000
55511693.00
58011771.15
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0028
70999560.51
70999560.51
70999560.51
0.0018
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.320000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.32_0607
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
63698087.00
66564141.69
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0032
64000000.00
64000000.00
64000000.00
0.0016
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.55_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XXII LLC 2015-NPL4 A-2 20550225 FLT
2055-02-25
4.250000
1334000.00
1257766.16
Asset-Backed Securities
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
4816506.00
4493268.94
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
4.741000
5000000.00
4706753.61
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
3.782000
14224000.00
13339847.22
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
18826359.00
17945335.60
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.241200
28638000.00
27043535.99
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
3.691200
5256000.00
4995914.65
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.674600
3700000.00
3465098.29
Asset-Backed Securities
VOLT XL LLC 2015-NPL14 A-1 20451226 FLT
2045-12-26
4.375000
1057000.00
990720.03
Asset-Backed Securities
BNC MTG LN TR 2007-3 A3 20370725 FLT
2037-07-25
0.568800
200000.00
186888.20
Asset-Backed Securities
AXIS EQUIP FIN RECV 2015-1 E 20200520 5.2
2020-05-20
5.270000
1000000.00
933357.45
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0055
184000000.00
184000000.00
184000000.00
0.0046
N
Y
Y
N
YAVAPAI CNTY ARIZ INDL DEV AUTH
YAVAPAI CNTY ARIZ INDL DEV AUTH IDB & PCR REV SERIES 2015 0.550000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2035-09-01
Y
Bank of Nova Scotia
N/A
N/A
1.0000
7
N
N
N
0.0055
13000000.00
13000000.00
13000000.00
0.0003
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
0001457970
98599G006_0.25_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-02-15
2.750000
2397527200.00
2600018131.88
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0025
2600000000.00
2600000000.00
2600000000.00
0.0650
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
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.035800
3882076.00
3700773.86
Asset-Backed Securities
POPULAR INC
2019-07-01
7.000000
2446000.00
2500219.66
Corporate Debt Securities
PHARMACIA CORP SR DEB 6.6%28
2028-12-01
6.600000
566000.00
768316.70
Corporate Debt Securities
SUNTRUST PREF CPTL I
2049-01-01
4.000000
609000.00
459608.92
Corporate Debt Securities
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
2908958.00
2937126.41
Private Label Collateralized Mortgage Obligations
EXPORKLORE SA
2031-12-05
4.036200
4466289.00
4500241.88
Private Label Collateralized Mortgage Obligations
DORIC NIMROD AIR FIN ALPHA LTD GLBL-B 144A 21
2021-05-30
6.500000
10050000.00
2756477.01
Corporate Debt Securities
FREEPORT-MCMORAN INC SR GLBL NT2.3%17
2017-11-14
2.300000
1114000.00
1090144.93
Corporate Debt Securities
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.588800
13883605.00
14635704.99
Private Label Collateralized Mortgage Obligations
MASSACHUSETTS ELEC CO SR NT 144A 39
2039-11-15
5.900000
557000.00
666022.85
Corporate Debt Securities
AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44
2044-09-01
5.000000
185000.00
195955.70
Corporate Debt Securities
BAMLL COML MTG SEC TR
2031-12-17
3.532800
8874808.00
8746239.64
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.434400
8000000.00
7863027.38
Private Label Collateralized Mortgage Obligations
AQUARION CO SR GLBL 144A 24
2024-08-15
4.000000
121000.00
127135.64
Corporate Debt Securities
BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38
2038-09-15
7.500000
1645000.00
1779056.53
Corporate Debt Securities
BARRICK NORTH AMERICA
2041-05-30
5.700000
4565000.00
4415199.52
Corporate Debt Securities
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
7500000.00
2770290.13
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.750000
35000000.00
18950575.71
Private Label Collateralized Mortgage Obligations
COBALT CMBS MTG TR 2006-C1 A-4 20480817 5.2
2048-08-17
5.223000
1925000.00
1101681.86
Private Label Collateralized Mortgage Obligations
SUMITOMO MITSUI FINL GRP INC GLBL REGS BD 24
2024-04-02
4.436000
1000000.00
1070250.11
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR NT 7.5%38
549300SP2X2BS1KERD24
2038-09-01
7.500000
7000.00
9980.39
Corporate Debt Securities
NORDEA BK AB EURO MTN FR 3.125%032017
6SCPQ280AIY8EP3XFW53
2017-03-20
3.125000
431000.00
439793.78
Corporate Debt Securities
MORGAN STANLEY FR 4.1%052223
IGJSJL3JD5P30I6NJZ34
2023-05-22
4.100000
8044000.00
8300482.94
Corporate Debt Securities
ROYAL BK OF CDA BD CDS VR 020915-020317
ES7IP3U3RHIGC71XBU11
2017-02-03
0.896600
1000000.00
1000637.36
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
3000000.00
3276459.17
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
10353000.00
10624645.46
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 40
02S2RPPVO9RP4NEU2740
2040-05-01
8.125000
598000.00
809776.22
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.125%040721
PT3QB789TSUIDF371261
2021-04-07
2.125000
12999100.00
13070302.57
Corporate Debt Securities
3M CO FR 1%062617
LUZQVYP4VS22CLWDAR65
2017-06-26
1.000000
568000.00
572166.60
Corporate Debt Securities
DUKE ENERGY CORP NEW SR NT 2.15%16
I1BZKREC126H0VB1BL91
2016-11-15
2.150000
1069000.00
1076232.38
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 1.5%091718
7260JQNI6SCF9FIV2392
2018-09-17
1.500000
1580000.00
1598633.47
Corporate Debt Securities
DELMARVA PWR & LT CO 1MTG BD 4.15%45
NJ98T8DDD027ZFXUDB24
2045-05-15
4.150000
2270000.00
2376609.29
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.05%121516
E0KSF7PFQ210NWI8Z391
2016-12-15
1.050000
65000.00
65392.71
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 21
784F5XWPLTWKTBV3E584
2021-04-23
1.998100
1800000.00
1810544.58
Corporate Debt Securities
GOLDCORP INC NEW GLBL BD 3.625%21
I2YOHH65IBBT53JFYQ52
2021-06-09
3.625000
4429000.00
4546144.59
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.65%101721
3C7474T6CDKPR9K6YT90
2021-10-17
4.650000
5000.00
5681.17
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 2.2%010920
3C7474T6CDKPR9K6YT90
2020-01-09
2.200000
862000.00
888737.32
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC SR NT 6.1%41
IU7C3FTM7Y3BQM112U94
2041-10-01
6.100000
1075000.00
1294479.17
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 7%011539
1IE8VN30JCEQV1H4R804
2039-01-15
7.000000
505000.00
658784.84
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 4%22
MLU0ZO3ML4LN2LL2TL39
2022-03-30
4.000000
3800000.00
4013931.56
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-02-25
3.750000
48.00
49.89
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC. (THE)
784F5XWPLTWKTBV3E584
2021-04-25
2.625000
6884626.00
6926174.72
Corporate Debt Securities
MCKESSON CORP NEW SR NT 1.292%17
549300WZWOM80UCFSF54
2017-03-10
1.292000
1015000.00
1019138.16
Corporate Debt Securities
KRAFT FOODS GROUP INC SR NT 2.25%17
5493003STKEZ2S0RNU91
2017-06-05
2.250000
503000.00
513718.93
Corporate Debt Securities
JOHNSON CTLS INC MTNS BK ENT SR GLBL NT1.4%17
3LB2NG8VUULSCV2NO430
2017-11-02
1.400000
605000.00
604883.71
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS NT 2.9%21
VGRQXHF3J8VDLUA7XE92
2021-11-01
2.900000
1000000.00
1047916.67
Corporate Debt Securities
ING U S INC
549300T065Z4KJ686G75
2022-07-15
5.500000
7306000.00
8154445.78
Corporate Debt Securities
MORGAN STANLEY FR 5.55%042717
IGJSJL3JD5P30I6NJZ34
2017-04-27
5.550000
2232000.00
2330033.16
Corporate Debt Securities
MIDAMERICAN ENERGY HLDGS NEW SR NT 3.75%23
549300JD0S5IZJE9LY15
2023-11-15
3.750000
895000.00
963580.87
Corporate Debt Securities
MICROSOFT CORP SR NT 4%55
INR2EJN1ERAN0W5ZP974
2055-02-12
4.000000
20653000.00
20482016.10
Corporate Debt Securities
MERCK & CO INC NEW NT 4.15%43
4YV9Y5M8S0BRK1RP0397
2043-05-18
4.150000
11000.00
11734.56
Corporate Debt Securities
MERCK & CO INC NEW FLT NT 18
4YV9Y5M8S0BRK1RP0397
2018-05-18
0.978200
1575000.00
1580942.85
Corporate Debt Securities
MEDTRONIC INC SR GLBL NT 22
D56MRZY2INAN94ZONZ37
2022-03-15
3.150000
793000.00
838700.59
Corporate Debt Securities
PFIZER INC SR GLBL NT6.2%19
765LHXWGK1KXCLTFYQ30
2019-03-15
6.200000
1601000.00
1829092.69
Corporate Debt Securities
ORACLE CORP SR GLBL NT 55
1Z4GXXU7ZHVWFCD8TV52
2055-05-15
4.375000
1915000.00
1919853.46
Corporate Debt Securities
SANTANDER UK PLC SUB 144A NT 45
549300F5XIFGNNW4CF72
2045-09-15
5.625000
9023000.00
8974140.45
Corporate Debt Securities
SLM STUDENT LOAN TR 2004-10 A-7A 20291025 FLT
54930060UIG70QCSNY68
2029-10-25
1.368600
17305.00
16751.77
Asset-Backed Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-03-20
1.625000
8405000.00
8461606.51
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.75%41
2S72QS2UO2OESLG6Y829
2041-11-01
4.750000
2720000.00
2792238.67
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 6.625%37
549300GHBMY8T5GXDE41
2037-11-15
6.625000
802000.00
1102865.84
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 21
549300GHBMY8T5GXDE41
2021-11-15
3.375000
653000.00
692127.76
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 16
549300GHBMY8T5GXDE41
2016-11-15
1.875000
654000.00
657841.16
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 2.05%011217
Z2VZBHUMB7PWWJ63I008
2017-01-12
2.050000
1832000.00
1859837.75
Corporate Debt Securities
AMERIPRISE FINL INC JR SB 7.518%66
6ZLKQF7QB6JAEKQS5388
2066-06-01
7.518000
858000.00
890252.22
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP SB 144A NT4.5%24
JHE42UYNWWTJB8YTTU19
2024-03-19
4.500000
3535000.00
3659856.20
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 45
PY6ZZQWO2IZFZC3IOL08
2045-11-16
4.375000
430000.00
449776.95
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT7%39
2EULGUTUI56JI9SAL165
2039-10-15
8.000000
3050000.00
2882927.78
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
1025000.00
1043965.92
Corporate Debt Securities
BANK AMER CORP SUB -L NT 4%25
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
320000.00
325223.47
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
776000.00
878731.19
Corporate Debt Securities
BANK AMER CHRLT NC MTN VR 062606-061516
B4TYDEB6GKMZO031MB27
2016-06-15
0.913800
1486000.00
1488941.15
Corporate Debt Securities
BANK AMER CORP PERP -K NT 8%
9DJT3UXIJIZJI4WXO774
2049-01-01
8.000000
5828000.00
6013790.16
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL FL NT 18
549300CRVT18MXX0AG93
2018-02-13
1.043200
1900000.00
1895291.04
Corporate Debt Securities
BEST BUY INC SR NT 5.5%21
HL5XPTVRV0O8TUN5LL90
2021-03-15
5.500000
543000.00
576454.83
Corporate Debt Securities
BANK OF NOVA SCOTIA SR NT 2.55%17
L3I9ZG2KFGXZ61BMYR72
2017-01-12
2.550000
2138000.00
2179233.11
Corporate Debt Securities
BMO BANK OF MONTREAL FR 1.3%071516
NQQ6HPCNCCU6TUTQYE16
2016-07-15
1.300000
4000.00
4022.12
Corporate Debt Securities
BMO BANK OF MONTREAL FR 1.4%041018
NQQ6HPCNCCU6TUTQYE16
2018-04-10
1.400000
593000.00
593381.50
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 27
6SHGI4ZSSLCXXQSBB395
2027-09-29
4.450000
14379000.00
14697119.40
Corporate Debt Securities
CITIGROUP, INC.
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
1507465.00
1473554.99
Corporate Debt Securities
CISCO SYS INC SR NT 3.625%24
8E6NF1YAL0WT6CWXXV93
2024-03-04
3.625000
1944000.00
2160737.37
Corporate Debt Securities
CATERPILLAR INC DEL SR NT 1.5%17
WRJR7GS4GTRECRRTVX92
2017-06-26
1.500000
1207000.00
1221650.97
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
9934000.00
9142591.33
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT 1.4%17
E0KSF7PFQ210NWI8Z391
2017-03-15
1.400000
1979000.00
1993635.80
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR 144A NT 21
549300PXR5FKNXF0OH19
2021-04-16
3.450000
8038163.00
8114130.33
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS SUB NT 5.25%45
DG3RU1DBUFHT4ZF9WN62
2045-08-04
5.250000
2799000.00
3089844.09
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-08-15
3.375000
7465000.00
7916315.23
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL BD1.2%17
EN5TNI6CI43VEPAMHL14
2017-05-19
1.200000
50000.00
50042.00
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.375000
2798000.00
3182444.81
Corporate Debt Securities
WELLS FARGO & CO NEW SR NT STEP 16
PBLD0EJDB5FWOLXP3B76
2016-06-15
3.676000
761000.00
767758.02
Corporate Debt Securities
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.698200
1.00
0.08
Private Label Collateralized Mortgage Obligations
ABBVIE INC SR NT 4.5%35
FR5LCKFTG8054YNNRU85
2035-05-14
4.500000
1154000.00
1170323.33
Corporate Debt Securities
AT&T INC SR GLBL NT 40
549300Z40J86GGSTL398
2040-03-15
6.350000
1734998.00
2055756.72
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.125%072718
9ET6B8VCXWW51H8Z3M54
2018-07-27
2.125000
471000.00
480664.66
Corporate Debt Securities
AMERICAN ELEC PWR INC SR GLBL -F NT 22
1B4S6S7G0TW5EE83BO58
2022-12-15
2.950000
4008000.00
4154423.37
Corporate Debt Securities
ALLSTATE CORP EXT JR SB GLBL67
OBT0W1ED8G0NWVOLOJ77
2067-05-15
6.500000
1831000.00
1985058.31
Corporate Debt Securities
AIRCASTLE LTD SR NT 5.5%22
549300PNK8AKY3OIKP58
2022-02-15
5.500000
5001000.00
5369545.92
Corporate Debt Securities
ABBVIE INC
FR5LCKFTG8054YNNRU85
2036-05-14
4.300000
1330.00
1320.02
Corporate Debt Securities
APPLE INC SR NT 3.2%25
HWUPKR0MPOU8FGXBT394
2025-05-13
3.200000
481000.00
500018.74
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%23
HWUPKR0MPOU8FGXBT394
2023-05-03
2.400000
967000.00
966687.34
Corporate Debt Securities
APACHE CORP SR NT 4.75%43
72ZZ1XRHOOU9P9X16K08
2043-04-15
4.750000
916000.00
888043.17
Corporate Debt Securities
AMERIPRISE FINL INC SR GLBL NT3.7%24
6ZLKQF7QB6JAEKQS5388
2024-10-15
3.700000
165000.00
173812.28
Corporate Debt Securities
COMCAST CORP NEW NT 4.65%42
51M0QTTNCGUN7KFCFZ59
2042-07-15
4.650000
2107000.00
2348644.81
Corporate Debt Securities
CREDIT AGRICOLE S A SUB REGS NT 25
969500TJ5KRTCJQWXH05
2025-03-17
4.375000
3615000.00
3644256.40
Corporate Debt Securities
GULFSTREAM NAT GAS SYS LLC SR 144A NT 45
2045-10-15
5.950000
4017000.00
4104862.95
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-30
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0108
273057439.20
273057439.20
273057439.20
0.0068
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
ZBUT11V806EZRVTWT807
0001168163
988WST003_1.08_0919
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.588800
3849110.00
4057623.25
Private Label Collateralized Mortgage Obligations
TIME WARNER
2033-07-15
8.375000
167000.00
224026.97
Corporate Debt Securities
JEFFERIES FINANCE LLC/JFIN CP SR 144A NT7.5%21
2021-04-15
7.500000
3000000.00
2773750.00
Corporate Debt Securities
HOSPITALITY PPTYS TR SR GLBL NT 26
2026-02-15
5.250000
4025000.00
4186275.04
Corporate Debt Securities
MIZUHO FIN GRP CAYMAN 3 SUB GLBL 144A 24
2024-03-27
4.600000
1405000.00
1517537.38
Corporate Debt Securities
PROTECTIVE LIFE CORP SR NT 8.45%39
2039-10-15
8.450000
1305000.00
1780942.93
Corporate Debt Securities
POPULAR INC
2019-07-01
7.000000
4472000.00
4571129.33
Corporate Debt Securities
ALTERA CORP SR GLBL NT4.1%23
2023-11-15
4.100000
6368000.00
7126506.63
Corporate Debt Securities
RABOBANK NEDERLAND NY FR 3.375%052125
2025-05-21
3.375000
3918000.00
4062211.78
Corporate Debt Securities
COMCAST CORP NEW SR NT 4.5%43
51M0QTTNCGUN7KFCFZ59
2043-01-15
4.500000
1123000.00
1225294.07
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR GLBL NT3.9%24
549300TLGDBYE711G509
2024-05-15
3.900000
530000.00
450125.47
Corporate Debt Securities
DEUTSCHE BK AG FR 3.375%051221
7LTWFZYICNSX8D621K86
2021-05-12
3.375000
121978.00
121092.59
Corporate Debt Securities
DEUTSCHE BK AG FR 4.1%011326
7LTWFZYICNSX8D621K86
2026-01-13
4.100000
4000000.00
4030466.67
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT 1.4%17
E0KSF7PFQ210NWI8Z391
2017-03-15
1.400000
1022000.00
1029558.26
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE VR 021307-021517
3C7474T6CDKPR9K6YT90
2017-02-15
0.788200
1003000.00
1004001.41
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC NT 3.2%21
UDSQCVRUX5BONN0VY111
2021-01-15
3.200000
605000.00
629903.82
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 25
549300AINIIPOLYX2R63
2025-01-15
4.350000
70000.00
73315.20
Corporate Debt Securities
FIRSTENERGY SOLUTIONS CORP GTD SR NT 6.8%39
OZ3OLJ0YWZXD3MGDS705
2039-08-15
6.800000
212000.00
209110.91
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 21
MLU0ZO3ML4LN2LL2TL39
2021-05-25
2.950000
2738000.00
2748408.96
Corporate Debt Securities
HCA INC SR SEC NT 22
L3CJ6J7LJ2DX62FTXD46
2022-03-15
5.875000
2621000.00
2869740.18
Corporate Debt Securities
HCA INC SR SEC NT 5%24
L3CJ6J7LJ2DX62FTXD46
2024-03-15
5.000000
2393000.00
2472101.95
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC FR 6.1%061023
2138005O9XJIJN4JPN90
2023-06-10
6.100000
3897000.00
4183410.01
Corporate Debt Securities
VERIZON COMMUNICATIONS INC NT 4.6%21
2S72QS2UO2OESLG6Y829
2021-04-01
4.600000
711000.00
795898.14
Corporate Debt Securities
21ST CENTY FOX AMER INC SR NT 3.7%24
8RS0AKOLN987042F2V04
2024-09-15
3.700000
2793000.00
2964549.16
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 2.05%011217
Z2VZBHUMB7PWWJ63I008
2017-01-12
2.050000
2960000.00
3004978.02
Corporate Debt Securities
TIME WARNER INC SR NT 4.75%21
KNG3XRAA0RHN9H62OK76
2021-03-29
4.750000
1322000.00
1468028.85
Corporate Debt Securities
3M CO FR 1.375%080718
LUZQVYP4VS22CLWDAR65
2018-08-07
1.375000
943000.00
952320.77
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.65%110444
PBLD0EJDB5FWOLXP3B76
2044-11-04
4.650000
2222000.00
2308652.45
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.3%090924
PBLD0EJDB5FWOLXP3B76
2024-09-09
3.300000
5022000.00
5216033.34
Corporate Debt Securities
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
2026-04-22
3.000000
3551000.00
3573868.44
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC. (THE)
784F5XWPLTWKTBV3E584
2021-04-25
2.625000
1000000.00
1006035.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 20
5493008B6JBRUJ90QL97
2020-01-15
3.150000
425000.00
433988.75
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR FLT NT 19
5493008B6JBRUJ90QL97
2019-01-15
2.682000
1116000.00
1140146.89
Corporate Debt Securities
MERCK & CO INC NEW SR NT 2.35%22
4YV9Y5M8S0BRK1RP0397
2022-02-10
2.350000
863000.00
881991.03
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 23
549300PDHUGWPWGOT525
2023-02-15
3.450000
1434000.00
1355543.47
Corporate Debt Securities
KEYSPAN GAS EAST CORP MTN BE SR 144A NT 41
K8TS3HOE1568DUBUJL44
2041-04-01
5.819000
30000.00
35798.05
Corporate Debt Securities
HERSHEY CO SR GLBL NT3.2%25
21X2CX66SU2BR6QTAD08
2025-08-21
3.200000
3226000.00
3409942.94
Corporate Debt Securities
MORGAN STANLEY FR 5.45%010917
IGJSJL3JD5P30I6NJZ34
2017-01-09
5.450000
2246000.00
2351982.50
Corporate Debt Securities
MITSUI SUMITOMO INS CO SUB NT 144A 7%72
5493006KRZ0SJO41LZ83
2072-03-15
7.000000
895000.00
1087226.11
Corporate Debt Securities
MICROSOFT CORP SR GLBL BD 43
INR2EJN1ERAN0W5ZP974
2043-05-01
3.750000
684000.00
686075.94
Corporate Debt Securities
MICROSOFT CORP SR NT 1.85%20
INR2EJN1ERAN0W5ZP974
2020-02-12
1.850000
3991000.00
4074736.72
Corporate Debt Securities
ORACLE CORP SR GLBL BD4.3%34
1Z4GXXU7ZHVWFCD8TV52
2034-07-08
4.300000
674000.00
727266.60
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT25
549300SP2X2BS1KERD24
2025-04-01
2.950000
2562000.00
2604392.56
Corporate Debt Securities
NATIONAL AUSTRALIA BK LTD 144A VR 120914-120916
F8SB4JFBSYQFRQEH3Z21
2016-12-09
0.886100
1300000.00
1303221.84
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR NT 3.5%23
6S552MUG6KGJVEBSEC55
2023-03-01
3.500000
2000000.00
1911340.00
Corporate Debt Securities
MORGAN STANLEY FR 5.55%042717
IGJSJL3JD5P30I6NJZ34
2017-04-27
5.550000
2550000.00
2662000.25
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
3030000.00
3109502.15
Corporate Debt Securities
RIO TINTO FIN USA LTD SR GLBL NT 28
213800RX94ZKEZXPKH58
2028-07-15
7.125000
2910000.00
3669063.80
Corporate Debt Securities
PFIZER INC FLT NT 18
765LHXWGK1KXCLTFYQ30
2018-06-15
0.933800
5131000.00
5149581.72
Corporate Debt Securities
STANDARD CHARTERED PLC SUB GLBL 144A 43
U4LOSYZ7YG4W3S5F2G91
2043-01-09
5.300000
1925000.00
1786141.20
Corporate Debt Securities
SANTANDER UK PLC SUB 144A NT 45
549300F5XIFGNNW4CF72
2045-09-15
5.625000
217000.00
215824.94
Corporate Debt Securities
ROYAL BK OF CDA BD CDS VR 020915-020317
ES7IP3U3RHIGC71XBU11
2017-02-03
0.896600
1900000.00
1901210.98
Corporate Debt Securities
ROYAL BK CDA FR 1.25%061617
ES7IP3U3RHIGC71XBU11
2017-06-16
1.250000
702000.00
706878.32
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
2070000.00
2260756.83
Corporate Debt Securities
WELLS FARGO & CO NEW PERP PFD CL A -K
PBLD0EJDB5FWOLXP3B76
2049-01-01
7.980000
1080000.00
1155132.00
Corporate Debt Securities
AMERICAN EXPRESS CO PERP NT 4.9%
R4PP93JZOLY261QX3811
2099-12-31
4.900000
4910000.00
4545650.72
Corporate Debt Securities
AMERICAN ELEC PWR INC SR GLBL -F NT 22
1B4S6S7G0TW5EE83BO58
2022-12-15
2.950000
992000.00
1028240.52
Corporate Debt Securities
AETNA INC SR GLBL NT 22
549300QKBENKLBXQ8968
2022-11-15
2.750000
2511000.00
2511658.44
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3.85%24
222100FLFVOSKCBCAR54
2024-06-15
3.850000
1790000.00
1858723.07
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 4.75%45
222100FLFVOSKCBCAR54
2045-03-15
4.750000
5889000.00
5879505.63
Corporate Debt Securities
ABBOTT LABS NT 2%20
HQD377W2YR662HK5JX27
2020-03-15
2.000000
5700000.00
5713863.67
Corporate Debt Securities
AT&T INC GLBL NT 2.375%18
549300Z40J86GGSTL398
2018-11-27
2.375000
517000.00
525274.01
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%25
W7L3VLU8EHQY34Z36697
2025-03-15
7.500000
5737000.00
5132224.58
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
348000.00
458039.25
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 45
213800LBQA1Y9L22JB70
2045-08-17
5.250000
4224000.00
4496391.68
Corporate Debt Securities
BANK OF NOVA SCOTIA SR NT 2.55%17
L3I9ZG2KFGXZ61BMYR72
2017-01-12
2.550000
1045000.00
1065153.70
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 27
6SHGI4ZSSLCXXQSBB395
2027-09-29
4.450000
7000.00
7154.87
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
1501000.00
2315914.58
Corporate Debt Securities
CITIGROUP, INC.
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
3843933.00
3757464.80
Corporate Debt Securities
CISCO SYS INC SR GLBL NT2.6%23
8E6NF1YAL0WT6CWXXV93
2023-02-28
2.600000
1000000.00
1032964.44
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
DG3RU1DBUFHT4ZF9WN62
2022-02-08
3.875000
1571000.00
1715081.43
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-08-15
3.375000
1909000.00
2024413.37
Corporate Debt Securities
COMCAST CORP NEW SR NT 6.4%38
51M0QTTNCGUN7KFCFZ59
2038-05-15
6.400000
2820000.00
3738740.33
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.875%22
ODVCVCQG2BP6VHV36M30
2022-06-01
4.875000
4072000.00
4520754.76
Corporate Debt Securities
AMERICAN FINANCIAL GROUP INC. SR NT 9.875%19
549300AFOM7IVKIU1G39
2019-06-15
9.875000
83000.00
104132.19
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.375%032417
9ET6B8VCXWW51H8Z3M54
2017-03-24
2.375000
4693000.00
4766962.33
Corporate Debt Securities
AUTOZONE INC SR GLBL NT 26
GA3JGKJ41LJKXDN23E90
2026-04-21
3.125000
6645167.00
6666845.01
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG 144A FR 4.875%011221
JHE42UYNWWTJB8YTTU19
2021-01-12
4.875000
657000.00
742457.91
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 45
PY6ZZQWO2IZFZC3IOL08
2045-11-16
4.375000
4506000.00
4713244.08
Corporate Debt Securities
APPLE INC SR NT 3.2%25
HWUPKR0MPOU8FGXBT394
2025-05-13
3.200000
2000000.00
2079080.00
Corporate Debt Securities
APACHE CORP SR NT 4.75%43
72ZZ1XRHOOU9P9X16K08
2043-04-15
4.750000
1942000.00
1882729.08
Corporate Debt Securities
AMGEN INC SR NT 4.95%41
62QBXGPJ34PQ72Z12S66
2041-10-01
4.950000
2599000.00
2776979.52
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
779000.00
786659.52
Corporate Debt Securities
BANK AMER CORP SR NT 6.5%16
9DJT3UXIJIZJI4WXO774
2016-08-01
6.500000
2200000.00
2267312.67
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
811000.00
844687.14
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
179000.00
202697.01
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 2.375%091417
R0MUWSFPU8MPRO8K5P83
2017-09-14
2.375000
7971000.00
8100368.22
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US SR NT 5%21
R0MUWSFPU8MPRO8K5P83
2021-01-15
5.000000
165000.00
187180.77
Corporate Debt Securities
CATERPILLAR INC DEL SR NT 1.5%17
WRJR7GS4GTRECRRTVX92
2017-06-26
1.500000
1920000.00
1943305.60
Corporate Debt Securities
FREEPORT-MCMORAN INC SR GLBL NT 4%21
2021-11-14
4.000000
3020000.00
2633104.44
Corporate Debt Securities
MIZUHO FINANCIAL GRP INC TOKYO SR GLBL REGS 21
2021-04-12
2.632000
1200000.00
1209446.93
Corporate Debt Securities
XTRA FIN CORP GTD SR NT5.15%17
2017-04-01
5.150000
2896000.00
3019495.09
Corporate Debt Securities
MIZUHO FINL GROUP INC SR 144A NT 26
2026-04-12
3.477000
4175000.00
4316877.29
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
18950000.00
20726562.51
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
2957000.00
3247336.33
Corporate Debt Securities
CHEVRON CORP NEW SR GLBL NT 26
2026-05-16
2.954000
8220000.00
8266367.65
Corporate Debt Securities
RABOBANK NEDERLAND NY VR 052314-112316
2016-11-23
0.898200
2000000.00
2000879.20
Corporate Debt Securities
DEUTSCHE BK AG FR 1.35%053017
2017-05-30
1.350000
1982000.00
1989843.77
Corporate Debt Securities
DEUTSCHE BK AG FR 2.5%021319
2019-02-13
2.500000
601000.00
604768.27
Corporate Debt Securities
NOBLE HOLD INT LTD SR NT 4.625%21
2021-03-01
4.625000
15111000.00
11659080.94
Corporate Debt Securities
PRIDE INTL INC DEL SR NT 6.875%20
2020-08-15
6.875000
5113000.00
4647681.50
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-09-19
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0108
236045123.20
236045123.20
236045123.20
0.0059
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.25_0903
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MSC 2007-IQ13 AJ
2044-03-15
5.438000
4000000.00
3437266.83
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
585561.86
Private Label Collateralized Mortgage Obligations
MSM 2004-10AR B1
2034-11-25
2.866200
2800000.00
967975.93
Private Label Collateralized Mortgage Obligations
PHHMC 2005-2 B3
2035-04-18
4.956900
366258.00
40038.02
Private Label Collateralized Mortgage Obligations
144A RESIX 2003-CB1 B7
2035-06-10
6.441800
2150000.00
279037.66
Private Label Collateralized Mortgage Obligations
RALI 2003-QS9 M2
2018-05-25
5.250000
418300.00
4770.46
Private Label Collateralized Mortgage Obligations
RALI SERIES 5.5% 08/33
2033-08-25
5.500000
10500000.00
2236799.31
Private Label Collateralized Mortgage Obligations
RALI
2034-01-25
5.750000
515300.00
198369.35
Private Label Collateralized Mortgage Obligations
RAAC 2005-SP1 M1
2034-09-25
5.339900
1150000.00
324059.07
Private Label Collateralized Mortgage Obligations
SEMT 2007-3 1A2
2036-07-20
0.808400
1730000.00
272469.58
Private Label Collateralized Mortgage Obligations
SEMT 2004-5 B2
2034-06-20
1.758400
3759000.00
208164.77
Private Label Collateralized Mortgage Obligations
MARM 2004-9 B1
2034-11-25
2.146000
2708000.00
1912181.07
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
2.687700
14840000.00
9481189.05
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE FLT 12/35
2035-12-20
2.822300
21159000.00
4354378.04
Private Label Collateralized Mortgage Obligations
CWALT 2006-J2 A3
2036-04-25
6.000000
12100000.00
1482824.30
Private Label Collateralized Mortgage Obligations
CWHL
2035-04-25
0.736000
2250000.00
111211.46
Private Label Collateralized Mortgage Obligations
CWHL 2004-6 M
2034-05-25
2.984800
3795500.00
1629280.37
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
0.866000
15000000.00
1803544.95
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B4
2035-01-25
5.441400
3220500.00
2683887.38
Private Label Collateralized Mortgage Obligations
SASC 2006-S3 A1
2036-09-25
0.576000
76490000.00
8110957.50
Private Label Collateralized Mortgage Obligations
CSMC 2006-C4 AJ
2039-09-15
5.538000
60515203.00
59661724.91
Private Label Collateralized Mortgage Obligations
CWALT 2006-HY12 A5
2036-08-25
3.600700
586695.00
485395.48
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
0.598800
6900000.00
2418375.47
Private Label Collateralized Mortgage Obligations
144A AHM 2007-A 4A
2046-07-25
1.346000
10326000.00
1123044.75
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.714600
5000000.00
4129415.45
Private Label Collateralized Mortgage Obligations
144A BACM 2006-4 G
2046-07-10
5.892000
10300000.00
126433.95
Private Label Collateralized Mortgage Obligations
BOAMS 2003-10 1B3
2034-01-25
5.500000
856000.00
19307.94
Private Label Collateralized Mortgage Obligations
BOAMS 2004-1 1B3
2034-02-25
5.500000
789000.00
74090.62
Private Label Collateralized Mortgage Obligations
144A BSCMS 2006-PW14 D
2038-12-11
5.412000
6841000.00
2083152.89
Private Label Collateralized Mortgage Obligations
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.593200
2000000.00
1558231.71
Private Label Collateralized Mortgage Obligations
BALTA 2005-8 11A1
2035-10-25
0.986000
27000000.00
3453535.48
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL3 A
2036-10-25
0.766000
70529500.00
6479026.68
Private Label Collateralized Mortgage Obligations
BSMF 2006-AR3 1A1
2036-10-25
0.626000
100000.00
34573.36
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL6 1A
2037-01-25
0.786000
96900000.00
11936308.24
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL4 A
2036-11-25
0.746000
66990000.00
7167825.24
Private Label Collateralized Mortgage Obligations
ALTERNATIVE VAR 10/33
2033-10-25
5.597100
2300000.00
864406.93
Private Label Collateralized Mortgage Obligations
CSMC 2008-1R
2037-03-25
0.568800
10638368.00
610175.30
Private Label Collateralized Mortgage Obligations
CSMC TRUST FLT 08/30
2030-08-15
4.897600
10600000.00
9853396.71
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.185500
5055000.00
4023125.89
Private Label Collateralized Mortgage Obligations
CWALT 2005-14 2A2
2035-05-25
0.696000
19747500.00
1655492.20
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-WIN1
2044-09-25
3.937500
4654000.00
4473422.85
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.654300
3674300.00
1093098.06
Private Label Collateralized Mortgage Obligations
CWHL 2005-23 A1
2035-11-25
5.500000
56000000.00
10785706.64
Private Label Collateralized Mortgage Obligations
CWHL 2003-60 M
2034-02-25
2.767000
5979000.00
2057827.74
Private Label Collateralized Mortgage Obligations
CWALT 2004-16CB M
2034-08-25
5.694600
19908000.00
10115798.92
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.196000
8413000.00
2089234.61
Private Label Collateralized Mortgage Obligations
CWHL 2005-2 2A2
2035-03-25
1.166000
120664000.00
6873909.41
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.018700
1.00
0.07
Private Label Collateralized Mortgage Obligations
IMSA 2007-1 A3
2037-03-25
0.686000
2451440.00
1077228.75
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.091000
5000000.00
455807.07
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.091000
272881.00
21275.28
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
1.136000
341102.00
26200.55
Private Label Collateralized Mortgage Obligations
IMSA 2004-3 M3
2034-11-25
1.496000
20750000.00
741612.56
Private Label Collateralized Mortgage Obligations
INDX 2004-AR3 B1
2034-07-25
0.946000
16770000.00
1552454.49
Private Label Collateralized Mortgage Obligations
144A JPMCC 2007-LDPX B
2049-01-15
5.582000
1950000.00
58323.46
Private Label Collateralized Mortgage Obligations
JPMCC 2006-CB15 AM
2043-06-12
5.855000
315000.00
314322.79
Private Label Collateralized Mortgage Obligations
JPMMT 2005-A7 3A2
2035-10-25
2.761400
15451100.00
1163386.45
Private Label Collateralized Mortgage Obligations
JMAC
2035-11-26
2.859424
3155392.00
2887192.40
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
378191.57
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.241200
5194000.00
4432050.91
Private Label Collateralized Mortgage Obligations
SASC 2006-S4 A
2037-01-25
0.786000
29586000.00
4010803.10
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR8 A1BG
2036-10-25
0.566000
32150000.00
9392128.76
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR4 M
2034-12-19
1.113700
6000000.00
764739.81
Private Label Collateralized Mortgage Obligations
SASC 2004-2AC B1
2034-02-25
2.609800
17814000.00
2713402.69
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 05/35
2035-05-19
1.863700
15500000.00
665503.34
Private Label Collateralized Mortgage Obligations
SARM 2004-20 1A3
2035-01-25
2.631500
8275000.00
430574.21
Private Label Collateralized Mortgage Obligations
SARM 2005-3XS M2
2035-01-25
1.571000
7124000.00
5650548.00
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.138700
8904000.00
2669953.45
Private Label Collateralized Mortgage Obligations
SARM 2004-5 B1
2034-05-25
2.930600
9255000.00
5044195.26
Private Label Collateralized Mortgage Obligations
SASC 2003-26A B1II
2033-09-25
2.683000
17000000.00
1976667.74
Private Label Collateralized Mortgage Obligations
SARM 2005-19XS M1II
2035-10-25
1.096000
12000000.00
2293359.34
Private Label Collateralized Mortgage Obligations
144A SCAS 2007-CB1A A
2035-08-26
0.663000
88931674.00
18364382.18
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.086000
1.00
0.05
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.30
Private Label Collateralized Mortgage Obligations
WMLT
2037-01-25
0.526000
177570000.00
9434224.13
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
3003.03
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C28 C
2048-10-15
5.691000
19211000.00
17681793.40
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
5.725700
5000000.00
32170.21
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 11/34
2034-11-25
1.421000
4835500.00
1507303.97
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR1 1A1B
2046-01-25
1.445800
12380050.00
1361198.19
Private Label Collateralized Mortgage Obligations
CMSI 2007-5 1A11
2037-06-25
6.000000
3225000.00
1142447.45
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
2.730000
4854524.00
710252.18
Private Label Collateralized Mortgage Obligations
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
7600000.00
7410982.73
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
5.941900
60000.00
59579.07
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
8680502.86
Private Label Collateralized Mortgage Obligations
CWHL 2007-HYB1 1A1
2037-03-25
2.797400
4384000.00
1359855.16
Private Label Collateralized Mortgage Obligations
144A CSMC 2008-C1 B
2041-02-15
6.065800
7372000.00
7078084.78
Private Label Collateralized Mortgage Obligations
CSFB 2005-C5 G
2038-08-15
5.100000
2250000.00
1938581.32
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
268865.00
240627.05
Private Label Collateralized Mortgage Obligations
CSFB 2002-22 2M2
2032-06-25
6.059700
4065600.00
3934887.44
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE 7.5% 10/32
2032-10-25
7.500000
4818685.00
1668217.35
Private Label Collateralized Mortgage Obligations
CSFB 2002-AR31 CB1
2032-11-25
2.714600
6231000.00
194800.60
Private Label Collateralized Mortgage Obligations
CSFB 2004-4 1B1
2034-08-25
6.000000
7671443.00
2577591.55
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.616500
4810000.00
1237629.00
Private Label Collateralized Mortgage Obligations
PNCMT 2000-1 DB1
2030-03-25
0.079500
3000000.00
413283.53
Private Label Collateralized Mortgage Obligations
DSLA 2004-AR2 A1A
2044-11-19
1.258700
165270000.00
10258725.25
Private Label Collateralized Mortgage Obligations
DEUTSCHE MORTGAGE SEC
2036-04-15
0.704400
78404000.00
5424722.17
Private Label Collateralized Mortgage Obligations
DMSI 2004-1 3M1
2033-12-25
5.670000
4750000.00
1546343.34
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A VAR 02/35
2035-02-25
5.646100
10000000.00
3548347.35
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.532200
6855590.00
412489.42
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5049782.04
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2017-03-15
4.934400
3000000.00
2906195.28
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 10/28
2028-10-25
6.346000
13500000.00
14069559.57
Private Label Collateralized Mortgage Obligations
GMACM 2004-J5 M1
2035-01-25
5.509600
9106000.00
3805663.86
Private Label Collateralized Mortgage Obligations
GMACM 2003-AR2 M3
2033-12-19
3.223300
2699000.00
126741.71
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
253682.11
Private Label Collateralized Mortgage Obligations
GSMS
2039-11-10
5.622000
8000000.00
7239610.20
Private Label Collateralized Mortgage Obligations
GSMS 2007-GG10 AJ
2045-08-10
5.793500
14750000.00
6131923.42
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES CORP.
2026-12-19
7.500000
13400000.00
448272.83
Private Label Collateralized Mortgage Obligations
GSAA 2004-NC1 B2
2033-11-25
5.113200
2896000.00
44852.77
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
489597.38
Private Label Collateralized Mortgage Obligations
HASC 2007-WF1 M1
2037-05-25
0.696000
22333000.00
13757237.08
Private Label Collateralized Mortgage Obligations
HASC
2036-01-25
0.986000
12000000.00
1416013.96
Private Label Collateralized Mortgage Obligations
HVMLT
2037-08-19
0.668700
44152667.00
9386710.62
Private Label Collateralized Mortgage Obligations
WFALT 2005-2 M2
2035-10-25
1.151000
8400000.00
5664524.17
Private Label Collateralized Mortgage Obligations
WFMBS 2004-D B2
2034-05-25
2.969700
2684000.00
228527.61
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTGE BCKD SEC
2035-05-25
2.850700
4900000.00
1570869.92
Private Label Collateralized Mortgage Obligations
WFMBS 2005-AR16 7A1
2035-10-25
2.742000
100000000.00
12762503.33
Private Label Collateralized Mortgage Obligations
LXS 2007-10H I-A1-1
2037-07-25
0.566000
23600000.00
1911802.57
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
0.786000
15000000.00
1785062.18
Private Label Collateralized Mortgage Obligations
LUM 2006-1 A1
2036-04-25
0.686000
341.00
66.04
Private Label Collateralized Mortgage Obligations
MARM 2007-3 12A1
2047-05-25
0.646000
145524000.00
47291035.04
Private Label Collateralized Mortgage Obligations
MARM 2003-3 B1
2033-09-25
2.927700
8602000.00
2006320.30
Private Label Collateralized Mortgage Obligations
MARM 2004-5 B1
2034-07-25
3.353800
7450000.00
1684823.87
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
0.606000
10847224.00
1541965.86
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST FLT 05/46
2046-05-25
0.776000
120000.00
48130.89
Private Label Collateralized Mortgage Obligations
LMT 2006-8 3A1
2036-12-25
0.796000
20000000.00
1365152.60
Private Label Collateralized Mortgage Obligations
SARM
2035-10-25
0.866000
8710000.00
671647.31
Private Label Collateralized Mortgage Obligations
CWALT
2036-11-25
6.250000
6000000.00
856590.09
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
303395.76
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
5.688100
2000000.00
32495.32
Private Label Collateralized Mortgage Obligations
144A CCMFC 2006-3A A1
54930000U79ZJ622LX23
2047-08-25
0.576000
64970000.00
13479279.42
Private Label Collateralized Mortgage Obligations
CHEVY CHASE FUNDING LLC
549300TC8R2SGZ2KM445
2035-08-25
0.892700
10087000.00
480497.48
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B2
549300R6YCKOB8RJNO42
2037-12-10
0.887900
5693000.00
465814.18
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA E
549300818AKCJ4Q9TD76
2037-09-15
4.373300
15480000.00
12808748.50
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.184400
64193893.00
59746396.70
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-TIKI
5493000INYGJD1PZIM19
2038-09-15
4.257300
27260000.00
25853563.29
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
10000000.00
7619054.91
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C32 K
549300R5UTVRJY3HSJ42
2049-06-15
5.706300
3000000.00
96569.55
Private Label Collateralized Mortgage Obligations
CMLTI 2004-HYB1 B1
549300R1KUK063S4I339
2034-02-25
2.780200
7356000.00
1774906.46
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
6500000.00
6482547.43
Private Label Collateralized Mortgage Obligations
144A EQTY 2014-INNS E
5493008TEFXVITPRWO04
2031-05-08
3.887100
300000.00
287732.40
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
960000.00
536819.97
Private Label Collateralized Mortgage Obligations
SARM 2007-2 1A1
2037-03-25
0.596000
141656000.00
18085842.81
Private Label Collateralized Mortgage Obligations
LXS 2007-20N A1
2037-12-25
1.596000
64814000.00
22270322.51
Private Label Collateralized Mortgage Obligations
144A WBCMT 2006-C25 G
2043-05-15
5.838900
2500000.00
1498013.44
Private Label Collateralized Mortgage Obligations
DBALT 2007-OA1 A1
2047-02-25
0.596000
12202000.00
2978666.26
Private Label Collateralized Mortgage Obligations
HVMLT 2006-8 2A1A
2036-07-21
0.633000
136000000.00
18372626.19
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-09-03
2016-09-03
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
600387900.00
600387900.00
600387900.00
0.0150
N
N
N
Y
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.370000%
0000917311
ATD0GKT18
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0031
240000000.00
240000000.00
240000000.00
0.0060
N
Y
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.350000%
0001167831
ATD0GKTS9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0038
279000000.00
279000000.00
279000000.00
0.0070
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.370000%
0001498632
ATD0GLHN1
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
2016-06-02
N
N
N
0.0036
435000000.00
435000000.00
435000000.00
0.0109
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.380000%
0000859994
ATD0GMRM0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0038
386000000.00
386000000.00
386000000.00
0.0097
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.270000%
0001448613
ATD0GMRP3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0027
234000000.00
234000000.00
234000000.00
0.0059
N
Y
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.300000%
0000931061
ATD0GMRU2
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
Y
Santander UK Plc
N/A
N/A
1.0000
N
0.0030
108000000.00
108000000.00
108000000.00
0.0027
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.360000%
0001074042
ATD0GMS98
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0036
399000000.00
399000000.00
399000000.00
0.0100
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0GMSC1
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0030
693000000.00
693000000.00
693000000.00
0.0173
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.290000%
0000800030
ATD0GMSD9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0029
370000000.00
370000000.00
370000000.00
0.0093
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.270000%
JJKC32MCHWDI71265Z06
0000838135
ATD0GMSF4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
2016-06-01
N
N
N
0.0027
225000000.00
225000000.00
225000000.00
0.0056
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000%
0000859994
ATD0GMSN7
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
2016-06-07
N
N
N
0.0037
434000000.00
434000000.00
434000000.00
0.0109
N
N
Y
N
The Charles Schwab Family of Funds
2016-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer