0001145549-16-015925.txt : 20160708
0001145549-16-015925.hdr.sgml : 20160708
20160708151557
ACCESSION NUMBER: 0001145549-16-015925
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160708
DATE AS OF CHANGE: 20160708
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: 161759139
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-06-30
0000857156
S000004499
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
29
43
2585457177.01
2672282032.86
3073234695.56
3021904353.93
5599616312.55
5735684337.99
5845534255.66
5902432427.67
0.00
0.1688
0.1753
0.2020
0.2044
0.3656
0.3764
0.3842
0.3992
0.0000
0.54
14466702572.93
14464401493.82
7983446.97
2182046.16
14470202895.17
14468080634.4600
1.0000
0.0062
1.0003
1.0003
1.0003
1.0003
0.0000
C000012373
1.00
14470202895.17
14468080634.4600
1.0003
1.0003
1.0003
1.0003
0.0000
532274956.17
524965491.62
538912660.74
616768032.36
595233741.83
621158440.44
547377018.27
980033390.30
0.00
0.00
2612934122.06
3450647952.15
0.0001
Y
Investment Advisor and its affiliates Contractual 627,247 Investment Advisor and its affiliates Voluntary 932,762
ABAG FIN CORP CALIF
ABAG FIN CORP CALIF UNIVERSITY REV SERIES 2003 B 0.550000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2031-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0055
17550000.00
17550000.00
0.0012
N
N
Y
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BG65
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0036
24998487.50
24998487.50
0.0017
N
N
Y
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BGE8
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0038
101984842.80
101984842.80
0.0070
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
0.0039
13997103.40
13997103.40
0.0010
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.400000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.40_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2018-10-31
1.750000
36817400.00
37838744.69
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
37096761.00
37096761.00
0.0026
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.410000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.41_0705
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-10-31
0.328100
49300.00
49331.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-21
0.00
200.00
199.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-15
3.625000
16154600.00
17988857.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
8.125000
5498100.00
7416421.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-03-30
0.00
25700.00
25620.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.750000
18400.00
19060.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-03-02
0.00
100.00
99.74
U.S. Treasuries (including strips)
United States Treasury Department
2018-10-31
1.750000
400.00
411.10
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0041
24999532.50
24999532.50
0.0017
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.420000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.42_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-01-31
0.359100
196000.00
196167.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-09-29
0.00
3539000.00
3536650.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-09-22
0.00
2507300.00
2505820.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-09-08
0.00
2500000.00
2498865.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-08-25
0.00
650300.00
650073.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-28
0.00
1100000.00
1099840.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-02-28
1.750000
20210500.00
21007432.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-15
8.750000
100.00
108.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-12-08
0.00
373500.00
373025.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-08-15
3.625000
100.00
130.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-08-04
0.00
2217000.00
2216578.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.500000
16889600.00
17295668.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-15
0.875000
1651500.00
1659697.63
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
52000000.00
52000000.00
0.0036
N
Y
Y
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
0.0033
27998188.40
27998188.40
0.0019
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BJ87
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0051
47952772.80
47952772.80
0.0033
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
0.0044
9004063.59
9004063.59
0.0006
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.690000%
05572NL87
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0043
144037182.24
144037182.20
0.0100
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
0.0048
40012440.40
40012440.40
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.796100%
06053PPD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-07-18
2016-10-17
2016-10-17
N
N
N
0.0082
266996262.00
266996262.00
0.0185
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
0.0062
18001548.18
18001548.18
0.0012
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.806700%
06053PPY7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-07-01
2016-11-01
2016-11-01
N
N
N
0.0093
23991120.00
23991120.00
0.0017
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.440000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.44_0701
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
26507283.00
25750000.76
Agency Collateralized Mortgage Obligation
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
25000000.00
25000000.00
0.0017
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.672100%
06417GAA6
CA06417GAA63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0043
54005508.54
54005508.54
0.0037
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.790800%
06417GEQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-25
2016-08-23
2016-08-23
N
N
N
0.0053
139056852.39
139056852.40
0.0096
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.676600%
06417H6Y7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
N
N
0.0042
19001843.19
19001843.19
0.0013
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JJF0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
N
N
0.0056
19975874.00
19975874.00
0.0014
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.847100%
06417LBK2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-08
2016-11-08
2016-11-08
N
N
N
0.0073
70032760.70
70032760.70
0.0048
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.857800%
06417LBN6
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-11-21
2016-11-21
N
N
N
0.0078
2000714.02
2000714.02
0.0001
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.848100%
06417LBU0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-22
2016-12-22
2016-12-22
N
N
N
0.0085
1000038.01
1000038.01
0.0001
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.400000%
06427E3R0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0043
79999648.00
79999648.00
0.0055
N
N
Y
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
0.0045
33002155.23
33002155.23
0.0023
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.808900%
06427EVK4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-09-02
2016-09-02
N
N
N
0.0055
232104866.32
232104866.30
0.0160
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
0.0043
16000283.36
16000283.36
0.0011
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
0.0049
19009032.79
19009032.79
0.0013
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
0.0049
15007213.65
15007213.65
0.0010
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.750000%
06538MWK1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0049
22007852.02
22007852.02
0.0015
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.740000%
06538MXC8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-22
2016-08-22
2016-08-22
N
N
N
0.0050
158055822.98
158055823.00
0.0109
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.880000%
06538MXY0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-19
2016-10-19
2016-10-19
N
N
N
0.0070
15008343.15
15008343.15
0.0010
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.730000%
06538MYN3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-29
N
N
N
0.0052
1000356.91
1000356.91
0.0001
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.950000%
06741X3C0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-30
2016-09-30
2016-09-30
N
N
N
0.0064
71055373.61
71055373.61
0.0049
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.700000%
06741X3E6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
59015169.49
59015169.49
0.0041
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000%
06741X3M8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0082
18010994.58
18010994.58
0.0012
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.570000%
06741X3T3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0039
43005706.53
43005706.53
0.0030
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
0.0044
2999221.20
2999221.20
0.0002
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AHH0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-17
2016-08-17
2016-08-17
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0047
34977925.50
34977925.50
0.0024
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LG59
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0042
54746786.18
54746786.18
0.0038
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LG67
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0045
2999785.50
2999785.50
0.0002
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EH51
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0041
12994657.00
12994657.00
0.0009
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
0.0044
34979896.00
34979896.00
0.0024
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.650000%
13606AE38
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0061
200019482.00
200019482.00
0.0138
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.906700%
13606AVW5
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2017-02-01
2017-02-01
N
N
N
0.0090
68004148.68
68004148.68
0.0047
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JG12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0042
31999628.80
31999628.80
0.0022
N
Y
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JG79
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0042
109990914.00
109990914.00
0.0076
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UH87
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0042
23989106.40
23989106.40
0.0017
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UJS1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0059
69899557.00
69899557.00
0.0048
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VM71
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-12-07
2016-12-07
2016-12-07
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0083
31882240.00
31882240.00
0.0022
N
N
N
N
CIESCO LLC
CIESCO LLC 0.000000%
17178BH40
54930035TDNZ0GF2U023
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0041
26989289.10
26989289.10
0.0019
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.620000%
17304U7B0
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0044
22006010.62
22006010.62
0.0015
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.700000%
17305TAZ5
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
N
N
0.0062
14003049.34
14003049.34
0.0010
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.700000%
17305TBA9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0064
14002468.34
14002468.34
0.0010
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.610000%
17305TBT8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
N
N
0.0057
25002620.25
25002620.25
0.0017
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.400000%
17305TCQ3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0041
155000000.00
155000000.00
0.0107
N
N
Y
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
0.0051
105916567.40
105916567.40
0.0073
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CK51
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0066
16969631.20
16969631.20
0.0012
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
0.0074
49879265.00
49879265.00
0.0034
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272DH37
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0027
28792630.08
28792630.08
0.0020
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.420000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.42_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2023-01-31
1.750000
29474200.00
30600044.16
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
30000000.00
30000000.00
0.0021
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.430000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.43_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2043-02-15
3.125000
68269200.00
81600114.68
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
80000000.00
80000000.00
0.0055
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0035
55003586.55
55003586.55
0.0038
N
N
Y
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
0.0071
1000495.51
1000495.51
0.0001
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.890000%
21685VNU9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-01
2016-12-01
2016-12-01
N
N
N
0.0080
11003945.81
11003945.81
0.0008
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.420000%
22534HLR0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0033
145001813.95
145001814.00
0.0100
N
N
Y
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
0.0061
1000956.41
1000956.41
0.0001
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.950000%
22549VL43
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-06
2016-10-06
2016-10-06
N
N
N
0.0066
64051047.04
64051047.04
0.0044
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
N
N
0.0042
80036976.80
80036976.80
0.0055
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585LG10
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0036
16999832.38
16999832.38
0.0012
N
Y
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
0.0038
2000246.42
2000246.42
0.0001
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.400000%
34959TFB7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0033
76000152.76
76000152.76
0.0053
N
Y
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.730000%
34959TFC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-11
2016-10-11
2016-10-11
N
N
N
0.0063
29008445.09
29008445.09
0.0020
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG57
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
20999038.20
20999038.20
0.0015
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG65
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
16999059.90
16999059.90
0.0012
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG73
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0035
16998876.13
16998876.13
0.0012
N
N
Y
N
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.460000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
1.0000
7
N
N
N
0.0046
1350000.00
1350000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LG17
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0036
32999702.01
32999702.01
0.0023
N
Y
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.350000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.35_0706
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AT5191 C
2046-06-20
4.000000
1174517.00
1278430.30
Agency Mortgage-Backed Securities
GNII SF AA6142 C
2043-03-20
3.500000
8658286.00
6881570.40
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0058
7999746.40
7999746.40
0.0006
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.420000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.42_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIBC0418
2031-01-01
3.000000
1683625.00
1732981.88
Agency Mortgage-Backed Securities
FNMS 03.000 CTAB8228
2032-09-01
3.000000
2502116.00
1734245.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC1785
2046-03-01
4.500000
1542807.00
1726287.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0567
2041-07-01
4.000000
1664321.00
1729506.43
Agency Mortgage-Backed Securities
06.000 FGPC C91199 G
2028-06-01
6.000000
1443913.00
177573.73
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
5680953.00
1727445.20
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.000000
1909110.00
1734196.72
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
1810567.00
1731546.89
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.500000
1854939.00
1726907.29
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.500000
751253.00
259308.63
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0058
14000000.00
14000000.00
0.0010
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 0.826700%
40428AV53
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-09-01
2016-09-01
N
N
N
0.0055
25012525.25
25012525.25
0.0017
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.797100%
40428AX85
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-13
2016-10-13
2016-10-13
N
N
N
0.0066
52023608.52
52023608.52
0.0036
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.678100%
40433FFN4
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0044
82010496.82
82010496.82
0.0057
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.676700%
40433FFP9
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-08-01
2016-08-01
N
N
N
0.0047
112021617.12
112021617.10
0.0077
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
0.0070
9975889.00
9975889.00
0.0007
N
N
N
N
HSBC USA INC
HSBC USA INC 0.798100%
40434WAR2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-10-19
2016-10-19
N
N
N
0.0067
37015947.37
37015947.37
0.0026
N
N
N
N
HSBC USA INC
HSBC USA INC 0.816700%
40434WAS0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-11-01
2016-11-01
N
N
N
0.0071
29011513.29
29011513.29
0.0020
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
0.0035
94977105.00
94977105.00
0.0066
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0HG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0043
999442.50
999442.50
0.0001
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J17
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0049
89923455.00
89923455.00
0.0062
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
0.0049
87923343.20
87923343.20
0.0061
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J82
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0051
3996017.60
3996017.60
0.0003
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
0.0060
2994586.20
2994586.20
0.0002
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PL19
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0063
81820928.40
81820928.40
0.0057
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PL27
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-02
2016-11-02
2016-11-02
N
N
N
0.0064
8980093.80
8980093.80
0.0006
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.380000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.38_0707
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
16106800.00
17240597.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
91200.00
99404.81
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0038
17000000.00
17000000.00
0.0012
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
0.0091
24995900.00
24995900.00
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBF5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-24
2016-10-24
2016-10-24
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0069
84819426.00
84819426.00
0.0059
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KE79
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0044
46000419.06
46000419.06
0.0032
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
0.0044
55968197.60
55968197.60
0.0039
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0048
50032910.50
50032910.50
0.0035
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KJN7
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-22
2016-09-22
2016-09-22
N
N
N
0.0064
72891835.90
72891835.90
0.0050
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
0.0039
31999657.60
31999657.60
0.0022
N
Y
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGC1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0040
55992512.80
55992512.80
0.0039
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGE7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0040
62990102.70
62990102.70
0.0044
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TGF4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0040
7198785.36
7198785.36
0.0005
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157THW6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-30
2016-08-30
2016-08-30
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0051
5994835.20
5994835.20
0.0004
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJD6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0056
40952595.80
40952595.80
0.0028
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AL87
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0051
90047070.90
90047070.90
0.0062
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
0.0036
64007770.24
64007770.24
0.0044
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.750000%
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
0.0049
5001776.05
5001776.05
0.0003
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.740000%
60682AQ33
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0049
67022981.67
67022981.67
0.0046
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.660000%
60682AQ58
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
2016-07-22
N
N
N
0.0040
120019165.20
120019165.20
0.0083
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
0.0042
26004677.66
26004677.66
0.0018
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.890000%
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
0.0072
4002082.04
4002082.04
0.0003
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.540000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.54_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CQMA2461
2045-10-01
4.000000
9541857.00
10196042.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA4027
2046-03-01
3.500000
3040780.00
3241004.93
Agency Mortgage-Backed Securities
03.500 FGPC G18606 G
2031-06-01
3.500000
1622330.00
1727277.63
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
1664791.00
1776650.73
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
10205289.00
10871254.38
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA2428
2045-10-01
4.000000
8714976.00
9267769.63
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0054
36000000.00
36000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVD2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0034
220026072.20
220026072.20
0.0152
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000%
60689DVF7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0034
162019198.62
162019198.60
0.0112
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
0.0072
3001341.93
3001341.93
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DWE9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0043
3000529.53
3000529.53
0.0002
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LG86
52990002O5KK6XOGJ020
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0038
41996472.00
41996472.00
0.0029
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HP1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0044
57961459.00
57961459.00
0.0040
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0JS3
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
N
N
0.0054
75899862.40
75899862.40
0.0052
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FG58
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0034
19999058.00
19999058.00
0.0014
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
0.0034
92993778.30
92993778.30
0.0064
N
N
Y
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
0.0034
6000159.66
6000159.66
0.0004
N
N
Y
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.789600%
65558LPZ9
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-11-03
2016-11-03
N
N
N
0.0072
12002856.12
12002856.12
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGM2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0042
29992737.00
29992737.00
0.0021
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGR1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0042
21993598.00
21993598.00
0.0015
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
0.0043
49980155.00
49980155.00
0.0035
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983THQ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-24
2016-08-24
2016-08-24
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0049
999248.30
999248.30
0.0001
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A5E1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0054
92902712.70
92902712.70
0.0064
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.650000%
69033LDK2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0040
50002470.50
50002470.50
0.0035
N
N
Y
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.570000%
69033LEF2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-13
2016-07-13
2016-07-13
N
N
N
0.0040
105006616.05
105006616.10
0.0073
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
0.0040
1000143.51
1000143.51
0.0001
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AJ11
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0043
33974177.00
33974177.00
0.0023
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JH31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0047
2998679.70
2998679.70
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JJD7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0058
139829382.00
139829382.00
0.0097
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
0.0083
74993250.00
74993250.00
0.0052
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
0.0055
50022300.50
50022300.50
0.0035
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
0.0063
100047901.00
100047901.00
0.0069
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
0.0056
35973360.00
35973360.00
0.0025
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHK1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0056
53957847.60
53957847.60
0.0037
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHR6
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0058
23978272.80
23978272.80
0.0017
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369T2Q9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0030
79000688.09
79000688.09
0.0055
N
Y
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
0.0042
2999965.20
2999965.20
0.0002
N
Y
Y
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
0.0044
1998993.20
1998993.20
0.0001
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
0.0035
2000223.62
2000223.62
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K5Q2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
N
N
0.0039
135024503.85
135024503.90
0.0093
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000%
86563K5S8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0039
159029559.69
159029559.70
0.0110
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.690000%
86563Q2H2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-21
2016-09-21
2016-09-21
N
N
N
0.0061
3000537.03
3000537.03
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.630000%
86563QA83
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0037
124017113.24
124017113.20
0.0086
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.700000%
86563QE89
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-17
2016-08-17
2016-08-17
N
N
N
0.0046
31009678.51
31009678.51
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.650000%
86563QJ92
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0044
21004960.41
21004960.41
0.0015
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
0.0042
4001113.24
4001113.24
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.620000%
86563QZR4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0033
2000113.42
2000113.42
0.0001
N
N
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
0.0067
86051850.26
86051850.26
0.0059
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGR8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0045
49984410.00
49984410.00
0.0035
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
0.0046
35984721.60
35984721.60
0.0025
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
0.0048
69962508.00
69962508.00
0.0048
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.540000%
89113E6E1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0040
248026910.48
248026910.50
0.0171
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.717100%
89113EM37
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-08-12
2016-08-12
N
N
N
0.0050
100027701.00
100027701.00
0.0069
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.833100%
89113WAB2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-12-05
2016-12-05
N
N
N
0.0082
92005612.92
92005612.92
0.0064
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.330000%
89113WDA1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0034
10000000.00
10000000.00
0.0007
N
N
Y
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
0.0033
40998122.20
40998122.20
0.0028
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGR1
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
N
N
0.0047
48983937.80
48983937.80
0.0034
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGS9
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0048
104963974.50
104963974.50
0.0073
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGT7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-27
2016-07-27
2016-07-27
N
N
N
0.0048
49982115.00
49982115.00
0.0035
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGU4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0048
61976898.80
61976898.80
0.0043
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GH41
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0050
37981676.40
37981676.40
0.0026
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GJ80
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0058
42951590.60
42951590.60
0.0030
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.833300%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-09-08
2016-09-08
N
N
N
0.0057
135072226.35
135072226.40
0.0093
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.900000%
90275DAN0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-13
2016-12-13
2016-12-13
N
N
N
0.0083
130039209.30
130039209.30
0.0090
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PH53
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0038
34986595.00
34986595.00
0.0024
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.344200%
912828H60
US912828H607
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2017-01-31
2017-01-31
N
N
N
0.0029
48014640.00
48014640.00
0.0033
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.428200%
912828M23
US912828M235
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2017-10-31
2017-10-31
N
N
N
0.0036
100086600.00
100086600.00
0.0069
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.330200%
912828WV8
US912828WV86
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2016-07-31
2016-07-31
N
N
N
0.0028
63002583.00
63002583.00
0.0044
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.100000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.10_1219
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR REGS 21
2021-06-15
4.420000
4568496.00
4695644.86
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 18
EN5TNI6CI43VEPAMHL14
2018-05-25
1.550000
6338000.00
6383804.37
Corporate Debt Securities
GCO ELF TRUST 2006-2 A-3L 20280825 FLT
BMMMD49PLG3NGJVYVM66
2028-08-25
0.782300
1.00
0.66
Asset-Backed Securities
JOHNSON & JOHNSON SR GLBL NT 21
549300G0CFPGEF6X2043
2021-12-05
2.450000
1135000.00
1201047.23
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 1.125%19
549300G0CFPGEF6X2043
2019-03-01
1.125000
95940.00
96819.65
Corporate Debt Securities
BANK AMER CORP FR 3.875%032217
9DJT3UXIJIZJI4WXO774
2017-03-22
3.875000
2104000.00
2164550.20
Corporate Debt Securities
APPLIED MATLS INC SR GLBL NT3.9%25
41BNNE1AFPNAZELZ6K07
2025-10-01
3.900000
894000.00
1000986.47
Corporate Debt Securities
MILL CITY MTG LN TR 2015-1 A3 20560625 FLT
2056-06-25
3.000000
9230930.00
9418499.42
Private Label Collateralized Mortgage Obligations
LLOYDS BANK PLC SR NT 3.5%25
H7FNTJ4851HG0EXQ1Z70
2025-05-14
3.500000
1995000.00
2061078.83
Corporate Debt Securities
EDF S A NT 144A 6.5%19
549300X3UK4GG3FNMO06
2019-01-26
6.500000
790000.00
909081.09
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS FR 5.75%120143
DG3RU1DBUFHT4ZF9WN62
2043-12-01
5.750000
1390000.00
1630917.50
Corporate Debt Securities
AMERISOURCEBERGEN CORP SR GLBL NT 17
AI8GXW8LG5WK7E9UD086
2017-05-15
1.150000
1903000.00
1905088.54
Corporate Debt Securities
AMERICAN EXPRESS CENTURION MTN FR 6%091317
2MTSQ5CCMGGQ8GQ49R43
2017-09-13
6.000000
1927000.00
2064478.60
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 24
549300CRVT18MXX0AG93
2024-11-04
3.535000
1418000.00
1503560.55
Corporate Debt Securities
OAKS MTG TR SER 2015-2 A-3 20451025 FLT
2045-10-25
3.500000
3545425.00
3202349.36
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.698200
4.00
0.33
Private Label Collateralized Mortgage Obligations
CITIGROUP INC SR GLBL NT8.5%19
6SHGI4ZSSLCXXQSBB395
2019-05-22
8.500000
96000.00
113955.09
Corporate Debt Securities
CISCO SYS INC SR NT 3.625%24
8E6NF1YAL0WT6CWXXV93
2024-03-04
3.625000
424000.00
481621.84
Corporate Debt Securities
CATHOLIC HEALTH INITIATIVES TAX BD 4.2%23
4SXHN5XW08IBO0UG2V58
2023-08-01
4.200000
8277000.00
9166060.16
Corporate Debt Securities
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
1181396.00
402196.98
Private Label Collateralized Mortgage Obligations
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
1010000.00
985209.41
Corporate Debt Securities
BMO BANK OF MONTREAL FR 1.45%040918
NQQ6HPCNCCU6TUTQYE16
2018-04-09
1.450000
89000.00
89669.50
Corporate Debt Securities
EXPORKLORE SA
2031-12-05
4.036200
345.00
347.54
Private Label Collateralized Mortgage Obligations
DEVON ENERGY CORP NEW SR NT 4.75%42
54930042348RKR3ZPN35
2042-05-15
4.750000
2978000.00
2679120.47
Corporate Debt Securities
DEUTSCHE BK AG FR 4.1%011326
7LTWFZYICNSX8D621K86
2026-01-13
4.100000
2078000.00
2111309.18
Corporate Debt Securities
LB UBS COMMERCIAO
2039-03-15
5.720000
5088291.00
1829236.87
Private Label Collateralized Mortgage Obligations
KELLOGG CO SR GLBL NT 26
LONOZNOJYIBXOHXWDB86
2026-04-01
3.250000
4020200.00
4179166.53
Corporate Debt Securities
WFRBS COML MTG TR 2011-C5
2044-11-18
5.634400
4291963.00
4715382.29
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2011 C4
2044-06-17
5.262800
8739416.00
9393455.11
Private Label Collateralized Mortgage Obligations
VERIZON COMMUNICATIONS INC SR GLBL NT 46
2S72QS2UO2OESLG6Y829
2046-08-21
4.862000
2971000.00
3322743.12
Corporate Debt Securities
AEP TEX CENT CO SR -E NT 6.65%33
O5I1W4NHLL5HR1XYY456
2033-02-15
6.650000
1275000.00
1678712.81
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.82%37
ODVCVCQG2BP6VHV36M30
2037-11-15
6.820000
840000.00
1080823.80
Corporate Debt Securities
AGATE BAY MTG TR 2014-2
2044-09-25
3.750000
10.00
5.34
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-1 1-A6 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
3.500000
14893180.00
5864984.45
Private Label Collateralized Mortgage Obligations
BHP BILLITON FIN USA LTD SR NT 5%43
5493003NUVITP3TMY274
2043-09-30
5.000000
3206000.00
3742492.04
Corporate Debt Securities
APACHE CORP SR NT 4.75%43
72ZZ1XRHOOU9P9X16K08
2043-04-15
4.750000
20000.00
20826.12
Corporate Debt Securities
AMGEN INC SR GLBL NT 17
62QBXGPJ34PQ72Z12S66
2017-05-15
2.125000
249000.00
252724.11
Corporate Debt Securities
GLAXOSMITHKLINE CAP PLC SR GLBL NT1.5%17
549300U0LV41VX7LEP38
2017-05-08
1.500000
3659000.00
3685881.45
Corporate Debt Securities
GS MTG SECS TR 2014 GC18
2047-01-11
4.074000
1001300.00
1121356.20
Private Label Collateralized Mortgage Obligations
NEWELL RUBBERMAID INC SR GLBL NT 4%24
549300LWGYFM1TVO1Z12
2024-12-01
4.000000
2000.00
2098.56
Corporate Debt Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.035800
2339.00
2218.29
Asset-Backed Securities
MONSANTO CO NEW SR GLBL NT 19
NONUZEX43GHIPSVDD938
2019-07-15
2.125000
1384000.00
1411568.70
Corporate Debt Securities
METRO EDISON CO
2025-04-15
4.000000
2146000.00
2264638.03
Corporate Debt Securities
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
3150000.00
3356990.88
Corporate Debt Securities
SHERWIN WILLIAMS CO SR NT 1.35%17
Z15BMIOX8DDH0X2OBP21
2017-12-15
1.350000
6530000.00
6544970.03
Corporate Debt Securities
SEQUOIA MTG TR 2013-5 A-2 20430525 FLT
549300671OK77JNRLK28
2043-05-25
3.000000
114930.00
86643.24
Private Label Collateralized Mortgage Obligations
SANTANDER UK PLC SR GLBL NT 21
549300F5XIFGNNW4CF72
2021-01-08
3.125000
9515000.00
9685038.34
Corporate Debt Securities
PFIZER INC SR GLBL NT6.2%19
765LHXWGK1KXCLTFYQ30
2019-03-15
6.200000
1879000.00
2155181.68
Corporate Debt Securities
AETNA INC
549300QKBENKLBXQ8968
2019-06-07
1.900000
3524929.00
3569619.22
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
2016-12-19
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0110
108004244.40
108004244.40
0.0075
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.130000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.13_1129
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NUMERICABLE GROUP SA SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
220000.00
216150.00
Corporate Debt Securities
LLOYDS BANK PLC SR NT 3.5%25
H7FNTJ4851HG0EXQ1Z70
2025-05-14
3.500000
12934000.00
13362402.82
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 18
EN5TNI6CI43VEPAMHL14
2018-05-25
1.550000
614000.00
618437.34
Corporate Debt Securities
BANK AMER CHRLT NC MTN FR 1.25%021417
B4TYDEB6GKMZO031MB27
2017-02-14
1.250000
1600000.00
1609363.56
Corporate Debt Securities
REAL ALLOY HLDG INC SR SEC 144A NT19
549300QXHE3BJ2SHOX96
2019-01-15
10.000000
7860000.00
8190775.01
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.75%25
784F5XWPLTWKTBV3E584
2025-05-22
3.750000
1644000.00
1725030.02
Corporate Debt Securities
EDF S A NT 144A 6.5%19
549300X3UK4GG3FNMO06
2019-01-26
6.500000
498000.00
573066.31
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.2%101017
E0KSF7PFQ210NWI8Z391
2017-10-10
1.200000
5000.00
5032.23
Corporate Debt Securities
HOME DEPOT INC SR NT 2.25%18
QEKMOTMBBKA8I816DO57
2018-09-10
2.250000
557000.00
576152.44
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 20
549300GHBMY8T5GXDE41
2020-10-15
3.875000
1153000.00
1276316.71
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 17
HL3H1H2BGXWVG3BSWR90
2017-08-21
1.125000
988000.00
993869.95
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT 17
2017-05-01
2.950000
3299000.00
3362488.34
Corporate Debt Securities
AMERICAN EXPRESS BK FSB MTN FR 6%091317
L8OE7P8XHYQYWFH4C498
2017-09-13
6.000000
860000.00
921355.27
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 21
549300F5XIFGNNW4CF72
2021-01-08
3.125000
896000.00
912012.02
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 4%22
MLU0ZO3ML4LN2LL2TL39
2022-03-30
4.000000
1800000.00
1909944.00
Corporate Debt Securities
EXPORKLORE SA
2031-12-05
4.036200
33011515.00
33254113.87
Private Label Collateralized Mortgage Obligations
CONTINENTAL AIRLINES 2005-ERJ1 A 20210401 9.7
2021-04-01
9.798000
8634000.00
4134512.28
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.035800
4174334.00
3958900.22
Asset-Backed Securities
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
2025-12-10
4.582000
13042000.00
13095602.62
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS NT 2.9%21
VGRQXHF3J8VDLUA7XE92
2021-11-01
2.900000
790000.00
847838.09
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 17
213800TB53ELEUKM7Q61
2017-03-20
1.625000
635000.00
639980.87
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 46
2S72QS2UO2OESLG6Y829
2046-08-21
4.862000
950000.00
1062472.56
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 6%18
549300GHBMY8T5GXDE41
2018-02-15
6.000000
561000.00
617380.50
Corporate Debt Securities
SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT
549300720M0IRUIX3Q60
2045-08-25
3.500000
1154351.00
987292.77
Private Label Collateralized Mortgage Obligations
AERCAP AVIATION SOLUTIONS B V
2017-05-30
6.375000
2715000.00
2817660.94
Corporate Debt Securities
WELLS FARGO CAP X EXT SB NT5.95%86
2086-12-01
5.950000
4767000.00
5041003.19
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR 144A NT 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
1000000.00
1059421.11
Corporate Debt Securities
BANK AMER CORP SR GLBL NT 6%17
9DJT3UXIJIZJI4WXO774
2017-09-01
6.000000
780000.00
835445.00
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
1531000.00
2437366.67
Corporate Debt Securities
CITIGROUP, INC
6SHGI4ZSSLCXXQSBB395
2021-03-30
2.700000
1000000.00
1023770.00
Corporate Debt Securities
RIO TINTO FIN USA PLC SR NT 3.5%22
2138006TSNBEUA761G16
2022-03-22
3.500000
1707000.00
1803305.15
Corporate Debt Securities
RIO TINTO FIN USA LTD SR GLBL NT 28
213800RX94ZKEZXPKH58
2028-07-15
7.125000
886000.00
1150272.76
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 2.375%091417
R0MUWSFPU8MPRO8K5P83
2017-09-14
2.375000
10848000.00
11064667.70
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19
2019-05-15
3.750000
13538000.00
13736839.38
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
2016-11-29
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0113
118031234.60
118031234.60
0.0082
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0926
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.946000
162957526.00
133400000.23
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-09-26
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
N/A
N/A
1.0000
35
N
N
N
0.0096
115953170.80
115953170.80
0.0080
N
N
N
Y
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.400000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.40_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2026-01-15
0.625000
2797200.00
2972827.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-30
2.000000
35700.00
37342.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-15
2.625000
823400.00
884382.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-31
1.500000
396300.00
406281.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
24509000.00
26618284.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-06-15
0.875000
100.00
100.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-31
0.625000
21185400.00
21215320.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-31
1.125000
17014400.00
17225499.89
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
68000000.00
68000000.00
0.0047
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.420000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.42_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBD2675
2046-07-01
4.000000
2676571.00
2886749.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6759
2046-03-01
3.500000
12557307.00
13132602.75
Agency Mortgage-Backed Securities
GNII SF MA3663 M
2046-05-20
3.500000
11096491.00
11790648.68
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
27000000.00
27000000.00
0.0019
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.110000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.11_1104
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CALLIDUS DEBT PARTNERS CLO FUND I V
2020-04-17
0.00
294000.00
9075.78
Asset-Backed Securities
SUNSET MTG LN CO LLC 2014-NPL2 A 20441116 FLT
549300JVUES5EUOGTM09
2044-11-16
3.721000
15954000.00
5135617.00
Asset-Backed Securities
SELENE NON PERFORM LNS 2014-1 A 20540525 FLT
5493005FXMO8SOXJ8C62
2054-05-25
2.981400
16714000.00
5969983.36
Asset-Backed Securities
TABERNA PREFERRED FUNDING I
2035-07-25
3.779100
2000000.00
166504.56
Asset-Backed Securities
SANDS POINT FUNDING LTD
2020-07-18
0.00
5000000.00
1597600.00
Asset-Backed Securities
PRIMUS CLO II LTD
2021-07-21
0.00
11625000.00
4833698.25
Asset-Backed Securities
PPM GRAYHAWK CLO LTD
2021-04-18
0.00
5000000.00
1265060.00
Asset-Backed Securities
OCTOGON INVESTMENTS PARTNERS
2020-10-18
0.00
5900000.00
2411660.40
Asset-Backed Securities
MMCAPS FDG XIX LTD
2038-01-12
0.00
1000000.00
91043.00
Asset-Backed Securities
VENTURE VII CDO LTD
2022-01-20
0.00
2250000.00
466832.25
Asset-Backed Securities
CARBON CAPIAL
2038-09-21
2.673400
2000000.00
596179.95
Asset-Backed Securities
CIFC FDG 2012 III LTD
2025-01-29
0.00
2740000.00
1067964.32
Asset-Backed Securities
CAM MTG LLC 2015-1 A 20640715 FLT
2064-07-15
3.500000
7227000.00
2153944.89
Asset-Backed Securities
BYVW OPP MST FD TR 2014-16RPL A 20291128 FLT
2029-11-28
3.844100
13005316.00
5656384.04
Asset-Backed Securities
BYVW OPP MST FD TR 2014-15RPL A 20191028 FLT
549300M1FNF8M6QMBZ04
2019-10-28
3.721000
5000000.00
1626726.15
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASER FD IIA R 2014 20 NPL
549300IWU3M9OJYA3E66
2034-09-28
3.721000
3750000.00
1396975.91
Asset-Backed Securities
RREF 2014 LT6 LLC SUBSIDIARIES
2024-09-16
2.750000
10000000.00
1006984.84
Asset-Backed Securities
RBSHD 2013 1 TR
2047-10-25
4.685300
14358200.00
4985483.14
Asset-Backed Securities
PEGASUS AVIATION LEASE SEC I
2030-03-25
8.420000
7000000.00
88371.78
Asset-Backed Securities
PEGASUS AVIATION LEASE SEC
2029-03-25
5.878000
5000000.00
59231.94
Asset-Backed Securities
GULF STREAM COMPASS CLO 2005 II
2020-01-24
0.00
10000000.00
1808011.27
Asset-Backed Securities
GMAT 2013-1 TR
2043-11-25
3.966900
11390600.00
4574591.99
Asset-Backed Securities
GSC 2007-8X
2021-04-17
0.00
1810000.00
129728.13
Asset-Backed Securities
ARES XI CLO LTD CORP
2021-10-11
0.00
5000000.00
1797430.00
Asset-Backed Securities
ARES IIR IV CLO LTD
2021-04-16
0.00
3050000.00
827840.15
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-11-04
Y
WELLS FARGO SECURITIES LLC
N/A
N/A
1.0000
95
N
N
N
0.0111
43009756.70
43009756.70
0.0030
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.380000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_0.38_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-02-15
4.625000
10532400.00
10984663.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-02-15
2.500000
10854700.00
11455623.35
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0038
22000000.00
22000000.00
0.0015
N
Y
Y
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
0.0046
50012745.50
50012745.50
0.0035
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
0.0028
100041231.00
100041231.00
0.0069
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.400000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.40_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNHF RF 721654 H
2061-05-20
4.810000
3099999.00
2634553.64
Agency Mortgage-Backed Securities
GNHF RF AU1278 H
2066-06-20
4.523000
2654493.00
2866291.09
Agency Mortgage-Backed Securities
GNII SF AT7128 C
2046-05-20
4.000000
5025285.00
5507105.42
Agency Mortgage-Backed Securities
GNII SP 784064 M
2039-03-20
7.000000
1518320.00
1635016.42
Agency Mortgage-Backed Securities
GNII SF AS4323 C
2046-06-20
4.000000
7224150.00
7775729.91
Agency Mortgage-Backed Securities
03.000 FGPC T62024 G
2046-05-01
3.000000
6853616.00
7017983.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW9044
2044-07-01
3.096000
8519944.00
5379169.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV4766
2043-11-01
3.232000
668543.00
364327.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4193
2029-12-01
3.000000
36112128.00
31767020.44
Agency Mortgage-Backed Securities
GNPL PN AR9480
2050-02-15
2.970000
4656500.00
5035804.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0298
2046-03-01
4.000000
11520292.00
12054881.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7903
2041-06-01
4.000000
105000.00
96594.45
Agency Mortgage-Backed Securities
GNII SF AT5932 C
2034-12-20
6.000000
1065369.00
1254543.73
Agency Mortgage-Backed Securities
GNII SF AT5933 C
2037-04-20
6.000000
1047913.00
1208190.59
Agency Mortgage-Backed Securities
GNII SF AS6825 C
2041-09-20
5.000000
1375825.00
1513417.08
Agency Mortgage-Backed Securities
GNII SF AS5199 C
2046-06-20
4.500000
2577798.00
2803195.50
Agency Mortgage-Backed Securities
GNII SF AS4291 C
2046-06-20
3.500000
3584556.00
3832494.16
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
2045-01-01
3.500000
36344.00
31460.64
Agency Mortgage-Backed Securities
02.000 FGPC G14660 G
2028-01-01
2.000000
197989.00
136837.29
Agency Mortgage-Backed Securities
04.500 FGPC Q29216 G
2044-10-01
4.500000
2591984.00
2568866.95
Agency Mortgage-Backed Securities
04.000 FGPC Q20760 G
2043-08-01
4.000000
2613564.00
2544835.54
Agency Mortgage-Backed Securities
03.500 FGPC Q20176 G
2043-07-01
3.500000
3130848.00
2858475.45
Agency Mortgage-Backed Securities
05.000 FGPC A92308 G
2040-05-01
5.000000
2393960.00
969227.89
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8330
2030-03-01
3.172000
5654000.00
6043601.43
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX8736
2030-01-01
3.500000
2581996.00
2443658.93
Agency Mortgage-Backed Securities
GNMA
2040-09-20
2.500000
1204462.00
890885.40
Agency Mortgage-Backed Securities
GNMA
2041-11-20
2.500000
1000.00
288.88
Agency Mortgage-Backed Securities
GNMA
2038-12-20
2.000000
1025.00
69.43
Agency Mortgage-Backed Securities
GNMA
2038-10-20
2.000000
1544.00
77.87
Agency Mortgage-Backed Securities
GNMA
2036-01-20
2.000000
3002642.00
753651.29
Agency Mortgage-Backed Securities
GNMA
2031-09-20
1.875000
38422.00
475.71
Agency Mortgage-Backed Securities
GNMA
2033-12-15
6.500000
567483.00
243968.02
Agency Mortgage-Backed Securities
GNMA
2032-06-20
1.750000
48608877.00
1073815.06
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-04-01
2.500000
4398008.00
3064330.45
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-02-01
2.779000
5271135.00
1880334.44
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2021-11-01
5.000000
1602.00
136.12
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-01
5.000000
6712900.00
2928532.22
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
50447914.00
39054082.55
Agency Mortgage-Backed Securities
03.500 FGPC Q19129 G
2043-06-01
3.500000
4087616.00
3736994.42
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-01-01
2.068000
1067049.00
569647.48
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.893000
21860784.00
13305970.77
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-08-01
3.601000
8500000.00
2225386.59
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.689000
5.00
0.39
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
3406328.00
3341390.21
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1015582.00
977365.82
Agency Mortgage-Backed Securities
GNHF RF AI2388 H
2064-12-20
4.558000
1249369.00
1387563.46
Agency Mortgage-Backed Securities
GNAR AF 082795 M
2041-04-20
4.000000
2230.00
421.26
Agency Mortgage-Backed Securities
GNHF RF 697129 H
2060-02-20
5.543000
3037153.00
2261552.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX7210
2044-11-01
3.043000
8340796.00
6597882.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX9205
2044-12-01
4.500000
2102659.00
1437270.28
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
195000000.00
195000000.00
0.0135
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.400000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.40_701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-08-15
2.375000
49776800.00
54060672.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-30
0.875000
100.00
100.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-31
3.125000
4599600.00
4730378.58
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
53000000.00
53000000.00
0.0037
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.500000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.50_0701
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.146000
2313156.00
2300127.92
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0050
2000000.00
2000000.00
0.0001
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.55_0706
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WIDEOPENWEST FIN LLC/WIDEOP SR NT 10.25%19
2019-07-15
10.250000
20142000.00
21692514.45
Corporate Debt Securities
RITE AID CORP GLBL DEB 7.7%27
2027-02-15
7.700000
8606000.00
10511153.24
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0055
27999661.20
27999661.20
0.0019
N
N
Y
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
0.0032
40000344.40
40000344.40
0.0028
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000%
0000859994
929HPG009
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-11
2016-10-11
2016-10-11
N
N
N
0.0065
2000262.62
2000262.62
0.0001
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.620000%
0001330437
929NGA009
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
N
N
0.0056
25003067.75
25003067.75
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.822500%
94985H3V4
KB1H1DSPRFMYMCUFXT09
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-09-15
2016-10-14
2016-10-14
N
N
N
0.0075
135026460.00
135026460.00
0.0093
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
0.0056
1000243.81
1000243.81
0.0001
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQP6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0060
39010842.39
39010842.39
0.0027
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
0.0060
17005295.67
17005295.67
0.0012
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988ERQ3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0063
21508161.62
21508161.62
0.0015
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.803300%
94988ERR1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-08-26
2016-08-26
N
N
N
0.0053
35015435.35
35015435.35
0.0024
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
0.0063
30011391.30
30011391.30
0.0021
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
0.0068
10004329.10
10004329.10
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810300%
94988ET57
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-29
2016-10-03
2016-10-03
N
N
N
0.0063
101048582.01
101048582.00
0.0070
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
0.0074
12005050.92
12005050.92
0.0008
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988EVH8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-17
2016-11-17
2016-11-17
N
N
N
0.0078
45012942.45
45012942.45
0.0031
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.910000%
94988EWM6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-06
2016-12-06
2016-12-06
N
N
N
0.0082
9003426.39
9003426.39
0.0006
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
0.0032
9000082.89
9000082.89
0.0006
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.430000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.43_0701
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
46877300.00
47940637.67
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
47000000.00
47000000.00
0.0032
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.440000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.44_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
188409648.00
145023857.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0335
2043-04-01
3.000000
997000.00
808685.79
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
131783051.00
105850533.31
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
242000000.00
242000000.00
0.0167
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.43_0701
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
47334558.00
33332225.67
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.080500
4970299.00
3468214.25
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
32000000.00
32000000.00
0.0022
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.530000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.53_0707
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
5591841.00
5309254.68
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
38060461.00
36095012.45
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0053
35999348.40
35999348.40
0.0025
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.560000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.56_0706
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PFP LTD 2015-2 C 20340714 FLT
549300G4BOQWBQYXF618
2034-07-14
3.684400
10000000.00
9825880.00
Private Label Collateralized Mortgage Obligations
PFP LTD 2015-2 D 20340714 FLT
549300G4BOQWBQYXF618
2034-07-14
4.441300
10000000.00
9856390.00
Private Label Collateralized Mortgage Obligations
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.241200
18978876.00
17844213.49
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.489600
7150000.00
6705651.38
Asset-Backed Securities
TRICON AMER HOMES TR 2015-SFR1 F 20320519 FLT
2032-05-19
3.941200
1368168.00
1276677.55
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
3.782000
14224000.00
13277716.00
Asset-Backed Securities
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
6659633.00
6630405.75
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C32 A-J 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.706300
5000000.00
4890933.13
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2009-12 16-A2 20351026 FLT
2035-10-26
2.495600
2357128.00
2285907.29
Private Label Collateralized Mortgage Obligations
PFP LTD 2015-2 E 20340714 FLT
549300G4BOQWBQYXF618
2034-07-14
5.041300
10500000.00
10341061.50
Private Label Collateralized Mortgage Obligations
JP MORGAN MADISON AVE SECS TRSER 2015 1
2025-10-25
5.933000
3000000.00
2912470.33
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT
2036-01-28
8.171000
6315595.00
6162712.68
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0056
79999120.00
79999120.00
0.0055
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.440000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.44_0707
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC6026
2046-05-01
3.500000
23076502.00
24353452.63
Agency Mortgage-Backed Securities
03.500 FGPC Q40485 G
2046-05-01
3.500000
4519207.00
4769039.00
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0044
28000000.00
28000000.00
0.0019
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.450000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.45_0705
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC6037
2046-06-01
3.500000
24650699.00
26002275.66
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
24999642.50
24999642.50
0.0017
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
0001457970
98599G006_0.25_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-05-15
3.125000
1611110600.00
1778012394.27
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0025
1778000000.00
1778000000.00
0.1229
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.280000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.28_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CFLAT 2004-AQ1 B3
2034-05-25
5.703300
2000000.00
143571.91
Asset-Backed Securities
FBRSI 2005-3 M1
2035-10-25
1.128300
13002920.00
6227050.15
Asset-Backed Securities
ABSHE 2005-HE1 M4
2035-03-25
1.728300
9377000.00
2091802.80
Asset-Backed Securities
RAMP 2005-RZ1 M9
2034-04-25
5.328300
2050000.00
1305342.60
Asset-Backed Securities
NHELI 2005-FM1 M4
2035-05-25
1.368300
2000000.00
673104.64
Asset-Backed Securities
MSAC 2004-NC6 M3
2034-07-25
2.628300
6000.00
619.04
Asset-Backed Securities
MSHEL 2006-3 A4
2036-04-25
0.713300
7250000.00
4533346.71
Asset-Backed Securities
CWL 2007-10 2A3
2047-06-25
0.633300
7000000.00
4000617.68
Asset-Backed Securities
KEYCORP STUDENT LOAN
2042-07-28
1.883800
6500000.00
3252490.79
Asset-Backed Securities
CWL 2005-13 MV2
2036-04-25
0.913300
6475000.00
4248531.78
Asset-Backed Securities
FREMONT HOME FLT 11/35
2035-11-25
0.893300
6000000.00
810849.31
Asset-Backed Securities
GT 97-4 M1 ASSETBK HOME EQUITY
2029-02-15
7.220000
5300000.00
5010296.51
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2047-08-25
1.803300
5000000.00
3477689.33
Asset-Backed Securities
CWL 2005-1 MV7
2035-07-25
1.703300
4896000.00
3637951.10
Asset-Backed Securities
AMRES 1999-1 M1
2029-11-25
1.703300
4000000.00
783041.83
Asset-Backed Securities
OOMLT 2005-3 M4
2035-08-25
1.073300
4000000.00
1706581.59
Asset-Backed Securities
FFML 2006-FF4 M1
2036-03-25
0.813300
3500000.00
1830416.14
Asset-Backed Securities
JPMAC 2005-OPT2 M6
2035-12-25
1.163300
3500000.00
618298.74
Asset-Backed Securities
SAST 2006-1 M3
2036-03-25
1.038300
3499000.00
513251.87
Asset-Backed Securities
SAST 2006-1 M2
2036-03-25
0.948300
3499000.00
1321844.57
Asset-Backed Securities
CARR 2006-OPT1 M3
2036-02-25
0.823300
3000000.00
847019.52
Asset-Backed Securities
GSAA 2005-6 M3
2035-06-25
1.103300
8673000.00
6150888.19
Asset-Backed Securities
FFML 2004-FF1 B1
2034-11-25
2.853300
8250000.00
871423.31
Asset-Backed Securities
NHELI 2007-3 2A2
2037-03-25
0.693300
7836000.00
3708773.27
Asset-Backed Securities
RENAISSANCE STEP 08/35
2035-08-25
5.199000
7500000.00
410218.36
Asset-Backed Securities
NSTR 2006-B M2
2036-09-25
0.813300
2000000.00
1097014.55
Asset-Backed Securities
CWL 2006-1 AF5
2036-07-25
4.918900
1873000.00
1508750.23
Asset-Backed Securities
144A CBASS 2006-MH1 B1
2036-10-25
5.211300
1200000.00
1075415.97
Asset-Backed Securities
INABS 2005-C M3
2035-10-25
0.973300
1000000.00
600919.01
Asset-Backed Securities
ABFC 2005-HE1 M5
2035-03-25
1.503300
682203.00
66998.07
Asset-Backed Securities
CWL 2005-3 MV6
2035-08-25
1.193300
600000.00
449990.31
Asset-Backed Securities
CONSECO 7.36% 06/30
2030-06-01
7.360000
271320000.00
36577385.20
Asset-Backed Securities
RFMS2 2005-HS1 AII
2035-10-25
0.663300
48663537.00
2653149.62
Asset-Backed Securities
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
37501000.00
14465345.61
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
27106000.00
9500216.44
Asset-Backed Securities
SURF 2005-BC3 M3
2036-06-25
1.353300
477542.00
340257.09
Asset-Backed Securities
ARSI 2004-W9 M6
2034-06-26
3.868100
375000.00
73272.51
Asset-Backed Securities
SABR 2006-OP1 M6
2035-10-25
1.123300
272881.00
139963.53
Asset-Backed Securities
RAMC 2006-3 AF3
2036-11-25
5.586000
2510000.00
1303158.41
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2036-04-25
0.893300
2500000.00
2081344.28
Asset-Backed Securities
NHELI 2007-3 2A3
2037-03-25
0.773300
18067910.00
8682524.30
Asset-Backed Securities
GT 98-8 M1 ASSETBK HOME EQUITY
2030-09-01
6.980000
17250000.00
13554572.58
Asset-Backed Securities
LIFT 2001-1(LEASE INVESTFLIGHT
549300A6HEWFX0KTLW72
2031-07-15
0.872000
16910799.00
2370952.04
Asset-Backed Securities
JPMAC 2007-CH5 M1
2037-05-25
0.723300
16500000.00
10225991.43
Asset-Backed Securities
CARRINGTON MORTGAGE LOAN T
2037-06-25
0.743300
16430000.00
5644812.89
Asset-Backed Securities
BNCMT 2006-2 A5
2036-11-25
0.763300
16389200.00
4935841.93
Asset-Backed Securities
LIFT 1 A1 ASSETBK LOAN
549300A6HEWFX0KTLW72
2031-07-15
0.832000
15462500.00
2312054.76
Asset-Backed Securities
RAMC 2006-1 AF6
2036-05-25
5.746000
15085000.00
6130782.65
Asset-Backed Securities
MLMI 2006-AR1 A2D
2037-03-25
0.713300
14595000.00
5783077.94
Asset-Backed Securities
MSM 2006-13AX A2
2036-10-25
0.623300
13661000.00
2960823.42
Asset-Backed Securities
LBMLT
2036-09-25
0.693300
13000000.00
3168797.54
Asset-Backed Securities
RAMP 2006-RZ4 M1
2036-10-25
0.803300
12500000.00
7920352.37
Asset-Backed Securities
RAMP 2004-RS8 MII2
2034-08-25
2.178300
11500000.00
2365202.93
Asset-Backed Securities
ABSHE 2006-HE5 M1
2036-07-25
0.733300
10500000.00
4990605.40
Asset-Backed Securities
HEAT'
2036-01-25
0.923300
10000000.00
6585475.21
Asset-Backed Securities
SABR
2035-10-25
1.093300
5000000.00
1909980.77
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-12-05
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
0.0128
191164393.70
191164393.70
0.0132
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.420000%
0000859994
ATD0GZGV3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
203000000.00
203000000.00
0.0140
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH) 0.380000%
5493005PGG4HB3CD7345
0001074042
ATD0H05G4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0040
146000313.90
146000313.90
0.0101
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.410000%
0000859994
ATD0H05L3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0041
161000748.65
161000748.70
0.0111
N
N
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS)
FIFTH THIRD BANK (CAYMAN ISLANDS) 0.420000%
0000035528
ATD0H05N9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0030
72000399.60
72000399.60
0.0050
N
N
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.400000%
0001367624
ATD0H05R0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0037
108000415.80
108000415.80
0.0075
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.390000%
0000917311
ATD0H0UL5
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0028
67000261.30
67000261.30
0.0046
N
N
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 0.430000%
0000882617
ATD0H0UU5
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0033
25000207.50
25000207.50
0.0017
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000%
0001448613
ATD0H1LK5
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0030
203000000.00
203000000.00
0.0140
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0H1LN9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0030
288000000.00
288000000.00
0.0199
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.280000%
0000800030
ATD0H1LR0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0028
20000000.00
20000000.00
0.0014
N
Y
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.370000%
0001367624
ATD0H1M32
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0037
43000000.00
43000000.00
0.0030
N
N
Y
N
The Charles Schwab Family of Funds
2016-07-08
Mark Fischer
Mark Fischer
Chief Financial Officer