0001145549-16-016684.txt : 20160805
0001145549-16-016684.hdr.sgml : 20160805
20160805145514
ACCESSION NUMBER: 0001145549-16-016684
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160731
FILED AS OF DATE: 20160805
DATE AS OF CHANGE: 20160805
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: 161810640
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-07-31
0000857156
S000004505
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
36
44
6102524565.65
4753003254.01
3499875007.10
3966130688.19
4170468612.02
8754242324.05
8229204363.86
7041847085.08
7174394298.66
7491549782.86
0.3213
0.2546
0.1950
0.2258
0.2419
0.4609
0.4408
0.3923
0.4084
0.4345
0.47
17229187677.78
17227084992.17
16572543.36
6877720.69
17236779815.31
17235225902.3000
1.0000
0.0065
1.0003
1.0003
1.0003
1.0002
1.0002
C000012379
1.00
4324458389.21
4324110867.1100
1.0003
1.0002
1.0002
1.0002
1.0002
317786886.84
345228645.53
215815606.59
251035503.66
227254100.73
307996533.56
258223137.00
332361352.68
174818178.17
233599393.52
953061900.49
1191182221.43
0.0003
Y
Investment Advisor and its affiliates Contractual 362,259 Investment Advisor and its affiliates Voluntary 12,114
C000012380
1.00
12912321426.10
12911115035.1900
1.0003
1.0003
1.0003
1.0002
1.0002
1313750348.78
1767006652.19
893081877.98
1365194702.04
691017761.81
1218837288.12
784825158.87
1025402602.52
562276983.19
826423130.34
3329751329.01
4740747395.46
0.0010
Y
Investment Advisor and its affiliates Contractual 1,907,516
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084BKE3
0001245022
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-14
2016-10-14
2016-10-14
N
Y
ABN AMRO Bank N.V.
N/A
N/A
1.0000
N
0.0050
7991530.40
7991530.40
0.0005
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.920000%
00279JCQ3
0000931061
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
Y
Santander UK Plc
N/A
N/A
1.0000
N
0.0052
7003685.57
7003685.57
0.0004
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0802T
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-11-30
2.000000
46118000.00
48129392.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-30
0.625000
9428200.00
9431099.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-29
1.375000
113800.00
116184.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-15
1.000000
19641900.00
19819128.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-12-15
0.00
24300.00
24273.03
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0032
75999521.20
75999521.20
0.0044
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0803T
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-12-31
2.125000
127398500.00
134011067.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-31
2.125000
4755400.00
5008241.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
1.625000
8907600.00
9199089.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-31
0.625000
3240900.00
3251175.79
U.S. Treasuries (including strips)
US Government Agency
2023-05-15
1.750000
387600.00
399718.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-04-30
1.625000
3094200.00
3164884.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-08-15
2.750000
5200.00
5873.38
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0032
152000000.00
152000000.00
0.0088
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAS5846
2045-09-01
4.500000
44730569.00
47192525.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3166
2044-08-01
4.000000
24538093.00
22912613.66
Agency Mortgage-Backed Securities
03.000 FGPC V60981 G
2030-10-01
3.000000
622972.00
614860.99
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0032
68000000.00
68000000.00
0.0039
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0802
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CTAB5621
2032-07-01
3.000000
34027357.00
21746566.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX0885
2044-10-01
3.500000
32671521.00
31293433.95
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0032
50999678.70
50999678.70
0.0030
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0803
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2003-56 MA
549300M8ZYFG0OCMTT87
2033-02-16
5.500000
2194.00
69.66
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAX0885
2044-10-01
3.500000
17328479.00
16597562.54
Agency Mortgage-Backed Securities
03.000 FGPC V60981 G
2030-10-01
3.000000
47460296.00
46842369.31
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0032
61000000.00
61000000.00
0.0035
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.330000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.33_0805
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-11-30
2.000000
100.00
104.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.750000
20374900.00
21052114.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.625000
62500.00
64389.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
1.625000
19854200.00
20503903.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-02-15
4.625000
191200.00
199540.33
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0033
41000000.00
41000000.00
0.0024
N
N
Y
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AJ68
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0056
35978158.80
35978158.80
0.0021
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
0.0034
32004944.32
32004944.32
0.0019
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.900000%
05572NN51
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-10
2016-11-10
2016-11-10
N
N
N
0.0080
71020143.41
71020143.41
0.0041
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.620000%
05572NP42
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0045
6001006.26
6001006.26
0.0003
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.810000%
06053PMX2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0040
50000550.50
50000550.50
0.0029
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0044
57002223.57
57002223.57
0.0033
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.760000%
06053PNU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0041
10000980.10
10000980.10
0.0006
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.815100%
06053PPW1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-04
2016-11-04
2016-11-04
N
N
N
0.0085
49999350.00
49999350.00
0.0029
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.850000%
06053PQA8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-08
2016-11-08
2016-11-08
N
N
N
0.0064
297167510.97
297167510.97
0.0172
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.850000%
06053PQB6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0071
89036312.89
89036312.89
0.0052
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.600000%
06053PQD2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0041
100011701.00
100011701.00
0.0058
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.840000%
06053PQF7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0064
1000569.01
1000569.01
0.0001
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.350000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.35_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-02-01
2.500000
36325171.00
30900000.08
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0035
30000000.00
30000000.00
0.0017
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.850000%
06417GDP0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0037
57004571.97
57004571.97
0.0033
N
N
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.827900%
06417GEQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0046
174044719.74
174044719.74
0.0101
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.920000%
06417GGW2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0078
7002538.27
7002538.27
0.0004
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.881400%
06417LBT3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-15
2016-12-15
2016-12-15
N
N
N
0.0086
11001529.11
11001529.11
0.0006
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.887400%
06417LBU0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-22
2016-12-22
2016-12-22
N
N
N
0.0088
48002448.48
48002448.48
0.0028
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.690000%
06427E4X6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
N
N
0.0054
81023652.81
81023652.81
0.0047
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427ER52
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0044
46002052.06
46002052.06
0.0027
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.807600%
06427EVK4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-09-02
2016-09-02
N
N
N
0.0049
200065802.00
200065802.00
0.0116
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.390000%
06427K2M8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0042
104999506.50
104999506.50
0.0061
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
0.0045
27005794.47
27005794.47
0.0016
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
0.0046
57012740.07
57012740.07
0.0033
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
0.0049
14002905.14
14002905.14
0.0008
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0034
193039895.03
193039895.03
0.0112
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LH90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0044
50993145.60
50993145.60
0.0030
N
N
N
N
BRECKENRIDGE TERRACE LLC
BRECKENRIDGE TERRACE LLC SERIES VRDN 0.540000%
106538AB7
US106538AB78
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2039-05-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0054
1000000.00
1000000.00
0.0001
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2J13
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0051
37981839.80
37981839.80
0.0022
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
0.0046
4998837.50
4998837.50
0.0003
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AKC7
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0069
29956689.00
29956689.00
0.0017
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
0.0050
129034199.19
129034199.19
0.0075
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
0.0047
124014174.44
124014174.44
0.0072
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
0.0066
23002038.03
23002038.03
0.0013
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
0.0055
75007080.75
75007080.75
0.0044
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.650000%
17305TCA8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0058
100011841.00
100011841.00
0.0058
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.870000%
17305TCY6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-15
2016-12-15
2016-12-15
N
N
N
0.0084
187022778.47
187022778.47
0.0109
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CKH5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0071
34944623.00
34944623.00
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CMD2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-12-13
2016-12-13
2016-12-13
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0092
34877461.50
34877461.50
0.0020
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.380000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.38_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-08-31
1.375000
117961900.00
120360063.50
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0038
118000000.00
118000000.00
0.0068
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.390000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.39_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2025-08-15
2.000000
47506100.00
49980024.53
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0039
49000000.00
49000000.00
0.0028
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.705000%
21684BY32
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0034
58001769.58
58001769.58
0.0034
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0041
250055052.50
250055052.50
0.0145
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.865000%
21685VNL9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0074
22007031.42
22007031.42
0.0013
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.740000%
21685VPX1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0078
52992807.90
52992807.90
0.0031
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.800000%
22534HMD0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-20
2016-10-20
2016-10-20
N
N
N
0.0070
180041743.80
180041743.80
0.0104
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000%
22549VC84
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-27
2016-09-27
2016-09-27
N
N
N
0.0058
5003438.55
5003438.55
0.0003
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
0.0037
42005607.42
42005607.42
0.0024
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0034
175008174.25
175008174.25
0.0102
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.350000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.35_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-12-31
1.500000
161565000.00
164609224.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-02-15
2.000000
40728200.00
42861784.48
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0035
203401267.00
203401267.00
0.0118
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.36_0802
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-03-01
2.780000
13830993.00
3457988.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB698949
2032-11-01
2.218000
4770000.00
82902.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735868
2035-09-01
2.441000
14000000.00
862222.05
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-04-01
2.212000
13876053.00
62448.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH8398
2041-04-01
2.947000
14000000.00
2620214.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
2045-11-01
2.405000
14070686.00
12302003.33
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6617
2024-09-01
3.100000
12225000.00
13252239.45
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0036
31999833.60
31999833.60
0.0019
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.36_0804
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.955000
5709488.00
3064603.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW4914
2044-04-01
3.186000
5741343.00
3947173.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8097
2044-12-01
2.342000
5811112.00
4266992.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX2622
2044-09-01
3.355000
5110714.00
3670347.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY8809
2045-05-01
2.388000
920000.00
777526.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD6183
2040-07-01
2.584000
4521903.00
483364.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7215
2040-06-01
2.990000
3143244.00
584079.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD9404
2040-08-01
2.555000
3155896.00
445066.18
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-08-01
2.950000
3800000.00
880163.07
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3203
2035-07-01
2.293000
4074278.00
2569524.22
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4946
2023-12-01
3.590000
3750000.00
4177314.34
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5088
2024-01-01
3.370000
3750000.00
3971123.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5218
2024-01-01
3.460000
3500000.00
3712353.83
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5411
2024-02-01
3.610000
3824000.00
4122762.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5624
2024-04-01
3.480000
4350000.00
4663578.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5982
2024-07-01
3.420000
4000000.00
4276986.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6168
2024-07-01
3.240000
3640000.00
3836784.84
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6227
2024-07-01
3.310000
3060000.00
3300793.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8481
2025-04-01
2.940000
825000.00
865036.06
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.530000
5000000.00
3261451.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP7819
2042-09-01
2.353000
3762880.00
1987563.65
Agency Mortgage-Backed Securities
FNAR XX.XXX WS545499
2039-09-01
2.626000
5000000.00
140352.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WD626307
2032-04-01
2.813000
5000000.00
25817.86
Agency Mortgage-Backed Securities
FNAR XX.XXX WS638987
2030-12-01
1.870000
5776392.00
153813.57
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-01
1.638000
4561785.00
127897.53
Agency Mortgage-Backed Securities
FNAR XX.XXX GA664523
2032-06-01
2.462000
5508340.00
256700.97
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2031-02-01
2.539000
3227514.00
87155.05
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-05-01
2.236000
3225212.00
83088.61
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.130000
5024438.00
99635.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LB737790
2033-08-01
3.125000
5000000.00
167897.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LB738085
2033-08-01
2.369000
4000000.00
213966.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WD739315
2033-09-01
2.275000
3500000.00
137977.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WS768226
2034-05-01
2.490000
5509276.00
254262.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LB778953
2034-05-01
2.907000
5434625.00
248996.35
Agency Mortgage-Backed Securities
FNAR XX.XXX WS782305
2034-03-01
2.545000
3102625.00
128673.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LB802696
2034-08-01
2.513000
4864133.00
245849.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LB812511
2035-01-01
2.360000
4000000.00
175117.14
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.152000
3679620.00
140514.75
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.245000
5682594.00
236085.40
Agency Mortgage-Backed Securities
FNAR XX.XXX S1868427
2036-03-01
3.118000
4813438.00
125487.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB889600
2036-10-01
2.730000
3500000.00
882490.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889621
2037-10-01
2.641000
4000000.00
957453.67
Agency Mortgage-Backed Securities
FNAR XX.XXX W2894556
2035-02-01
2.490000
3186748.00
146114.24
Agency Mortgage-Backed Securities
FNAR XX.XXX S1910338
2037-03-01
2.834000
4595000.00
794587.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LB920784
2034-02-01
2.901000
4642814.00
368676.67
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-09-01
2.500000
3935000.00
117999.12
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-08-01
1.749000
4700000.00
443117.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HY958316
2019-03-01
5.590000
3800000.00
3785552.17
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.599000
4010178.00
1026534.98
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-12-01
2.575000
5597921.00
1258148.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LB973909
2038-03-01
2.950000
3432654.00
175039.93
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-11-01
2.637000
5646202.00
2056493.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8484
2040-01-01
2.580000
4000000.00
537449.90
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0036
73000000.00
73000000.00
0.0042
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DKE4
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-14
2016-10-14
2016-10-14
N
N
N
0.0046
13986075.60
13986075.60
0.0008
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.680000%
23328APZ1
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
N
N
0.0062
100010701.00
100010701.00
0.0058
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0036
115028153.15
115028153.15
0.0067
N
N
N
N
EAGLE CNTY COLO
EAGLE CNTY COLO MULTI FAM HOUSING REV (THE TARNES @ BC LLC) SERIES 1999 B 0.540000%
269476AD9
US269476AD92
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2039-05-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0054
2410000.00
2410000.00
0.0001
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AH28
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0033
71037392.83
71037392.83
0.0041
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AH93
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0036
14998418.70
14998418.70
0.0009
N
N
N
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
67013152.77
67013152.77
0.0039
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.360000%
34959TFN1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0037
49000000.00
49000000.00
0.0028
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JH23
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0031
25999113.40
25999113.40
0.0015
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JH31
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0031
30998663.90
30998663.90
0.0018
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JH49
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0038
19989306.00
19989306.00
0.0012
N
N
Y
N
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.490000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2049-12-01
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
1.0000
7
N
N
N
0.0049
1900000.00
1900000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LH24
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0030
50998311.90
50998311.90
0.0030
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LH32
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0030
30998707.30
30998707.30
0.0018
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LH40
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0030
66996616.50
66996616.50
0.0039
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.310000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.31_0803
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2023-03-15
5.000000
50000000.00
4004629.79
Agency Mortgage-Backed Securities
GNMI SF 745230 X
2040-07-15
4.000000
11100000.00
3883017.97
Agency Mortgage-Backed Securities
GNII SF AV2157 C
2046-07-20
4.000000
1580400.00
1725131.63
Agency Mortgage-Backed Securities
GNII SF AU2406 C
2046-06-20
4.000000
1799056.00
1960794.66
Agency Mortgage-Backed Securities
GNII SF AS9244 C
2046-06-20
3.500000
3663931.00
3962046.05
Agency Mortgage-Backed Securities
GNMI SF AS4898 X
2046-04-15
4.500000
3533974.00
3972781.54
Agency Mortgage-Backed Securities
GNMA
2043-11-15
4.500000
4658018.00
3951598.46
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0031
23000014.03
23000014.03
0.0013
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.320000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.32_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-08-01
2.982000
15160546.00
3593879.49
Agency Mortgage-Backed Securities
03.500 FGPC Q09800 G
2037-08-01
3.500000
3170771.00
2035853.25
Agency Mortgage-Backed Securities
03.000 FGPC J31138 G
2030-03-01
3.000000
12739536.00
11710267.40
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0032
17000000.00
17000000.00
0.0010
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 0.836600%
40428AV53
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-09-01
2016-09-01
N
N
N
0.0049
25008775.25
25008775.25
0.0015
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 0.827900%
40428AX85
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-15
2016-10-13
2016-10-13
N
N
N
0.0064
91039039.91
91039039.91
0.0053
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.686500%
40433FFP9
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0038
11000275.11
11000275.11
0.0006
N
Y
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.820100%
40433FGG8
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0039
110007811.10
110007811.10
0.0064
N
N
Y
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
0.0076
63871980.80
63871980.80
0.0037
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PLA2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-10
2016-11-10
2016-11-10
N
N
N
0.0076
32927165.70
32927165.70
0.0019
N
N
N
N
HSBC USA INC
HSBC USA INC 0.826500%
40434WAS0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-11-01
2016-11-01
N
N
N
0.0071
12004656.12
12004656.12
0.0007
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0H27
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0055
35997789.60
35997789.60
0.0021
N
N
Y
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
0.0059
3998812.00
3998812.00
0.0002
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PKC6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0049
47951001.60
47951001.60
0.0028
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
0.0054
4992848.50
4992848.50
0.0003
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PL92
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-09
2016-11-09
2016-11-09
N
N
N
0.0057
187694481.20
187694481.20
0.0109
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.310000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.31_0804
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
18785500.00
20061892.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-31
1.375000
138500.00
141315.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
1082700.00
1136039.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
923100.00
1003091.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-29
1.375000
95900.00
97909.58
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0031
21999562.20
21999562.20
0.0013
N
N
Y
N
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.901600%
48125LMV1
7H6GLXDRUGQFU57RNE97
US48125LMV17
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-10-21
2016-10-21
2016-10-21
N
N
N
0.0101
29996370.00
29996370.00
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WH76
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-21
2016-10-21
2016-10-21
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0069
94853367.50
94853367.50
0.0055
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBN8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-10-27
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0071
79862344.00
79862344.00
0.0046
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBT5
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
14976424.50
14976424.50
0.0009
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.550000%
51489KM96
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0061
85496255.10
85496255.10
0.0050
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RHG7
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0037
77985453.00
77985453.00
0.0045
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
0.0045
63024570.63
63024570.63
0.0037
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
0.0061
48954336.90
48954336.90
0.0028
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TH30
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0040
15999104.00
15999104.00
0.0009
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJ12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0047
51676853.91
51676853.91
0.0030
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJS3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-26
2016-09-26
2016-09-26
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0059
29970993.00
29970993.00
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.750000%
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
0.0048
47007069.27
47007069.27
0.0027
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.740000%
60682AQ66
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-22
2016-08-22
2016-08-22
N
N
N
0.0049
43007048.13
43007048.13
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.950000%
60682AT97
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-15
2016-12-15
2016-12-15
N
N
N
0.0102
141962739.20
141962739.20
0.0082
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.770000%
60682AV37
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-14
2016-10-14
2016-10-14
N
N
N
0.0080
141992332.00
141992332.00
0.0082
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.950000%
60682AW69
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0094
15000585.15
15000585.15
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.900000%
60682AW77
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0090
47999404.80
47999404.80
0.0028
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.360000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.36_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2017-07-15
2.625000
36653200.00
43860030.94
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0036
43000000.00
43000000.00
0.0025
N
Y
Y
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
0.0081
91011448.71
91011448.71
0.0053
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.630000%
60689DXS7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
N
N
0.0055
1000110.01
1000110.01
0.0001
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.770000%
60689DZF3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-14
2016-10-14
2016-10-14
N
N
N
0.0077
59999844.00
59999844.00
0.0035
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HG1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0039
32993565.00
32993565.00
0.0019
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
0.0045
15988121.60
15988121.60
0.0009
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.640000%
63873FE79
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0042
100020851.00
100020851.00
0.0058
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.920000%
63873FK56
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0080
75024548.25
75024548.25
0.0044
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RH11
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0032
21999202.50
21999202.50
0.0013
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RL73
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0080
32926027.20
32926027.20
0.0019
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH41
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0040
9999327.00
9999327.00
0.0006
N
N
Y
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.640000%
69033LHP7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0061
90004734.90
90004734.90
0.0052
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.660000%
69033LHW2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-07
2016-10-07
2016-10-07
N
N
N
0.0064
33001587.63
33001587.63
0.0019
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.660000%
69033LJE0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
N
N
0.0067
37999103.20
37999103.20
0.0022
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
0.0038
64976671.50
64976671.50
0.0038
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LH13
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0036
20999378.40
20999378.40
0.0012
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LH21
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0036
9999602.00
9999602.00
0.0006
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JJ70
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-07
2016-09-07
2016-09-07
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0053
19988178.00
19988178.00
0.0012
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
0.0056
139899816.00
139899816.00
0.0081
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JK37
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0065
6991645.50
6991645.50
0.0004
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.670300%
78008FBK9
ES7IP3U3RHIGC71XBU11
US78008FBK93
0000352613
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0093
59997000.00
59997000.00
0.0035
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.702000%
78009NVJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-31
2016-08-31
2016-08-31
N
N
N
0.0049
125036501.25
125036501.25
0.0073
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.813400%
78009NWF9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0060
137052883.37
137052883.37
0.0080
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.960000%
78009NZS8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-22
2016-11-22
2016-11-22
N
N
N
0.0082
43818654.86
43818654.86
0.0025
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
0.0046
18995407.70
18995407.70
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFU0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0072
84029081.64
84029081.64
0.0049
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0044
21004330.41
21004330.41
0.0012
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.852100%
8574P1HY5
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-11-18
2016-11-18
N
N
N
0.0077
43012857.43
43012857.43
0.0025
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 1.037900%
8574P1KP0
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2017-01-25
2017-01-25
N
N
N
0.0104
197999605.98
197999605.98
0.0115
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562KHA5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0041
999862.30
999862.30
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.645000%
86563K7J6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-29
2016-08-29
2016-08-29
N
N
N
0.0049
98013103.58
98013103.58
0.0057
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.680000%
86563Q2D1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-20
2016-09-20
2016-09-20
N
N
N
0.0058
7001054.97
7001054.97
0.0004
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
0.0058
26004225.26
26004225.26
0.0015
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.000000%
86563Q6V7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-21
2016-11-21
2016-11-21
N
N
N
0.0099
35001312.85
35001312.85
0.0020
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.900000%
86563QK66
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0092
42997269.50
42997269.50
0.0025
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSE1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0038
100005191.00
100005191.00
0.0058
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0047
195054874.95
195054874.95
0.0113
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
0.0038
119004463.69
119004463.69
0.0069
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.680000%
86564EAT3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0052
184031576.24
184031576.24
0.0107
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.700000%
86564EBP0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-06
2016-10-06
2016-10-06
N
N
N
0.0070
85000731.00
85000731.00
0.0049
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.830000%
86958DU91
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0047
85028594.85
85028594.85
0.0049
N
N
N
N
SWEDBANK AB NEW YORK BRANCH
SWEDBANK AB NEW YORK BRANCH 0.370000%
87019UNE5
0001367624
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0040
244999289.50
244999289.50
0.0142
N
N
Y
N
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS MULTI FAM HOUSING REV SERIES 2000B 0.540000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2035-07-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0054
2885000.00
2885000.00
0.0002
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0080
50027450.50
50027450.50
0.0029
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.745800%
89113EM37
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-12
2016-08-12
2016-08-12
N
N
N
0.0042
210026672.10
210026672.10
0.0122
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.850000%
89113WAF3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-18
2016-11-18
2016-11-18
N
N
N
0.0083
62003336.22
62003336.22
0.0036
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.010000%
89113WAM8
Certificate of Deposit
First Tier Security
N/A
N/A
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0109
22989587.90
22989587.90
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.010000%
89113WAP1
Certificate of Deposit
First Tier Security
N/A
N/A
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0109
17991855.00
17991855.00
0.0010
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PKD3
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
Y
Total SA
N/A
N/A
1.0000
N
0.0046
49951235.00
49951235.00
0.0029
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0037
82004379.62
82004379.62
0.0048
N
N
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.870400%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0051
119048910.19
119048910.19
0.0069
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
0.0034
71995312.80
71995312.80
0.0042
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.404300%
912828H60
US912828H607
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-08-01
2017-01-31
2017-01-31
N
N
N
0.0033
85030430.00
85030430.00
0.0049
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.488300%
912828M23
US912828M235
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-08-01
2017-10-31
2017-10-31
N
N
N
0.0039
120152280.00
120152280.00
0.0070
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.390300%
912828WV8
US912828WV86
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-31
2016-07-31
2016-07-31
N
N
N
0.0000
95000000.00
95000000.00
0.0055
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
PHILIP MORRIS INTL INC SR GLBL NT 23
HL3H1H2BGXWVG3BSWR90
2023-05-10
2.125000
177000.00
178738.71
Corporate Debt Securities
ASSET BACKED FDG 2002-NC1 M-1 20320325 FLT
2032-03-25
1.507900
15000000.00
3747211.26
Asset-Backed Securities
APACHE CORP SR NT 2.625%23
72ZZ1XRHOOU9P9X16K08
2023-01-15
2.625000
123000.00
120969.37
Corporate Debt Securities
ANADARKO PETE CORP SR NT 6.45%36
B78FQ7XBQFLP4AYJ6F79
2036-09-15
6.450000
88000.00
99952.01
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
12040000.00
11976957.23
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%25
W7L3VLU8EHQY34Z36697
2025-03-15
7.500000
3364000.00
3037411.66
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
4413000.00
4754946.21
Corporate Debt Securities
BELLA VISTA MTG TR 2004-1 II-A-2 20341119 FLT
2034-11-19
2.842800
20000000.00
2058227.71
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TRUST 2000 2
2034-02-25
2.916900
40000000.00
3367367.22
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2003-9 III-A3 20340225 FLT
2034-02-25
2.916900
45000000.00
3788288.13
Private Label Collateralized Mortgage Obligations
144A/REG(S)CREDIT SUISSE GROUP FUNDING (GUERNSEY)
549300PXR5FKNXF0OH19
2023-06-09
3.800000
3179428.00
3231482.30
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR 144A NT 21
549300PXR5FKNXF0OH19
2021-04-16
3.450000
6878927.00
7030120.08
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 18
51M0QTTNCGUN7KFCFZ59
2018-02-15
5.875000
527000.00
580039.33
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
1772000.00
2802594.71
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 051816-112017
EDBQKYOPJUCJKLOJDE72
2017-11-20
0.876100
396.00
396.99
Corporate Debt Securities
CSMC TR 2014-USA A-2 20370917 3.9
549300818AKCJ4Q9TD76
2037-09-17
3.953000
110136.00
120074.81
Private Label Collateralized Mortgage Obligations
GOLDMAN SACHS GROUP INC SR NT 3.5%25
784F5XWPLTWKTBV3E584
2025-01-23
3.500000
2847000.00
2953202.59
Corporate Debt Securities
MIZUHO FINANCIAL GRP INC TOKYO SR GLBL REGS 21
2021-04-12
2.632000
1200000.00
1237755.47
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 26
EN5TNI6CI43VEPAMHL14
2026-05-13
2.850000
700000.00
719968.67
Corporate Debt Securities
WACHOVIA CMBS 2006-C24 B 20450315 FLT
2045-03-15
5.678000
83636.00
83507.71
Private Label Collateralized Mortgage Obligations
UNIVERSAL HLTH SVCS INC SR 144A NT 22
549300YGMGQDO0NMJD09
2022-08-01
4.750000
4539000.00
4793120.96
Corporate Debt Securities
UBS-BARCLY COML MTG TR 2012-C4 C 20451212 FLT
2045-12-12
4.348400
477881.00
504239.95
Private Label Collateralized Mortgage Obligations
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
4215000.00
4525362.16
Corporate Debt Securities
AMERICAN HM ASSETS 2007-3 III-A1 20270925 FLT
2027-09-25
1.187900
20000000.00
1353457.20
Private Label Collateralized Mortgage Obligations
AMERICAN FINANCIAL GROUP INC. SR NT 9.875%19
549300AFOM7IVKIU1G39
2019-06-15
9.875000
318000.00
386312.58
Corporate Debt Securities
ALTICE SA SR 144A NT 25
2221006ZDZREFLFIFQ42
2025-02-15
7.625000
12855000.00
13047735.72
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 5%21
2021-10-01
5.000000
8512000.00
9438862.21
Corporate Debt Securities
AERCAP AVIATION SOLUTIONS B V
2017-05-30
6.375000
1953000.00
2044201.03
Corporate Debt Securities
BARRICK PD AUSTRALIA FIN PTY L GTD NT 5.95%39
2039-10-15
5.950000
261000.00
294144.10
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 24
549300CRVT18MXX0AG93
2024-11-04
3.535000
3583000.00
3826165.77
Corporate Debt Securities
BBCMS TR 2014-BXO
2027-08-16
3.481400
269271.00
267268.39
Private Label Collateralized Mortgage Obligations
GENERAL ELECTRIC CO NT 5.25%17
3C7474T6CDKPR9K6YT90
2017-12-06
5.250000
3883000.00
4138109.86
Corporate Debt Securities
EXPORKLORE SA
2031-12-05
5.053000
3011505.00
3043377.73
Private Label Collateralized Mortgage Obligations
EXELON CORP SR GLBL NT 25
3SOUA6IRML7435B56G12
2025-06-15
3.950000
327.00
358.88
Corporate Debt Securities
ENCANA CORP NT 3.9%21
CZ72ZHBVKZXQRV3XFE26
2021-11-15
3.900000
1061000.00
1059861.19
Corporate Debt Securities
DEUTSCHE BK AG FR 4.1%011326
7LTWFZYICNSX8D621K86
2026-01-13
4.100000
3360000.00
3346063.47
Corporate Debt Securities
PERRIGO FIN PLC
2021-12-15
3.500000
9017000.00
9410842.52
Corporate Debt Securities
PEPSICO INC SR NT 7.9%18
FJSUNZKFNQ5YPJ5OT455
2018-11-01
7.900000
186000.00
217123.59
Corporate Debt Securities
OCTAGON INV PTNRS X 2006-10 D 20201018 FLT
549300XNJXD73TILHP55
2020-10-18
2.079100
2000000.00
1953710.56
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.087900
267269.00
256469.20
Asset-Backed Securities
MORGAN STANLEY FR 5.55%042717
IGJSJL3JD5P30I6NJZ34
2017-04-27
5.550000
293000.00
306657.71
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR FLT NT 17
784F5XWPLTWKTBV3E584
2017-05-22
1.323900
9720000.00
9757977.50
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 1.75%052217
Z2VZBHUMB7PWWJ63I008
2017-05-22
1.750000
11416000.00
11531152.56
Corporate Debt Securities
TEXTRON INC SR GLBL NT 4%26
3PPKBHUG1HD6BO7RNR87
2026-03-15
4.000000
2000.00
2157.85
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 26
OQSJ1DU9TAOC51A47K68
2026-06-15
2.450000
11800000.00
12179796.11
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
2191000.00
2340089.03
Corporate Debt Securities
POPULAR INC
2019-07-01
7.000000
1187000.00
1214235.06
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-12-19
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0110
133020216.00
133020216.00
0.0077
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
VERIZON COMMUNICATIONS INC SR GLBL NT 46
2S72QS2UO2OESLG6Y829
2046-08-21
4.862000
19370000.00
21923910.82
Corporate Debt Securities
SEQUOIA MTG TR 2013-5 A-2 20430525 FLT
549300671OK77JNRLK28
2043-05-25
3.000000
1039745.00
778741.18
Private Label Collateralized Mortgage Obligations
ORACLE CORP SR GLBL NT 55
1Z4GXXU7ZHVWFCD8TV52
2055-05-15
4.375000
1915000.00
2043521.50
Corporate Debt Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.087900
2191168.00
2102627.36
Asset-Backed Securities
ENCANA CORP NT 3.9%21
CZ72ZHBVKZXQRV3XFE26
2021-11-15
3.900000
3257000.00
3253504.15
Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
7839709.00
8537826.37
Corporate Debt Securities
CSMC TR 2014-USA A-2 20370917 3.9
549300818AKCJ4Q9TD76
2037-09-17
3.953000
917869.00
1000698.67
Private Label Collateralized Mortgage Obligations
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
259000.00
279068.90
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 25
213800LBQA1Y9L22JB70
2025-03-16
3.650000
2172000.00
2167297.02
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP SB 144A NT4.5%24
JHE42UYNWWTJB8YTTU19
2024-03-19
4.500000
200000.00
214328.00
Corporate Debt Securities
MORGAN STANLEY FR 5.55%042717
IGJSJL3JD5P30I6NJZ34
2017-04-27
5.550000
1741000.00
1822153.81
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 26
2026-03-01
3.850000
3000000.00
3318623.33
Corporate Debt Securities
METRO EDISON CO
2025-04-15
4.000000
2853000.00
3030843.34
Corporate Debt Securities
INGERSOLL RAND CO MTN BE PUT 6.23%111927
XRCBIIVYC7OYQ5IGZZ62
2027-11-19
6.230000
9588000.00
11922161.30
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 7%011539
1IE8VN30JCEQV1H4R804
2039-01-15
7.000000
505000.00
681422.87
Corporate Debt Securities
EXELON CORP SR GLBL NT 25
3SOUA6IRML7435B56G12
2025-06-15
3.950000
5252777.00
5764858.56
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.375000
2797000.00
3365237.35
Corporate Debt Securities
WACHOVIA CMBS 2006-C24 B 20450315 FLT
2045-03-15
5.678000
2681052.00
2676939.56
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-11-29
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0113
65019415.50
65019415.50
0.0038
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
VOLT XLVI LLC
5493004HHB5772OUBW15
2046-06-25
3.875000
180252334.00
180142400.11
Asset-Backed Securities
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.987900
4642282.00
3857600.13
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-26
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
N/A
N/A
1.0000
35
N
N
N
0.0096
160015680.00
160015680.00
0.0093
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.650000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_0.65_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NCSLT 2007-2 A4
2033-01-25
0.777900
13500000.00
8438078.55
Asset-Backed Securities
CMLTI 2007-OPX1 A2
2037-01-25
0.687900
13300000.00
4698333.17
Asset-Backed Securities
RAMP 2003-RS3 AI4
2033-04-25
5.670000
9385000.00
3546856.13
Asset-Backed Securities
CXHE 2004-C M3
2034-06-25
1.492900
4195000.00
566869.36
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
Credit Suisse AG
N/A
N/A
1.0000
N
0.0065
14999995.50
14999995.50
0.0009
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.330000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.33_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-04-15
0.125000
66530000.00
70382027.35
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0033
69000000.00
69000000.00
0.0040
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.340000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.34_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-10-15
4.000000
14277245.00
6361739.80
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-10-02
1.250000
15037000.00
15217782.33
Agency Debentures and Agency Strips
03.000 FGPC V60906 G
2030-09-01
3.000000
291747.00
276498.19
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
12629563.00
9925690.83
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0034
31000000.00
31000000.00
0.0018
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KH21
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
N
0.0043
15496257.69
15496257.69
0.0009
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KH47
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
N
0.0045
10277247.96
10277247.96
0.0006
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KH54
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
N
0.0045
22998032.12
22998032.12
0.0013
N
N
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
OCTAGON INVT PARTNERS XII LTD
2023-05-05
0.00
4025538.00
2652076.77
Asset-Backed Securities
SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT
549300W1EL67HIQTR309
2045-09-18
4.458600
23607912.00
15041364.13
Asset-Backed Securities
OAK HILL ADV RESI TR 2015-NPL2 A-1 20550725 FLT
549300PPHMIZVIHETZ20
2055-07-25
3.721400
30171462.00
20004217.18
Asset-Backed Securities
MORTGAGE ASSET RECV 2015-NPL1 A-1 20300325 FLT
5493006D0C0K0GTDKQ07
2030-03-25
4.000000
50000000.00
32839511.51
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-04
Y
WELLS FARGO SECURITIES LLC
N/A
N/A
1.0000
95
N
N
N
0.0111
61013926.30
61013926.30
0.0035
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.310000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_0.31_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2025-05-15
2.125000
8189200.00
8661969.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-03-31
1.750000
6934800.00
7181316.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-25
0.00
7646000.00
7617327.50
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0031
23000000.00
23000000.00
0.0013
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
0.0044
104013801.84
104013801.84
0.0060
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
0.0029
50003435.50
50003435.50
0.0029
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.330000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.33_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-02-28
3.000000
1784600.00
1832780.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
206900.00
217674.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-02-15
0.625000
200.00
200.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-31
3.125000
35682300.00
36710424.70
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0033
38000000.00
38000000.00
0.0022
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.350000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.35_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2018-08-31
1.500000
55225100.00
56438665.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
5502700.00
5789258.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
1.625000
987700.00
1020021.21
U.S. Treasuries (including strips)
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
1.002100
1065.00
215.07
Agency Collateralized Mortgage Obligation
GNMI SP 784065 X
2039-02-15
6.500000
1697490.00
1658142.78
Agency Mortgage-Backed Securities
GNMA
2041-10-20
3.000000
1000.00
338.64
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-08-15
7.000000
92.00
8.00
Agency Collateralized Mortgage Obligation
04.000 FGPC Q41441 G
2046-07-01
4.000000
1000.00
1090.02
Agency Mortgage-Backed Securities
GNAR AT MA0484 M
2042-09-20
2.000000
3261883.00
762700.49
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.911000
1027.00
180.47
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.775000
1000.00
135.33
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-07-01
3.044000
2825635.00
428376.97
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAD0320
2035-12-01
2.645000
1127.00
376.68
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.500000
768617.00
56136.19
Agency Mortgage-Backed Securities
GNMA
2044-08-15
4.000000
33350144.00
18640436.42
Agency Mortgage-Backed Securities
GNII SF AO1029 C
2045-08-20
4.500000
10711.00
10846.50
Agency Mortgage-Backed Securities
GNII SF MA3455 M
2046-01-20
4.000000
1475984.00
1491419.35
Agency Mortgage-Backed Securities
GNMA
2044-12-20
4.000000
26522148.00
17177331.18
Agency Mortgage-Backed Securities
GNMA
2044-08-20
4.000000
73948671.00
41875942.29
Agency Mortgage-Backed Securities
GNMA
2044-05-20
4.500000
117195653.00
61748942.37
Agency Mortgage-Backed Securities
GNMA
2027-01-20
2.000000
13181918.00
85786.94
Agency Mortgage-Backed Securities
GNMA
2025-08-20
1.875000
33150.00
113.93
Agency Mortgage-Backed Securities
GNMA
2025-07-20
2.500000
339033.00
1242.90
Agency Mortgage-Backed Securities
GNMA
2022-05-20
1.750000
25020.00
189.32
Agency Mortgage-Backed Securities
GNII SF AR6039 C
2046-06-20
4.000000
1111690.00
1211305.17
Agency Mortgage-Backed Securities
GNCL CL AK0957
2042-10-15
3.800000
688136.00
799573.81
Agency Mortgage-Backed Securities
GNMA
2042-02-20
2.500000
3221.00
1198.33
Agency Mortgage-Backed Securities
GNMA
2042-01-20
3.000000
5513.00
1426.44
Agency Mortgage-Backed Securities
GNMA
2034-12-20
2.500000
34524.00
2236.42
Agency Mortgage-Backed Securities
GNMA
2035-11-20
2.000000
1030.00
89.68
Agency Mortgage-Backed Securities
GNMA
2036-03-20
2.000000
1008.00
140.70
Agency Mortgage-Backed Securities
GNMA
2032-07-20
1.875000
126896.00
2924.83
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
2322727.00
2031830.17
Agency Mortgage-Backed Securities
04.500 FGPC G07563 G
2043-11-01
4.500000
3444884.00
2647408.37
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.000000
660000.00
70040.09
Agency Mortgage-Backed Securities
06.000 FGPC D97359 G
2027-07-01
6.000000
280000.00
27494.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ5714
2045-09-01
4.000000
1015824.00
1030000.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT5848
2043-07-01
2.247000
135900.00
106844.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6827
2046-03-01
3.500000
38249600.00
40295074.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM4595
2043-11-01
4.520000
1040.00
1198.08
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-10-01
3.454000
2195031.00
312820.16
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-11-25
6.500000
1446.00
333.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.586000
50000000.00
4991894.70
Agency Mortgage-Backed Securities
FNAR XX.XXX S1883309
2036-07-01
2.797000
50013033.00
3251943.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0304
2046-03-01
3.500000
10482.00
10741.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0200
2046-02-01
2.995000
134060.00
134893.77
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.444000
4105.00
256.38
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-09-01
2.515000
16034468.00
723099.05
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.272000
10010180.00
1825173.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.848000
35134078.00
2077335.08
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.729000
2192.00
161.62
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-12-01
2.530000
1434.00
62.87
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.019000
17000333.00
1531922.75
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.485000
4482.00
513.29
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0035
263000000.00
263000000.00
0.0153
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.500000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.50_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
4.987900
12134662.00
12879661.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 2M-2 20241125 FLT
2024-11-25
5.487900
7245910.00
7624138.69
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 10/28
2028-10-25
6.387900
720000.00
778074.42
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.487900
281909.00
130132.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
6.487900
3000000.00
3265071.10
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
7.237900
3666000.00
4112226.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
7.637900
5000000.00
5845644.06
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.887900
29415146.00
12999865.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-3 20250527 FLT
2025-05-27
3.737900
10000000.00
10108654.78
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
4.087900
1252995.00
1259559.90
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
4.287900
65000.00
67883.89
Private Label Collateralized Mortgage Obligations
STEELE CREEK CLO 2014 1 LTD STEELE CREEK CLO 201
2026-08-21
2.153900
3681770.00
3649769.81
Asset-Backed Securities
OCTAGON INV PTNRS XVI 2013-16 A 20250717 FLT
2025-07-17
1.799100
1110495.00
1096546.91
Asset-Backed Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-11-27
1.937900
2881214.00
1198227.45
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-09-25
4.237900
1252.00
1269.60
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-26
4.487900
3000000.00
3082382.43
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-26
4.587900
10000000.00
10261939.22
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 2M-2 20250725 FLT
2025-07-25
5.487900
5496350.00
5808047.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.487900
5652000.00
5937968.15
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-05-28
3.087900
8555307.00
8226793.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
4.487900
3000000.00
3077870.43
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-04-25
6.187900
7499300.00
8109350.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
5.387900
4105914.00
4336825.72
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0050
98999138.70
98999138.70
0.0057
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.55_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CREDIT AGRICOLE SA PERP COCO
969500TJ5KRTCJQWXH05
2099-12-29
7.875000
3309649.00
3327438.36
Corporate Debt Securities
TRANSOCEAN INC CR SEN SR NT 16
DOL4HJ22ADYSIWES4H94
2016-12-15
6.800000
3241000.00
3316551.31
Corporate Debt Securities
PENNEY J C INC GLBL DEB 7.4%37
8TDNUQ07MEFMWW1VHP39
2037-04-01
7.400000
3926000.00
3314547.31
Corporate Debt Securities
MCCLATCHY CO SR GLBL NT 9%22
549300O2Y2UWR3BER320
2022-12-15
9.000000
4000000.00
4104000.00
Corporate Debt Securities
MGM GRAND INC
2019-02-01
8.625000
2806000.00
3297459.20
Corporate Debt Securities
HOWARD HUGHES CORP SR NT 144A 21
549300BVHY25JZC1KI49
2021-10-01
6.875000
4273000.00
4540210.86
Corporate Debt Securities
HOVNANIAN K ENTERPRISES INC SR 2LIEN 144A20
549300JJCQ0KAI7CJG32
2020-11-15
9.125000
4269000.00
3121735.90
Corporate Debt Securities
CENTURY TEL ENTERPRISES INC DB-G 6.875%28
8M3THTGWLTYZVE6BBY25
2028-01-15
6.875000
474000.00
432607.29
Corporate Debt Securities
CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20
2020-10-01
8.000000
3153000.00
3298738.66
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0055
24999852.50
24999852.50
0.0015
N
N
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
0.0068
148006557.88
148006557.88
0.0086
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.670000%
0000008565
930HCD007
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-06
2016-10-06
2016-10-06
N
N
N
0.0051
100030051.00
100030051.00
0.0058
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.960000%
0000008565
930HCJ004
Certificate of Deposit
First Tier Security
N/A
N/A
2017-01-09
2017-01-09
2017-01-09
N
N
N
0.0089
180054325.80
180054325.80
0.0104
N
N
N
N
TORONTO DOMINION BANK (LONDON BRANCH)
TORONTO DOMINION BANK (LONDON BRANCH) 0.790000%
0000947263
930HEY009
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-18
2016-11-18
2016-11-18
N
N
N
0.0083
4999343.50
4999343.50
0.0003
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.610000%
0001142175
930SDB006
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
N
N
0.0051
1000121.11
1000121.11
0.0001
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
0.0086
55007755.00
55007755.00
0.0032
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.836500%
94985HJ21
KB1H1DSPRFMYMCUFXT09
US94985HJ211
0000827124
Other Instrument
Corporate Note
First Tier Security
N/A
N/A
2016-09-22
2016-10-21
2016-10-21
N
N
N
0.0087
225039600.00
225039600.00
0.0131
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
0.0080
6000021.06
6000021.06
0.0003
N
N
Y
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
0.0080
95000570.95
95000570.95
0.0055
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
0.0080
45000796.95
45000796.95
0.0026
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.840000%
94988ERN0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0080
20000584.20
20000584.20
0.0012
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.840400%
94988ERR1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
N
N
0.0047
100029301.00
100029301.00
0.0058
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
0.0080
7000311.57
7000311.57
0.0004
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
0.0087
134998677.00
134998677.00
0.0078
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
0.0090
999862.90
999862.90
0.0001
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0LG2
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-16
2016-11-16
2016-11-16
N
N
N
0.0082
208477625.40
208477625.40
0.0121
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.340000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.34_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-10-31
1.375000
59141900.00
60181778.53
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0034
59000000.00
59000000.00
0.0034
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.360000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.36_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CIAS7088
2031-05-01
2.500000
152736560.00
154880197.29
Agency Mortgage-Backed Securities
03.500 FGPC Q07741 G
2042-04-01
3.500000
92972025.00
59711426.93
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
155912242.00
81817268.12
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0036
285000000.00
285000000.00
0.0165
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.450000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.45_0801
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
22030913.00
9431789.51
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2007-C 1-A-4 20360520 FLT
2036-05-20
3.019000
500000.00
178742.02
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-41CB 2-A-13 20370125 5.7
2037-01-25
5.750000
199999.00
75505.55
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
13034775.00
5482533.13
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-J4 2-A-13 20360725 6.0
2036-07-25
6.000000
20000000.00
7478666.86
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.053000
2334645.00
810302.89
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2006-10 1-A-6 20360525 6.0
2036-05-25
6.000000
4370000.00
1815256.78
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-4R 9-A-17 20470226 FLT
2047-02-26
6.714700
41415656.00
15563103.96
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.164500
12778183.00
5165824.32
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0045
40000000.00
40000000.00
0.0023
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.560000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.56_0804
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XXXV LLC 2015-NPL9 A-1 20450626 FLT
2045-06-26
3.500000
36106000.00
24100566.01
Asset-Backed Securities
VENTURE XVIII CLO LTD
2026-10-15
0.00
1290141.00
866134.87
Asset-Backed Securities
OAK HILL ADV RESI TR 2015-NPL2 A-1 20550725 FLT
549300PPHMIZVIHETZ20
2055-07-25
3.721400
2241538.00
1486179.65
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0056
22999811.40
22999811.40
0.0013
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.330000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.33_0802
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CI890739
2046-04-01
2.500000
21029162.00
21841401.70
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0033
20999871.90
20999871.90
0.0012
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.330000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.33_0804
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAS6947
2046-04-01
3.500000
33056780.00
34322203.05
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0033
32999797.38
32999797.38
0.0019
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
0001457970
98599G006_0.25_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2022-05-15
1.750000
1053973300.00
1089022735.30
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0025
1089000000.00
1089000000.00
0.0632
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
144A COMM 2012-CR5 D
2045-12-10
4.334200
125000.00
123689.04
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.789400
750000.00
678695.40
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
4.257600
4500000.00
4956638.04
Private Label Collateralized Mortgage Obligations
CSMC 2015-2
2045-02-25
3.942000
310000.00
278387.43
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR4 B
2045-10-15
3.703000
40000.00
42816.68
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
3.507600
4268000.00
3204713.62
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 D
54930025J96YEH8FQE77
2048-11-15
3.585900
11205000.00
9169835.01
Private Label Collateralized Mortgage Obligations
CSAIL 2016-C5 VAR 11/48
549300FU8TZDHFLQZL50
2048-11-15
4.537900
6150000.00
6571822.18
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 E
54930025J96YEH8FQE77
2048-11-15
3.585900
4650000.00
3214670.44
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.25% 09/33
2033-09-25
5.250000
1900000.00
1911408.91
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-WIN1
2044-09-25
3.918700
7687000.00
7367178.73
Private Label Collateralized Mortgage Obligations
CWALT 2004-J4 M1
2034-06-25
1.387900
7000000.00
1883827.33
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE FLT 08/34
2034-08-25
2.939300
420000.00
34536.15
Private Label Collateralized Mortgage Obligations
CHASE 2007-A2 2A1
2037-07-25
2.800800
500000.00
59790.29
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2013 GC17
2046-11-10
5.104300
331000.00
297279.67
Private Label Collateralized Mortgage Obligations
CITIGROUP 2.85% 02/49
2049-02-10
2.850000
10000000.00
7053565.38
Private Label Collateralized Mortgage Obligations
CMLTI 2014-J2 B4
2044-11-25
3.939200
4566000.00
4139648.27
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
468136.82
Private Label Collateralized Mortgage Obligations
COMMERCIAL MORTGAGE TRUST 2007-GG9
2039-03-10
5.444000
7050000.00
5948168.98
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST
2049-01-15
5.603000
130000.00
132564.60
Private Label Collateralized Mortgage Obligations
144A CSFB 1998-C1 F
2040-05-17
6.000000
77000.00
24747.74
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-15
3.986000
105000.00
79353.10
Private Label Collateralized Mortgage Obligations
JPMMT 2013-2 B4
2043-05-25
3.660600
2434000.00
2087011.27
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-15
2.904100
3000000.00
2928249.48
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
237765.99
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C19 AS
2047-04-15
4.243200
250000.00
281594.87
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C25 B
2047-11-15
4.347200
300000.00
334521.00
Private Label Collateralized Mortgage Obligations
JP MORGAN VAR 04/35
2035-04-25
2.794600
5686100.00
207144.91
Private Label Collateralized Mortgage Obligations
JPMCC 2002-C2 E
2034-12-12
5.765100
70000.00
7269.20
Private Label Collateralized Mortgage Obligations
JP MORGAN VAR 06/35
2035-06-25
2.914600
3595500.00
189531.57
Private Label Collateralized Mortgage Obligations
LBUBS 2005-C3 D
2040-07-15
4.954000
5000000.00
1248349.77
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
88515.07
Private Label Collateralized Mortgage Obligations
MLMI 2005-A5 A8
2035-06-25
2.824400
1250000.00
197666.27
Private Label Collateralized Mortgage Obligations
ML-CFC 2007
2049-08-12
5.875500
300000.00
296526.56
Private Label Collateralized Mortgage Obligations
MLCFC 2007-9 AMA
2049-09-12
5.853000
500.00
380.46
Private Label Collateralized Mortgage Obligations
ML CFC COML MTGE TR 2007-8
2049-08-12
5.875500
5201920.00
5132391.22
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C23 D 20500715 FLT
2050-07-15
4.136000
2560000.00
2040424.80
Private Label Collateralized Mortgage Obligations
CSMC 2006-C1 F
2039-02-15
5.667900
300000.00
72495.19
Private Label Collateralized Mortgage Obligations
CSFB 2004-AR5 11M1
2034-06-25
1.587900
6410000.00
1742158.03
Private Label Collateralized Mortgage Obligations
CSFB 2005-C3 AJ
2037-07-15
4.771000
480000.00
3552.97
Private Label Collateralized Mortgage Obligations
144A CSMC 2006-OMA B2
2023-05-15
5.538000
2760000.00
3074277.32
Private Label Collateralized Mortgage Obligations
144A FREMF 2013-K25 C
2045-11-25
3.618400
520000.00
506157.27
Private Label Collateralized Mortgage Obligations
STACR 2015-DNA1 M3
2027-10-25
3.787900
8641869.00
8790988.13
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 2A4
2035-02-25
2.713500
4307000.00
396325.12
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
2.641000
500000.00
41553.35
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2011-GC5
2044-08-10
5.385500
10000.00
11477.98
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC12 AS
549300SSCQUZ3RRV2T53
2046-06-10
3.375000
60000.00
63417.00
Private Label Collateralized Mortgage Obligations
GS FLT 07/44
2044-07-25
2.486500
100000.00
54046.54
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014-GC18
2047-01-10
4.942400
263000.00
222294.87
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014 GC24
2047-09-10
4.162000
500000.00
557934.58
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 3.345% 07/48
54930066YOFVQE068N73
2048-07-10
3.345000
330000.00
256884.28
Private Label Collateralized Mortgage Obligations
GSMS 2014-GC20 C
2047-04-10
4.867000
9475000.00
9827209.97
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.447000
600000.00
576597.44
Private Label Collateralized Mortgage Obligations
WBCMT 2005-C21 B
2044-10-15
5.288300
1000000.00
1003491.04
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 D
549300FCX3YXSYSLU895
2047-03-15
4.234000
280000.00
228629.83
Private Label Collateralized Mortgage Obligations
WP GLIMCHER VAR 06/35
2035-06-05
3.516000
10200000.00
10316434.26
Private Label Collateralized Mortgage Obligations
WFRBS 2014-C25 B
2047-11-15
4.236000
1585000.00
1741881.90
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C15 D
5493003CHVRASC16O965
2046-08-15
4.480300
116000.00
106028.87
Private Label Collateralized Mortgage Obligations
144A WBCMT 2004-C12 F
2041-07-15
5.429900
165000.00
104655.77
Private Label Collateralized Mortgage Obligations
144A WMCMS 2006-SL1 C
2043-11-23
4.723200
2000000.00
1525770.43
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 03/59
549300JPCJUA5JJLRW54
2059-03-15
4.506000
1000000.00
1137701.03
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.484% 06/49
549300FWFHJGIW2B2U59
2049-06-15
3.484000
850000.00
911778.20
Private Label Collateralized Mortgage Obligations
WFRBS VAR 03/47
549300QGM7D5K3CV2643
2047-03-15
4.351000
2500000.00
2820616.07
Private Label Collateralized Mortgage Obligations
SACO 2006-6 A
2036-06-25
0.747900
1700000.00
198370.72
Asset-Backed Securities
SACO 2006-5 2A1
2036-05-25
0.787900
1650000.00
205045.94
Asset-Backed Securities
INDS 2006-1 A4
2036-05-25
6.666000
600.00
276.03
Asset-Backed Securities
AGATE BAY VAR 07/45
549300RM62GNIVQ1WJ04
2045-07-25
3.628700
1792000.00
1251204.28
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.820100
3214000.00
2944497.20
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.898300
4305000.00
4146811.18
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.820100
2795000.00
2194114.06
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.898300
6363000.00
6034653.40
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.898300
3744000.00
3496300.44
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.898300
4679000.00
4302704.42
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.031900
62160000.00
4525540.88
Private Label Collateralized Mortgage Obligations
144A BNPP 2009-1 A4
2037-08-27
6.000000
3800000.00
3922411.56
Private Label Collateralized Mortgage Obligations
144A BBUBS 2012-SHOW E
2036-11-05
4.026000
17133000.00
17026349.29
Private Label Collateralized Mortgage Obligations
BANC OF AMERICA VAR 09/47
2047-09-10
5.240700
100000.00
100229.04
Private Label Collateralized Mortgage Obligations
BACM 2007-5 AM
2051-02-10
5.772000
150000.00
155081.21
Private Label Collateralized Mortgage Obligations
144A BACM 2003-2 H
2041-03-11
5.763700
2000000.00
2091081.14
Private Label Collateralized Mortgage Obligations
BANC OF 3.167% 09/48
2048-09-15
3.167000
640000.00
498701.06
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
0.807900
37200000.00
3776257.49
Private Label Collateralized Mortgage Obligations
COLT 2016-1 VAR 05/46
2046-05-25
6.401000
9056000.00
9134583.28
Private Label Collateralized Mortgage Obligations
144A COMM 2014-CR16 D
2047-04-10
4.904900
5752340.00
5130781.21
Private Label Collateralized Mortgage Obligations
144A CD 2007-CD5 D
2044-11-15
6.115200
12750000.00
13030336.80
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS3 C
2047-06-10
4.783300
4500000.00
4721744.12
Private Label Collateralized Mortgage Obligations
COMM 2014-CR21 AM
2047-12-10
3.987000
679456.00
750534.11
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 C
2047-12-10
4.465300
6134000.00
6121653.92
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
9.332000
736690.00
1456524.48
Private Label Collateralized Mortgage Obligations
CSMLT 2015-2 VAR 08/45
2045-08-25
3.907773
4937000.00
4794141.94
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-OAK1 B4
2044-11-25
3.755700
8845000.00
7899935.75
Private Label Collateralized Mortgage Obligations
CWL 2006-SPS2 A
2026-05-25
0.807900
193000000.00
11416143.25
Asset-Backed Securities
SACO I TRUST 2006-4
2036-03-25
0.827900
168530000.00
17889791.21
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2025-12-25
0.707900
124075000.00
5876727.62
Asset-Backed Securities
GSAMP 2006-S1 A1
2035-11-25
0.767900
100320000.00
4062826.59
Asset-Backed Securities
CWHEL
2036-11-15
0.631300
60000000.00
7454878.09
Asset-Backed Securities
SACO 2005-WM2 M1
2035-07-25
1.312900
32570000.00
10608940.55
Asset-Backed Securities
CWL 2006-S3 A4
2029-01-25
6.408500
28105000.00
20258609.52
Asset-Backed Securities
TMTS
2037-07-25
1.426044
26055584.00
3844149.70
Asset-Backed Securities
144A NAA 2006-S3 A1
2036-08-25
0.807900
23676000.00
1618608.51
Asset-Backed Securities
OOMLT 2007-FXD1 3A4
2037-01-25
5.860000
16000000.00
15258222.58
Asset-Backed Securities
BOMBARDER CAPITAL MORTGAGE SE
2029-12-15
0.701300
15000000.00
196803.38
Asset-Backed Securities
RFMS2 2006-HI4 A4
2036-09-25
0.057200
15000000.00
9142604.47
Asset-Backed Securities
SACO 2006-5 1A
2036-04-25
0.787900
12527444.00
1553339.84
Asset-Backed Securities
BSABS 2007-AQ2 A4
2037-01-25
0.817900
10124000.00
3282399.07
Asset-Backed Securities
CWL 2006-12 M1
2036-12-25
0.487000
10000000.00
17200.87
Asset-Backed Securities
144A IRWHE 2006-P1 2A3
2037-06-25
5.800000
5937000.00
3956729.71
Asset-Backed Securities
MLMI 2005-SL3 M2
2036-07-25
1.492900
4000000.00
89326.64
Asset-Backed Securities
MSC 2007-T25 A1A
2049-11-12
5.509000
315000.00
201100.85
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ14 AM
5493007NPTW49ZOONV52
2049-04-15
5.682000
16261727.00
15788513.64
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.567000
3000.00
3143.96
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 09/32
2032-09-09
4.295000
1000000.00
1090206.27
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
5.871000
20000.00
19481.89
Private Label Collateralized Mortgage Obligations
MSM 2004-6AR 1M3
2034-07-25
2.962900
1180000.00
518548.92
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY DEAN WITTER
2052-10-12
5.237600
295000.00
295460.90
Private Label Collateralized Mortgage Obligations
NATIONSTAR 6.657% 11/25
2025-11-25
6.657000
3000000.00
2987128.97
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-25
5.697801
339000.00
343572.05
Private Label Collateralized Mortgage Obligations
144A RBSCF 2010-RR4 CMLA
2049-12-16
6.297300
100000.00
55635.58
Private Label Collateralized Mortgage Obligations
RALI SERIES 5.75% 01/34
2034-01-25
5.750000
1250000.00
1917104.57
Private Label Collateralized Mortgage Obligations
SHELLPOINT ASSET FDG TR CMO SE
2043-07-25
4.075000
2175035.00
1663810.74
Private Label Collateralized Mortgage Obligations
TMSQ 2014-1500 VAR 10/36
2036-10-10
3.834900
600000.00
634809.57
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C14 D
549300GADFYEKC4OLM57
2046-06-15
3.997800
1800000.00
1631199.57
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
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
324260917.20
324260917.20
0.0188
N
N
N
Y
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.370000%
0001498632
ATD0HCGM3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0037
105000000.00
105000000.00
0.0061
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.410000%
0000859994
ATD0HD4B8
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0042
199999810.00
199999810.00
0.0116
N
N
Y
N
FIFTH THIRD BANK(CAYMAN ISLANDS)
FIFTH THIRD BANK(CAYMAN ISLANDS) 0.410000%
0000035528
ATD0HD4H5
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0042
84999919.25
84999919.25
0.0049
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.350000%
5493005PGG4HB3CD7345
0001074042
ATD0HD4P7
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0037
71999812.80
71999812.80
0.0042
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.400000%
0000917311
ATD0HDTJ4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0042
102999737.35
102999737.35
0.0060
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.410000%
0001245022
ATD0HDUN3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0042
243999524.20
243999524.20
0.0142
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.400000%
0000859994
ATD0HF7U8
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0041
44999757.00
44999757.00
0.0026
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000%
0001448613
ATD0HF7W4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0030
258000000.00
258000000.00
0.0150
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.300000%
0000800030
ATD0HF845
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0030
150000000.00
150000000.00
0.0087
N
Y
Y
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.290000%
0001002614
ATD0HF860
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0030
172000000.00
172000000.00
0.0100
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0HF878
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0030
344000000.00
344000000.00
0.0200
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.340000%
0000926171
ATD0HF886
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0035
170997948.00
170997948.00
0.0099
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.350000%
0001498632
ATD0HF894
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
N
N
0.0036
123998648.40
123998648.40
0.0072
N
N
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.270000%
JJKC32MCHWDI71265Z06
0000838135
ATD0HF8A1
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0028
128000000.00
128000000.00
0.0074
N
Y
Y
N
The Charles Schwab Family of Funds
2016-08-05
Mark Fischer
Mark Fischer
Chief Financial Officer