0001145549-16-016698.txt : 20160805
0001145549-16-016698.hdr.sgml : 20160805
20160805145644
ACCESSION NUMBER: 0001145549-16-016698
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: 161810655
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Premier Shares
SWAXX
C000038267
Ultra Shares
SNAXX
N-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-07-31
0000857156
S000004508
4
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
34
45
3112498904.77
1924911166.94
1732164720.66
1897289423.80
1961926761.70
4630507579.21
4622527744.44
4469047949.72
4366229408.14
4872802985.29
0.2660
0.1617
0.1461
0.1609
0.1659
0.3958
0.3884
0.3769
0.3702
0.4119
0.59
11822964021.36
11821857220.98
7301332.83
3993092.96
11825165461.44
11823162213.0930
1.0000
0.0063
1.0003
1.0003
1.0003
1.0003
1.0003
C000012383
25000.00
6468300001.12
6467179028.1570
1.0003
1.0003
1.0003
1.0003
1.0003
39707934.55
99920883.48
32306575.64
27882411.56
45562688.44
49131632.96
34013866.21
48054443.08
37280347.77
44841718.89
157690500.52
175000825.13
0.0022
Y
Investment Advisor and its affiliates Contractual 904,710
C000012384
1000000.00
1293896769.71
1293690943.9590
1.0003
1.0003
1.0003
1.0003
1.0003
14758713.01
28426619.71
19573619.24
5865687.93
21064931.59
19829496.62
29701096.37
15508821.69
21298094.65
17004229.58
92603581.16
66134923.82
0.0032
Y
Investment Advisor and its affiliates Contractual 178,363
C000012385
3000000.00
1298299298.77
1298103839.5620
1.0003
1.0003
1.0003
1.0003
1.0002
10217378.46
33814980.85
20883149.89
2191075.18
3362973.29
11247272.51
31558532.26
4819743.83
49004315.38
15448089.07
109760877.67
35550180.59
0.0039
Y
Investment Advisor and its affiliates Contractual 137,769
C000038267
10000000.00
2764669391.84
2764188401.4150
1.0003
1.0003
1.0003
1.0003
1.0003
25442130.55
65498719.09
111110251.49
18918979.32
57791477.84
62708789.25
7345039.78
55061579.92
43379623.41
38108120.99
220658720.62
185961771.40
0.0042
Y
Investment Advisor and its affiliates Contractual 321,004
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
2018-05-15
9.125000
200.00
233.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-26
0.00
100.00
99.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-12-31
0.625000
100.00
100.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-11-15
2.750000
100.00
110.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-15
3.375000
13066000.00
14217485.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
1.375000
901900.00
919729.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-31
0.625000
27668100.00
27702339.65
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
41999735.40
41999735.40
0.0036
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
2020-12-31
2.375000
4036900.00
4273912.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-12-31
1.625000
24292200.00
24907851.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-09-15
1.000000
44875400.00
45221642.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-15
2.500000
12608400.00
13746162.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-31
2.250000
51500.00
54915.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-07-31
1.500000
38100.00
38385.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.750000
15315900.00
15836792.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-04-15
0.875000
1337000.00
1343490.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2016-08-11
0.00
656900.00
656867.16
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
104000000.00
104000000.00
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 CLAS7197
2046-05-01
4.500000
7460334.00
8092560.66
Agency Mortgage-Backed Securities
03.000 FGPC V60958 G
2030-10-01
3.000000
7766113.00
7507439.40
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
15000000.00
15000000.00
0.0013
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 04.500 CLAS6361
2045-12-01
4.500000
34003843.00
36400000.97
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
34999779.50
34999779.50
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
FNMS 03.500 CLAS5175
2045-06-01
3.500000
19334087.00
19128460.12
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
26135731.00
24551540.75
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
42000000.00
42000000.00
0.0036
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.32_0804
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-12-31
1.750000
47371500.00
48861763.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
2909200.00
3060699.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-31
0.625000
5648100.00
5666008.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-03-31
1.500000
4559300.00
4631592.41
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0032
61000000.00
61000000.00
0.0052
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
2021-10-31
2.000000
15098800.00
15827940.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-31
0.397259
9465300.00
9475329.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.625000
1509100.00
1550325.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
1.125000
1693500.00
1706482.66
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
28000000.00
28000000.00
0.0024
N
N
Y
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AHB9
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0047
49991460.00
49991460.00
0.0042
N
N
N
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AJ68
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0056
2998179.90
2998179.90
0.0003
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BJ87
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0047
53971277.40
53971277.40
0.0046
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BL27
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-02
2016-11-02
2016-11-02
N
N
N
0.0087
73827528.20
73827528.20
0.0062
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.670000%
05572NN28
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0046
65014450.15
65014450.15
0.0055
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.832100%
06053PPD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-17
2016-10-17
2016-10-17
N
N
N
0.0085
49999500.00
49999500.00
0.0042
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.670000%
06053PPV3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
2016-09-06
N
N
N
0.0060
100007201.00
100007201.00
0.0085
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.816600%
06053PPY7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-08-01
2016-11-01
2016-11-01
N
N
N
0.0096
83976144.00
83976144.00
0.0071
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.590000%
06053PQJ9
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
100010701.00
100010701.00
0.0085
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
25427620.00
21630000.31
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
21000000.00
21000000.00
0.0018
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JL18
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0078
52890910.10
52890910.10
0.0045
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.872600%
06417LBK2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-08
2016-11-08
2016-11-08
N
N
N
0.0073
48022080.48
48022080.48
0.0041
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.895300%
06417LBN6
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-22
2016-11-21
2016-11-21
N
N
N
0.0078
71028684.71
71028684.71
0.0060
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
4000556.04
4000556.04
0.0003
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.660000%
06427E3X7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0053
6001458.66
6001458.66
0.0005
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
51014892.51
51014892.51
0.0043
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
39999812.00
39999812.00
0.0034
N
N
Y
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.710000%
06538MD63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-16
2016-09-16
2016-09-16
N
N
N
0.0055
75016448.25
75016448.25
0.0063
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.890000%
06538MD71
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-16
2016-11-16
2016-11-16
N
N
N
0.0077
95033763.95
95033763.95
0.0080
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
1000207.51
1000207.51
0.0001
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000%
06741X3M8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0070
32026208.32
32026208.32
0.0027
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000%
06741X3N6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0070
105086006.55
105086006.55
0.0089
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
12476EH51
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2016-08-05
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0044
86992639.80
86992639.80
0.0074
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12622UH25
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0043
99995260.00
99995260.00
0.0085
N
N
Y
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
39942252.00
39942252.00
0.0034
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.630000%
13606AE46
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-20
2016-09-20
2016-09-20
N
N
N
0.0044
121034498.31
121034498.31
0.0102
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.916600%
13606AVW5
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2017-02-01
2017-02-01
N
N
N
0.0105
113938098.00
113938098.00
0.0096
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JHS2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
Y
Lloyds Bank Plc
N/A
N/A
1.0000
N
0.0048
94964679.00
94964679.00
0.0080
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115UH46
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0043
19998560.00
19998560.00
0.0017
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17305TAE2
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0050
73010425.13
73010425.13
0.0062
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17305TAF9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0050
76010853.56
76010853.56
0.0064
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
115593872.40
115593872.40
0.0098
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FK54
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0066
12983792.90
12983792.90
0.0011
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKR6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0075
49908820.00
49908820.00
0.0042
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272DH37
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0028
81996769.20
81996769.20
0.0069
N
N
Y
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
2045-11-15
3.000000
70484500.00
82620107.50
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
81000000.00
81000000.00
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
32963500.00
34680105.05
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
34000000.00
34000000.00
0.0029
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.872700%
21684BB86
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-30
2016-11-28
2016-11-28
N
N
N
0.0080
78019266.78
78019266.78
0.0066
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HHF1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0038
112002677.92
112002677.92
0.0095
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.940000%
22549V2Y8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0079
56022624.56
56022624.56
0.0047
N
N
N
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
2019-03-31
1.625000
85050000.00
87373375.69
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
85655162.00
85655162.00
0.0072
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
2040-12-01
3.083000
15137738.00
2290463.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ1451
2041-10-01
3.334000
7040000.00
2793620.00
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-01-01
2.906000
7799639.00
5673443.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5590
2045-01-01
2.834000
15144910.00
10664222.80
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
20999890.80
20999890.80
0.0018
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
2027-06-01
1.528000
12168502.00
499250.35
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.666000
12549955.00
78016.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LB822308
2035-06-01
3.078000
4475789.00
731507.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WS863725
2036-01-01
2.513000
12700000.00
1926125.66
Agency Mortgage-Backed Securities
FNAR XX.XXX S1865561
2036-02-01
2.439000
13260136.00
998301.33
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-10-01
1.955000
12018112.00
1555238.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7146
2040-08-01
2.608000
12629369.00
1356289.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH0545
2040-12-01
3.262000
13170224.00
3511285.90
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.442000
12093000.00
5339765.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0023
2042-02-01
2.773000
12683120.00
4554976.89
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.783000
12906450.00
5069910.93
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.379000
12231445.00
10129745.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5833
2024-05-01
3.160000
13000000.00
13654532.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6617
2024-09-01
3.100000
1475000.00
1598940.96
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
50000000.00
50000000.00
0.0042
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DHR9
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0037
52340392.96
52340392.96
0.0044
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
0.0085
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.360000%
23340QNP4
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0029
1000011.20
1000011.20
0.0001
N
N
Y
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F6H86
0001142175
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
N
N
0.0037
6614314.69
6614314.69
0.0006
N
N
N
N
EMF LLC
EMF LLC SERIES VRDN 0.610000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
2042-06-01
Y
Comerica Bank
N/A
N/A
1.0000
7
N
N
N
0.0061
3910000.00
3910000.00
0.0003
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
17999339.40
17999339.40
0.0015
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
40995677.78
40995677.78
0.0035
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
6001177.86
6001177.86
0.0005
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
79000000.00
79000000.00
0.0067
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
11999590.80
11999590.80
0.0010
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
20999094.90
20999094.90
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
13992514.20
13992514.20
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
0.0002
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
34998841.50
34998841.50
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
20999124.30
20999124.30
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
40997929.50
40997929.50
0.0035
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
GNMI SF AS4867 X
2046-03-15
4.500000
2940217.00
3300830.43
Agency Mortgage-Backed Securities
GNMI SF AR3764 X
2046-02-15
4.500000
2976472.00
3321244.45
Agency Mortgage-Backed Securities
GNMI SF AR3767 X
2046-02-15
4.500000
3039651.00
3357101.21
Agency Mortgage-Backed Securities
GNII SF AR1076 C
2046-05-20
3.500000
3052725.00
3269068.23
Agency Mortgage-Backed Securities
GNII SF AT4076 C
2046-07-20
3.500000
1509119.00
1621441.55
Agency Mortgage-Backed Securities
GNII SF AT0514 C
2046-05-20
3.500000
1377375.00
1450314.37
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
16000009.76
16000009.76
0.0014
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
FNMS 04.000 CLAZ5559
2045-09-01
4.000000
909141.00
963613.88
Agency Mortgage-Backed Securities
04.000 FGPC U64821 G
2046-02-01
4.000000
9463056.00
10256386.72
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
11000000.00
11000000.00
0.0009
N
Y
Y
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
56024024.56
56024024.56
0.0047
N
N
N
N
HSBC USA INC
HSBC USA INC 0.833300%
40434WAR2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-19
2016-10-19
2016-10-19
N
N
N
0.0066
57023712.57
57023712.57
0.0048
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0HG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0059
999703.00
999703.00
0.0001
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J17
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0064
115930098.40
115930098.40
0.0098
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J82
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0066
69947542.00
69947542.00
0.0059
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DHP8
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0040
16745358.58
16745358.58
0.0014
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
2020-07-31
2.000000
13510000.00
14175571.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
96300.00
104644.89
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
13999721.40
13999721.40
0.0012
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
49993950.00
49993950.00
0.0042
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBH1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-26
2016-10-26
2016-10-26
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0070
5990214.00
5990214.00
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBW8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-11-08
2016-11-08
2016-11-08
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0075
149695665.00
149695665.00
0.0127
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KL63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0056
999979.30
999979.30
0.0001
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.550000%
51489KN79
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-30
2016-08-30
2016-08-30
N
N
N
0.0064
56995388.70
56995388.70
0.0048
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.847400%
53943NM70
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-22
2016-10-24
2016-10-24
N
N
N
0.0068
114048337.14
114048337.14
0.0096
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
57945949.80
57945949.80
0.0049
N
N
N
N
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LLC 0.000000%
56274LHJ6
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
Y
SUMITOMO MITSUI BANKING CORPORATION
N/A
N/A
1.0000
N
0.0045
12996727.90
12996727.90
0.0011
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
20498852.00
20498852.00
0.0017
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJD6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0053
4996614.00
4996614.00
0.0004
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TLM3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-11-21
2016-11-21
2016-11-21
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0082
48870865.40
48870865.40
0.0041
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
2000327.82
2000327.82
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.890000%
60682AR32
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0084
85010098.85
85010098.85
0.0072
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AS56
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0050
85008985.35
85008985.35
0.0072
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
2017-05-31
2.750000
28931900.00
29580034.16
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
29000000.00
29000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DWE9
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0038
281010793.21
281010793.21
0.0238
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.700000%
60689DWL3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-09
2016-09-09
2016-09-09
N
N
N
0.0052
5001027.05
5001027.05
0.0004
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.900000%
60689DZN6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-21
2016-10-21
2016-10-21
N
N
N
0.0084
9001190.79
9001190.79
0.0008
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HP1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0040
55984482.40
55984482.40
0.0047
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
14999456.25
14999456.25
0.0013
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RJ84
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0054
34978636.00
34978636.00
0.0030
N
N
N
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
49887920.00
49887920.00
0.0042
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FJN6
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-22
2016-09-22
2016-09-22
N
N
N
0.0056
113802034.61
113802034.61
0.0096
N
N
N
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.787600%
65558LPZ9
0001002614
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-03
2016-11-03
2016-11-03
N
N
N
0.0071
110029701.10
110029701.10
0.0093
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TJK3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-19
2016-09-19
2016-09-19
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0056
32973402.00
32973402.00
0.0028
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TLM6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-11-21
2016-11-21
2016-11-21
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0082
95747001.60
95747001.60
0.0081
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TLV6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-11-29
2016-11-29
2016-11-29
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0085
99708560.00
99708560.00
0.0084
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.480000%
69033LHD4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0044
74001428.94
74001428.94
0.0063
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
13999585.60
13999585.60
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
6999721.40
6999721.40
0.0006
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LH39
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0036
18999050.00
18999050.00
0.0016
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LH47
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0036
29998185.00
29998185.00
0.0025
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JH31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0043
73995560.00
73995560.00
0.0063
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JH98
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0044
1999731.20
1999731.20
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JHB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0044
999840.40
999840.40
0.0001
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
39952260.00
39952260.00
0.0034
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHB1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0044
86986236.60
86986236.60
0.0074
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.340000%
83369YAT3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0025
23000340.40
23000340.40
0.0019
N
N
Y
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
15003093.15
15003093.15
0.0013
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
157046944.57
157046944.57
0.0133
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%
86563K7A5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0046
220027392.20
220027392.20
0.0186
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
2000267.42
2000267.42
0.0002
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
5000812.55
5000812.55
0.0004
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
21000787.71
21000787.71
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.650000%
86563QJ92
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0041
34002679.54
34002679.54
0.0029
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.640000%
86563QP61
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-12
2016-08-12
2016-08-12
N
N
N
0.0042
142012057.22
142012057.22
0.0120
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.640000%
86563QT34
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0046
98011868.78
98011868.78
0.0083
N
N
N
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
4000686.44
4000686.44
0.0003
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
4000034.40
4000034.40
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.900000%
86564EDS2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-10-27
N
N
N
0.0090
4999937.00
4999937.00
0.0004
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.825000%
86958D3M2
0001448613
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-26
2016-10-26
2016-10-26
N
N
N
0.0072
199050826.59
199050826.59
0.0168
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
115999663.60
115999663.60
0.0098
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TJF1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0057
20084750.13
20084750.13
0.0017
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88604HAG2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-11
2016-10-11
2016-10-11
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0069
13980258.60
13980258.60
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.837600%
89113WAB2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-05
2016-12-05
2016-12-05
N
N
N
0.0082
200028202.00
200028202.00
0.0169
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.495000%
89113WBW5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0044
200007602.00
200007602.00
0.0169
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
3996098.80
3996098.80
0.0003
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GHJ8
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0046
99974560.00
99974560.00
0.0085
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GJ80
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0054
90944453.60
90944453.60
0.0077
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GJN7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-22
2016-09-22
2016-09-22
N
N
N
0.0059
109901187.00
109901187.00
0.0093
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GKC9
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0066
50929660.80
50929660.80
0.0043
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.050000%
90275DBF6
Certificate of Deposit
First Tier Security
N/A
N/A
2017-01-11
2017-01-11
2017-01-11
N
N
N
0.0106
175991481.60
175991481.60
0.0149
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
22998502.70
22998502.70
0.0019
N
N
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
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
9564000.00
10898964.37
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
1384000.00
1491240.78
Corporate Debt Securities
BNP PARIBAS 144A NT 4.375%25
R0MUWSFPU8MPRO8K5P83
2025-09-28
4.375000
8539000.00
8927053.67
Corporate Debt Securities
EXELON CORP SR GLBL NT 25
3SOUA6IRML7435B56G12
2025-06-15
3.950000
424.00
465.33
Corporate Debt Securities
ENCANA CORP NT 3.9%21
CZ72ZHBVKZXQRV3XFE26
2021-11-15
3.900000
3558000.00
3554181.08
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
7849000.00
8383093.93
Corporate Debt Securities
NOBLE HOLDING INTERNATIONAL LIMITED
2018-03-16
5.000000
3018000.00
3013389.16
Corporate Debt Securities
NOBLE ENERGY INC SR GLBL NT 44
02VFQXG2D1LR5ZH3K186
2044-11-15
5.050000
7529000.00
7537662.54
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 23
549300PDHUGWPWGOT525
2023-02-15
3.450000
2989000.00
3000228.68
Corporate Debt Securities
INTL LEASE FIN CORP
2017-03-15
8.750000
2414000.00
2598235.14
Corporate Debt Securities
GENERAL ELECTRIC CO NT 5.25%17
3C7474T6CDKPR9K6YT90
2017-12-06
5.250000
134000.00
142803.69
Corporate Debt Securities
ALTERA CORP SR GLBL NT4.1%23
2023-11-15
4.100000
131000.00
150120.47
Corporate Debt Securities
AETNA INC
549300QKBENKLBXQ8968
2019-06-07
1.900000
1727468.00
1751823.38
Corporate Debt Securities
AERCAP AVIATION SOLUTIONS B V
2017-05-30
6.375000
3602000.00
3770205.90
Corporate Debt Securities
VOLKSWAGEN INTERNATIONAL FIN SR 144A NT 16
5299004PWNHKYTR23649
2016-11-18
1.125000
3055000.00
3061136.73
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP NT FLT 17
5U0XI89JRFVHWIBS4F54
2017-01-10
1.094600
2377000.00
2379583.55
Corporate Debt Securities
STANDARD CHARTERED PLC SUB GLBL 144A 43
U4LOSYZ7YG4W3S5F2G91
2043-01-09
5.300000
1805000.00
1852118.52
Corporate Debt Securities
144A/REG(S)CREDIT SUISSE GROUP FUNDING (GUERNSEY)
549300PXR5FKNXF0OH19
2023-06-09
3.800000
1409701.00
1432780.94
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR 144A NT 21
549300PXR5FKNXF0OH19
2021-04-16
3.450000
10.00
10.22
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 1.9%091817
2017-09-18
1.900000
5060000.00
5135666.68
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
60009120.00
60009120.00
0.0051
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
AI REG S KING GEORGE ROYALTY TRUST 20
2029-08-15
0.00
3493435.00
4031486.87
Corporate Debt Securities
INTL LEASE FIN CORP
2017-03-15
8.750000
555000.00
597357.29
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT3.6%23
MLU0ZO3ML4LN2LL2TL39
2023-05-25
3.600000
70000.00
72531.90
Corporate Debt Securities
GENERAL ELECTRIC CO NT 5.25%17
3C7474T6CDKPR9K6YT90
2017-12-06
5.250000
1000.00
1065.70
Corporate Debt Securities
WACHOVIA CMBS 2007-C32 A-2 20490615 FLT
549300R5UTVRJY3HSJ42
2049-06-15
5.697100
6.00
0.50
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2006-C24 B 20450315 FLT
2045-03-15
5.678000
2307504.00
2303964.55
Private Label Collateralized Mortgage Obligations
STONEY LANE FDG I LTD 2007-1 C 20220417 FLT
2022-04-17
2.079100
1184077.00
1050332.58
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.087900
3368.00
3231.91
Asset-Backed Securities
NABORS INDS INC GTD SRNT 6.15%18
549300VFQWRKICUFNU92
2018-02-15
6.150000
3930000.00
4196440.89
Corporate Debt Securities
BARRICK PD AUSTRALIA FIN PTY L GTD NT 5.95%39
2039-10-15
5.950000
4879000.00
5498578.78
Corporate Debt Securities
AMERICAN ELEC PWR INC SR GLBL -F NT 22
1B4S6S7G0TW5EE83BO58
2022-12-15
2.950000
3426000.00
3576454.69
Corporate Debt Securities
AGATE BAY MTG TR 2014-1 1-A6 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
3.500000
106799.00
40471.08
Private Label Collateralized Mortgage Obligations
Credit Suisse
2021-10-29
3.000000
1881000.00
1937147.85
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR 144A NT 21
549300PXR5FKNXF0OH19
2021-04-16
3.450000
5783134.00
5910242.46
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 1.9%091817
2017-09-18
1.900000
268000.00
272007.64
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
3926000.00
4473999.80
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%25
W7L3VLU8EHQY34Z36697
2025-03-15
7.500000
2322000.00
2096572.49
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
2803000.00
3020193.57
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL NT2.1%21
54930073LBBH6ZCBE225
2021-07-15
2.100000
199400.00
201761.56
Corporate Debt Securities
KROGER CO SR GLBL NT3.3%21
6CPEOKI6OYJ13Q6O7870
2021-01-15
3.300000
5305000.00
5646924.93
Corporate Debt Securities
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
39011649.30
39011649.30
0.0033
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0926
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.987900
200668939.00
166750000.35
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
145014210.00
145014210.00
0.0123
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
GMACM
2036-12-25
0.667900
2400000.00
498728.73
Asset-Backed Securities
SOUNDVIEW HOME FLT 01/35
2035-01-25
1.342900
2104000.00
283841.05
Asset-Backed Securities
ACE 2006-NC1 M1
2035-12-25
0.897900
2000000.00
1428061.25
Asset-Backed Securities
JPMAC 2005-OPT2 M5
2035-12-25
1.137900
2000000.00
1312554.00
Asset-Backed Securities
GSAMP 2005-HE3 M4
2035-06-25
2.287900
300000.00
247962.25
Asset-Backed Securities
MSAC 2005-WMC4 M6
2035-04-25
1.537900
200000.00
144199.55
Asset-Backed Securities
MSM 2007-2AX 2A3
2036-12-25
0.727900
2727000.00
703314.75
Asset-Backed Securities
144A AFC 2000-4 2A
2031-01-25
0.853700
60000000.00
1361333.39
Asset-Backed Securities
144A CWHEL 2006-RES 5E1B
2035-11-15
0.701300
50000000.00
4267605.77
Asset-Backed Securities
LABSM
2037-06-25
0.577900
46012000.00
5990689.66
Asset-Backed Securities
144A BMAT 2006-1A M1
2036-07-25
3.535000
26492000.00
14856445.58
Asset-Backed Securities
RASC SERIES STEP 12/32
2032-12-25
5.690000
5000000.00
2379264.68
Asset-Backed Securities
NCHET 2005-2 M4
2035-06-25
1.432900
4000000.00
2590757.13
Asset-Backed Securities
RASC 2004-KS7 AI6
2034-08-25
5.070000
4000000.00
454066.31
Asset-Backed Securities
AMSI 2005-R8 M5
2035-10-25
1.127900
4000000.00
2581500.77
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
33999989.80
33999989.80
0.0029
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
2020-04-15
0.125000
5470800.00
5700632.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.125000
9686500.00
10145360.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-01-15
0.625000
30177900.00
32095395.70
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
47000000.00
47000000.00
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
GNII SF MA3663 M
2046-05-20
3.500000
20473759.00
21630613.12
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0034
21000000.00
21000000.00
0.0018
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LH12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
Y
Natixis SA
N/A
N/A
1.0000
N
0.0043
47998281.60
47998281.60
0.0041
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LKH3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
Natixis SA
N/A
N/A
1.0000
N
0.0071
998417.80
998417.80
0.0001
N
N
N
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
PRIMUS CLO II LTD
2021-07-21
0.00
11625000.00
5005341.38
Asset-Backed Securities
OCTOGON INVESTMENTS PARTNERS
2020-10-18
0.00
5900000.00
2422433.80
Asset-Backed Securities
VOLT XXVI LLC 2014-NPL6 A-1 20430925 FLT
2043-09-25
3.125000
43758.00
21055.64
Asset-Backed Securities
GMAT 2013-1 TR
2043-11-25
3.966900
9808249.00
3718715.34
Asset-Backed Securities
BYVW OPP MST FD TR 2014-16RPL A 20291128 FLT
2029-11-28
3.844100
19000000.00
7379966.56
Asset-Backed Securities
BYVW OPP MST FD TR 2014-18NPL A 20340728 FLT
549300WH0K4VUB21RZ92
2034-07-28
3.228200
24200000.00
10851926.19
Asset-Backed Securities
BVW OPP MST FD TR 2012-4NPLIII A 20350228 FLT
2035-02-28
3.721000
12300000.00
5290972.76
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
30006849.00
30006849.00
0.0025
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
2026-05-15
1.625000
11378800.00
11533799.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-25
0.00
4804700.00
4786682.38
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
16000000.00
16000000.00
0.0014
N
Y
Y
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
20001374.20
20001374.20
0.0017
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
2018-04-30
0.510259
399000.00
399904.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.625000
25426300.00
26120892.33
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
26000000.00
26000000.00
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.500000
25400000.00
10704458.33
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-01
2.586000
16620.00
4698.52
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-08-15
7.000000
2.00
0.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
186645.00
180932.98
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
34995140.00
6868044.83
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2008
2029-07-01
3.500000
1147418.00
1030869.21
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2018-08-31
1.500000
8707300.00
8898641.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
17735700.00
18659303.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-07-15
0.125000
35321900.00
36068877.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-07-15
0.875000
433900.00
435111.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
1.375000
3536.00
3593.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-05-15
2.125000
9682000.00
10240950.02
U.S. Treasuries (including strips)
03.500 FGPC Q36002 G
2045-09-01
3.500000
2271776.00
2365083.52
Agency Mortgage-Backed Securities
03.500 FGPC Q30939 G
2045-01-01
3.500000
26803936.00
23235198.09
Agency Mortgage-Backed Securities
03.000 FGPC G08715 G
2046-08-01
3.000000
4565446.00
4749813.93
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
1750000.00
1318590.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3665
2042-10-01
3.500000
8643253.00
6048451.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
1357944.00
615388.36
Agency Mortgage-Backed Securities
FNMS 06.000 NP948552
2037-12-01
6.000000
49998761.00
3719674.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA1583
2045-10-01
4.000000
29000083.00
28344384.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6230
2044-06-01
4.000000
12498978.00
7626645.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7012
2046-04-01
3.500000
798064.00
845319.72
Agency Mortgage-Backed Securities
GNMA
2035-07-20
1.750000
804978.00
59298.91
Agency Mortgage-Backed Securities
GNMA
2023-11-20
2.000000
116508005.00
648164.90
Agency Mortgage-Backed Securities
GNMA
2025-06-20
2.000000
51.00
0.21
Agency Mortgage-Backed Securities
GNMA
2024-02-20
2.000000
56478113.00
437768.90
Agency Mortgage-Backed Securities
GNMA
2044-04-20
4.500000
19513300.00
10360987.94
Agency Mortgage-Backed Securities
GNMA
2041-10-20
3.500000
3714131.00
760826.89
Agency Mortgage-Backed Securities
GNMA
2041-08-20
2.500000
292297.00
268728.04
Agency Mortgage-Backed Securities
GNMA
2039-10-20
2.000000
5643.00
667.71
Agency Mortgage-Backed Securities
GNMA
2035-12-20
2.000000
1965.00
333.06
Agency Mortgage-Backed Securities
GNMA
2036-05-20
1.750000
593877.00
105300.66
Agency Mortgage-Backed Securities
GNMA
2035-01-20
2.500000
1454305.00
70804.77
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
180000000.00
180000000.00
0.0152
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
FANNIE MAE CONNECTICUT AVENUE SECURITIES,SERIES
2029-01-25
4.725800
5000000.00
5000000.00
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
3.277900
23800000.00
14080208.13
Private Label Collateralized Mortgage Obligations
AMERICAN CR ACCEP RECEIVABLES TR 2016 1
2022-06-13
5.550000
1000000.00
1030958.83
Asset-Backed Securities
STATOIL ASA SR GLBL NT 19
OW6OFBNCKXC4US5C7523
2019-11-08
2.250000
900000.00
928325.25
Corporate Debt Securities
JP MORGAN MADISON AVE SECS TRSER 2015 1
2025-10-25
5.987900
10000000.00
9740289.50
Private Label Collateralized Mortgage Obligations
FLAGSHIP CR AUTO TR 2016 1
2022-06-15
6.220000
1209000.00
1224316.69
Asset-Backed Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.887900
5420443.00
2395535.71
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-2 20280327 FLT
2028-03-27
3.137900
13099001.00
13415627.58
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-01-25
1.925800
5000000.00
5000000.00
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
45999599.80
45999599.80
0.0039
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
FIRST QUANTUM MINERALS LTD SR 144A NT 20
549300I7UVBGWRYMYZ18
2020-02-15
6.750000
21285000.00
20263320.02
Corporate Debt Securities
ANADARKO PETE CORP SR ZERO NT 36
B78FQ7XBQFLP4AYJ6F79
2036-10-10
0.00
71000000.00
26891960.00
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0055
40999758.10
40999758.10
0.0035
N
N
Y
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.620000%
0001330437
929NGA009
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
N
N
0.0048
1000174.81
1000174.81
0.0001
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.880000%
0000008565
929NJT005
Certificate of Deposit
First Tier Security
N/A
N/A
2016-12-01
2016-12-01
2016-12-01
N
N
N
0.0065
129102375.69
129102375.69
0.0109
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
50015025.50
50015025.50
0.0042
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
73022032.13
73022032.13
0.0062
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.670000%
0001142175
930PSX008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-11
2016-10-11
2016-10-11
N
N
N
0.0066
1000019.81
1000019.81
0.0001
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
51006176.61
51006176.61
0.0043
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
50007050.00
50007050.00
0.0042
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.845700%
94988ET57
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-30
2016-10-03
2016-10-03
N
N
N
0.0060
229101220.29
229101220.29
0.0194
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.859600%
94988EUY2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-08
2016-12-06
2016-12-06
N
N
N
0.0088
58000174.58
58000174.58
0.0049
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
2999588.70
2999588.70
0.0003
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
39529100.00
40224131.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.375000
1567800.00
1597137.88
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
41000000.00
41000000.00
0.0035
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
169000000.00
134647963.56
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
116613481.00
64735555.53
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-10-01
3.000000
3489425.00
3422565.05
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
195000000.00
195000000.00
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
WF CR RISK TR SEC TR 2015-WF1 II-M-1 20251125 FLT
549300T6W1U156OOG754
2025-11-25
3.337900
5303116.00
4547107.20
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.077600
4497584.00
3859661.92
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.441700
3693958.00
3093662.45
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
10000000.00
10000000.00
0.0008
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.560000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.56_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.251400
12220000.00
9329387.32
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.137100
3500000.00
2667623.79
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
549300W6NRTMFPYUPG47
2050-04-15
4.365300
2700000.00
2064070.71
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
5493007CD1Q2V06I4172
2047-12-17
3.957000
4000000.00
3160523.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.248800
19470076.00
13874120.94
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 I-M-1 20251125 FLT
549300T6W1U156OOG754
2025-11-25
3.237900
498296.00
385420.19
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.264500
4000000.00
2856716.55
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
549300AI15Z36GKLCS90
2019-11-01
2.456600
13000000.00
9884617.01
Private Label Collateralized Mortgage Obligations
LSTAR SECS INVEST TR 2014-1 NOTES 20210901 FLT
549300G0896Q0YXJZE58
2021-09-01
3.566600
5000000.00
3798442.23
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
1.388200
6690265.00
5293076.73
Private Label Collateralized Mortgage Obligations
CITI GRP COML MTG TR 2008-C7 A-J 20491210 FLT
2049-12-10
6.139700
5100000.00
3769713.00
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
17.932700
8027000.00
6173175.50
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0056
54999708.50
54999708.50
0.0047
N
N
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
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.443000
6076475.00
5839168.40
Asset-Backed Securities
SILVER BAY RLTY TR 2014-1 F 20310918 FLT
2031-09-18
3.996000
557000.00
531082.80
Asset-Backed Securities
PRETIUM MTG CR PRTNR 2016-NPL3 A-1 20310529 FLT
2031-05-29
4.375000
11664919.00
11111360.35
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
3.443000
27527000.00
26434802.05
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT
2031-06-19
2.982100
1753000.00
1678683.38
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
3.732100
5256000.00
5010413.58
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0056
43999639.20
43999639.20
0.0037
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 03.000 CLAL8684
2043-07-01
3.000000
26342967.00
27353472.51
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL8685
2044-01-01
3.500000
28305143.00
29397001.45
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA2665
2026-05-01
3.500000
4875563.00
5062828.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2578
2046-04-01
3.500000
856461.00
889464.62
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD4399
2031-07-01
2.500000
1646838.00
1709945.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD0085
2046-06-01
3.000000
2071803.00
2151559.24
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
63999609.60
63999609.60
0.0054
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 02.500 CI890760
2046-07-01
2.500000
14753637.00
15323517.54
Agency Mortgage-Backed Securities
FNMS 02.500 CI890739
2046-04-01
2.500000
8278274.00
8598017.73
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
22999858.78
22999858.78
0.0019
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.560000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.56_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COLONY AMERICAN HOMES 2014-1 D 20310519 FLT
2031-05-19
2.596000
1245000.00
1106126.89
Asset-Backed Securities
RMAT LLC 2015-RPL1 A-1 20200526 FLT
2020-05-26
3.967000
4948000.00
4376634.91
Asset-Backed Securities
CAM MTG LLC 2016-1
2056-01-25
4.000000
10909082.00
9914281.37
Asset-Backed Securities
CWABS INC 2004-12 MV-5 20350225 FLT
2035-02-25
1.987900
5000000.00
4493544.39
Asset-Backed Securities
CSMC TR 2015-RPL2 A-1A 20571126 FLT
549300S2IB9K8K91T790
2057-11-26
3.750000
5000000.00
4457490.12
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-EC1 M-2 20351225 FLT
2035-12-25
0.917900
3500000.00
3139909.46
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASTER FD IVB RPL TR 2016 1
2031-01-28
4.350000
6649125.00
5865644.37
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-03
2016-08-03
2016-08-03
N
N
N
0.0056
28999846.30
28999846.30
0.0025
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
2024-02-15
2.750000
412112000.00
458009597.27
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
458000000.00
458000000.00
0.0387
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
NAA 2006-S4 A1
2036-08-25
0.827900
23249000.00
1489417.78
Asset-Backed Securities
ABFS 2002-1 A5
2032-12-15
7.010000
22281000.00
7866093.75
Asset-Backed Securities
GTMH 98-7M1 ASSETBK LOAN
2030-07-01
6.400000
22000000.00
18966892.48
Asset-Backed Securities
ACE 2006-SL4 A1
2036-09-25
0.727900
18332500.00
819847.87
Asset-Backed Securities
RASC 2007-KS2 M1
2037-02-25
0.747900
17688065.00
5926943.67
Asset-Backed Securities
FFML 2007-FFA A1
2028-01-25
0.767900
120773498.00
8025448.41
Asset-Backed Securities
GSAA 2006-S1 1A1
2037-01-25
0.807900
90000000.00
8812013.49
Asset-Backed Securities
SACO 2006-9 A1
2036-08-25
0.787900
74764673.00
10177804.44
Asset-Backed Securities
GSAMP 2006-S1 A1
2035-11-25
0.767900
73019000.00
2957172.40
Asset-Backed Securities
SACO 2005-10 1A
2036-06-25
1.007900
65000000.00
7455444.60
Asset-Backed Securities
CWHEL 2007-C A
2037-05-15
0.631300
49708177.00
6762852.33
Asset-Backed Securities
ABS CONSECO FIN 00-1
2029-09-01
8.060000
49260000.00
16163196.74
Asset-Backed Securities
CWL 2006-13 MV1
2037-01-25
0.777900
40600000.00
21601678.24
Asset-Backed Securities
ACE 2007-ASL1 A2
2036-12-25
0.827900
39200000.00
2997961.43
Asset-Backed Securities
SASC 2006-WF2 M2
2036-07-25
0.777900
32865000.00
21792626.88
Asset-Backed Securities
144A REG S PEGASUS AVIATION
2031-05-10
0.634400
30500000.00
2915766.19
Asset-Backed Securities
CITIGROUP FLT 10/36
549300R1KUK063S4I339
2036-10-25
0.817900
27788000.00
17975152.81
Asset-Backed Securities
ACE 2006-SL3 A1
2036-06-25
0.687900
25550000.00
958970.82
Asset-Backed Securities
RASC SERIES FLT 01/36
2036-01-25
1.127900
4268500.00
2356656.42
Asset-Backed Securities
RAMP 2005-RS8 M3
2035-09-25
1.007900
3983000.00
1746585.45
Asset-Backed Securities
SURF 2005-BC3 M4
2036-06-25
1.462900
409322.00
115885.78
Asset-Backed Securities
RASC SERIES FLT 04/35
2035-04-25
2.287900
300000.00
102421.22
Asset-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-05-04
0.00
215000.00
64925.70
Agency Debentures and Agency Strips
CMLTI 2005-OPT3 M6
2035-05-25
1.507900
13916000.00
3499094.04
Asset-Backed Securities
RASC 2006-EMX3 M1
2036-04-25
0.817900
9500000.00
4417329.59
Asset-Backed Securities
CWHEL 2006-A A
2032-04-15
0.671300
9420000.00
761397.34
Asset-Backed Securities
GT 1999-5 A5
2030-03-01
7.860000
9335000.00
3804468.74
Asset-Backed Securities
NATIONSTAR HOME FLT 03/37
2037-03-25
0.787900
8000000.00
2208456.52
Asset-Backed Securities
NHELI 2006-HE3 M1
2036-07-25
0.787900
8000000.00
2786936.28
Asset-Backed Securities
BSSLT
2036-12-25
1.687900
7737000.00
7291754.00
Asset-Backed Securities
ACE 2006-HE1 M1
2036-02-25
0.877900
7000000.00
2534064.38
Asset-Backed Securities
SVHE 2007-1 M1
2037-03-25
0.807900
7000000.00
1546452.70
Asset-Backed Securities
CMLTI
549300R1KUK063S4I339
2035-05-25
1.522900
6300000.00
4902607.24
Asset-Backed Securities
NHELI 2006-FM1 M1
2035-11-25
0.897900
5950000.00
2145428.82
Asset-Backed Securities
144A BAYV 2004-B A2
2039-05-28
1.792600
5950000.00
2046637.29
Asset-Backed Securities
AMSI 2005-R7 M5
2035-09-25
1.137900
5750000.00
2038259.65
Asset-Backed Securities
SAST 2006-1 M4
2036-03-25
1.132900
5000000.00
811039.43
Asset-Backed Securities
MLMI 2005-FM1 M2
2036-05-25
1.067900
5000000.00
2412747.00
Asset-Backed Securities
CONTIMORTGAGE STEP 03/27
2027-03-15
2.966500
5000000.00
362354.63
Asset-Backed Securities
NCHET 2005-2 M6
2035-06-25
1.507900
4843000.00
614087.28
Asset-Backed Securities
MASTR ASSET FLT 01/36
2036-01-25
0.897900
3600000.00
1083511.81
Asset-Backed Securities
SASC 2006-WF1 M7
2036-02-25
1.437900
3438000.00
514332.58
Asset-Backed Securities
ACE
2035-10-25
0.967900
3176000.00
1788136.73
Asset-Backed Securities
SASC 2005-9XS M1
2035-06-25
0.937900
3128000.00
1670257.04
Asset-Backed Securities
AMSI 2004-R11 M8
2034-11-25
3.487900
3000000.00
116065.36
Asset-Backed Securities
RASC SERIES FLT 01/36
2036-01-25
0.957900
3000000.00
257535.36
Asset-Backed Securities
UCFCM 1997-1 M
2028-06-15
7.675000
2925000.00
1326614.95
Asset-Backed Securities
RASC 2007-KS4 M1S
2037-05-25
0.847900
2750000.00
1499071.15
Asset-Backed Securities
MABS 2005-HE2 M4
2035-10-25
1.087900
2500000.00
1526007.06
Asset-Backed Securities
CXHE 2005-D M7
2035-10-25
1.687900
2500000.00
1065463.13
Asset-Backed Securities
AMERIQUEST FLT 11/35
2035-11-25
1.067900
2026000.00
1252450.75
Asset-Backed Securities
GMACM 2004-GH1 B
2035-07-25
4.720500
2000000.00
188647.63
Asset-Backed Securities
RASC SERIES FLT 08/35
2035-08-25
1.637900
2000000.00
1381960.39
Asset-Backed Securities
RAMP 2003-RS9 MII3
2033-10-25
3.712900
1750000.00
141567.23
Asset-Backed Securities
RAMP SERIES FLT 08/35
2035-08-25
1.607900
784000.00
496253.41
Asset-Backed Securities
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
197158644.10
197158644.10
0.0167
N
N
N
Y
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.370000%
0001498632
ATD0HCG50
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
135000000.00
135000000.00
0.0114
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
ATD0HD360
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
125999880.30
125999880.30
0.0107
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
ATD0HD378
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
17999953.20
17999953.20
0.0015
N
N
Y
N
BANK OF MONTREAL (MONTREAL BRANCH)
BANK OF MONTREAL (MONTREAL BRANCH) 0.390000%
0000009622
ATD0HD3M5
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0040
193999709.00
193999709.00
0.0164
N
N
Y
N
FIFTH THIRD BANK(CAYMAN ISLANDS)
FIFTH THIRD BANK(CAYMAN ISLANDS) 0.410000%
0000035528
ATD0HD3S2
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
57999944.90
57999944.90
0.0049
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.400000%
0000917311
ATD0HDTD7
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
66999829.15
66999829.15
0.0057
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.410000%
0001245022
ATD0HDTH8
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
174999658.75
174999658.75
0.0148
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.350000%
0001498632
ATD0HF795
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
99998910.00
99998910.00
0.0085
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.340000%
0000926171
ATD0HF7B0
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
117998584.00
117998584.00
0.0100
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000%
0001448613
ATD0HF7E4
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
36000000.00
36000000.00
0.0030
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.270000%
JJKC32MCHWDI71265Z06
0000838135
ATD0HF7H7
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
88000000.00
88000000.00
0.0074
N
Y
Y
N
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.290000%
0001002614
ATD0HF7M6
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
8000000.00
8000000.00
0.0007
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0HF7O2
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
235000000.00
235000000.00
0.0199
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.400000%
0000859994
ATD0HF7P9
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
114999379.00
114999379.00
0.0097
N
N
Y
N
The Charles Schwab Family of Funds
2016-08-05
Mark Fischer
Mark Fischer
Chief Financial Officer