0001145549-13-006001.txt : 20130829
0001145549-13-006001.hdr.sgml : 20130829
20130708133041
ACCESSION NUMBER: 0001145549-13-006001
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130708
DATE AS OF CHANGE: 20130708
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-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 13957000
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-06-30
0000857156
S000004504
1
N
N
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
84-00896
N
N
N
Prime
56
87
37317887616.54
16170062.15
181930471.62
37152127207.07
0.0026
1.0001
2013-06-30
1.0001
2013-06-30
C000012378
1.00
37152127207.07
1.00
738257681.60
7376370376.61
6638112695.01
0.0006
1.0001
2013-06-30
1.0001
2013-06-30
Abbey National North America, LLC
Abbey National North America, LLC 0.340000%
0027A0UX7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-31
2013-07-31
N
Y
Santander UK Plc
N/A
N/A
N
18000000.00
17994900.00
0.0005
N
17996580.00
17996580.00
Abbey National North America, LLC
Abbey National North America, LLC 0.340000%
0027A0V16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
Y
Santander UK Plc
N/A
N/A
N
17000000.00
16995022.78
0.0005
N
16996770.00
16996770.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.320000%
00279HG91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
Y
Santander UK Plc
N/A
N/A
N
140000000.00
140000000.00
0.0038
N
140015400.00
140015400.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300000%
00279HH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
Y
Santander UK Plc
N/A
N/A
N
133000000.00
133000000.00
0.0036
N
133015960.00
133015960.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.200000%
00279HJ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
Y
Santander UK Plc
N/A
N/A
N
10000000.00
10000000.00
0.0003
N
10000000.00
10000000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.200000%
00279HJ56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
Y
Santander UK Plc
N/A
N/A
N
52000000.00
52000000.00
0.0014
N
52000000.00
52000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
255000000.00
255000000.00
0.0069
Security is a time deposit.
N
255000000.00
255000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005_M130701
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
285000000.00
285000000.00
0.0077
Security is a time deposit.
N
285000000.00
285000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M130703
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
115000000.00
115000000.00
0.0031
Security is a time deposit.
N
115000000.00
115000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130705
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
207000000.00
207000000.00
0.0056
Security is a time deposit.
N
207000000.00
207000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXZ1
Other Note
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
303000000.00
303000000.00
0.0082
N
303018180.00
303018180.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYL1
Other Note
N
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
40000000.00
40000000.00
0.0011
N
40003200.00
40003200.00
Bank of Montreal
Bank of Montreal 0.120000%
06366AGM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
111000000.00
111000000.00
0.0030
N
110998890.00
110998890.00
Bank of Montreal
Bank of Montreal 0.120000%
06366AGW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
19000000.00
19000000.00
0.0005
N
18999810.00
18999810.00
Bank of Montreal
Bank of Montreal 0.090000%
06366AHA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
306000000.00
306000000.00
0.0082
N
305996940.00
305996940.00
Bank of Montreal
Bank of Montreal 0.070000%
06366AHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
160000000.00
160000000.00
0.0043
N
159996800.00
159996800.00
Bank of Montreal
Bank of Montreal 0.080000%
06366AHH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
329000000.00
329000000.00
0.0089
N
328993420.00
328993420.00
Bank of Nova Scotia
Bank of Nova Scotia 0.380000%
06417E6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-24
N
N
N
338000000.00
338000000.00
0.0091
N
338074360.00
338074360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417FST8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
87000000.00
87000000.00
0.0023
N
87011310.00
87011310.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417FSZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
169000000.00
169000000.00
0.0045
N
169011830.00
169011830.00
Bank of Nova Scotia
Bank of Nova Scotia 0.010000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
520000000.00
520000000.00
0.0140
Security is a time deposit.
N
520000000.00
520000000.00
Bank of the West
Bank of the West 0.280000%
06426GBJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
38000000.00
38000000.00
0.0010
N
38009880.00
38009880.00
Bank of the West
Bank of the West 0.280000%
06426GBK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-30
2013-08-30
N
N
N
69000000.00
69000000.00
0.0019
N
69019320.00
69019320.00
Bank of the West
Bank of the West 0.280000%
06426GBL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
79000000.00
79000000.00
0.0021
N
79021330.00
79021330.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
192000000.00
192000000.00
0.0052
N
192009600.00
192009600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FJK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
71000000.00
71000000.00
0.0019
N
71004970.00
71004970.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
172000000.00
172000000.00
0.0046
N
172082560.00
172082560.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
7000000.00
7000000.00
0.0002
N
7003430.00
7003430.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
125000000.00
125000000.00
0.0034
N
125061250.00
125061250.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
68000000.00
68000000.00
0.0018
N
68034000.00
68034000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
209000000.00
209000000.00
0.0056
N
209054340.00
209054340.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
4000000.00
4000000.00
0.0001
N
4001040.00
4001040.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
17000000.00
17000000.00
0.0005
N
17004590.00
17004590.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
117000000.00
117000000.00
0.0031
N
117032760.00
117032760.00
Barclays Bank Plc
Barclays Bank Plc 0.420000%
06741XLH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
30000000.00
30000000.00
0.0008
N
30003900.00
30003900.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
14000000.00
14000000.00
0.0004
N
14005880.00
14005880.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
17000000.00
17000000.00
0.0005
N
17007310.00
17007310.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
77000000.00
77000000.00
0.0021
N
77033110.00
77033110.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XPB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
82000000.00
82000000.00
0.0022
N
82036080.00
82036080.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XQL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
167000000.00
167000000.00
0.0045
N
167051770.00
167051770.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
21000000.00
21000000.00
0.0006
N
21005880.00
21005880.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XRV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
168000000.00
168000000.00
0.0045
N
168016800.00
168016800.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M130701_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-07-15
1.000000
Treasury Debt
100000000.00
100496038.67
United States Treasury Department
2014-01-15
1.000000
Treasury Debt
96392300.00
97280881.50
United States Treasury Department
2014-03-15
1.250000
Treasury Debt
30833100.00
31182641.78
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
78179400.00
77044083.94
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
300000000.00
300000000.00
0.0081
N
300000000.00
300000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M130701_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-03-15
1.250000
Treasury Debt
51494900.00
52078675.85
United States Treasury Department
2014-11-15
0.375000
Treasury Debt
77729800.00
77922520.90
United States Treasury Department
2016-03-31
2.375000
Treasury Debt
63015700.00
66461478.71
United States Treasury Department
2018-03-31
2.875000
Treasury Debt
75000000.00
80961834.02
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
75000000.00
81678705.98
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
352005637.00
352005637.00
0.0095
N
352005637.00
352005637.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HWQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
Y
Barclays Bank Plc
N/A
N/A
N
54000000.00
53973225.00
0.0015
N
53967600.00
53967600.00
Barclays US Funding Corp
Barclays US Funding Corp 0.360000%
06737HXM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
Y
Barclays Bank Plc
N/A
N/A
N
19000000.00
18978720.00
0.0005
N
18983280.00
18983280.00
Barclays US Funding Corp
Barclays US Funding Corp 0.320000%
06737HYE3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
Y
Barclays Bank Plc
N/A
N/A
N
71000000.00
70914168.88
0.0019
N
70916220.00
70916220.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
Y
Barclays Bank Plc
N/A
N/A
N
14000000.00
13982037.22
0.0004
N
13980960.00
13980960.00
BNP Paribas
BNP Paribas 0.400000%
05567VD28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
27000000.00
27006425.29
0.0007
N
27009450.00
27009450.00
BNP Paribas
BNP Paribas 0.440000%
05572NLU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
43000000.00
43000000.00
0.0012
N
43010750.00
43010750.00
BNP Paribas
BNP Paribas 0.430000%
05572NLZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
200000000.00
200000000.00
0.0054
N
200064000.00
200064000.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
14000000.00
14000000.00
0.0004
N
14004760.00
14004760.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
83000000.00
83000000.00
0.0022
N
83025730.00
83025730.00
BNP Paribas
BNP Paribas 0.410000%
05572NMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
19000000.00
19000000.00
0.0005
N
19006840.00
19006840.00
BNP Paribas
BNP Paribas 0.400000%
05572NNC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
75000000.00
75000000.00
0.0020
N
75013500.00
75013500.00
BNP Paribas
BNP Paribas 0.400000%
05572NNT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
52000000.00
52000000.00
0.0014
N
52006760.00
52006760.00
BNP Paribas
BNP Paribas 0.390000%
05572NNV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
N
N
69000000.00
69000000.00
0.0019
N
69006210.00
69006210.00
BNP Paribas
BNP Paribas 0.390000%
05572NNX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
151000000.00
151000000.00
0.0041
N
151013590.00
151013590.00
BNP Paribas
BNP Paribas 0.390000%
05572NPA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
37000000.00
37000000.00
0.0010
N
37003700.00
37003700.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130701_2M49
0001197610
Other Repurchase Agreement
N
Abbott Laboratories
2040-05-27
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75644.00
85165.60
AMGEN INC
2018-06-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
746079.00
882105.99
AT & T INC
2037-09-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
57348.50
BANCO DE CREDITO DEL PERU
2016-03-16
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
462157.00
484552.36
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180133.00
181782.72
BB & T CORP
2014-03-28
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1521114.00
1540883.41
CAISSE CENTRALE DESJARDINS
2017-03-06
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8209396.00
8316756.66
CENTREPOINT ENERGY INC
2018-05-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2122780.00
2532501.31
CITIGROUP INC
2017-11-21
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1694470.00
1936567.64
CNOOC FIN 2012 LTD
2022-05-02
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128323.00
124193.57
COMCAST CORP SPL A
2018-05-15
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1142880.00
1339910.61
Danaher Corp
2019-03-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6335000.00
7463643.59
DISNEY (WALT) CO, THE
2041-08-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1345340.00
1329522.17
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4971051.00
6073549.33
FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC
2020-12-25
1.891000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1797471.00
1659440.31
FRANCE TELECOM
2015-09-16
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38794.00
39599.01
GCB REGS KOREA HIGHWAY
2014-04-07
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3141276.00
3216226.85
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
449103.00
466974.06
KFW KREDITANSTALT FUR
2013-10-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1836445.00
1870806.93
LOWE'S CO INC
2036-10-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699258.00
3043362.41
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212062.00
235482.13
NEW ENGLAND T&T CO
2029-11-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
396785.00
495610.75
NORTHERN NATURAL GAS COPANY
2042-09-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215016.00
195335.70
NORTHROP GRUMMAN CORP
2023-08-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
99628.05
PETROBRAS ENERGIA S.A.
2017-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6391942.00
6628554.82
PPL CAPITAL FDG
2043-06-01
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2102219.00
1884217.72
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34064.00
35084.97
TEVA PHARMACEUTICAL FIN IV LLC
2020-03-18
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4860269.00
4661484.00
TIME WARNER CABLE INC
2042-09-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
181685.25
UNITED TECHNOLOGIES
2035-05-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
746090.00
832323.08
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
55000000.00
55000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
55000000.00
55000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130705_2M49
0001197610
Other Repurchase Agreement
N
BB & T CORP
2014-03-28
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1382169.00
1400132.59
ELI LILLY AND COMPANY
2017-03-15
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1063050.00
1204752.20
FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC
2020-12-25
1.891000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
113169.00
104478.57
FRANCE TELECOM
2015-09-16
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2689179.00
2744981.71
IBM CORP
2020-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
296332.00
278035.64
JOHNSON AND JOHNSON
2040-09-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2771430.00
2861598.47
MORGAN STANLEY NOTES
2021-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18461531.00
20437422.55
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125745.00
3219430.52
SPAREBANK 1 BOLIGKREDIT
2013-10-25
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29895112.00
30038234.85
TOTAL CAPITAL
2021-12-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
888707.00
952013.80
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
60000000.00
60000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
60001200.00
60001200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130705_2M49
0001197610
Other Repurchase Agreement
N
ADJ RATE MORT TRUST 2004-1
2035-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1059549.00
185694.64
BARMINCO FIN PTY LTD
2018-06-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
862848.00
759306.24
CRICKET COMMUNICATIONS INC
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3612257.00
3515503.70
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13317.00
13933.74
FIRST DATA CORP
2019-06-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3106716.00
3208191.27
FIRST DATA CORP
2020-08-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3368364.58
FORD MOTOR
2016-12-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3019471.00
3636748.17
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2443883.00
2562258.58
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
15000000.00
15000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15000000.00
15000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.100000%
987WVU007_0.1000_M130701_2M49
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-07-31
2.625000
Treasury Debt
4594900.00
4764828.79
United States Treasury Department
2015-05-15
4.125000
Treasury Debt
104614600.00
112535187.42
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
115000000.00
115000000.00
0.0031
N
115000000.00
115000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M130701_2M49
0001197610
Government Agency Repurchase Agreement
Y
4.125 FHLB 19 VB
2019-12-13
4.125000
Government Agency Debt
9360000.00
10408121.10
Fannie Mae
2013-07-17
4.375000
Government Agency Debt
859000.00
877731.33
Fannie Mae
2013-10-22
1.050000
Government Agency Debt
10260000.00
10308683.70
Fannie Mae
2015-03-25
0.400000
Government Agency Debt
10000000.00
9998333.33
Fannie Mae
2016-02-22
0.520000
Government Agency Debt
9750000.00
9700372.50
Fannie Mae
2016-10-03
0.650000
Government Agency Debt
10000000.00
9932147.22
Fannie Mae
2017-05-26
1.000000
Government Agency Debt
9715000.00
9599132.43
Fannie Mae
2019-02-21
1.750000
Government Agency Debt
10000000.00
9913736.11
Farm Federal Credit Bank
2014-05-13
0.200000
Government Agency Debt
10000000.00
10006000.00
Farm Federal Credit Bank
2015-11-16
1.500000
Government Agency Debt
7631000.00
7811778.39
Farm Federal Credit Bank
2018-10-02
1.250000
Government Agency Debt
10000000.00
9718361.11
Farm Federal Credit Bank
2020-03-26
1.750000
Government Agency Debt
10722000.00
10279526.89
Federal Home Loan Bank
2013-08-19
0.00
Government Agency Debt
10000000.00
9999400.00
Federal Home Loan Bank
2016-05-18
5.375000
Government Agency Debt
8685000.00
9874065.28
FHDN 12/04/13
2013-12-04
0.00
Government Agency Debt
9650000.00
9645754.00
FHDN 12/26/13
2013-12-26
0.00
Government Agency Debt
10095000.00
10089952.50
Freddie Mac
2013-12-09
0.00
Government Agency Debt
9928000.00
9923433.12
Freddie Mac
2016-01-28
0.500000
Government Agency Debt
10500000.00
10456355.00
Freddie Mac
2016-08-25
2.000000
Government Agency Debt
9262000.00
9648348.89
Freddie Mac
2017-03-28
1.250000
Government Agency Debt
10000000.00
9966750.00
Freddie Mac
2017-06-26
1.125000
Government Agency Debt
9000000.00
8943322.50
Freddie Mac
2017-06-29
1.000000
Government Agency Debt
9273000.00
9231941.22
Freddie Mac
2019-05-21
1.700000
Government Agency Debt
10000000.00
9850972.22
Freddie Mac
2020-03-13
2.250000
Government Agency Debt
10000000.00
10044225.00
Freddie Mac
2021-07-19
2.000000
Government Agency Debt
9825000.00
9384971.00
Freddie Mac
2032-10-04
3.400000
Government Agency Debt
11845000.00
9187409.73
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
240000000.00
240000000.00
0.0065
N
240000000.00
240000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.150000%
987WVU007_0.1500_M130701_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-01-30
1.250000
Government Agency Debt
217232000.00
219821164.07
Fannie Mae
2017-02-13
5.000000
Government Agency Debt
82847000.00
95914457.31
Fannie Mae
2017-04-27
1.125000
Government Agency Debt
66825000.00
66765275.16
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
375000000.00
375000000.00
0.0101
N
375000000.00
375000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987YEA006_0.0700_M130705_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-09-25
4.000000
Government Agency Debt
17264804.00
18217631.27
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
46923287.00
27856194.21
Freddie Mac
2038-12-15
4.000000
Government Agency Debt
22500000.00
23894145.00
GNMA
2028-05-20
2.000000
Government Agency Debt
23072308.00
22488788.72
GNMA
2038-01-20
0.691600
Government Agency Debt
150000000.00
22126642.40
GNMA
2038-03-20
0.728200
Government Agency Debt
200000000.00
28576824.46
GNMA
2039-08-20
3.750000
Government Agency Debt
94997000.00
27989774.28
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
163000000.00
163000000.00
0.0044
N
162995110.00
162995110.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DTU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
56000000.00
56000000.00
0.0015
N
56000000.00
56000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DUD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
N
221000000.00
221000000.00
0.0059
N
221000000.00
221000000.00
CAFCO, LLC
CAFCO, LLC 0.350000%
12476EUW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
49450000.00
49436057.85
0.0013
N
49441099.00
49441099.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EW47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
90000000.00
89925250.00
0.0024
N
89962200.00
89962200.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EYR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39934666.67
0.0011
N
39941600.00
39941600.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242900%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-07-10
2014-03-10
N
N
N
312000000.00
312000000.00
0.0084
N
312246480.00
312246480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.010000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
275000000.00
275000000.00
0.0074
Security is a time deposit.
N
275000000.00
275000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JU81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49997666.67
0.0013
N
49997500.00
49997500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JUB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
68000000.00
67995466.67
0.0018
N
67995920.00
67995920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JUV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
44000000.00
43992471.11
0.0012
N
43993400.00
43993400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JVC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
25000000.00
24993583.33
0.0007
N
24994000.00
24994000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JVW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-30
2013-08-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
25000000.00
24991250.00
0.0007
N
24990750.00
24990750.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JW48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
64000000.00
63975733.34
0.0017
N
63973760.00
63973760.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
32000000.00
31984320.00
0.0009
N
31982400.00
31982400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
33000000.00
32983637.50
0.0009
N
32981520.00
32981520.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
97000000.00
96947943.34
0.0026
N
96939860.00
96939860.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999428.33
0.0000
N
999320.00
999320.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
39000000.00
38977022.50
0.0010
N
38972700.00
38972700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999125.00
0.0004
N
14999700.00
14999700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TUB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10999083.33
0.0003
N
10999670.00
10999670.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TVU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49978250.00
0.0013
N
49994000.00
49994000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10993565.00
0.0003
N
10997250.00
10997250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99940000.00
0.0027
N
99973000.00
99973000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TX38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-03
2013-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46966865.00
0.0013
N
46982610.00
46982610.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19985266.67
0.0005
N
19991600.00
19991600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24980861.11
0.0007
N
24988750.00
24988750.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TXQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49960069.45
0.0013
N
49974000.00
49974000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TY45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46000000.00
45959750.00
0.0012
N
45971480.00
45971480.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
197000000.00
197000000.00
0.0053
N
197025610.00
197025610.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
53000000.00
53000000.00
0.0014
N
53006890.00
53006890.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
171000000.00
171000000.00
0.0046
N
171011970.00
171011970.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
55000000.00
55000000.00
0.0015
N
54996150.00
54996150.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
18000000.00
18000000.00
0.0005
N
17998740.00
17998740.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
100000000.00
100000000.00
0.0027
N
99993000.00
99993000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.010000%
16199Y003
0001325347
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
145000000.00
145000000.00
0.0039
Security is a time deposit.
N
145000000.00
145000000.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BV51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64968402.77
0.0017
N
64985700.00
64985700.00
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BW43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
177000000.00
176852991.66
0.0048
N
176925660.00
176925660.00
Citibank, NA
Citibank, NA 0.280000%
17304UDF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
54000000.00
54000000.00
0.0015
N
54003240.00
54003240.00
Citibank, NA
Citibank, NA 0.400000%
17304UEK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
16000000.00
16000000.00
0.0004
N
16009760.00
16009760.00
Citibank, NA
Citibank, NA 0.400000%
17304UFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
15000000.00
15000000.00
0.0004
N
15007950.00
15007950.00
Citibank, NA
Citibank, NA 0.400000%
17304UFQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
224000000.00
224000000.00
0.0060
N
224127680.00
224127680.00
Citibank, NA
Citibank, NA 0.400000%
17304UFT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
198000000.00
198000000.00
0.0053
N
198112860.00
198112860.00
Citibank, NA
Citibank, NA 0.400000%
17304UFW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2013-12-18
N
N
N
38000000.00
38000000.00
0.0010
N
38022040.00
38022040.00
Citibank, NA
Citibank, NA 0.400000%
17304UFZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
225000000.00
225000000.00
0.0061
N
225130500.00
225130500.00
Citibank, NA
Citibank, NA 0.090000%
17304UGP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
152000000.00
152000000.00
0.0041
N
152000000.00
152000000.00
Citibank, NA
Citibank, NA 0.130000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
100000000.00
100000000.00
0.0027
Security is a time deposit.
N
99999000.00
99999000.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
237000000.00
236660826.69
0.0064
N
236630280.00
236630280.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
20000000.00
19972444.44
0.0005
N
19970800.00
19970800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.233800%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2014-03-03
N
N
N
150000000.00
150000000.00
0.0040
N
150004500.00
150004500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272DWG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
100000000.00
99963638.90
0.0027
N
99968000.00
99968000.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
114000000.00
113944583.32
0.0031
N
113970360.00
113970360.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UWG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43956708.90
0.0012
N
43971400.00
43971400.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
43000000.00
43000000.00
0.0012
N
43004300.00
43004300.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.270000%
22532UVM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
109000000.00
109000000.00
0.0029
N
109000000.00
109000000.00
Credit Agricole SA
Credit Agricole SA 0.310000%
922EHT004
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
237000000.00
237000000.00
0.0064
N
237035550.00
237035550.00
Credit Agricole SA
Credit Agricole SA 0.280000%
922JUS000
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
59000000.00
59000000.00
0.0016
N
59001180.00
59001180.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D3Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
101000000.00
101000000.00
0.0027
N
101018180.00
101018180.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
140000000.00
140000000.00
0.0038
N
140029400.00
140029400.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6D6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
54000000.00
54000000.00
0.0015
N
54012420.00
54012420.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
115000000.00
115000000.00
0.0031
N
115027600.00
115027600.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
10000000.00
10000000.00
0.0003
N
10001100.00
10001100.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
71000000.00
71000000.00
0.0019
N
71007100.00
71007100.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DV71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
220000000.00
220000000.00
0.0059
N
220022000.00
220022000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M130701_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2047-12-15
2.150000
Government Agency Debt
129730000.00
123765991.93
Freddie Mac
2048-06-15
2.630000
Government Agency Debt
2480000.00
2550663.05
Freddie Mac
2052-06-15
4.680000
Government Agency Debt
561722.00
568029.73
Freddie Mac
2053-05-15
3.120000
Government Agency Debt
788353.00
773710.98
GNMA
2039-11-20
2.500000
Government Agency Debt
105802234.00
52335769.41
United States Treasury Department
2014-06-26
0.00
Treasury Debt
4738000.00
4730845.51
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
181102751.00
181102751.00
0.0049
N
181102751.00
181102751.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2M49
0001230485
Other Repurchase Agreement
N
144A ARMOR 2005-1A B5
2037-12-10
0.852800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3558000.00
6487.13
144A BACM 2006-2 K
2045-05-10
5.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2152250.00
9522.09
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
149803.31
144A BCRR 2009-1 1A1
2045-08-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2220000.00
2487212.47
144A CCAO 3A C
2028-11-15
7.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3110000.00
3193681.04
144A CCMFC 2005-2A B1
2036-05-25
0.563000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
19610.77
144A CCMFC 2006-1A B1
2046-12-25
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2014000.00
14416.85
144A CMLT 2008-LS1 J
2049-12-10
6.208400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14300000.00
99618.76
144A COMM 2005-C6
2044-06-10
5.484300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
12098.25
144A CSFB 2003-C4 G
2036-08-15
5.727100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
104614.68
144A CSMC 2007-C2 H
2049-01-15
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
97241.67
144A CSMC 2007-C2 J
2049-01-15
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15300000.00
140186.24
144A CSMC 2007-C5 D
2040-09-15
6.211800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
255737.56
144A CWHL 2003-R4 B2
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1109500.00
196681.04
144A FREMF 2010-K7 B
2020-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
239000.00
255458.01
144A FREMF 2011-K702 B
2044-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
167647.99
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
427350.38
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
150590.13
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
81400.07
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
73260.07
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
69190.06
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
61050.05
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
61050.05
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
61050.05
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
56980.05
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
48840.04
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
40700.04
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
36630.03
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11105000.00
2424741.10
144A GMSL 2004-A B6
2032-11-25
6.475300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11615000.00
178169.42
144A JPMCC 2007-CB19 G
2049-02-12
5.900900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
165593.18
144A JPMCC 2007-CB19 H
2049-02-12
5.900900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2688000.00
10845.22
144A LBCMT 2007-C3 J
2044-07-15
6.080700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
8958.82
144A LBUBS 2006-C4 J
2038-06-15
6.081300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
158615.20
144A MLMI 2003-A4 B2
2033-07-25
2.666900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1311000.00
10476.16
144A MLMT 2007-C1 E
2050-06-12
6.038200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
101392.17
144A MSC 2007-HQ11 K
2044-02-12
5.884200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
130206.47
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32285000.00
7878640.81
144A RESIF 2005-C B5
2037-09-10
1.242800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5718000.00
3044.17
144A RFMSI 2006-S12 1B1
2021-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112300.00
7323.40
144A SASC 2002-4H B4
2032-02-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
579000.00
7748.18
144A WBCMT 2005-C18 N
2042-04-15
4.702000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
459325.00
1510.58
144A WBCMT 2006-C29 K
2048-11-15
5.069000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2024000.00
8099.54
144A WBCMT 2006-C29 L
2048-11-15
5.069000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
5402.36
144A WBCMT 2007-C31 K
2047-04-15
5.954100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
36263.18
144A WBCMT 2007-C32 K
2049-06-15
5.936900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
163358.16
ABS BANKAMERICA MANUFACT
2025-12-10
7.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
3535987.03
ABS BANKAMERICA MANUFACT
2025-12-10
7.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2110000.00
3202117.01
AHM
2045-11-25
0.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20415765.00
3257.18
AHM 2004-4 1A2
2045-02-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
995111.24
AHM 2007-2 2A
2047-03-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27460000.00
2886926.73
AHMA 2006-6 A1B
2046-12-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
136670000.00
2590353.25
AIRPT 2001-1A A9
2019-03-15
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
6570.81
AMSI 2006-R2 M3
2036-04-25
0.573000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
587806.93
ARMT 2005-5 3A3
2035-09-25
5.138900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
894225.02
ARMT 2006-2 6A1
2036-05-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58460000.00
7501405.63
BACM 2006-1 AM
2045-09-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
495411.02
BACM 2007-1 AJ
2049-01-15
5.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
197156.76
BACM 2007-5 A4
2051-02-10
5.492000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1470000.00
1641323.72
BAFC 2005-F 1A3
2035-09-20
0.591600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14764000.00
15218.98
BAFC 2005-H 3A1
2035-11-20
3.074900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10285000.00
3401695.28
BAFC 2007-B A1
2047-04-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
130542.48
BCM 2000-A A4
2030-06-15
8.290000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55356000.00
19294899.21
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
576295.56
BSABS 2005-4 M3
2036-01-25
1.093000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4485000.00
1476285.83
BSABS 2006-HE3 M1
2036-04-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
3854512.45
BSMF 2006-AR1 2A2
2036-08-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68678000.00
1668849.28
BSMF 2006-AR5 2A2
2037-01-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39003491.00
1165125.22
BSMF 2006-SL5 1A
2036-12-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7445000.00
377108.86
BSMF 2007-AR3 1A2
2037-03-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
740605.97
BSMF 2007-AR3 21A2
2037-04-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13955000.00
433658.26
BSSLT 2007-1 2A
2037-08-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1415000.00
193868.13
CARR
2035-05-25
0.893000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1887732.15
CARR
2036-10-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
3724520.53
CARR 2006-NC5 M1
2037-01-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23957000.00
94822.24
CFLX 2007-2 A1
2037-05-25
0.473000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
127612.24
CMO GE CAPITAL MTGE SVCE
2029-04-25
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4415000.00
426192.54
CMSI 2003-11 B5
2033-12-25
5.443100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
971000.00
43830.37
CMSI 2005-8 B1
2035-11-25
5.389900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4920000.00
1067968.04
CRMSI 2007-2 M1
2037-06-25
5.990800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6714000.00
3329278.54
CSFB 2005-4 2A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3057500.00
1783079.26
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
81243.44
CSFB 2005-C1 AJ
2038-02-15
5.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1808000.00
1868784.31
CSMC 2008-3R
2037-07-26
5.631300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
628135.00
13112.85
CSMC 2009- 9R
2037-01-26
5.209500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
420758.74
CSMC TR 2013-IVR1
2043-03-25
3.488400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
147865.33
CSMC TR 2013-IVR1
2043-03-25
3.488400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
132300.56
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
615075.19
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
153452.69
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
88570.83
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
31593.20
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
24603.01
CWALT 05-27
2035-08-25
0.983000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22664000.00
403646.69
CWALT 2005-17 1A3
2035-06-25
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3460000.00
25274.06
CWALT 2005-17 2A3
2035-07-25
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5303520.00
4644.60
CWALT 2005-21CB A6
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5220000.00
941693.36
CWALT 2005-24 3A2
2035-07-20
0.591600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20300000.00
12922.85
CWALT 2005-24 4A3
2035-07-20
0.561600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4712960.00
13169.36
CWALT 2005-81 A2
2037-02-25
0.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68241800.00
1916921.83
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4670000.00
1064662.09
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2090000.00
476476.18
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1490000.00
339688.76
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
288393.48
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
797000.00
181699.29
CWALT 2006-OA10 2A2
2046-08-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22090000.00
497832.55
CWALT 2006-OA11 A1B
2046-09-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8625000.00
2943485.36
CWALT 2007-OA8 2A2
2047-06-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16450000.00
882460.13
CWALT 2007-OH1 A2C
2047-04-25
0.503000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4949000.00
9877.80
CWHEL
2037-06-15
0.342500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20425000.00
3824847.32
CWHEL 2004-I A
2034-02-15
0.482500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73470000.00
3876867.11
CWHEL 2004-K 2A
2034-02-15
0.492500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149133939.00
5662053.28
CWHEL 2004-S 1A
2030-02-15
0.432500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53615000.00
3733171.54
CWHEL 2006-E 2A
2036-07-15
0.332500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18925000.00
2260410.12
CWHEL 2006-H 2A1A
2036-11-15
0.342500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91870000.00
13191520.51
CWHL 2004-3 B2
2034-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1050000.00
2811.02
CWHL 2004-5 B2
2034-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2625000.00
56649.50
CWHL 2005-28 A10
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2165000.00
191361.12
CWL
2033-11-25
5.831700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8992500.00
2033972.71
CWL
2037-05-25
1.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2052292.97
CWL 2004-ECC1 M3
2034-09-25
1.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
106206.18
CWL 2005-12 M2
2036-02-25
0.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2219771.62
CWL 2005-15 M1
2036-04-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6100000.00
2610132.65
CWL 2005-16 2AF3
2036-05-25
5.147500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114857100.00
90279907.09
CWL 2005-17 1AF3
2036-05-25
5.279200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25235000.00
20042422.23
CWL 2005-BC4 M7
2035-08-25
1.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3916000.00
1089215.88
CWL 2006-11 1AF4
2046-09-25
5.318900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8040000.00
5777790.12
CWL 2006-22 2A4
2037-05-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1394617.11
CWL 2006-23 2A4
2037-11-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1601452.08
CWL 2006-BC5 2A4
2037-03-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6109000.00
2319098.68
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7590000.00
3762525.88
CWL 2007-10 2A3
2047-06-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5524400.47
CWL 2007-3 2A2
2047-05-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11695000.00
10181295.28
CWL 2007-5 2A4
2047-09-25
0.513000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
2336428.02
CWMBS INC 2005-7
2035-03-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4275000.00
95961.62
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
1550000.00
1517953.84
FFMER 2007-1 A2D
2037-04-25
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6439000.00
3076215.96
FFMER 2007-2 A2C
2037-05-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6245430.00
3737556.77
FFML
2035-07-25
0.793000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8092000.00
4992343.77
FFML 2004-FF1 B1
2034-11-25
2.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
400676.22
FHAMS 2005-FA10 1A7
2036-01-25
0.993000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1640000.00
427545.29
FHASI 2005-6 B1
2035-11-25
5.435500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4202000.00
12204.22
FHASI 2005-AR2 B1
2035-06-25
3.540900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3223000.00
506808.54
FHASI 2006-4 B1
2037-02-25
5.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1.60
FHMS K020 X1
2040-05-25
1.611500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6430000.00
645870.37
FTST 2006-4TS A
2028-12-13
5.401000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2395000.00
2673103.64
GCCFC
2049-12-10
6.252200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
182408.43
GMACM 2005-HE1 A2
2035-08-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
768584.49
GPMF 2006-AR3 4A1
2035-09-25
0.403000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12655000.00
3751506.73
GPMF 2006-OH1 A1
2037-01-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18715000.00
5907159.70
GPMF 2006-OH1 A1
2037-01-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1635000.00
516067.65
GREENPOINT MTGE FUNDING T
2036-02-25
0.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
268277.91
GSAA 2005-7 M1
2035-05-25
4.859000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
890000.00
116784.23
GSAMP 2007-FM1 A2C
2036-12-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8040000.00
3940906.91
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7060000.00
1679319.96
GT
2029-05-15
6.970000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2160000.00
438024.07
GT
2029-05-15
6.970000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665000.00
134854.63
GT 1999-5 A5
2030-03-01
7.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5405000.00
2905936.98
HEAT 2004-5 M5
2034-11-25
1.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
392206.19
HVMLT 2005-15 3A12
2045-10-20
0.461600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
23860.78
IMSA 2005-2 A2C
2036-03-25
0.473000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3975000.00
1535354.49
IMSA 2007-1 A2
2037-03-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1565000.00
874664.32
IMSA 2007-1 A2
2037-03-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
231939.74
INDA 2007-AR4 1A2
2037-08-25
3.258700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11465767.00
8677.06
INDX 2006-AR27 1A3
2036-10-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4400000.00
2075394.69
JPMAC 2005-OPT1 M4
2035-06-25
0.813000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2361007.33
JPMAC 2007-CH5 A3
2037-05-25
0.303000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15810000.00
13772026.11
JPMCC 2008-C2 A4
2051-02-12
6.068000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1235000.00
1359593.02
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
982700.00
280135.54
LXS 2006-4N A1D1
2046-04-25
0.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10994400.00
3312685.67
LXS 2007-12N 1A3A
2047-07-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1360000.00
620975.53
MABS
2036-11-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9300000.00
3462278.29
MLCFC 2007 8 J
2049-08-14
6.093300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4410000.00
39270.45
MLCFC 2007-7 B
2050-06-12
5.927600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30395000.00
1915058.50
MLMI 2006-FF1 B1
2036-08-25
0.943000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3700000.00
295217.78
MSAC 2004-HE9 M3
2034-11-25
1.213000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3214273.45
MSAC 2005-HE4 M4
2035-07-25
0.783000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4750000.00
755398.40
MSC 2007-IQ14 AJFX
2049-04-15
5.912800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
900030.88
OOMLT 2005-4 M3
2035-11-25
0.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3607600.00
1140113.47
OOMLT 2007-4 2A2
2037-04-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1660000.00
849749.76
RALI 2003-QS1 M3
2033-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2467005.00
238221.40
RALI 2005-QS16 A9
2035-11-25
0.893000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2835000.00
683281.29
RALI 2006-QO3 A2
2046-04-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7426000.00
1543724.44
RALI 2006-QO3 A3
2046-04-25
0.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6340000.00
1336812.62
RALI 2006-QS2 1A10
2036-02-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4460000.00
1388066.15
RALI 2006-QS2 1A10
2036-02-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2490000.00
774951.73
RAMC 2006-3 AF4
2036-11-25
5.812000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3711110.00
2211174.39
RASC 2006-EMX2 M1
2036-02-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9085000.00
6432211.45
RAST 2005-A10 A4
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4260000.00
3620283.30
RAST 2007-A1 A1
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5930800.00
3237564.96
RFMS2 2006-HSA2 AII
2036-02-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40888500.00
2304128.67
SACO 2006-10 A
2036-10-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33303000.00
1339747.88
SACO 2006-8 A
2036-06-25
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33570000.00
4289859.91
SACO 2006-9 A1
2036-08-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56913200.00
6198458.69
SAMI 2006-AR3 3A1
2036-02-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4535000.00
468931.26
SARM
2037-05-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5670000.00
1802327.75
SARM 2005-18 3A2
2035-09-25
2.861100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17050000.00
465562.75
SARM 2006-2 5-A1
2036-03-25
5.189200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1801800.00
462112.25
SARM 2008-1 A32
2037-10-25
2.521600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
493000.00
27525.43
SASC 2003-26A B3
2033-09-25
2.640300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7529000.00
17068.00
SBM7 1997-LB6 B2
2027-12-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7544000.00
1161877.17
SEMT 2012-3 A2
2042-07-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
200496.30
TBW 2006-6 A2A
2037-01-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9220000.00
3042051.39
THORNBURG MORTGAGE SECURI
2035-10-25
4.441700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
860000.00
48571.01
TMST 2008-1 1A2
2038-03-25
2.501300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8921000.00
17835.40
WAMU 2005-AR16 1A5
2035-12-25
2.486100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
24773.13
WAMU 2005-AR4 B1
2035-04-25
2.459200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
30832.41
WAMU 2007-HY6 2A1
2037-04-30
4.637700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2290700.00
814143.31
WFMBS 2006-AR8 3A3
2036-04-25
2.707300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
49456.27
WMALT 2005-3 1CB3
2035-05-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6025000.00
1225848.70
WMALT 2005-3 1CB3
2035-05-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
10173.02
WMALT 2005-4 CB3
2035-06-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2230000.00
483170.19
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
360000000.00
360000000.00
0.0097
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
360000000.00
360000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2M49
0001230485
Other Repurchase Agreement
N
144A ARMOR 2005-1A B2
2037-12-10
0.642800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
677034.54
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1405000.00
273342.40
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
262642.17
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
54473.93
144A BAYV 2005-A A1
2040-02-28
1.193200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4220000.00
1841713.88
144A CBAC 2006-2A A
2039-01-25
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785000.00
259548.23
144A CCMFC 2005-1A B1
2036-01-25
0.563000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7780000.00
317170.35
144A COMM 2006-FL12 B
2020-12-15
0.362500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975000.00
620646.49
144A COMM 2010-C1 A3
2046-07-10
4.205000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370000.00
2501619.83
144A CSFB 2003-C4 G
2036-08-15
5.727100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
538018.37
144A DBUBS 2011-LC1A A1
2046-11-10
3.742000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2855000.00
2867448.37
144A DBUBS 2011-LC1A A2
2046-11-10
4.528000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
509950.18
144A FREMF 2010-K7 B
2020-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
534430.98
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
272690.24
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
256410.23
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
231990.21
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
134310.12
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
109890.10
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
40700.04
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
40700.04
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
32560.03
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410000.00
307868.97
144A GCCFC 2007-GG9 G
2039-03-10
5.662000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1239000.00
65457.61
144A GSMS 2009-RR1 JPB
2045-05-17
5.373900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
198326.59
144A GSMS 2010-C2 D
2043-12-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
94658.90
144A MONT 2006-1A A1B
2042-09-06
0.513100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140380000.00
31826665.67
144A MSBAM 2012-C5 E
2045-08-15
4.862000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
121701.93
AHM 2006-3 11A2
2046-12-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
671051.00
AHM 2006-3 12A2
2046-12-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
384661.93
AHM 2007-2 11A2
2047-03-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36975000.00
676836.95
AHMA 2006-6 A1B
2046-12-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89680000.00
1699735.71
AHMA 2007-3 12A1
2037-06-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11560000.00
1353920.87
BACM 2004-3 A5
2039-06-10
5.743000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
366185.30
BACM 2004-6 A3
2042-12-10
4.512000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000.00
1016.52
BAFC 2005-H 3A1
2035-11-20
3.074900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
332397.06
BAFC 2007-B A1
2047-04-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
66754.68
BALTA 2006-1 11A2
2036-02-25
0.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7876000.00
100590.44
BALTA 2006-8 1A1
2046-06-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2620000.00
328106.39
BSARM 2006-4 2A1
2036-08-31
2.756000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16053348.00
4978440.14
BSARM 2007-1 3A1
2047-02-25
5.016800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7560000.00
2647263.92
BSARM 2007-3 1A1
2047-05-25
2.878400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8387535.00
3163124.35
BSARM 2007-5 3A1
2047-08-25
5.189600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14603462.00
5374082.30
BSCMS 2005-PW10 AAB
2040-12-11
5.382000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
113171.79
BSCMS 2005-PWR7 A2
2041-02-11
4.945000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63000.00
3719.67
BSCMS 2006-PW13 A4
2041-09-11
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
243951.41
BSMF
2036-11-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44518000.00
376623.49
BSMF 2006-AR1 2A2
2036-08-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5185000.00
125993.53
BSMF 2006-AR3 1A2A
2036-10-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
261811.04
CFLX 2007-M1 1A1
2037-08-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1888087.00
258024.58
CHASE 2007-A1 1M
2037-02-25
2.884800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6605000.00
637349.74
CHEVY 2005-C
2046-09-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10993000.00
539060.49
CMALT 2006-A1 1A4
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7079.18
CMLTI 2006-NCB1 2A3
2036-05-15
0.382500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17038000.00
8823760.67
CSMC 2007-C2
2017-04-15
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11477000.00
51694.32
CSMC TR 2013-IVR1
2043-03-25
3.488400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
315186.63
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
127935.64
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
90266.29
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
67699.72
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58000.00
57078.98
CWALT
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17100000.00
6736263.95
CWALT
2046-12-20
0.441600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7852000.00
316969.32
CWALT 2005-59 1A2A
2035-09-30
0.571600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2775000.00
106650.85
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1790000.00
408082.47
CWALT 2005-J10 2A3
2035-10-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13625000.00
3270133.93
CWALT 2007-7T2 A8
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
4147393.85
CWALT 2007-OA8 2A2
2047-06-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3650000.00
195804.22
CWHL
2038-02-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3525000.00
1281947.12
CWHL 2003-42 B1
2033-10-25
3.016300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
63045.88
CWHL 2004-11 3A1
2034-07-25
4.797100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4680000.00
996580.02
CWHL 2005-1 1A2
2035-03-25
0.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13500000.00
161292.28
CWHL 2005-7 IB1
2035-03-25
1.043000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2281000.00
120332.78
CWHL 2005-9 2A2
2035-05-25
0.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13479000.00
44828.55
CWHL 2005-HYB8 3A2
2035-12-20
2.610900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
213115.19
CWHL 2006-3 1A3
2036-03-25
0.583000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12022500.00
14226.60
CWHL 2006-OA5 1A2
2046-04-25
0.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
536300.00
16346.20
CWL
2037-09-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
417999.90
CWL
2046-01-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5535000.00
4117492.77
CWL 2006-20 2A4
2047-04-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15339000.00
5664389.74
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4825000.00
3042687.45
DBALT 2007-AR3 2A4
2037-06-25
0.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
56856.85
DSLA
2036-09-19
0.501600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8373000.00
1040924.75
DSLA
2045-01-19
0.791600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5933.02
DSLA 2005-AR3 2A1C
2045-07-19
0.511600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36957000.00
876035.88
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
40000.00
39173.00
FHAMS 2004-AA4 B1
2034-10-25
2.353200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9545000.00
893946.41
FHAMS 2005-FA10 1A7
2036-01-25
0.993000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
57353.64
FHAMS 2006-AA3 A1
2036-06-25
2.319300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90500.00
21501.43
FHASI 2005-AR1 B1
2035-04-25
3.659800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5821000.00
1211835.44
GCCFC
2049-12-10
6.252200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
182408.43
GMACM 2004-AR1 2M2
2034-06-25
3.822900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
977400.00
35132.31
GMACM 2006-HE1 A
2036-11-25
0.403000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
141842.54
GPMF 2006-AR2 3A2
2036-03-25
0.513000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1353448.00
22581.70
GRANM 2006-3 A4
2054-12-20
0.171600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
368792.71
GSAA
2036-11-25
0.253000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15290000.00
1336236.47
GSR 2005-AR7 5A1
2035-11-25
5.099300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3135000.00
1106330.00
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7450000.00
1772086.93
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4335000.00
1031140.52
HEAT 2006-6 2A4
2036-11-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6725000.00
1633328.23
HEAT 2007-3 2A2
2037-08-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
133610.01
JPMCC 2005-CB13 A2FL
2043-01-12
0.317500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3129000.00
135456.10
JPMCC 2006-LDP9 A2SF
2047-05-15
0.312500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
559299.01
JPMMT 2005-A3 2BA1
2035-06-25
2.697100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8750000.00
33728.20
JPMMT 2007-A2 4A1
2037-04-25
5.461700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7360000.00
662144.76
LBMLT
2036-08-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11485000.00
5130813.37
LXS 2007-7N 2A1B
2047-06-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
6924.33
MLMI 2006-A3 6A2
2036-05-25
5.342100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2166850.00
257423.96
MSC 2007-IQ14 AJFX
2049-04-15
5.912800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560000.00
372913.01
MSC 2007-IQ14 AJFX
2049-04-15
5.912800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
236400.21
MSM 2007-14AR 3A2
2037-10-25
4.858700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4927000.00
4687.19
NAA 2004-AR1 CB1
2034-08-25
0.967200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
308959.87
NHEL 2006-6 A2C
2037-01-25
0.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17683100.00
6018197.01
RAAC 2005-SP1 M3
2034-09-25
5.528600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
323000.00
7932.54
RALI 2002-QS12 M3
2032-09-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2786600.00
439168.37
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
190601.23
RALI 2005-QS16 A9
2035-11-25
0.893000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10845.73
RALI 2005-QS4 A6
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1102211.06
RAST 2006-A12 A3
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
4567478.48
RFMSI 2003-S11 M3
2018-06-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
711200.00
47882.69
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
53679.49
RFMSI 2007-S5 A9
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
7932.61
SARM 2005-18 3A2
2035-09-25
2.861100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1937000.00
52891.21
SARM 2006-2 5-A1
2036-03-25
5.189200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10055400.00
2578934.16
SARM 2007-3 3A1
2047-04-25
5.163400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8360000.00
2618613.08
SASC 2003-9A B2II
2033-03-25
2.503100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
162127.77
SASC 2005-NC2 M5
2035-05-25
0.813000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
190434.34
SAST 2005-4 M1
2035-12-21
0.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16997900.00
14107232.42
SEMT 2007-4 4A2
2047-07-20
4.942400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2788000.00
331284.82
STARM 2007-1 1A1
2037-02-25
2.959300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16898671.00
6154110.64
WAMU 2005-AR16 1A5
2035-12-25
2.486100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
6661.68
WAMU 2007-HY3 1A1
2037-03-25
2.290600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14070000.00
4193913.86
WAMU 2007-HY6 2A1
2037-04-30
4.637700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16254300.00
5776980.64
WFMBS 2006-AR11 A7
2036-08-25
4.154600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10296500.00
79121.06
WFMBS06-AR2 IIA6
2036-03-25
2.640500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6608000.00
44026.11
WMALT 2005-3 1CB3
2035-05-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7360000.00
1497468.29
WMALT 2005-3 1CB3
2035-05-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
35605.56
WMALT 2007-HY2 1A1
2037-04-25
2.988000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
3312577.34
WMALT 2007-OA3 4AB
2047-04-25
0.944100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1360000.00
135042.75
WMLT 2005-A 3A2
2035-08-20
2.951600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2785000.00
28804.58
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
160000000.00
160000000.00
0.0043
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
160000000.00
160000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2M49
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2240000.00
435791.45
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4867003.00
3858292.26
144A BSCMS 2006-PW13 K
2041-09-11
5.255000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
865000.00
36690.48
144A CCAO 3A C
2028-11-15
7.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
138632.46
144A CMSI 2004-5 B4
2034-08-25
5.323900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
10935.44
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
126170.11
144A MASD 2006-1 M2
2036-01-25
1.793000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1972000.00
58243.73
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44790000.00
10930287.19
144A SASC 2006-ARS1 A1
2036-02-25
0.303200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25446700.00
862853.87
ABS BANKAMERICA MANUFACT
2025-12-10
7.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7580000.00
11503339.78
ABS BOMBARDIER CAP 00A
2030-06-15
7.830000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32410000.00
10730415.47
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39185000.00
17174362.12
ARMT 2005-5 3A3
2035-09-25
5.138900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
61812.79
ARSI 2005-W2 M1
2035-10-25
0.683000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8785000.00
6580034.76
BAFC 2007-B A1
2047-04-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
80105.61
BASIC 2006-1 M1
2036-04-25
0.573000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6196000.00
170045.97
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34835000.00
11211822.34
BSABS 2005-HE8 M3
2035-08-25
1.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
779897.96
BSMF 2006-AR1 2A2
2036-08-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
17495.73
BSMF 2007-AR3 21A2
2037-04-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16045000.00
498606.01
CD
2048-10-15
5.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2982500.00
2618521.47
CMLTI 2005-5 1A1
2035-08-25
0.571700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
9266.25
CSFB 2005-4 2A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
64150.03
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
464248.25
CSFB 2005-C1 AJ
2038-02-15
5.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
51680.98
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
53936.65
CSMC TR 2013-IVR2
2043-04-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
28223.33
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
492060.15
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
418251.13
CWALT
2046-05-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
33779.27
CWALT 2005-21CB A6
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
14432.08
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
980000.00
223419.45
CWALT 2006-6CB 2A1
2036-05-25
0.893000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54900000.00
12318237.93
CWALT 2006-OA10 4A2
2046-08-25
0.423000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33133400.00
537902.16
CWALT 2006-OA17 1A2A
2046-12-20
0.441600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
640946.98
CWALT 2006-OA18 A2
2046-12-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56925000.00
5073207.78
CWALT 2006-OA19 A2
2047-02-20
0.441600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19490000.00
469722.03
CWL 2006-11 1AF3
2046-09-25
5.318900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
6014975.55
CWL 2006-11 1AF5
2046-09-25
5.318900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
19929322.60
CWL 2006-16 2A2
2046-12-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17435000.00
8742251.83
CWL 2006-17 M2
2047-03-25
0.503000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2960.05
CWL 2006-20 M2
2047-04-25
0.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
4197.49
CWL 2007-2 M2
2037-08-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
13757.58
CWL 2007-7 M2
2047-10-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
16872.20
CWL 2007-8 M2
2037-11-25
0.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
9662.99
CWL 2007-S1 A3
2036-11-25
5.810000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48400000.00
22693814.97
CWL 2007-S2 A2
2037-05-25
5.649000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23050000.00
7137963.60
CWMBS INC 2005-7
2035-03-25
0.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32755000.00
735256.83
DBALT 2006-AF1 A4
2036-04-25
0.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3875000.00
1747517.04
DSLA 2005-AR1 2A1B
2045-03-19
0.511600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18900000.00
853566.30
FFML 2004-FFH3 M4
2034-10-25
1.798000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
75172.31
GABS OAKWOOD MTGE INVESTORS
2029-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
211080.67
GPMF 2006-OH1 A1
2037-01-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
605000.00
190960.81
GSAMP 2006-S3 A2
2036-05-25
5.769000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11800000.00
877197.06
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2190000.00
520922.20
GT
2029-05-15
6.970000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2465000.00
499874.69
HEMT
2036-07-25
5.867200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14354000.00
622289.91
HEMT 2006-5 A2
2037-01-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10819877.00
102712.18
HVMLT
2036-02-19
0.431600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1450000.00
382517.51
HVMLT 2005-15 3A12
2045-10-20
0.461600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
11930.39
IMSA 2007-1 A2
2037-03-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3420000.00
1911407.01
LABS 01-B M2
2028-03-15
7.170000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54089802.00
17518062.74
LBMLT 2005-WL1 3M3
2045-06-25
0.843000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6109000.00
64425.79
LBMLT 2006-A A1
2036-05-25
0.283000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57531700.00
5121396.00
LXS 2006-16N A4B
2046-11-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
12756.36
LXS 2007-12N 1A3A
2047-07-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
36527.97
LXS 2007-6 3A7
2037-05-25
5.473500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19084000.00
2508026.42
LXS 2007-7N 2A1B
2047-06-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6435000.00
2227901.83
MABS 2004-WMC3 M6
2034-10-25
1.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4285000.00
22634.60
MARM 2006-2 5A1
2036-05-25
2.820700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17570000.00
4708933.96
MLMBS 2007-3 3A2
2037-06-25
5.632900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9919000.00
118501.56
MLMI 2007-SL1 A1
2037-02-25
0.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20986300.00
972868.83
MORGAN STANLEY CAPITAL I INC.
2033-03-25
2.173000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4073000.00
242737.41
MSAC
2034-12-25
0.963000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6295000.00
718456.36
MSAC 2005-WMC3 B1
2035-03-25
1.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3872075.00
77412.44
MSAC 2006-HE6 A2C
2036-09-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4230015.00
1933910.25
MSAC 2007-HE7 A2B
2037-07-25
1.193000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2430000.00
1142356.15
MSAC 2007-NC2 A2D
2037-02-25
0.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78300.00
42872.51
MSC 2007-IQ14 AJFX
2049-04-15
5.912800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
609313.22
MSDWC 2002-NC3 M2
2032-08-25
1.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17283000.00
1071931.39
NEW CENTURY HOME EQUITY L
2035-12-25
0.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1345627.00
540836.00
OAK 2000-D A4
2030-07-15
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1045000.00
657208.40
OAKWOOD MORTGAGE INVESTORS IN
2026-10-15
8.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
7396730.04
RALI
2046-04-25
0.403000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26793000.00
4896600.45
RALI 2006-QO3 A2
2046-04-25
0.453000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1840000.00
382501.07
RAMP
2036-08-25
0.573000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6300000.00
78299.70
RFMS2 2005-HSA1 AI5
2035-12-25
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2298142.61
SABR 2006-WM1 M1
2035-12-25
0.593000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
211141.82
SAMI 2006-AR3 3A1
2036-02-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6780000.00
701070.33
TBW 2006-6 A2A
2037-01-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18775000.00
6194632.85
WMALT 2005-4 CB3
2035-06-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
8666.73
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
204000000.00
204000000.00
0.0055
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
204006120.00
204006120.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
992JYD004_0.0500_M130703_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
12650000.00
12656897.58
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
17429017.00
11827157.68
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
24000000.00
24000000.00
0.0006
N
24000000.00
24000000.00
Deutsche Bank AG
Deutsche Bank AG 0.360000%
25155BB53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
N
71000000.00
71000000.00
0.0019
N
71000000.00
71000000.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
418000000.00
418000000.00
0.0113
N
418041800.00
418041800.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
294000000.00
294000000.00
0.0079
N
294543900.00
294543900.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
19000000.00
19000000.00
0.0005
N
19035150.00
19035150.00
Deutsche Bank AG
Deutsche Bank AG 0.440000%
25155BNS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
70000000.00
70000000.00
0.0019
N
70031500.00
70031500.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BRW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
9000000.00
9000000.00
0.0002
N
9003600.00
9003600.00
Deutsche Bank AG
Deutsche Bank AG 0.380000%
25155BUZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
87000000.00
87000000.00
0.0023
N
87026970.00
87026970.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
4000000.00
4000000.00
0.0001
N
4000840.00
4000840.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
89000000.00
89000000.00
0.0024
N
89018690.00
89018690.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BZL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
6000000.00
6000000.00
0.0002
N
6001260.00
6001260.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M130701_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
71889268.00
71500777.94
GNMA
2042-10-20
2.000000
Government Agency Debt
42085838.00
39625719.95
GNMA
2043-05-20
3.500000
Government Agency Debt
93540230.00
95942026.80
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
200000000.00
200000000.00
0.0054
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
988WSY002_0.2300_M130701_2M49
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499971.20
ALLSTATE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1384229.70
AMERICAN GREETINGS CORP CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499984.64
ARBITRON INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
33655.44
BALL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499973.30
BERRY PLASTICS GROUP INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
14333.76
BLOCK H & R INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499992.38
BOSTON SCIENTIFIC CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499992.58
BROWN FORMAN CORP CL B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499985.60
CENTERPOINT ENERGY INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499977.44
GENWORTH FINL INC COM CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499994.66
HARSCO CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
467461.44
HERSHEY CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499920.80
INGERSOLL-RAND PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499950.19
ISHARES INC MSCI MEX
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499992.64
LOEWS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499987.00
MCKESSON CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499983.03
SPRINT NEXTEL CORP COM SER
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499995.02
TARGA RES CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
536955.01
TIME WARNER INC COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499966.44
TOTAL SYS SVCS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
563907.84
TRAVELERS COMPANIES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499947.80
VULCAN MATLS CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499962.50
WHIRLPOOL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499897.42
WYNDHAM WORLDWIDE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499982.66
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
30000000.00
30000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130705_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
34883101.00
33280000.74
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
32000000.00
32000000.00
0.0009
N
32000000.00
32000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M130705_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-05-15
0.749000
Government Agency Debt
75234755.00
32323542.89
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
18531647.00
17680000.01
GNMA
2024-12-16
4.000000
Government Agency Debt
30000000.00
15489356.91
GNMA
2032-05-20
6.000000
Government Agency Debt
10709000.00
4239243.17
GNMA
2033-07-16
5.000000
Government Agency Debt
5000000.00
5660200.00
GNMA
2033-08-20
5.000000
Government Agency Debt
16021.00
18012.23
GNMA
2033-11-16
5.500000
Government Agency Debt
15481102.00
17528524.18
GNMA
2036-07-20
6.000000
Government Agency Debt
5000000.00
5676415.00
GNMA
2036-10-16
2.500000
Government Agency Debt
21371427.00
15539200.04
GNMA
2037-06-16
5.784000
Government Agency Debt
1000000.00
1108583.00
GNMA
2037-09-20
3.000000
Government Agency Debt
13947576.00
14009940.39
GNMA
2037-09-20
6.500000
Government Agency Debt
546818.00
614672.46
GNMA
2038-12-20
4.000000
Government Agency Debt
8672500.00
5464345.13
GNMA
2039-01-16
1.350000
Government Agency Debt
15000000.00
14887729.77
GNMA
2040-04-16
2.500000
Government Agency Debt
30000000.00
12887739.95
GNMA
2040-07-20
4.500000
Government Agency Debt
5400000.00
1794362.28
GNMA
2040-12-20
6.500000
Government Agency Debt
25771942.00
28961496.78
GNMA
2040-12-20
6.500000
Government Agency Debt
3214286.00
3615392.35
GNMA
2041-08-20
3.000000
Government Agency Debt
646527.00
609953.61
GNMA
2041-08-20
3.000000
Government Agency Debt
602562.00
572078.32
GNMA
2041-10-20
6.500000
Government Agency Debt
5129598.00
5542261.76
GNMA
2041-11-20
3.000000
Government Agency Debt
1013141.00
969681.30
GNMA
2041-11-20
6.500000
Government Agency Debt
17522127.00
19835171.26
GNMA
2042-01-20
2.000000
Government Agency Debt
9660000.00
9251493.43
GNMA
2042-01-20
3.000000
Government Agency Debt
923000.00
858037.41
GNMA
2042-02-20
1.500000
Government Agency Debt
8368334.00
7505528.86
GNMA
2042-02-20
2.000000
Government Agency Debt
8368332.00
7687628.63
GNMA
2042-02-20
2.000000
Government Agency Debt
1486883.00
1470083.92
GNMA
2042-02-20
3.000000
Government Agency Debt
10979840.00
10387422.73
GNMA
2042-02-20
3.000000
Government Agency Debt
1000.00
978.25
GNMA
2042-02-20
3.500000
Government Agency Debt
1000.00
1012.35
GNMA
2042-03-20
7.000000
Government Agency Debt
1372791.00
1394183.63
GNMA
2042-05-16
1.750000
Government Agency Debt
1500000.00
1263106.78
GNMA
2042-07-20
0.541600
Government Agency Debt
1100000.00
842744.74
GNMA
2042-07-20
1.000000
Government Agency Debt
23949649.00
21565764.17
GNMA
2042-07-20
2.000000
Government Agency Debt
3000000.00
2948849.31
GNMA
2042-07-20
2.000000
Government Agency Debt
2338281.00
1954236.06
GNMA
2042-07-20
3.000000
Government Agency Debt
17806069.00
16965551.32
GNMA
2042-07-20
3.000000
Government Agency Debt
8807931.00
8708515.08
GNMA
2042-07-20
3.000000
Government Agency Debt
9505000.00
8358392.84
GNMA
2042-07-20
3.000000
Government Agency Debt
8489381.00
8068384.11
GNMA
2042-07-20
3.000000
Government Agency Debt
1000.00
999.92
GNMA
2042-08-16
6.500000
Government Agency Debt
111111.00
125910.08
GNMA
2042-08-20
2.500000
Government Agency Debt
6079885.00
5567240.70
GNMA
2042-08-20
2.500000
Government Agency Debt
5634422.00
4854927.89
GNMA
2042-08-20
3.000000
Government Agency Debt
9653000.00
8764113.15
GNMA
2042-08-20
3.000000
Government Agency Debt
4402000.00
4056227.30
GNMA
2042-08-20
6.500000
Government Agency Debt
21739375.00
25155408.97
GNMA
2042-10-16
2.000000
Government Agency Debt
29082000.00
27111541.30
GNMA
2042-10-20
2.000000
Government Agency Debt
9187855.00
8650781.03
GNMA
2042-10-20
2.000000
Government Agency Debt
3998000.00
3115173.63
GNMA
2043-01-20
3.000000
Government Agency Debt
23284624.00
23322874.05
GNMA
2043-01-20
6.500000
Government Agency Debt
8781243.00
9946623.81
GNMA
2043-01-20
6.500000
Government Agency Debt
1228572.00
1412308.54
GNMA
2043-01-20
6.500000
Government Agency Debt
785714.00
896488.10
GNMA
2043-04-16
2.700000
Government Agency Debt
4000000.00
3358191.00
GNMA
2043-05-20
3.000000
Government Agency Debt
7737000.00
6895322.72
GNMA
2044-02-16
2.150000
Government Agency Debt
14000000.00
13195259.00
GNMA
2045-03-16
1.800000
Government Agency Debt
10000000.00
9878700.15
GNMA
2047-04-16
2.211000
Government Agency Debt
50000.00
48996.97
GNMA
2050-12-16
3.074100
Government Agency Debt
4100000.00
3250014.62
GNMA
2051-12-16
2.650000
Government Agency Debt
4500000.00
3814076.25
GNMA
2052-10-16
2.650000
Government Agency Debt
5000000.00
4259792.50
GNMA
2052-10-16
2.700000
Government Agency Debt
32800000.00
28906246.40
GNMA
2052-11-16
1.826000
Government Agency Debt
8189822.00
7922781.82
GNMA
2053-06-16
2.450000
Government Agency Debt
16000000.00
14510184.00
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
532000000.00
532000000.00
0.0143
N
532000000.00
532000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130705_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
30000000.00
21625846.60
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
104027721.00
21880701.59
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
37011498.00
18703059.80
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
35720948.00
21932305.22
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
30051046.00
18670278.14
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
36835613.00
18720888.36
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
8490827.00
8321779.49
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
19966961.00
18684324.25
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
19834090.00
18696403.54
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
18625372.00
18946783.78
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
12318984.00
12956195.77
GNMA
2026-12-20
3.000000
Government Agency Debt
23707590.00
18993505.94
GNMA
2037-11-16
2.750000
Government Agency Debt
53435444.00
40329437.83
GNMA
2041-07-15
5.000000
Government Agency Debt
1183590.00
638750.03
GNMA
2042-02-20
2.000000
Government Agency Debt
36037320.00
35630163.73
GNMA
2042-05-20
3.000000
Government Agency Debt
46298000.00
44544370.65
GNMA
2042-07-20
1.000000
Government Agency Debt
26870408.00
24195798.53
GNMA
2042-07-20
2.000000
Government Agency Debt
56335842.00
52735636.42
GNMA
2042-08-20
2.500000
Government Agency Debt
31491348.00
30466677.87
GNMA
2042-11-20
2.000000
Government Agency Debt
24477856.00
23777915.60
GNMA
2043-05-20
3.500000
Government Agency Debt
18487631.00
19013972.10
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
471000000.00
471000000.00
0.0127
N
470992100.00
470992100.00
DNB Bank ASA
DNB Bank ASA 0.225000%
23330LWD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
141000000.00
141000000.00
0.0038
N
141011280.00
141011280.00
DNB Bank ASA
DNB Bank ASA 0.224400%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-11-27
N
N
N
74000000.00
74000000.00
0.0020
N
74010360.00
74010360.00
DNB Bank ASA
DNB Bank ASA 0.070000%
23330LZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
204000000.00
204000000.00
0.0055
N
203997960.00
203997960.00
DNB Bank ASA
DNB Bank ASA 0.060000%
23330LZM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
90000000.00
90000000.00
0.0024
N
90000000.00
90000000.00
DNB Bank ASA
DNB Bank ASA 0.245000%
921UCP002
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
48000000.00
48000000.00
0.0013
N
48000480.00
48000480.00
Fannie Mae
Fannie Mae 0.030000%
313589HP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
50000000.00
50000000.00
0.0013
N
50000000.00
50000000.00
Fannie Mae
Fannie Mae 0.070000%
313589KC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
6100000.00
6099561.14
0.0002
N
6099871.90
6099871.90
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385HQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
45000000.00
44999956.25
0.0012
N
45000000.00
45000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
217000000.00
216999397.22
0.0058
N
216999783.00
216999783.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
126000000.00
125999475.01
0.0034
N
125999874.00
125999874.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
33000000.00
32999890.00
0.0009
N
32999967.00
32999967.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
30000000.00
29999925.00
0.0008
N
29999970.00
29999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385HT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
81000000.00
80999550.00
0.0022
N
80999919.00
80999919.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385HT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
45000000.00
44999700.00
0.0012
N
44999955.00
44999955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385HY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
31950000.00
31949560.69
0.0009
N
31949904.15
31949904.15
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385JA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
N
11000000.00
10999798.33
0.0003
N
10999967.00
10999967.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385JF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
5500000.00
5499853.33
0.0001
N
5499978.00
5499978.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385JL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
8000000.00
7999743.33
0.0002
N
7999952.00
7999952.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385JQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
7700000.00
7699652.43
0.0002
N
7699946.10
7699946.10
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KC9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
50000000.00
49996402.78
0.0013
N
49998950.00
49998950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KE5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
100000000.00
99992416.67
0.0027
N
99997800.00
99997800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-16
2013-08-16
N
N
N
7000000.00
6999373.89
0.0002
N
6999818.00
6999818.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385KS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
13000000.00
12998526.67
0.0003
N
12999636.00
12999636.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385KS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
7000000.00
6999107.50
0.0002
N
6999804.00
6999804.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385KU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-23
2013-08-23
N
N
N
9000000.00
8998807.50
0.0002
N
8999739.00
8999739.00
Freddie Mac
Freddie Mac 0.060000%
313397HW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
4000000.00
3999953.33
0.0001
N
3999992.00
3999992.00
Freddie Mac
Freddie Mac 0.060000%
313397JM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
4000000.00
3999853.33
0.0001
N
3999976.00
3999976.00
Freddie Mac
Freddie Mac 0.229400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-10
2014-05-09
N
N
N
220000000.00
220000000.00
0.0059
N
220095700.00
220095700.00
General Electric Capital Corp
General Electric Capital Corp 0.180000%
36959HUQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
90000000.00
89989650.00
0.0024
N
89995500.00
89995500.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HVT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
4000000.00
3998480.00
0.0001
N
3999520.00
3999520.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HW37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
89000000.00
88962026.67
0.0024
N
88985760.00
88985760.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
95000000.00
94942340.27
0.0026
N
94963900.00
94963900.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
N
27000000.00
26983095.00
0.0007
N
26989200.00
26989200.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HY50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
286000000.00
285767942.80
0.0077
N
285822680.00
285822680.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HYC5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
N
133000000.00
132886137.21
0.0036
N
132906900.00
132906900.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HYK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
N
184000000.00
183834246.66
0.0049
N
183858320.00
183858320.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HYL5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
252000000.00
251771380.01
0.0068
N
251803440.00
251803440.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HZA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
N
N
107000000.00
106889255.00
0.0029
N
106891930.00
106891930.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4640000.00
4640000.00
0.0001
N
4640000.00
4640000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399H002_0.1400_M130701_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
1362170.00
547048.60
Fannie Mae
2042-04-01
2.566000
Government Agency Debt
15648355.00
13223466.94
Fannie Mae
2042-06-01
2.369000
Government Agency Debt
50196381.00
42329484.79
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
55000000.00
55000000.00
0.0015
N
55000000.00
55000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2M49
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799947.63
BOEING CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799942.85
CAPITAL ONE FINL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799954.35
CBS CORP NEW CL B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799958.40
CHEVRON CORP NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799907.10
COCA COLA CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799980.36
DELPHI AUTOMOTIVE PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799959.00
DUKE ENERGY CORP NEW COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799958.08
EOG RES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799945.05
MASTERCARD INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799587.44
MCDONALDS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799953.45
MCKESSON CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799941.60
METLIFE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799976.90
REALOGY HLDGS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799972.09
RENAISSANCERE HOLDINGS LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799954.60
SCHLUMBERGER LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1366.67
TEMPUR PEDIC INTL INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799964.70
TIME WARNER CABLE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799928.86
VALSPAR CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799956.12
VERIZON COMMUNICATIONS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799959.00
VISA INC COM CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799993.98
VISTEON CORP COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799951.75
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
76000000.00
76000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
76000000.00
76000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
921AAP008_0.6000_M130808_2M49
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099981.59
AMERICAN SAFETY INS HLDGS LTORD
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2110776.92
ARMOUR RESIDENTIAL REIT INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
854521.27
BANK OF AMERICA CORPORATION COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099998.06
CALLON PETE CO DEL COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
17069.28
CENVEO INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1039506.30
CITIZENS INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
468209.30
COMMONWEALTH REIT COM SH B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099983.56
COOPER TIRE & RUBR CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099997.42
DELPHI AUTOMOTIVE PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899997.00
DUKE ENERGY CORP NEW COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3557291.20
EOG RES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099957.28
EXACTTARGET INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099994.90
FORD MTR CO DEL COM PAR
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099990.70
GENCO SHIPPING & TRADING LTDSHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
250500.00
GLOBUS MED INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099990.72
GRAFTECH INTL LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099997.86
GREAT PLAINS ENERGY INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099983.68
GREEN DOT CORP CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3326499.34
HARVEST NATURAL RESOURCES INCOM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
726203.50
HEARTLAND PMT SYS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099992.56
MCDONALDS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099987.35
MCKESSON CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099988.53
QUICKSILVER RESOURCES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
174621.15
RENAISSANCERE HOLDINGS LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099936.80
ROSETTA STONE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1276413.49
RUCKUS WIRELESS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099996.16
SPRINT NEXTEL CORP COM SER
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099999.82
STATE STR CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099986.65
STONERIDGE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
859878.46
WYNDHAM WORLDWIDE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099986.98
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
102000000.00
102000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
102051000.00
102051000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M130705_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
6731812.00
4477893.44
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
5510237.00
4455669.04
Fannie Mae
2027-11-01
3.500000
Government Agency Debt
4453162.00
4450143.29
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
4485920.00
4476413.46
Fannie Mae
2030-04-01
5.000000
Government Agency Debt
5504198.00
4405931.18
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
4831096.00
4440648.52
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
201394297.00
4519611.51
Fannie Mae
2032-11-01
3.000000
Government Agency Debt
4495154.00
4437710.99
Fannie Mae
2032-11-01
3.500000
Government Agency Debt
4384598.00
4414898.29
Fannie Mae
2033-01-01
3.000000
Government Agency Debt
4530000.00
4459023.43
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
20944117.00
4443182.15
Fannie Mae
2035-09-01
2.752000
Government Agency Debt
20070155.00
4461742.01
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
20070000.00
4498442.90
Fannie Mae
2036-10-01
4.000000
Government Agency Debt
4917391.00
4456577.53
Fannie Mae
2037-09-01
6.136000
Government Agency Debt
25031310.00
4495093.76
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
15364139.00
4399185.32
Fannie Mae
2040-10-01
3.057000
Government Agency Debt
27847984.00
4459270.81
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
10616975.00
4456525.89
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
5559329.00
4521285.02
Fannie Mae
2041-02-01
3.092000
Government Agency Debt
16634568.00
4415288.99
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
6510000.00
4404706.46
Fannie Mae
2041-12-01
5.000000
Government Agency Debt
6191262.00
4477633.78
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
4572778.00
4403164.95
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4469982.00
4475536.91
Fannie Mae
2042-08-01
2.189000
Government Agency Debt
5450000.00
4404083.31
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
4756423.00
4443839.43
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
2808287.00
2848986.91
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
4475657.00
4518902.38
Fannie Mae
2043-02-01
4.000000
Government Agency Debt
4306759.00
4506190.71
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
4400287.00
4462613.68
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
4240671.00
4455937.07
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
4385396.00
4467788.82
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
4204276.00
4423676.14
Freddie Mac
2021-04-01
4.000000
Government Agency Debt
8038683.00
4509809.04
Freddie Mac
2024-05-01
5.500000
Government Agency Debt
13613667.00
4461474.79
Freddie Mac
2027-04-01
3.500000
Government Agency Debt
4559540.00
4457547.98
Freddie Mac
2031-08-01
5.000000
Government Agency Debt
5554642.00
4430376.17
Freddie Mac
2032-01-01
4.500000
Government Agency Debt
4919045.00
4511834.62
Freddie Mac
2036-04-01
6.000000
Government Agency Debt
34639942.00
4425112.27
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
33225000.00
4447371.33
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
20478784.00
4504792.34
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
5380000.00
4418254.33
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
5419227.00
4510956.20
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
7472000.00
4428005.21
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
3127168.00
3354315.61
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
7587493.00
4432833.03
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
4316617.00
4432855.70
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
4862992.00
4450186.23
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
4287168.00
4463428.88
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
4378481.00
4428025.79
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
4410704.00
4431293.12
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
4220245.00
4441158.39
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
4415354.00
4481318.36
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
4415331.00
4486223.55
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
4187071.00
4413733.90
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
4254974.00
4481496.05
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
242000000.00
242000000.00
0.0065
N
241997580.00
241997580.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M130701_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-04-01
3.000000
Government Agency Debt
6151646.00
6165249.37
Fannie Mae
2023-04-01
5.500000
Government Agency Debt
77000000.00
6001119.58
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
6230201.00
6170771.16
Fannie Mae
2028-06-01
3.500000
Government Agency Debt
5857724.00
6141501.58
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
6052524.00
6017828.34
Fannie Mae
2032-12-01
3.500000
Government Agency Debt
6133505.00
6049696.09
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
5867091.00
5995341.69
Fannie Mae
2033-05-01
3.500000
Government Agency Debt
6033031.00
6201957.92
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
6458200.00
6199849.25
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
5996025.00
6180144.62
Fannie Mae
2034-06-01
5.500000
Government Agency Debt
42950066.00
6134335.59
Fannie Mae
2036-09-01
4.000000
Government Agency Debt
6566307.00
6101448.38
Fannie Mae
2038-07-01
5.284000
Government Agency Debt
18006023.00
6140865.35
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
11642652.00
6001807.14
Fannie Mae
2039-11-01
3.463000
Government Agency Debt
25001115.00
5998382.48
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
7675479.00
6007656.09
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
10463832.00
6001268.13
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
11736881.00
6066336.37
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
8047032.00
6190217.51
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
8973877.00
6168786.25
Fannie Mae
2041-07-01
3.930000
Government Agency Debt
10075890.00
6026179.06
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
7250841.00
6141693.73
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
8270477.00
6132304.49
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
5894762.00
6033727.27
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
6000880.00
6005744.53
Fannie Mae
2042-06-01
2.556000
Government Agency Debt
6850000.00
6144290.55
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
5973171.00
6174077.37
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
6202268.00
6122883.55
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
6105286.00
6147699.40
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
6365121.00
6148450.91
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
4598573.00
4800705.96
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
5903152.00
6154829.58
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
4830775.00
5061262.75
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
6026047.00
6143012.57
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
6014103.00
6128960.34
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
5940000.00
6043979.70
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
6063810.00
6173971.24
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
6034721.00
6149127.24
Freddie Mac
2022-07-01
5.500000
Government Agency Debt
15937065.00
6067606.64
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
7328587.00
6097241.99
Freddie Mac
2027-07-01
3.000000
Government Agency Debt
6197363.00
6075338.46
Freddie Mac
2028-05-01
3.000000
Government Agency Debt
5849347.00
6031079.65
Freddie Mac
2031-05-01
6.000000
Government Agency Debt
489296408.00
6072400.54
Freddie Mac
2031-06-01
5.000000
Government Agency Debt
7222568.00
6143739.33
Freddie Mac
2032-10-01
4.000000
Government Agency Debt
5773369.00
6062132.03
Freddie Mac
2033-04-01
3.000000
Government Agency Debt
6160314.00
6193932.87
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
51124168.00
6054677.08
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
10000000.00
6097224.69
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
7237830.00
6181989.06
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
6083770.00
6181850.49
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
6083057.00
6045325.91
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
6610446.00
6145290.02
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
5845957.00
6147797.55
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
6105746.00
6198691.66
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
6076700.00
6175014.34
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
6015799.00
6112388.67
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
6004016.00
6029412.99
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
6021097.00
6119403.45
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
345000000.00
345000000.00
0.0093
N
345000000.00
345000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M130705_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-09-01
5.000000
Government Agency Debt
6674708.00
1804156.98
Fannie Mae
2023-04-01
6.750000
Government Agency Debt
105144159.00
1804311.25
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
4528019.00
1800744.54
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
1926574.00
1783428.17
Fannie Mae
2026-06-01
5.000000
Government Agency Debt
1735930.00
1793715.63
Fannie Mae
2026-12-01
4.000000
Government Agency Debt
2106698.00
1818047.91
Fannie Mae
2027-06-01
4.000000
Government Agency Debt
1835442.00
1815771.33
Fannie Mae
2027-10-01
3.500000
Government Agency Debt
1899245.00
1796193.90
Fannie Mae
2032-11-01
6.000000
Government Agency Debt
9574272.00
1802514.93
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
1800096.00
1798798.86
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
1757952.00
1806158.30
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
1743524.00
1800242.86
Fannie Mae
2036-12-01
4.000000
Government Agency Debt
1898100.00
1814188.68
Fannie Mae
2037-10-01
3.000000
Government Agency Debt
2217700.00
1817420.13
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
4513109.00
1818414.36
Fannie Mae
2039-06-01
5.000000
Government Agency Debt
3330000.00
1792034.00
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
5418490.00
1796436.03
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2621000.00
1791618.95
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1617296.00
1125226.10
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
2765000.00
1793240.68
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1853023.00
1809764.02
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1988742.00
1800158.87
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1894484.00
1820533.80
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
2161442.00
1794241.52
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1805144.00
1803351.84
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1865297.00
1806846.05
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
1906825.00
1812749.47
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
1777963.00
1801752.60
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
1865624.00
1800869.39
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
1767935.00
1789808.23
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
1759655.00
1780376.02
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
1717143.00
1797893.27
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1819266.00
1819099.59
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1754737.00
1781199.66
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
2396646.00
1788577.58
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
2147806.00
1818901.45
Freddie Mac
2027-03-01
3.500000
Government Agency Debt
1815443.00
1788142.96
Freddie Mac
2027-06-01
3.000000
Government Agency Debt
1898228.00
1815216.04
Freddie Mac
2027-09-01
3.500000
Government Agency Debt
1777039.00
1804774.47
Freddie Mac
2027-11-01
3.000000
Government Agency Debt
1793449.00
1791851.20
Freddie Mac
2027-12-01
3.000000
Government Agency Debt
1784641.00
1798383.29
Freddie Mac
2028-05-01
3.000000
Government Agency Debt
1738167.00
1791093.04
Freddie Mac
2032-09-01
6.000000
Government Agency Debt
4408853.00
1787509.82
Freddie Mac
2033-04-01
3.000000
Government Agency Debt
1824252.00
1795385.54
Freddie Mac
2035-07-01
5.000000
Government Agency Debt
11000000.00
1801949.38
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
3050000.00
1789479.96
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
2367823.00
1794333.72
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
2040000.00
1817959.80
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
1854476.00
1780225.09
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
1944895.00
1817038.34
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
1745800.00
1810831.48
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
969864.00
1009189.47
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1767465.00
1784238.85
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
1780391.00
1800166.80
Freddie Mac
2043-02-01
4.000000
Government Agency Debt
1733094.00
1817386.26
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
1734486.00
1820647.33
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
1787450.00
1814630.30
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
1698820.00
1790780.52
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
101000000.00
101000000.00
0.0027
N
101000000.00
101000000.00
Govco, LLC
Govco, LLC 0.290000%
38362VV91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14995287.50
0.0004
N
14995500.00
14995500.00
Govco, LLC
Govco, LLC 0.420000%
38362VY56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
24000000.00
23964440.00
0.0006
N
23970480.00
23970480.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.260000%
4497W0VT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
Y
ING Bank NV
N/A
N/A
N
45000000.00
44981475.00
0.0012
N
44983350.00
44983350.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W0WC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
Y
ING Bank NV
N/A
N/A
N
40000000.00
39980533.33
0.0011
N
39980000.00
39980000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.275000%
4497W0XU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
Y
ING Bank NV
N/A
N/A
N
10000000.00
9990909.73
0.0003
N
9991400.00
9991400.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
409000000.00
409000000.00
0.0110
N
409061350.00
409061350.00
ING Bank NV
ING Bank NV 0.400000%
921MTJ006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
25000000.00
25000000.00
0.0007
N
25004750.00
25004750.00
ING Bank NV
ING Bank NV 0.400000%
921MTX005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
2000000.00
2000000.00
0.0001
N
2000420.00
2000420.00
ING Bank NV
ING Bank NV 0.400000%
922BLX006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
29000000.00
29000000.00
0.0008
N
29013630.00
29013630.00
ING Bank NV
ING Bank NV 0.280000%
922GHP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
149000000.00
149000000.00
0.0040
N
149005960.00
149005960.00
ING Bank NV
ING Bank NV 0.280000%
922JAD005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
4000000.00
4000000.00
0.0001
N
4000480.00
4000480.00
ING Bank NV
ING Bank NV 0.310000%
922LNB000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
310000000.00
310000000.00
0.0083
N
310046500.00
310046500.00
ING Bank NV
ING Bank NV 0.465000%
986RXM005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
20000000.00
20000000.00
0.0005
N
20003000.00
20003000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.200000%
4662J0V17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
3000000.00
2999483.33
0.0001
N
2999760.00
2999760.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0V58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
47000000.00
46986291.67
0.0013
N
46995300.00
46995300.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.250000%
4662J0YD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
4000000.00
3996250.00
0.0001
N
3996800.00
3996800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0Z39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
17000000.00
16982433.33
0.0005
N
16982830.00
16982830.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
99000000.00
98928390.00
0.0027
N
98957430.00
98957430.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2X11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
201000000.00
200840763.34
0.0054
N
200903520.00
200903520.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J2XX1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
N
N
42000000.00
41957300.00
0.0011
N
41971440.00
41971440.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
27000000.00
26935740.00
0.0007
N
26936820.00
26936820.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.356100%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2014-01-22
N
N
N
116000000.00
116000000.00
0.0031
N
116069600.00
116069600.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.150000%
46899T004_0.1500_M130701_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
74558854.00
24918612.59
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
50000000.00
48192043.02
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
83556672.00
78552075.35
GNMA
2038-01-16
2.750000
Government Agency Debt
68204769.00
54337269.38
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
200000000.00
200000000.00
0.0054
N
200000000.00
200000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ABC006_0.6500_M130801_2M49
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9667000.00
8221812.50
BANC OF AMERICA
2047-09-10
5.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1770623.00
1863086.70
CD
2048-10-15
5.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18088637.00
15881135.92
CD 2007 CD4 COMML MTGE TR
2049-12-11
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
13040092.00
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2314722.00
2021265.02
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12347261.00
12022093.14
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2528456.00
2363096.49
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16770247.00
16746092.53
Goldman Sachs Group Inc.
2015-01-15
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
163387.00
181111.81
GS MTG SECS CORP TR 2012 TMSQ
2030-12-10
3.007000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13634000.00
12442429.30
J P MORGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-15
2.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16667550.00
15465828.90
J P MORGAN CHASE COML MTG SECSTR 2012-LC9
2047-12-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97013.00
91304.66
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6318142.00
5623159.02
JP MORGAN CHASE CMBS 2013-C10
2047-12-17
3.142500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62744.00
59501.48
JP MORGAN CHASE CO
2015-03-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4987487.00
5341993.42
JP MORGAN CHASE CO
2015-03-20
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4947664.00
4995479.05
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2021-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2416214.00
2510013.84
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.702000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5010395.83
JP MORGAN CHASE COML MTG SECSTR 2012 CIBX
2017-06-17
4.270700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
15147872.96
JP MORGAN CHASE COML MTG SECSTR 2013-C10
2047-12-17
3.371500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7539947.89
JP MORGAN CHASE COMM MTG SEC
2041-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9242877.00
5183204.82
JP MORGAN CHASE COMM MTGE SEC
2044-12-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14929689.00
16161209.19
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13367290.00
14673407.91
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2839686.00
2849345.30
JP MORGAN TAX EXEMPT PASS THRU TR SER 201
2038-07-27
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16535316.00
13476211.49
JP MORGAN TAX EXEMPT PASS THRU TR SER 2011 1
2041-06-16
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20532551.00
17116921.51
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33731306.00
32889941.91
LB-UBS COMMERCIAL MORTGAGE TRUST
2031-01-17
4.568000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3027922.00
2656655.60
SEQUOIA MTG TR 2013-4
2043-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13443560.00
12230052.10
UBS AG STAMFORD BRANCH,
2017-12-20
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
891000.00
1026071.64
UBS COMMERCIAL MORTGAGE TRUST 2007 FL1
2024-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3353878.00
3146075.07
WACHOVIA BANK COML MTGE TR 2005
2021-09-15
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4902901.06
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
237000000.00
237000000.00
0.0064
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
237109020.00
237109020.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.391600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-07-22
2014-07-21
N
N
N
250000000.00
250000000.00
0.0067
N
250098250.00
250098250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.377100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-07-18
2014-07-18
N
N
N
110000000.00
110000000.00
0.0030
N
110103730.00
110103730.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.355600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-07-22
2014-06-20
N
N
N
95000000.00
95000000.00
0.0026
N
95136800.00
95136800.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.190000%
48125PA37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
50000000.00
50000000.00
0.0013
N
50001500.00
50001500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
85000000.00
85000000.00
0.0023
N
85003400.00
85003400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
65000000.00
65000000.00
0.0017
N
65002600.00
65002600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PBA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
100000000.00
100000000.00
0.0027
N
100005000.00
100005000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.300000%
48125PBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
73000000.00
73000000.00
0.0020
N
72991240.00
72991240.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
121000000.00
121000000.00
0.0033
N
121020570.00
121020570.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
21000000.00
21000000.00
0.0006
N
21003570.00
21003570.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
35000000.00
35000000.00
0.0009
N
34990200.00
34990200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
10000000.00
10000000.00
0.0003
N
9997100.00
9997100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PCN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-25
2013-10-25
N
N
N
180000000.00
180000000.00
0.0048
N
180000000.00
180000000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.300000%
4820P2U86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19998833.33
0.0005
N
19999400.00
19999400.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10993565.00
0.0003
N
10995600.00
10995600.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.495000%
53944LGK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
32000000.00
32012819.24
0.0009
N
32014400.00
32014400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944LQM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
180000000.00
180000000.00
0.0048
N
180000000.00
180000000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LU28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24999847.22
0.0007
N
24999500.00
24999500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.205000%
56274LUA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
48000000.00
47997540.00
0.0013
N
47997120.00
47997120.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.195000%
56274LUN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
21790000.00
21787521.39
0.0006
N
21787603.10
21787603.10
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LUW2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
53000000.00
52990607.22
0.0014
N
52992050.00
52992050.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LVD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-13
2013-08-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999737.22
0.0000
N
999760.00
999760.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25000000.00
24998812.50
0.0007
N
24999250.00
24999250.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28038000.00
28036372.24
0.0008
N
28036878.48
28036878.48
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14998891.67
0.0004
N
14999250.00
14999250.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18998295.28
0.0005
N
18998860.00
18998860.00
Market Street Funding Corp
Market Street Funding Corp 0.185000%
5705X4VM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
64000000.00
63983226.66
0.0017
N
63987840.00
63987840.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399U000_0.1500_M130701_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
2.896000
Government Agency Debt
13586606.00
13278205.41
Fannie Mae
2021-10-25
1.811000
Government Agency Debt
15000000.00
13624923.96
Fannie Mae
2029-06-25
3.000000
Government Agency Debt
23906286.00
14036931.89
Fannie Mae
2033-02-25
2.000000
Government Agency Debt
12900000.00
12583403.88
Fannie Mae
2039-02-25
3.500000
Government Agency Debt
25000000.00
13554724.39
Fannie Mae
2039-08-25
2.000000
Government Agency Debt
15000000.00
13911811.41
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
2905017.00
2468991.07
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
54400000.00
13761007.37
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
20000000.00
13135311.41
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
13455482.00
12702311.40
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
15000000.00
13514722.26
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12049114.00
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
11904133.71
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
17950000.00
11484344.47
Freddie Mac
2040-08-15
2.000000
Government Agency Debt
15000000.00
13959776.65
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
11883453.05
GNMA
2040-04-20
3.000000
Government Agency Debt
15000000.00
11770331.42
GNMA
2047-03-16
2.282000
Government Agency Debt
12700000.00
11826502.81
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
215000000.00
215000000.00
0.0058
N
215000000.00
215000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130705_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-12-25
2.000000
Government Agency Debt
18000000.00
16667215.79
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
14098124.00
4557110.86
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
22551380.00
21160239.21
Fannie Mae
2043-07-25
0.00
Government Agency Debt
19779202.00
19108390.36
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
15472000.00
16456220.34
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
35000000.00
16285680.46
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
31448717.00
16402839.86
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
25000000.00
16042999.11
Freddie Mac
2032-07-15
4.500000
Government Agency Debt
113109193.00
20300712.73
Freddie Mac
2039-03-15
3.350000
Government Agency Debt
49084720.00
21436240.04
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
35000000.00
20083038.33
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
21744000.00
21309189.07
GNMA
2033-11-20
5.500000
Government Agency Debt
17869033.00
19985941.60
GNMA
2033-11-20
5.500000
Government Agency Debt
974300.00
1089723.37
GNMA
2050-05-16
1.667300
Government Agency Debt
16834783.00
16314459.95
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
240000000.00
240000000.00
0.0065
N
240004800.00
240004800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130820_2M49
0000728612
Other Repurchase Agreement
N
144A OHIO SVGS CAP
2027-06-03
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2825000.00
2076688.58
ADR BRASIL TELECOM S A
2022-02-10
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930000.00
878850.00
AFFINION GROUP INC
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1510687.50
AINSWORTH LMBR LTD
2017-12-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
143296.88
AIRCASTLE LTD
2018-08-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
113981.25
ALERIS INTL INC
2014-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
2.85
ALGECO SCOTSMAN GLOBAL FIN PLC
2019-10-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
536156.00
515674.10
ALLBRITTON COMM CO
2018-05-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
477374.00
510578.01
ALLIANCE DATA SYSTEMS CORP
2017-12-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
414216.67
ALLY FINANCIAL INC
2017-12-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1530651.00
1641282.63
ALPHA NATURAL RESOURCES, INC.
2018-04-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
240921.77
AMBAC ASURANCE CORP
2020-06-07
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1790950.00
AMERICAN AIRLINES
2014-03-04
10.680000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
226380.00
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965000.00
1184310.32
AMERICAN TOWER REIT
2023-01-31
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343000.00
313989.06
AMR 10.200 03/15/20
2020-03-15
10.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
694000.00
801570.00
AMR CORP
2021-08-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
503000.00
580965.00
AMR CORP 9% DEB
2016-09-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
336000.00
389760.00
AMR CORPORATION 9.88%
2020-06-15
9.880000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
389000.00
449295.00
AMR CORPRATION
2020-05-15
10.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
117810.00
ANADARKA PETROLEUM CORP
2019-03-15
8.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1592000.00
2089072.81
APACHE CORP
2021-02-01
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1985000.00
2066508.23
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1124000.00
1158336.64
ARCELORITTAL CLASS A NY REGISTRY NEW
2019-06-01
10.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1132000.00
1341717.15
ARCELORMITTAL CLASS A N Y REGISTRY NEW
2016-03-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
777000.00
787732.31
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2015-08-05
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4324000.00
4424022.53
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2017-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
333666.67
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2022-02-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1098000.00
1150155.00
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1643043.00
1577663.58
ARDAGH PACKAGING FIN PLC / ARDAGH MP HLDGS USA
2020-10-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
636000.00
675750.00
ARLO VII LIMITED SERIES 2006 14
2047-09-25
1.060600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
316336.93
ASG CONSOLIDATED AND ASG FINANCE
2017-05-15
15.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1817787.00
1954878.44
ATHE AES CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
701250.00
ATP OIL & GAS CORP
2015-05-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2550000.00
31875.00
AVAYA
2019-04-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
385105.00
AVIS BUDGET CAR RENTAL, LLC/FIN
2023-04-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1955.97
AVNET INC
2022-12-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2551000.00
2550867.13
AVON PRODUCTS, INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
337834.84
AVON PRODUCTS, INC
2043-03-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9366625.00
9596612.07
B G FOODS INC
2021-06-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4250000.00
4079844.17
BALL CORP
2021-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2497000.00
2638999.53
BALL CORPORATION
2023-11-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
934666.67
BALTIMORE GAS AND ELECTRIC COMPANY
2013-07-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1498000.00
1543111.65
BANCO DO BRASIL S A
2099-12-31
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
218000.00
BANCO DO BRASIL SA
2023-01-19
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1454000.00
1448108.27
BARRICK PD AUSTRALIA FINANCE PTY LTD
2020-01-15
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
103483.01
BEAM INC
2018-06-15
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
980155.00
BEAZER HOMES USA INC
2018-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
26835.85
BEST BUY CO INC
2013-07-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
206815.28
BILL BARRETT CORP B
2016-07-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2193423.61
BNP Paribas
2056-12-25
7.195000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
1181219.50
BOISE PAPER HOLDINGS LLC
2020-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1626500.00
CALPINE CORP
2021-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3473000.00
3794976.04
CANADIAN NATURAL RESO
2016-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
925477.33
CAPITAL ONE FINCIAL CORP
2023-06-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36870000.00
34718594.53
CARDINAL HEALTH INC
2016-10-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38000.00
43575.40
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
457000.00
460427.50
CB GEO GRPU INC THE
2023-04-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
894362.59
CB LEHMAN BROS INC
2026-08-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5151000.00
1023761.25
CBRE SERVICES INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
142500.00
CCO HOLDINGS LLC
2019-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6820601.00
7446012.20
CCO HOLDINGS LLC
2022-01-31
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3686538.00
3961377.08
CCO HOLDINGS, LLC
2022-09-30
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
389350.00
CCO HOLDINGSLLC
2023-09-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1040000.00
1029007.78
CDW LLC
2017-10-12
12.535000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1077918.19
CDW LLC
2019-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1083041.67
CEMEX A AB DE CV
2019-03-25
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1422000.00
1397366.81
CEMEX FINANCE LLC
2022-10-12
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
554895.83
CENTURYTEL INC
2015-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
265868.06
CENTURYTEL, INC
2020-04-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1099000.00
1123899.22
CENTURYTEL, INC
2042-03-15
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
658000.00
643211.45
CHC HELICOPTER S A
2020-10-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
136000.00
139060.00
CHESTER DOWNS & MARINA LLC CHESTER DOWNS FIN CO
2020-02-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
96000.00
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2514000.00
2772889.63
CHRYSLER GROUP LLC CG CO ISSUER INC
2019-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
952000.00
1039240.22
CITGROUP INC
2015-12-15
4.587000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
427750.57
CITIGROUP INC
2099-12-31
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1078000.00
1022771.96
CITIGROUP INC
2099-12-31
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3636000.00
3698852.30
CITIZENS COMM CO CLASS
2019-03-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
532692.71
CITIZENS COMMUNICATIONS CO CLASS
2031-08-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1313975.00
CLEAR CHANNEL COM INC
2016-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353820.00
327254.02
CLEAR CHANNEL WORLDWIDE HLDGS INC
2020-03-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
186000.00
191115.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
2022-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2835000.00
2913710.62
CLEARWIRE COMMUNICIATIONS INC LLC
2016-12-01
14.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1120000.00
1531600.00
CLIFFS NATURAL RESOURCES INC
2020-03-15
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2350000.00
2297596.31
CNA FINL CORP
2023-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1360000.00
1633808.42
COGENT COM GRP PFDA
2018-02-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3100000.00
3474917.01
COLONIAL BANK NAT ASSOC
2015-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33885000.00
3388.50
COMCAST CORP SPL A,PA
2039-07-01
6.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1383000.00
1699615.95
COMISION FEDERAL DE ELECTRICIDAD
2042-02-14
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
313718.00
CONSOL ENERGY INC
2017-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
534666.67
CONSTELLATION BRANDS
2014-12-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
334575.03
CONSTELLATION BRANDS INC
2016-09-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
523000.00
603966.94
CONSTELLATION BRANDS INC
2017-05-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
1461353.65
CONSTELLATION BRANDS INC
2021-05-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3625000.00
3415429.69
CONSTELLATION BRANDS INC
2023-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
601000.00
567945.00
CONTINENTAL RESOURCES INC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
1030141.25
CONTINENTAL TRUST
2040-10-07
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
256696.08
COOPER STRANDARD AUTOMOTIVE INC
2018-05-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
376000.00
403620.33
CORNPRODUCTS INTL INC
2037-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
1036630.16
CORPORACION LINDLEY SA
2021-11-23
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
214000.00
234129.37
CORRECTIONS CORP OF AMERICA
2020-04-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2757000.00
2681182.50
CREDIT AGRICOLE
2059-10-13
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
1236190.10
Credit Suisse
2099-12-01
5.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
490559.73
CROSSTEX ENERGY LP
2018-02-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2368000.00
2587722.45
CROWN AMERS LLC CROWN AMERS CAP CORP IV
2023-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
12528.75
CROWN CASTLE INTL CORP
2023-01-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1634000.00
1564555.00
CSN ISLANDS XI CORP,KY
2019-09-21
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102352.43
CYRUSONE LP/CYRUSONE FIN CORP
2022-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1663000.00
1724080.60
DAVITA INC
2020-11-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182000.00
194287.53
DEANS FOODS CO
2018-12-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2196000.00
2478231.75
DELPHI CORP
2019-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
244375.00
DELPHI FIN GROUP
2020-01-31
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
891652.83
DIGITALGLOBE 8.50 2009
2021-02-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
338646.25
DIRECTV HLDGS LLC
2022-03-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1266000.00
1215815.76
DIRECTVUY HLDGS INC
2017-02-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
99439.33
DISH DBS CORP
2019-09-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8225000.00
9391664.83
DOLE FOOD COMPANY INC
2013-07-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1041618.06
DOLPHIN SUBSIDIARY II INC
2016-10-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
264545.14
DOLPHIN SUBSIDIARY II INC
2021-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
419880.56
DOMINION RESOURCES INC
2066-06-30
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
993043.75
DRESSER INDS INC
2046-08-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1415805.44
EASTMAN CHEM CO
2017-06-01
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1103567.67
EASTMAN CHEMICAL CO
2018-11-15
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2146000.00
2503491.41
EASTMAN KODAK CO
2013-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1314000.00
190530.00
EASTMAN KODAK COMPANY
2019-03-15
10.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
93293.75
ECHOSTAR DBS
2016-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2986000.00
3319218.94
EMERALD PLANTATION HLDGS LTD
2020-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2504977.00
1608195.23
EMGESA SA ESP BOGATA
2021-01-25
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
2039262.43
EMPRESAS PUBLICAS DE MEDELLIN ESP
2021-02-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40033770.00
1391050.02
ENBRIDGE ENERGY PARTNERS LP
2020-03-15
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
2422657.11
ENCANA CORP
2019-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945000.00
1120527.97
ENTERPRISE PRODUCTS OPERATIONG LP
2068-01-15
7.034000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1765000.00
2037424.91
EQUINIX INC
2021-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
674575.28
EQUINIX, INC
2020-04-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
847000.00
843020.86
ERAC USA FIN LLC
2022-10-15
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2015000.00
1912214.85
ERICSSON TELEFONAKTIEBOLAGET LM ERICSSON PUBL
2022-05-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
830212.00
818760.96
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
291787.08
EXPRESS SCRIPTS HLDG CORP
2016-11-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
751248.39
FIDELITY NATIONAL INFO SERV
2022-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1297000.00
1322039.31
FIFTH THIRD BANCORP
2038-03-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
2446330.75
FIN CORP
2017-12-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4419000.00
4715211.09
FINANCIAL SEC ASSURANCE
2066-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1118000.00
952883.82
FISERV INC
2022-10-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
797059.20
FLEXTRONICS INTERNATIONAL LTD
2023-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
580500.00
FLORIDA GAS TRANSMISSION COMPANY
2020-07-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
884571.78
FMG RESOURCES PTY LTD
2017-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3179000.00
3091577.50
FMG RESOURCES PTY LTD AUGUST 2006
2015-11-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6850000.00
6977295.84
FORD MOTOR COMPANY
2043-01-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4996.00
4330.33
FORD MOTOR CRDT CO
2014-10-01
8.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3354000.00
3721950.57
FORD MOTOR CREDIT CO
2016-05-09
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2212965.00
FORD MOTOR CREDIT COMPANY
2015-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
98252.44
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
233948.31
FORD MTR CR CO LLC
2018-01-16
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11488837.00
11231065.79
FPL GROUP CAPITAL INC
2067-09-01
7.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
861000.00
971832.22
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1769000.00
1743751.95
FREESCALE SEMICONDUCTOR INC
2018-03-15
10.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204000.00
226739.63
FRESENIUS MED CARE US FIN INC
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2667145.00
2830489.11
FRONTIER COMM CORP
2017-04-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9336000.00
10659183.50
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
109045.14
GCB 144A HSBC AMERICANS
2026-12-15
7.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3910000.00
3984561.96
GCB ING CAP FDG
2049-12-29
4.060600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71000.00
68864.74
GCB LUCENT TECHNOLOGY
2029-03-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1391542.00
1072293.27
GCB144A CHUKCHANSI ECO
2020-11-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3625000.00
1812500.00
GENL MTRS FINL CO INC
2017-08-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6535000.00
6665700.00
GENON ESCROW CORP
2020-10-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
891000.00
997941.66
GENWORTH FINANCIAL
2020-06-15
7.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1274000.00
1464380.90
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
129755.33
GOODMAN FDG
2021-04-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
2491867.58
GOODMAN FDG PTY LTD
2022-03-22
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
950000.00
1045931.00
GOVTREGS COSTA RICA RE
2023-01-26
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
932944.44
GREIF INC
2019-08-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2275000.00
2676869.26
GRUPO CEMENTOS DE CHIHUAAA
2020-02-08
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
318479.17
GRUPO KUO SAB
2022-12-04
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
549000.00
565012.50
HARVEST OPERATIONS CORP
2017-10-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
237639.06
HAWKER BEECHCRAFT ACQ CO
2017-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
10.00
HAWKER BEECHCRAFT ACQUISITION COMPANY L
2015-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
287500.00
HBOS CAPITAL FDG # 2 LP
2049-12-31
6.071000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
254480.14
HCA THE HEALTHCARE CO
2020-02-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2208187.50
HCP, INC.
2020-02-01
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2742702.00
2567645.62
HEALTH CARE REIT
2023-03-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
811791.79
HEALTH MANAGEMENT ASSOC INC
2020-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
1003052.24
HEWLETT PACKARD CO
2020-12-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1386000.00
1340930.75
HIGHMARK INC.
2041-05-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
1988701.25
HIGHWOODS PROPERTIES
2017-03-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
881132.43
HOST HOTELS RESORTS LP
2019-06-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4655000.00
5030619.06
HSBC AMERICAS CAPITAL TRUST II
2027-05-15
8.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1129259.39
HUNTSMAN INTL LLC
2020-03-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1215000.00
1345220.16
ICAHN ENTERPRISES LP
2018-01-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1357777.78
INDUSTRIAL SR TR
2022-11-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
380483.33
ING U S INC
2053-05-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3270000.00
3095867.96
INGLES MKTS INC
2023-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1473833.33
INTERCORP RETAIL TRUSTEE
2018-11-14
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
452000.00
488542.94
INTERNATIONAL LEASE FINANCE CORP.
2018-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2270000.00
2191156.91
INTL LEASE FIN CORP
2015-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
506000.00
564026.60
INTL LEASE FIN CORP
2016-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
1161976.56
INTL LEASE FIN CORP
2017-03-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3782000.00
4302156.33
INTL LEASE FIN CORP
2020-12-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553000.00
626692.32
IRON MOUNTAIN INC
2019-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
371000.00
406701.02
IRON MOUNTAIN INCORPORATED
2020-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2824000.00
2946530.22
ISLE OF CAPRI CASINOS INC
2021-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000844.00
5813421.81
ISTAR FINL INC
2018-02-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1045037.00
1111734.31
J2 GLOBAL INC
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1077.67
JAGUAR LD ROVER PLC
2018-05-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1930000.00
2095430.48
JAGUAR LD ROVER PLC
2021-05-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
9842.19
JARDEN CORP
2017-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
843000.00
933095.62
JBS S.A.
2016-08-04
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
186000.00
208692.00
JBS USA LLC JBS USA FINANCE INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
1950548.75
K. HOVNANIAN ENTERPRISES, IN
2021-11-01
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
438000.00
299227.00
KIMCO REALTY CORP
2018-02-01
4.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8420000.00
9252555.58
KIMCO REALTY CORP
2023-06-01
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1974649.00
1824980.48
KINDER MORGAN
2019-02-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
955000.00
1255137.40
KINDER MORGAN
2041-03-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2050000.00
2306329.43
KINDER NMORGAN
2037-02-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
815000.00
924390.66
KOHLS
2037-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1845000.00
2040718.11
KRAFT FOODS INC
2040-02-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
377556.00
452061.85
LAND OLAKES INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2395000.00
2466850.00
LENDER PROCESSING SERVICES
2023-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
848586.18
LENNAR CORP
2018-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1362765.63
LENNAR CORPORATION
2018-12-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
111147.50
LEVI STRAUSS & CO
2020-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
548000.00
608019.32
LIBBEY GLASS INC
2020-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
328000.00
345453.47
LIBERTY MUTUAL GROUP INC
2037-03-15
7.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2885000.00
3484551.09
LIBERTY MUTUAL GROUP INC
2088-06-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1524000.00
2330016.08
LKQ CORP
2023-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2539799.00
2442263.66
LLOYDS BANKING GROUP
2099-10-01
5.920000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5787000.00
4365172.68
LLOYDS BANKING GROUP PLC
2099-10-01
6.657000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
414279.00
361185.80
LLOYDS BANKING GRP PLC
2099-12-29
6.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
433979.00
382117.68
LONGVIEW FIBRE PAPER & PACKAGING INC
2016-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5081637.00
5328096.39
LORILLARD TOBACCO COMPANY
2023-05-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320000.00
2129736.80
LUMBERENS MUT
2026-07-01
9.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366000.00
183.00
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3717000.00
3735585.00
M.D.C. HOLDINGS INC
2020-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
108641.88
MARATHON OIL CORP
2015-11-01
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177517.00
176534.44
MARATHON OIL CORP
2022-11-01
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490517.00
455199.23
MARFRIG HLDGS EUROPE B V
2018-05-09
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
253072.22
MARKWEST ENERGY PARTNERS L P
2022-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1022256.94
MASHANTUCKET
2015-11-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25016500.00
2420446.44
MASHANTUCKET
2021-09-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8043000.00
781892.20
MCCLATCHY NEWSPAPERS INC
2022-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1188000.00
1241460.00
MEDIACOM LLC MEDIACOM CAPITAL CORP
2019-08-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245000.00
1374121.20
METLIFE CAPITAL TRUST I
2069-08-01
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
1102546.56
METROPCS WIRELESS INC
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2514000.00
2628168.77
MEXICHEM S.A.B DE C V
2022-09-19
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
804000.00
808748.63
MGM GRAND INC
2017-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1601877.00
1789335.55
MOHAWK INDUSTRIES INC
2023-02-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1270000.00
1228737.70
MOOG
2018-06-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
252000.00
261479.75
MORGAN STANLEY
2016-10-18
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1018699.00
1131092.63
MURPHY OIL CORPORATION
2042-12-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115000.00
1843975.68
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
119417.92
NATIONWIDE MUTUAL INSURANCE COMPANY
2039-08-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1544905.00
2133973.41
NAVIOS MARITIME HOLDINGS INC
2017-11-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1363767.71
NBCUNIVERSAL MEDIA LLC
2021-04-01
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1274000.00
1387466.15
NBCUNIVERSAL MEDIA LLC
2040-04-30
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
778759.22
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN
2022-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1268750.00
NEWPAGE CORP
2014-12-31
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1197000.00
NISKA GAS STORAGE US LLC
2018-03-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1060392.36
NISOURCE FINANCE CORP
2043-02-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1307550.00
1279013.81
NORANDA INC
2015-10-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
918524.00
1013661.65
NORTHERN TELECOM CAP
2026-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2051000.00
2276610.00
NRG ENERGY INC
2018-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930000.00
1022557.61
NRG ENERGY INC
2019-06-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3635000.00
3900607.43
NRG ENERGY INC
2021-05-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2072656.00
2197015.36
NXP BV NXP FDG LLC
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
146450.00
O 8.707 07/02/21
2021-07-02
8.707000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178132.00
62558.31
ODYSSEY RE HOLDINGS CORP
2013-11-01
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2236782.00
2310646.13
OGX PETROLEO E GAS PARTICIPACOES S A
2018-06-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5812908.00
1836313.78
OIL STATES INTL INC
2023-01-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
31200.00
OLIN CORP,VA
2019-08-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2802000.00
3125037.52
ONEOK PARTNERS LIMITED PARTNERSHIP
2041-02-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
374000.00
398052.10
OWENS BROCKWAY GLASS CONTAINER
2016-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5700.57
PACICIC LIFE INS CO
2039-06-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
732000.00
969739.16
PACIFIC GAS AND ELECTRIC CO
2013-12-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1267000.00
1302206.76
PACIFIC RUBIALES ENERGY CORPAL SUPPLY CO INCROMIS
2021-12-12
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
2551733.33
PETROBRAS INTERNATIONAL FINANCE COMPANY
2016-01-27
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
236053.26
PETROLEOS DE VENEZUELA S A
2017-11-02
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1362200.00
1261018.81
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
458369.00
374076.85
PETROLEOS DE VENEZUELA SA
2013-11-17
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111150.00
112162.70
PETROLEOS MEXICANOS GUARANTEED NOTES
2020-03-05
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
718348.00
798324.08
PETROPLUS FINANCE LTD
2014-05-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53000.00
13117.50
PFD KB HOME INCOME PRIDES
2018-06-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
882000.00
943844.13
PFD KB HOME INCOME PRIDES
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
418125.00
PHIBRO ANIMAL HEALTH CORP
2018-07-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1232527.08
PLAINS EXPOLORATION PRODUCTION COMPANY
2023-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
696828.00
763109.79
PPL WEM HLDGS PLC
2021-05-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
778982.99
PREFERRED TERM SECS XXIII LTD
2036-12-22
0.618000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3598000.00
2447010.59
PREFERRED TERM SECS XXV LTD
2037-06-22
0.598000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4600000.00
2978819.97
PROCIDENT FIN TR I
2038-03-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1885000.00
2256592.67
PROLOGIS L P
2019-10-30
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
789972.26
PSEG POWER LLC
2021-09-15
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
947048.38
QUEBECOR MEDIA
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2946000.00
3002117.21
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2155030.00
2194688.54
QUEBECOR MEDIA INC
2023-01-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
297000.00
QUEST DIAGNOSTICS
2014-03-24
1.134100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2675000.00
2685635.83
QVC NETWORK INC
2043-03-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8984000.00
8179917.03
QWEST COMM INTL INC
2018-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
228000.00
240475.87
R.R.DONNELLY & SONS COMPANY
2016-08-15
8.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1074000.00
1258483.37
RADIOSHACK CORPORATION COM
2019-05-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2356000.00
1702946.25
REALOGY CORP
2020-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253000.00
274505.00
REARDEN G HOLDINGS EINS GMBH
2020-03-30
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182324.00
189252.31
RENAT-A-CENTER INC
2021-05-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
51700.00
RESIDENTIAL CAPITAL
2015-06-30
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1673500.00
RESIDENTIAL CAPITAL,LLC
2015-05-15
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334951.00
375982.50
RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED
2046-06-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5250000.00
18926.25
REVLON CONSUMER PRODUCTS CORP
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1389000.00
1385334.58
REXEL
2020-06-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3340000.00
3373539.17
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2019-08-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3527000.00
3947043.66
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2020-10-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1849000.00
1893594.28
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2019-04-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4389000.00
4652340.00
RR DONNELLEY SONS CO
2015-05-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1220617.00
1283563.54
RRI ENERGY INC
2017-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
799000.00
845217.16
SABINE PASS LIQUEFACTION LLC
2021-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
97796.88
SABLE INTL FIN LTD
2020-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
226145.83
SANMINA CORPORATION
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
123000.00
126608.00
SAPPI PAPIER HLDING
2019-06-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
502561.55
SBA TELECOMMUNICATIONS
2020-07-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1381000.00
1420847.61
SEALED AIR CORP
2019-09-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4340000.00
4939989.93
SEALED AIR CORP
2021-09-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1512000.00
1744790.25
SEARS HLDGS CORP
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1595000.00
1483178.32
SEMINOLE HARD ROCK ENTERTAINMENT INC
2021-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
95951.74
SEMPRA ENERGY,CA
2039-10-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1544000.00
1744236.21
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4900000.00
5199818.75
SENSATA TECHNOLOGIES B V
2023-10-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
251485.00
SERV CORP JAVER
2021-04-06
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1018000.00
954367.93
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1587541.67
SERVICE CORP INTERNATL
2015-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
708000.00
754949.25
SERVICEMASTER CO
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1591875.00
1621678.44
SITEL LLC AND SITEL FIN CORP
2017-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
492325.00
SM ENERGY CO
2024-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
94000.00
SM ENERGY COMPANY
2023-01-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2307000.00
2523153.08
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1099552.08
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
2020-04-21
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
838000.00
897100.88
Societe Generale
2059-07-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3273890.00
SONIC AUTOMOTIVE INC
2022-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
761000.00
848472.72
SOUTHERN CALIFORNIA EDISON
2099-12-31
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
875531.25
SPECTRUM BRANDS ESCROW CORP
2020-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
136839.90
SPEEDWAY MOTORSPORTS INC
2019-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
536281.25
SQUARETWO FINANCIAL CORP
2017-04-01
11.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
956040.31
STARWOOD HOTELS RESORTS WORLWIDE
2023-02-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
823000.00
775760.71
STARZ LLC STARZ FIN CORP
2019-09-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222000.00
220890.00
STEEL DYNAMICS INC
2019-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
568379.95
STEEL DYNAMICS INC
2022-08-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2162104.16
SUNCOR ENERGY
2038-06-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
1822747.56
SUNOCO LOGISTICS PARTNERS OPERATIONS L
2022-02-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
788000.00
821111.10
TALISMAN ENERGY INC
2021-02-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
803172.05
TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC
2020-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498000.00
536595.00
TELECOM ITALIA CAPTIAL
2036-07-18
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
980000.00
985968.20
TELEFONICA EMISIONES S.A.U.
2020-04-27
5.134000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1936447.00
1998140.80
TEMPUR PEDIC INTERNATIONAL
2020-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1029000.00
1080432.14
TENET HEALTHCARE CORPORATION
2021-04-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4060000.00
3817922.50
THE AES CORP
2017-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
507843.89
THE INTERPUBLIC GROUP OF CO
2023-02-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4035000.00
3761063.85
THE LIMITED
2022-02-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
98517.97
THE RYLAND GROUP INC
2022-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
195896.53
THE TORONTO DOMINION BANK
2017-03-13
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
1608480.00
THE TRAVELERS CO INC.
2037-03-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2270000.00
2503542.01
TIMBERLAKE FIN LLC
2036-06-28
0.493700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3420182.67
TIME WARNER
2033-07-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1045000.00
1341048.65
TIME WARNER INC
2021-01-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112000.00
122683.80
TOLL ROAD INVESTORS PARTNERSHIP II L P
2055-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83900000.00
6682551.10
TRANSOCEAN SEDCO FOREX
2020-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
998000.00
1152560.82
TRAVELPORT LLC SENIOR DOLLAR FLOATING RATE NOTES D
2016-03-01
13.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1556629.00
1632157.94
TRIUMPH GROUP INC
2017-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
2628587.50
UNITED ARTISTS THEATRE
2015-07-01
9.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6081523.00
1491654.03
UNITED STATES STEEL CORP+
2020-04-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
551552.60
UNITED STATES STEEL CORP+
2021-04-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1235000.00
1219648.26
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15835.68
UNIVISION COMM INC
2022-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1199000.00
1276110.69
UPCB FIN V LTD
2021-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
213231.94
USG CORP
2020-03-30
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
200493.75
VALE OVERSEAS LTD
2019-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
923715.19
VALEANT PHARMACEUTICALS INTL INC
2020-10-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1984000.00
2062202.67
VIACOM INC CLASS B
2023-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5209972.00
4955409.87
VIACOM INC CLASS B COMMON
2043-03-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1541000.00
1316533.87
VIEDEOTRON LTEE
2022-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
453375.00
VIRGIN MEDIA SECURED FIN PLC
2018-01-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
744826.74
VULCAN MATERIALS CO
2016-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
623803.13
WELLPOINT INC COM <
2018-01-15
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1191000.00
1172783.66
WEST CORP
2018-10-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
538924.00
597694.79
WILLIAMS CO INC
2032-03-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
920344.23
WILLIAMS PARTNERS LP
2040-04-15
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1164245.50
WIND ACQ FIN S A
2020-04-30
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
396000.00
WIND ACQUISITION FINANCE S A
2018-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3810000.00
3833468.54
WINDSTREAM CORP
2017-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
549000.00
609372.84
WINDSTREAM CORP
2018-09-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
760484.38
WTS SIRIUS SATELLITE RADIO INC
2015-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1681718.75
WTS SIRIUS SATELLITE RADIO INC
2020-05-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178000.00
167320.00
XM SATELLITE RADIO INC
2018-11-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1833000.00
2020099.66
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
539000000.00
539000000.00
0.0145
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
539415030.00
539415030.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
3000000.00
2998810.00
0.0001
N
2998560.00
2998560.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TWT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
56000000.00
55975360.00
0.0015
N
55971440.00
55971440.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
11000000.00
11000000.00
0.0003
N
11000110.00
11000110.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
23000000.00
23000000.00
0.0006
N
23000920.00
23000920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682ACV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
82000000.00
82000000.00
0.0022
N
82004920.00
82004920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ADA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
48000000.00
48000000.00
0.0013
N
48001440.00
48001440.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260400%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2014-01-02
N
N
N
100000000.00
100000000.00
0.0027
N
100000000.00
100000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
26000000.00
26000000.00
0.0007
N
26000260.00
26000260.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
31000000.00
31000000.00
0.0008
N
31000620.00
31000620.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
61000000.00
61000000.00
0.0016
N
61001220.00
61001220.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
105000000.00
105000000.00
0.0028
N
105003150.00
105003150.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688REC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
147000000.00
147000000.00
0.0040
N
147005880.00
147005880.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RGJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
4000000.00
4000000.00
0.0001
N
4000280.00
4000280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.230000%
60688RJJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
17000000.00
17000000.00
0.0005
N
16999660.00
16999660.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.230000%
60688RJS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
21000000.00
21000000.00
0.0006
N
20999580.00
20999580.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
85000000.00
85000000.00
0.0023
N
84996600.00
84996600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
16000000.00
16000000.00
0.0004
N
15999360.00
15999360.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.170000%
60686N005_0.1700_M130701_2M49
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2041-12-20
4.000000
Government Agency Debt
71283607.00
51500000.19
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
50000000.00
50000000.00
0.0013
N
50000000.00
50000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.150000%
55799C003_0.1500_M130701_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
44922743.00
7128865.09
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
163142.00
57998.10
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
609565.00
158797.15
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
8323899.00
7731318.48
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
694711.00
613694.08
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
6574405.00
6224737.43
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
8135134.00
7719998.18
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
141231.00
132070.68
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
6691968.00
6381348.99
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
6371178.00
6321366.94
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
7653174.00
7672239.24
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
6145426.00
6166194.17
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
6260377.00
6280410.84
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
151952.00
153070.97
Fannie Mae
2035-04-01
5.500000
Government Agency Debt
535953.00
82005.13
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
34287907.00
6628020.39
Fannie Mae
2037-07-01
3.500000
Government Agency Debt
7764819.00
7720473.32
Fannie Mae
2037-07-01
3.500000
Government Agency Debt
6812888.00
6229031.77
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
16600000.00
6303248.68
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1094551.00
1078487.95
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
8435633.00
7765719.75
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
3526968.00
2997310.09
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
474463.00
453598.89
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
100000000.00
100000000.00
0.0027
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130703_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
3610564.00
3614582.82
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
12618131.00
12635199.58
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
25683886.00
25570218.26
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
41000000.00
41000000.00
0.0011
N
41000000.00
41000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.199000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2014-02-18
N
N
N
272000000.00
272000000.00
0.0073
N
272000000.00
272000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.213800%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-03
2014-03-03
N
N
N
63000000.00
63000000.00
0.0017
N
63000000.00
63000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988KLW009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
161000000.00
161000000.00
0.0043
N
161014490.00
161014490.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
988NJU000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
123000000.00
123000000.00
0.0033
N
123018450.00
123018450.00
National Australia Bank Ltd
National Australia Bank Ltd 0.350000%
988QKC001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
69000000.00
69000000.00
0.0019
N
69013110.00
69013110.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JWB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
Y
National Australia Bank Ltd
N/A
N/A
N
48000000.00
47982720.00
0.0013
N
47985120.00
47985120.00
Nationwide Building Society
Nationwide Building Society 0.220000%
6385E0WR0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
3000000.00
2998423.33
0.0001
N
2997930.00
2997930.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E0WS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
N
12000000.00
11992750.00
0.0003
N
11991600.00
11991600.00
Nationwide Building Society
Nationwide Building Society 0.260000%
6385E0X40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
169000000.00
168884047.21
0.0045
N
168871560.00
168871560.00
Natixis SA
Natixis SA 0.300000%
63873ETD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
109000000.00
109000000.00
0.0029
N
109011990.00
109011990.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.130000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.050000%
65409RU16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
50000000.00
50000000.00
0.0013
N
49999375.00
49999375.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.170000%
65409RUR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
100000000.00
99988666.68
0.0027
N
99989000.00
99989000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.170000%
65409RUS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
73367000.00
73358338.62
0.0020
N
73358195.96
73358195.96
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409RVC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
100000000.00
99976666.66
0.0027
N
99979000.00
99979000.00
NRW.BANK
NRW.BANK 0.105000%
62939LU31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
416000000.00
415997573.31
0.0112
N
415991680.00
415991680.00
NRW.BANK
NRW.BANK 0.100000%
62939LU31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
140000000.00
139999222.22
0.0038
N
139997200.00
139997200.00
Old Line Funding, LLC
Old Line Funding, LLC 0.232500%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
110000000.00
110000000.00
0.0030
N
110003300.00
110003300.00
Rabobank Nederland
Rabobank Nederland 0.273300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2014-03-04
N
N
N
127000000.00
127000000.00
0.0034
N
127003810.00
127003810.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JV75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
123000000.00
122962074.99
0.0033
N
122975400.00
122975400.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10250000.00
10248519.44
0.0003
N
10249385.00
10249385.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
8000000.00
7997920.00
0.0002
N
7999200.00
7999200.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
29000000.00
28989850.00
0.0008
N
28995360.00
28995360.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.360000%
76582JWD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
66000000.00
65951160.00
0.0018
N
65972940.00
65972940.00
Royal Bank of Canada
Royal Bank of Canada 0.332100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-07-05
2014-07-03
N
N
N
243000000.00
243000000.00
0.0065
N
243148230.00
243148230.00
Royal Bank of Canada
Royal Bank of Canada 0.374500%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-07-01
2014-07-01
N
N
N
125000000.00
125000000.00
0.0034
N
125055000.00
125055000.00
Royal Bank of Canada
Royal Bank of Canada 0.313000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-24
2014-06-24
N
N
N
305000000.00
305000000.00
0.0082
N
305045750.00
305045750.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB (Merged Area Redevelopment)Series 2003A 0.300000%
79818CAA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
9000000.00
9000000.00
0.0002
N
9000360.00
9000360.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LUJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999900.83
0.0000
N
999920.00
999920.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LW99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999611.11
0.0000
N
999600.00
999600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LWA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19992111.11
0.0005
N
19991800.00
19991800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050TWJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
10000000.00
9994952.78
0.0003
N
9995600.00
9995600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TWK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
99000000.00
98934000.00
0.0027
N
98955450.00
98955450.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.210000%
83050TX14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
53000000.00
52971556.67
0.0014
N
52969790.00
52969790.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
2000000.00
2000000.00
0.0001
N
2000160.00
2000160.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HJG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
29000000.00
29000000.00
0.0008
N
29003190.00
29003190.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
41000000.00
41000000.00
0.0011
N
41005330.00
41005330.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
9000000.00
9000000.00
0.0002
N
8999550.00
8999550.00
Societe Generale
Societe Generale 0.330000%
83368NDU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
79000000.00
79000000.00
0.0021
N
79007900.00
79007900.00
Societe Generale
Societe Generale 0.300000%
83368NJW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
189000000.00
189000000.00
0.0051
N
189005670.00
189005670.00
Societe Generale
Societe Generale 0.680000%
83369TJZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
181000000.00
181000000.00
0.0049
N
181007240.00
181007240.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.290000%
83365RWH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
Y
Societe Generale
N/A
N/A
N
37000000.00
36976751.67
0.0010
N
36977800.00
36977800.00
State Street Corp
State Street Corp 0.170000%
85747JX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
63000000.00
62972630.00
0.0017
N
62973540.00
62973540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CCT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
181000000.00
181000000.00
0.0049
N
181001810.00
181001810.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
4000000.00
4000000.00
0.0001
N
4000360.00
4000360.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
6000000.00
6000000.00
0.0002
N
6000540.00
6000540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
8000000.00
8000000.00
0.0002
N
8000160.00
8000160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CJH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
127000000.00
127000000.00
0.0034
N
127002540.00
127002540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CKU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
149000000.00
149000000.00
0.0040
N
149019370.00
149019370.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CLM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
2000000.00
2000000.00
0.0001
N
2000260.00
2000260.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CME9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
45000000.00
45000000.00
0.0012
N
45001350.00
45001350.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CMJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
11000000.00
11000000.00
0.0003
N
11000330.00
11000330.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
48000000.00
48000000.00
0.0013
N
48002880.00
48002880.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CNF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
119000000.00
119000000.00
0.0032
N
119003570.00
119003570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
7000000.00
7000000.00
0.0002
N
6999720.00
6999720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
9000000.00
9000000.00
0.0002
N
8999640.00
8999640.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
15000000.00
15000000.00
0.0004
N
14999400.00
14999400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
96000000.00
96000000.00
0.0026
N
95996160.00
95996160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
3000000.00
3000000.00
0.0001
N
2999880.00
2999880.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
8000000.00
8000000.00
0.0002
N
7999680.00
7999680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
283000000.00
283000000.00
0.0076
N
283090560.00
283090560.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DV64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
25000000.00
25000000.00
0.0007
N
25001000.00
25001000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DW55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
7000000.00
7000000.00
0.0002
N
7000210.00
7000210.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4W5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
5000000.00
5000000.00
0.0001
N
5000000.00
5000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W5F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
91000000.00
91000000.00
0.0024
N
91000000.00
91000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
193000000.00
193000000.00
0.0052
N
193005790.00
193005790.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KAE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
112000000.00
112000000.00
0.0030
N
111995520.00
111995520.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KBJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
210000000.00
210000000.00
0.0057
N
209985300.00
209985300.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.180000%
86958CYR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
266000000.00
266000000.00
0.0072
N
265989360.00
265989360.00
Swedbank AB
Swedbank AB 0.271600%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2013-12-20
N
N
N
119000000.00
119000000.00
0.0032
N
118996430.00
118996430.00
Swedbank AB
Swedbank AB 0.330000%
87019QUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
29000000.00
29000000.00
0.0008
N
29001740.00
29001740.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Texas
TRAN Series 2012 0.070000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
100000000.00
100000000.00
0.0027
N
100000000.00
100000000.00
Texas
TRAN Series 2012 0.070000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
86995000.00
86995000.00
0.0023
N
86995000.00
86995000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.190000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0009
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.190000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Texas
N/A
N/A
N
N
22530000.00
22530000.00
0.0006
N
22530000.00
22530000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TZL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
99885333.34
0.0027
N
99904000.00
99904000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112W2F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
372000000.00
372000000.00
0.0100
N
372014880.00
372014880.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112W4B0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
209000000.00
209000000.00
0.0056
N
209016720.00
209016720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112W4E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
388000000.00
388000000.00
0.0104
N
388034920.00
388034920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.130000%
89112W5D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
N
56000000.00
56000000.00
0.0015
N
56000000.00
56000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112W5H6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
376000000.00
376000000.00
0.0101
N
376003760.00
376003760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WU54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
192000000.00
192000000.00
0.0052
N
192013440.00
192013440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WU70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
40000000.00
40000000.00
0.0011
N
40002800.00
40002800.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.190000%
89233GUA2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
99000000.00
98995297.50
0.0027
N
98998020.00
98998020.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.180000%
89233GWQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
129000000.00
128945175.00
0.0035
N
128953560.00
128953560.00
UBS AG
UBS AG 0.800000%
90267RLP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
80000000.00
80096757.74
0.0022
N
80102400.00
80102400.00
UBS AG
UBS AG 0.250000%
90267RQN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
10000000.00
10000000.00
0.0003
N
10001200.00
10001200.00
UBS AG
UBS AG 0.250000%
90267RQQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
2000000.00
2000000.00
0.0001
N
2000160.00
2000160.00
Victory Receivables Corp
Victory Receivables Corp 0.180000%
92646KU83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
39000000.00
38998635.00
0.0010
N
38998050.00
38998050.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2014-01-02
N
N
N
181000000.00
181000000.00
0.0049
N
181045250.00
181045250.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-14
2013-08-14
N
N
N
246000000.00
246000000.00
0.0066
N
246019680.00
246019680.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2014-05-20
N
N
N
25000000.00
25000000.00
0.0007
N
24996750.00
24996750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.130000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-09-06
N
N
N
342000000.00
342000000.00
0.0092
N
342030780.00
342030780.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-13
2014-07-14
N
N
N
100000000.00
100000000.00
0.0027
N
100000200.00
100000200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.372600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-09-23
2014-07-22
N
N
N
275000000.00
275000000.00
0.0074
N
275072600.00
275072600.00
Westpac Banking Corp
Westpac Banking Corp 0.495600%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-07-29
2014-07-28
N
N
N
100000000.00
100000000.00
0.0027
N
100021200.00
100021200.00
Westpac Banking Corp
Westpac Banking Corp 0.442400%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
360000000.00
360000000.00
0.0097
N
360028800.00
360028800.00
Westpac Banking Corp
Westpac Banking Corp 0.413000%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-08-23
N
N
N
83000000.00
83000000.00
0.0022
N
83033200.00
83033200.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2014-04-25
N
N
N
202000000.00
202000000.00
0.0054
N
202147460.00
202147460.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-01
2014-01-17
N
N
N
237000000.00
237000000.00
0.0064
N
237191970.00
237191970.00
Westpac Banking Corp
Westpac Banking Corp 0.295400%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2014-06-19
N
N
N
130000000.00
130000000.00
0.0035
N
130006500.00
130006500.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
196804.51
196804.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
176356.52
176356.52
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
143345.62
143345.62
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614919.62
614919.62
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
551029.47
551029.47
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1131426.11
1131426.11
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1013870.94
1013870.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
172216.17
172216.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
154322.91
154322.91
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
123027.00
123027.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
110244.50
110244.50
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49200.89
49200.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
44088.91
44088.91