0001145549-13-007716.txt : 20131030
0001145549-13-007716.hdr.sgml : 20131030
20130909122024
ACCESSION NUMBER: 0001145549-13-007716
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130831
FILED AS OF DATE: 20130909
DATE AS OF CHANGE: 20130909
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: 131084902
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
2013-08-31
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
53
85
38100386082.16
15138147.71
2475234.33
38113048995.54
0.0024
1.0002
2013-08-31
1.0002
2013-08-31
C000012378
1.00
38113048995.54
1.00
592958720.43
6953337925.53
6360379205.10
0.0006
1.0002
2013-08-31
1.0002
2013-08-31
Abbey National North America, LLC
Abbey National North America, LLC 0.255000%
0027A0YD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
Y
Santander UK Plc
N/A
N/A
N
18000000.00
17990947.50
0.0005
N
17991720.00
17991720.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279HJ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Santander UK Plc
N/A
N/A
N
66000000.00
66000000.00
0.0017
N
66003960.00
66003960.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279HJ72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
Y
Santander UK Plc
N/A
N/A
N
76000000.00
76000000.00
0.0020
N
76001520.00
76001520.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279HK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
Y
Santander UK Plc
N/A
N/A
N
27000000.00
27000000.00
0.0007
N
27000540.00
27000540.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.180000%
00279HK39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
Y
Santander UK Plc
N/A
N/A
N
59000000.00
59000000.00
0.0015
N
59000000.00
59000000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.110000%
00279HK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
Y
Santander UK Plc
N/A
N/A
N
135000000.00
135000000.00
0.0035
N
134998650.00
134998650.00
Alpine Securitization Corp
Alpine Securitization Corp 0.060000%
02086LW36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
50000000.00
50000000.00
0.0013
N
49999500.00
49999500.00
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LW51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
30000000.00
29999750.00
0.0008
N
29999400.00
29999400.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
445000000.00
445000000.00
0.0117
Security is a time deposit.
N
445000000.00
445000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
250000000.00
250000000.00
0.0066
Security is a time deposit.
N
250000000.00
250000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WC35
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
134000000.00
134000000.00
0.0035
N
134009380.00
134009380.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WG98
Other Note
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
174000000.00
174000000.00
0.0046
N
173996520.00
173996520.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WH30
Other Note
N
First Tier Security
N/A
N/A
2013-11-21
2013-11-21
N
N
N
14000000.00
14000000.00
0.0004
N
13999720.00
13999720.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WH55
Other Note
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
109000000.00
109000000.00
0.0029
N
108994550.00
108994550.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WJ79
Other Note
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
73000000.00
73000000.00
0.0019
N
72994160.00
72994160.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WK36
Other Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
8000000.00
8000000.00
0.0002
N
7999360.00
7999360.00
Bank of Montreal
Bank of Montreal 0.050000%
06366AST0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
32000000.00
32000000.00
0.0008
N
31999680.00
31999680.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ATC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
593000000.00
593000000.00
0.0156
N
592994070.00
592994070.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ATU6
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
108997820.00
108997820.00
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
87012180.00
87012180.00
Bank of Nova Scotia
Bank of Nova Scotia 0.020000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
783000000.00
783000000.00
0.0205
Security is a time deposit.
N
783000000.00
783000000.00
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
79005530.00
79005530.00
Bank of the West
Bank of the West 0.270000%
06426GBV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
18000000.00
18000000.00
0.0005
N
18004500.00
18004500.00
Bank of the West
Bank of the West 0.100000%
06426GBX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
199000000.00
199000000.00
0.0052
N
199000000.00
199000000.00
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
0.0045
N
172046440.00
172046440.00
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
7001890.00
7001890.00
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
0.0033
N
125035000.00
125035000.00
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
68019720.00
68019720.00
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
0.0055
N
209064790.00
209064790.00
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
4001240.00
4001240.00
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
0.0004
N
17005610.00
17005610.00
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
117039780.00
117039780.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GCE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
48000000.00
48000000.00
0.0013
N
48003360.00
48003360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GCN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
60000000.00
60000000.00
0.0016
N
60004200.00
60004200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
5000000.00
5000000.00
0.0001
N
5000350.00
5000350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
116000000.00
116000000.00
0.0030
N
116008120.00
116008120.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
152000000.00
152000000.00
0.0040
N
152012160.00
152012160.00
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
0.0020
N
77011550.00
77011550.00
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
82013120.00
82013120.00
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
0.0044
N
167046760.00
167046760.00
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
21005670.00
21005670.00
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
0.0044
N
168053760.00
168053760.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
26000000.00
26000000.00
0.0007
N
26008580.00
26008580.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
32000000.00
32000000.00
0.0008
N
31996480.00
31996480.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
00799J004_0.0400_M130903_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-09-30
0.250000
Treasury Debt
54685200.00
54791193.66
United States Treasury Department
2015-11-15
0.375000
Treasury Debt
76170000.00
76086239.91
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
75000000.00
77758982.61
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
15118300.00
15763652.16
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
220000000.00
220000000.00
0.0058
N
220000000.00
220000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M130903_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-11-25
0.564000
Government Agency Debt
15199375.00
1223788.37
Fannie Mae
2039-07-25
2.500000
Government Agency Debt
2000000.00
1873882.54
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
10386743.00
10429156.00
Fannie Mae
2042-03-25
0.534000
Government Agency Debt
15062152.00
13567096.16
Fannie Mae
2043-02-01
2.186000
Government Agency Debt
524234.00
499047.57
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
9097644.00
8049925.95
Freddie Mac
2030-10-15
4.000000
Government Agency Debt
6060411.00
6234709.77
Freddie Mac
2037-04-15
0.424000
Government Agency Debt
43595000.00
16187810.71
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
14843000.00
6630060.49
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
13700000.00
14195230.64
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
20000000.00
15536042.81
Freddie Mac
2040-04-15
4.000000
Government Agency Debt
20000000.00
14459911.27
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
9384651.00
9467519.55
Freddie Mac
2041-08-15
3.750000
Government Agency Debt
26121655.00
21880379.01
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
6650000.00
5432611.72
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
10000000.00
7825097.10
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
11616000.00
6872572.98
Freddie Mac
2042-12-15
3.500000
Government Agency Debt
20000000.00
20572725.94
Freddie Mac
2043-07-15
3.000000
Government Agency Debt
3596000.00
3164126.39
GNMA
2038-04-20
2.600000
Government Agency Debt
24470820.00
18738492.29
GNMA
2038-04-20
2.750000
Government Agency Debt
50113494.00
38511593.03
GNMA
2039-10-16
3.000000
Government Agency Debt
61021207.00
21143421.47
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
250000000.00
250000000.00
0.0066
N
250000000.00
250000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
992JYM004_0.0200_M130903_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-10-15
0.500000
Treasury Debt
9278100.00
9328402.01
United States Treasury Department
2017-12-31
2.750000
Treasury Debt
38483000.00
40916219.44
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
27498700.00
25235388.26
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
74000000.00
74000000.00
0.0019
N
74000000.00
74000000.00
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
53993385.00
0.0014
N
53994600.00
53994600.00
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
18990880.00
0.0005
N
18994870.00
18994870.00
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
70954560.00
0.0019
N
70966630.00
70966630.00
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
13989752.78
0.0004
N
13991740.00
13991740.00
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
27001643.68
0.0007
N
27004860.00
27004860.00
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
0.0052
N
200006000.00
200006000.00
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
14000700.00
14000700.00
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
83009960.00
83009960.00
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
19005510.00
19005510.00
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
75023250.00
75023250.00
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
52019760.00
52019760.00
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
0.0018
N
69025530.00
69025530.00
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
0.0040
N
151055870.00
151055870.00
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
37014800.00
37014800.00
BNP Paribas
BNP Paribas 0.350000%
05572NPW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
76000000.00
76000000.00
0.0020
N
75996200.00
75996200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130903_2M49
0001197610
Other Repurchase Agreement
N
AMERCIAN HONDA FINANCE
2014-07-17
0.287600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
724167.00
724299.90
AMERICAN FINANCIAL GROUP, INC
2029-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27581.00
36158.50
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
367649.00
387997.45
BOSTON SCIENTIFIC CORP
2020-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
642199.00
737764.63
CAISSE CENTRALE DESJARDINS
2017-03-06
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8209396.00
8313108.04
CITIGROUP INC
2017-11-21
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1694470.00
1971759.43
CLIFFS NATURAL RESOURCES INC
2040-10-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1352470.00
1167855.22
COMCAST CORP SPL A
2022-07-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5535.00
5377.84
CONOCOPHILLIPS
2039-02-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1252611.00
1584272.47
COVIDIEN INTL FIN S A
2023-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
147647.00
137666.06
Danaher Corp
2019-03-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6335000.00
7408402.40
DISCOVERY COMMUNICATIONS LLC
2021-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125734.00
131854.05
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4971051.00
5889102.63
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
3201745.56
GE CAP CORP
2014-05-13
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
527743.06
HALLIBURTON COMPANY
2018-08-01
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275385.00
1263154.06
J P MORGAN CHASE
2020-07-22
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2108.17
KT CORP
2015-07-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1332868.00
1424328.85
LIFE TECH CORP
2020-03-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
456241.00
524263.49
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
3046625.52
MAY DEPT STORE CO
2024-07-15
6.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330360.00
2724842.05
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
239676.12
NEWS AMERICA INC
2019-03-01
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
219557.00
269815.43
OMNICOM GROUP INC
2019-07-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005787.00
1169622.16
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485106.00
496013.61
PENSKE TRUCK LESING CO LP
2018-07-17
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
623275.00
618634.11
PETROBRAS ENERGIA S.A.
2017-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6335142.00
6633751.56
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100193.00
110114.19
PETROLEOS MEXICANOS GUARANTEED NOTES
2019-05-03
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
814730.00
998858.98
PROGRESS ENERGY INC
2022-04-01
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1260449.00
1224148.07
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120043.00
108728.95
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1828643.00
1867014.03
SPAREBANK 1 BOLIGKREDIT
2013-10-25
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2045718.00
2057051.85
ST JUDE MEDINC
2043-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75567.00
72457.54
U.S. WEST COMMCTN
2026-11-10
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
666065.00
673684.78
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
55000000.00
55000000.00
0.0014
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 0.290000%
921AES008_0.2900_M130906_2M49
0001197610
Other Repurchase Agreement
N
AMERCIAN HONDA FINANCE
2014-07-17
0.287600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2031313.00
2031685.79
AMERICAN FINANCIAL GROUP, INC
2029-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139857.00
183351.54
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44836.00
47317.56
AUTOZONE INC
2020-11-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3379981.00
3471601.02
BANK OF NOVA SCOTIA CB
2014-11-07
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1584727.00
1605999.76
BAXTER INTERNATIONAL
2023-06-15
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1396392.00
1356917.55
BOSTON SCIENTIFIC CORP
2020-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32757.00
37631.57
BP CAPITAL MARKETS P L C
2018-05-10
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2187497.00
2107850.23
BURLINGTON NORTHERN SANTA FE, LLC
2042-03-15
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
919455.55
CB MERCK & CO.INC.
2028-12-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
696692.00
834225.77
COMCAST CORP NEW
2033-01-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2218781.00
2105356.92
COVIDIEN INTL FIN S A
2023-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139568.00
130133.20
DEPFA ACS BANK
2037-03-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510744.00
436480.40
EXELON GENERATION COMPANY, LLC
2020-10-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250520.00
1264145.11
FLORIDA POWER AND LIGHT COMPANY
2039-04-01
5.960000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
367172.00
450030.89
HALLIBURTON COMPANY
2018-08-01
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2775194.00
2748579.89
MERCK & CO., INC.
2022-09-15
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5368131.00
4988783.08
NEWS AMERICA INC
2019-03-01
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343081.00
421615.10
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3382831.00
3458893.96
PENSKE TRUCK LESING CO LP
2018-07-17
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124045.00
123121.36
PFD HCP INC SERIES E
2021-02-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1266160.00
1378886.05
PRAXAIR, INC
2042-11-07
3.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2038448.00
1726979.37
PROGRESS ENERGY INC
2031-10-30
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159935.00
197576.24
REALTY INCOME
2023-08-01
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750007.00
757979.57
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
771596.00
698873.08
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785691.00
802177.42
ST JUDE MEDINC
2043-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67630.00
64847.14
UNITED TECHNOLOGIES
2017-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
69236.87
VIVENDI SA
2018-01-12
3.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2291564.00
2330268.52
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
35000000.00
35000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
35000000.00
35000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130906_2M49
0001197610
Other Repurchase Agreement
N
Abbey National Treasury Services Plc
2018-08-23
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
357822.00
359064.74
BARMINCO FIN PTY LTD
2018-06-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
180450.00
CCO HOLDINGS LLC
2022-01-31
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
192852.00
196773.99
CROWN CASTLE INTL CORP
2023-01-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115304.00
108962.28
CSC HOLDINGS LLC
2031-11-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1207836.00
1295026.66
CWMBS INC ALTERNATIVE LOAN TR 2003 19CB MORTGAGE P
2018-04-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1083.00
1063.26
DELL INC
2014-04-01
0.874000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73171.00
73110.44
EDP FINANCE B.V,NL
2019-10-01
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5221.00
5261.62
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.590000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
92440.00
92023.49
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
258805.00
275417.05
FORD MOTOR CREDIT COMPANY
2020-01-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730063.00
2120843.14
FORD MOTOR CREDIT COMPANY
2021-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36864.00
39987.99
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10725876.00
11345965.70
HUNTSMAN INTERNATIONAL LLC
2020-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42946.00
41516.70
LEVEL 3 COMMUNICATIONS INC
2019-02-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200943.00
239955.94
LEVI STRAUSS & CO
2022-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81836.00
86950.75
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
303013.00
327443.42
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1845114.00
1937369.70
SUNGARD DATA SYS INC
2018-11-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
673648.00
727715.27
T MOBILE USA INC
2018-09-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1113.00
1125.59
THE LIMITED
2033-03-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53681.00
54730.84
THE RYLAND GROUP INC
2020-05-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64710.00
68715.50
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
17000000.00
17000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
17002550.00
17002550.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.050000%
987WVU007_0.0500_M130903_2M49
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-07-20
3.500000
Government Agency Debt
200000000.00
179731566.64
GNMA
2042-07-15
3.500000
Government Agency Debt
14532820.00
12790874.09
GNMA
2042-08-15
3.000000
Government Agency Debt
200000000.00
181407203.29
GNMA
2042-08-15
3.500000
Government Agency Debt
200000000.00
179023369.55
GNMA
2042-10-15
3.000000
Government Agency Debt
200012260.00
179934127.62
GNMA
2042-10-15
3.000000
Government Agency Debt
136235384.00
124072859.51
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
832000000.00
832000000.00
0.0218
N
832000000.00
832000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987YEA006_0.0900_M130906_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
2.500000
Government Agency Debt
20610000.00
14609402.50
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
18340000.00
14148731.50
Fannie Mae
2040-09-25
4.000000
Government Agency Debt
7241539.00
7389086.97
Fannie Mae
2043-05-25
0.470000
Government Agency Debt
10339632.00
10087647.26
Freddie Mac
2032-08-15
4.500000
Government Agency Debt
10000000.00
10556860.00
Freddie Mac
2039-01-15
3.625000
Government Agency Debt
72425000.00
15702181.28
GNMA
2038-03-20
0.871500
Government Agency Debt
100000000.00
15978502.53
GNMA
2039-12-16
2.500000
Government Agency Debt
14500000.00
11667826.18
GNMA
2040-09-20
4.500000
Government Agency Debt
12415003.00
13335029.21
GNMA
2041-07-20
2.000000
Government Agency Debt
13983681.00
12524733.55
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
120000000.00
120000000.00
0.0031
N
120000000.00
120000000.00
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
56001120.00
56001120.00
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
0.0058
N
221013260.00
221013260.00
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
89998850.00
0.0024
N
89998200.00
89998200.00
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
39963111.11
0.0010
N
39978800.00
39978800.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FB47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43920946.66
0.0012
N
43954680.00
43954680.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FB62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49911166.86
0.0013
N
49947500.00
49947500.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-09-10
2014-05-07
N
N
N
312000000.00
312000000.00
0.0082
N
312152880.00
312152880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YG42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
116000000.00
116000000.00
0.0030
N
116000000.00
116000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YG83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
76000000.00
76000000.00
0.0020
N
75999240.00
75999240.00
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
63999626.66
0.0017
N
63998720.00
63998720.00
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
31996266.67
0.0008
N
31996800.00
31996800.00
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
32995957.50
0.0009
N
32996370.00
32996370.00
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
96984156.66
0.0025
N
96986420.00
96986420.00
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
999801.67
0.0000
N
999830.00
999830.00
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
38991582.50
0.0010
N
38992590.00
38992590.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
49000000.00
48986280.00
0.0013
N
48987750.00
48987750.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXP0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999708.33
0.0000
N
999740.00
999740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3998693.33
0.0001
N
3998800.00
3998800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999667.50
0.0000
N
999690.00
999690.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JY87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
43000000.00
42983445.00
0.0011
N
42984090.00
42984090.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JYC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999183.33
0.0001
N
1999200.00
1999200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JYF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49978708.33
0.0013
N
49979000.00
49979000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
18000000.00
17990550.00
0.0005
N
17989920.00
17989920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JZA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1998856.67
0.0001
N
1998740.00
1998740.00
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
10998845.00
0.0003
N
10999560.00
10999560.00
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
99988000.00
0.0026
N
99996000.00
99996000.00
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
46989425.00
0.0012
N
46996710.00
46996710.00
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
19994511.11
0.0005
N
19998000.00
19998000.00
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
24992416.67
0.0007
N
24997000.00
24997000.00
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
49982291.67
0.0013
N
49992500.00
49992500.00
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
45980194.44
0.0012
N
45991260.00
45991260.00
Charta, LLC
Charta, LLC 0.420000%
16115XB46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7985626.66
0.0002
N
7991760.00
7991760.00
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
0.0052
N
197072890.00
197072890.00
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
53019610.00
53019610.00
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
0.0045
N
171058140.00
171058140.00
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
0.0014
N
55011000.00
55011000.00
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
18003780.00
18003780.00
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
0.0026
N
100021000.00
100021000.00
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
176997738.33
0.0046
N
176996460.00
176996460.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
48000000.00
47916360.00
0.0013
N
47951040.00
47951040.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CBJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
94000000.00
93820146.67
0.0025
N
93890020.00
93890020.00
Ciesco, LLC
Ciesco, LLC 0.420000%
17178CBK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16966481.67
0.0004
N
16979940.00
16979940.00
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
16008640.00
16008640.00
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
15008850.00
15008850.00
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
0.0059
N
224147840.00
224147840.00
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
0.0052
N
198130680.00
198130680.00
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
38025460.00
38025460.00
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
0.0059
N
225153000.00
225153000.00
Citibank, NA
Citibank, NA 0.280000%
17304UGZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
161000000.00
161000000.00
0.0042
N
161037030.00
161037030.00
Citibank, NA
Citibank, NA 0.400000%
17304UHX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
22000000.00
22000000.00
0.0006
N
22014300.00
22014300.00
Citibank, NA
Citibank, NA 0.130000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
64000000.00
64000000.00
0.0017
Security is a time deposit.
N
63999360.00
63999360.00
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
236795653.34
0.0062
N
236857800.00
236857800.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
75000000.00
74906000.00
0.0020
N
74923500.00
74923500.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
64000000.00
63916942.22
0.0017
N
63930880.00
63930880.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
158000000.00
157782311.13
0.0041
N
157810400.00
157810400.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GBR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-25
2014-02-25
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
50000000.00
49922222.22
0.0013
N
49925500.00
49925500.00
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
19983822.22
0.0005
N
19987200.00
19987200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225900%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2014-03-03
N
N
N
150000000.00
150000000.00
0.0039
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
99993861.12
0.0026
N
99998000.00
99998000.00
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
43992691.11
0.0012
N
43995600.00
43995600.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
185000000.00
184667616.68
0.0048
N
184716950.00
184716950.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UD68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
42000000.00
42000000.00
0.0011
N
41998740.00
41998740.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UE83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
29000000.00
29000000.00
0.0008
N
28999130.00
28999130.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UF25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
200000000.00
200000000.00
0.0052
N
199994000.00
199994000.00
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
109002180.00
109002180.00
Credit Agricole SA
Credit Agricole SA 0.280000%
922JUS000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
59000000.00
59000000.00
0.0015
N
59004130.00
59004130.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922NQD009
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
74000000.00
74000000.00
0.0019
N
74007400.00
74007400.00
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
101010100.00
101010100.00
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
0.0037
N
140019600.00
140019600.00
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
0.0014
N
54008640.00
54008640.00
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
0.0030
N
115020700.00
115020700.00
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
10001900.00
10001900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
22799D001_0.0500_M130903_2M49
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-01-31
0.875000
Treasury Debt
336052600.00
328626968.72
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
241405000.00
239044162.30
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
556536426.00
556536426.00
0.0146
N
556536426.00
556536426.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2M49
0001230485
Other Repurchase Agreement
N
144A ACABS 2003-1A AT
2038-06-10
1.024200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28154000.00
2882132.57
144A ACCDO 11A A
2047-03-15
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29685000.00
2130324.95
144A ACCDO 12A A1
2047-10-08
0.703900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
2311412.25
144A BACM 2005-1 G
2042-11-10
5.464700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
22509.69
144A BACM 2007-5 J
2051-02-10
6.185000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16262000.00
80484.00
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
28245.18
144A CBAC 2005-1A A
2035-07-25
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10788346.00
1684692.00
144A CD 2007-CD5 L
2044-11-15
4.594000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8377000.00
35096.54
144A CMSI 2004-5 B4
2034-08-25
5.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
35346.17
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100040000.00
11331901.95
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
62056.00
144A IRWHE 2006-3 1A
2037-09-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109900.00
24443.38
144A JPMCC 2006-CB14 E
2044-12-12
5.722900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11375000.00
962440.53
144A MONT 2006-1A A1A
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16930000.00
4027038.83
144A MONT 2006-1A A1B
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
26050.13
144A NMCRE 2007-2A B
2042-05-21
0.593100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4730000.00
3359001.06
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33190000.00
8331267.23
144A PALS 1999-1A A1
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5510000.00
850314.54
144A PALS 1999-1A A2
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27355000.00
5212363.17
144A RAAC 2005-RP3 M2
2039-05-25
1.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
140948.19
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
492.17
ABFC 2006-OPT1 M1
2036-09-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6654000.00
1935660.44
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
16837597.81
ABS GREENTRE 96-2
2027-04-15
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8900000.00
832805.70
ABS OAKLAND MTG (97-A)
2027-09-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
880000.00
741943.90
ABSHE 2005-HE1 M2
2035-03-25
0.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8430000.00
5397491.13
ACE 2006-NC2 M1
2036-07-25
0.474000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10785000.00
22115.36
AHM 2007-1 GA2
2047-05-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6970000.00
22572.18
AHMA 2006-6 A1B
2046-12-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33633000.00
537857.83
AHMA 2007-3 12A1
2037-06-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10565000.00
1267194.97
AMSI 2005-R7 M4
2035-09-25
0.794000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1145000.00
606385.41
BAFC 2004-B 5A1
2034-11-20
3.066500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2390000.00
454220.97
BAFC 2005-E 7A1
2035-06-20
2.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2344000.00
176449.29
BALTA 2006-1 11A1
2036-02-25
0.664000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17325000.00
2022440.78
BCAP 2006-AA2 A1
2037-01-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11775000.00
2943504.53
BK OF AMER
2047-06-20
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1570000.00
935256.62
BOAMS
2035-10-25
3.154500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13105000.00
2569.16
BOAMS 2005-2 B3
2035-03-25
5.392400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
814000.00
2344.76
BOAMS 2005-L 3A2
2036-01-25
3.064300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5408000.00
98017.83
BSCMS 2006-PW14 AJ
2038-12-11
5.273000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7971060.00
7519052.98
BSMF 2006-AR5 2A2
2037-01-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
743000.00
19773.99
BSSLT
2037-01-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11770000.00
1868016.03
BSSLT 2007-1 2A
2037-08-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78684000.00
12143028.55
CARR 2005-FRE1 M2
2035-12-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
506029.48
CARR 2006-NC5 M1
2037-01-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23957000.00
86924.32
CMLTI
2036-11-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
63405.12
CMLTI 2005-11 A2B
2035-12-25
2.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2045000.00
332173.10
CMLTI 2007-10 3A3B
2037-09-25
5.738700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3925000.00
10380.08
CMLTI 2007-AMC4 A2D
2037-05-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
775000.00
394545.68
CSAB 2007-1 2A5
2037-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
89918.99
CSMC 2007-3 1A3A
2037-04-25
5.745600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
1008658.61
CSMC 2007-TFL2
2022-04-15
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2352470.00
2244854.40
CWA05072
2036-01-25
0.624000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14452000.00
23192.52
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2628300.00
664287.65
CWALT 2005-57CB 3A7
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1050000.00
633928.67
CWALT 2005-61 1M1
2035-12-25
0.784000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5055333.00
1178202.55
CWALT 2005-72 A1
2036-01-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
17587.88
CWALT 2005-81 A2
2037-02-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68241800.00
1451048.50
CWALT 2006-OA10 4A2
2046-08-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17211300.00
215421.19
CWHEL 2006-A A
2032-04-15
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149950000.00
9925098.42
CWHL 2005-17 2A2
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3276000.00
115056.97
CWHL 2005-28 A10
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3550000.00
251739.44
CWHL 2005-HYB7 6A1
2035-11-20
5.098200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9317983.00
2631653.72
CWHL 2007-13 A11
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
4007.15
CWL
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
155500.14
CWL
2036-09-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3090000.00
2371381.75
CWL 2005-16 2AF3
2036-05-25
5.098400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
113525800.00
87386768.64
CWL 2005-16 MV1
2036-05-25
0.644000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9010000.00
6610875.24
CWL 2005-17 1AF3
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5990000.00
4625683.58
CWL 2006-11 1AF4
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19085000.00
13434075.58
CWL 2006-11 1AF5
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
408806.84
CWL 2006-11 1AF6
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3333000.00
2248051.64
CWL 2006-13 3AV3
2037-01-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6896000.00
3679941.76
CWL 2006-7 2A4
2046-04-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1945000.00
641795.77
CWL 2006-BC5 2A3
2037-03-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10290000.00
7998264.90
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8131327.00
3819842.94
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2990000.00
1730791.00
CWL 2007-8 2A3
2037-11-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
1293476.74
FFMER 2007-2 A2C
2037-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4110000.00
2308537.46
FFML 2006-FF11 2A4
2036-08-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3440000.00
1891149.95
FFML 2006-FF8 M2
2036-07-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8821000.00
94569.48
FHAMS 2005-FA10 1A7
2036-01-25
0.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
6552.91
FHAMS 2006-AA3 A1
2036-06-25
2.318100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
502000.00
114924.90
GSAMP 2002-HE2 B1
2032-10-20
3.184000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12100000.00
1085383.96
GSAMP 2006-FM2 A2D
2036-09-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
42371.74
GSAMP 2006-S3 A1
2036-05-25
6.085000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18500000.00
358781.92
GSAMP 2007-H1 A1B
2047-01-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
215393.51
GSAMP 2007-H1 A1C
2047-01-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4105000.00
2155862.60
GSMS
2045-08-10
5.995000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
562055.15
HEAT 2006-6 2A4
2036-11-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
102804.79
HVMLT
2036-02-19
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
122000.00
30885.05
HVMLT
2036-12-19
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19101000.00
4285637.06
HVMLT
2038-01-19
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1980000.00
242354.80
HVMLT 2006-9 2AB2
2036-11-19
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
309000.00
14219.19
IMSA 2007-1 A2
2037-03-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29215000.00
16135299.28
INDA 2007-AR1 1A2
2037-03-25
3.059800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5930000.00
1901779.57
INDA 2007-AR3 3A1
2037-07-25
5.716100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9845484.00
3899286.10
INDX 2005-AR18 1A2
2036-10-25
0.994000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51880000.00
2881006.97
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715132.00
697465.14
JPMCC 2006-LDP8 C
2045-05-15
5.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3471619.00
3254455.55
JPMMT 2007-A4 1A1
2037-06-25
2.761000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14996000.00
4021446.47
LABS 01-B M2
2028-03-15
7.170000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47000.00
15051.81
LBUBS 2005-C3 D
2040-07-15
4.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
718907.00
714320.83
LXS 2005-7N 1A1B
2035-12-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119000.00
10152.57
LXS 2006-10N 1A4A
2046-07-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
17433.77
LXS 2006-4N A1D1
2046-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42538000.00
12551372.95
LXS 2006-4N A2A
2046-04-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2889000.00
800005.32
LXS 2007-6 2A1
2037-05-25
0.604000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1704000.00
262262.20
MARM 2007-3 12A1
2047-05-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29485000.00
9060422.44
MASTR 2007-2 A3
2038-01-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9205000.00
2429406.73
MLMI
2035-12-25
2.582800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
5299.33
MLMI 2006-AR1 A2C
2037-03-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
358262.07
MLMI 2006-RM3 A2D
2037-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1040000.00
270196.33
MSAC 2006-HE4 A4
2036-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
69713.27
MSAC 2006-HE5 A2D
2036-08-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1120000.00
501040.14
MSAC 2006-HE6 A2C
2036-09-25
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
127349.14
MSAC 2006-HE6 A2D
2036-09-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
50369.87
MSAC 2006-HE8 A2D
2036-10-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
39544.16
MSAC 2006-HE8 A2FP
2036-10-25
0.254000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106000.00
6144.90
MSAC 2007-HE3 A2B
2036-12-25
0.294000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3730000.00
1750864.07
MSAC 2007-HE5 A2D
2037-03-25
0.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
6611.26
MSAC 2007-NC2 A2C
2037-02-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2705000.00
1375759.12
MSAC 2007-NC3 A2C
2037-05-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
506179.21
MSC 2007-IQ14 AM
2049-04-15
5.874600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1282707.00
1292945.28
MSHEL
2037-04-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
353447.15
NHELI 2006-HE3 2A4
2036-07-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
495803.78
OOMLT 2007-4 2A2
2037-04-25
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765000.00
382162.49
PPSI 2005-WCW2 M3
2035-07-25
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2840000.00
1714388.10
RALI 2005-QA10 A31
2035-09-25
3.717100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7175000.00
2287062.64
RALI 2006-QO4 2A1
2046-04-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4011000.00
1196986.58
RALI 2006-QS17 A3
2036-12-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6345000.00
1593743.49
RALI 2006-QS6 1A11
2036-06-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52381000.00
7515754.04
RALI 2007-QS11 A1
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21295000.00
7024166.29
RAMP 2004-RS8 MII2
2034-08-25
1.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149000.00
15728.28
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1980000.00
642625.53
RAST 2006-A1 1A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
251029.69
RAST 2006-A2 A1
2046-01-25
0.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21890000.00
768779.72
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5020000.00
1377598.69
RES ACCREDIT
2037-08-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18865000.00
7493019.80
RFMS2 2005-HSA1 AI5
2035-12-25
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2985000.00
1292527.77
RFMSI 2007-SA1 2A2
2037-02-25
3.484100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48000.00
10226.63
RFMSI 2007-SA4 3A1
2037-10-25
3.825300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18135000.00
5487883.87
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
1197920.13
SABR
2037-02-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
167707.81
SABR 2005-FR4 M2
2036-01-25
0.824000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
340533.68
SAMI 2006-AR3 3A1
2036-02-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2961000.00
282097.69
SAMI 2006-AR5 2A1
2046-05-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2654818.89
SAMI 2006-AR5 3A1
2046-05-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
960000.00
328358.49
SAMI 2006-AR6 2A1
2046-07-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9565000.00
3602422.41
SARM
2035-05-25
1.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6788000.00
1285695.67
SARM 2005-10 M1
2035-06-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19224082.00
3764192.54
SARM 2006-1 6A1
2036-02-25
2.448800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
79472.23
SARM 2007-1 2-A3
2037-02-25
8.728100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3710000.00
2246176.06
SARM 2007-11 1A1
2037-12-25
1.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
7606432.59
SASC
2036-04-25
0.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2055000.00
1530311.98
SASC 2006-S4 A
2037-01-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54586000.00
6055853.91
SVHE 2006-OPT4 M1
2036-06-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16500000.00
1035547.67
TBW 2006-6 A2A
2037-01-25
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8150000.00
2655090.76
WFMBS 2007-2 3A6
2037-03-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
660681.01
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5567000.00
1903337.34
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
360000000.00
360000000.00
0.0094
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
360540000.00
360540000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2M49
0001230485
Other Repurchase Agreement
N
144A CCAO 2 D
2027-11-15
7.160000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6149993.00
2614509.56
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22610000.00
2561118.58
144A GRAND 2006-2A A1A
2046-11-01
0.387200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475165000.00
81920137.15
144A KLROS 2005-1A A2
2041-10-06
0.753900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
364304.74
144A LIBTY 2005-1A C
2040-01-13
1.189000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
815523.79
144A MONRO 2005-1A A2
2040-12-05
0.635900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
604416.17
144A MONT 2006-1A A1B
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2869000.00
679434.65
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52232000.00
13111140.40
144A PALS 1999-1A A1
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
43210.18
BAFC 2004-B 6A1
2034-12-20
2.450300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
690904.56
BSSLT 2007-1 2A
2037-08-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
16975.92
CMLTI
2036-11-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
5465.96
CSFB 2001-HE25 M2
2032-03-25
1.884000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
193775.45
CWALT 2005-J10 2A3
2035-10-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4840000.00
1160844.14
CWALT 2005-J10 2A4
2035-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2204000.00
1574825.68
CWALT 2005-J13 2A3
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6010000.00
1503811.82
CWL 2006-11 1AF4
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2065000.00
1453569.09
CWL 2006-11 1AF5
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3285000.00
2148688.74
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4255000.00
2463048.73
LABS 01-B M2
2028-03-15
7.170000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
6725.28
OWNIT 2005-3 M1
2036-06-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
553821.62
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1440000.00
467364.02
RAST 2006-A1 1A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
27138.35
SACO 2005-10 1A
2036-06-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
19930.94
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
100000000.00
100000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
100000000.00
100000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M131016_2M49
0001230485
Other Repurchase Agreement
N
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
4016659.43
144A CCMFC 2006-1A A1
2046-12-25
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
35084.19
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90690000.00
10272792.76
144A GRAND 2006-2A A1A
2046-11-01
0.387200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
47410.98
144A MASD 2006-1 M2
2036-01-25
1.784000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1972000.00
60928.57
144A MONT 2006-1A A1A
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5455000.00
1297548.54
144A MONT 2006-1A A1B
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71884000.00
17023520.49
144A MSC 2007-HQ12 F
2049-04-12
5.760400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
116606.27
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52665000.00
13219830.93
144A PALS 1999-1A A1
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5460000.00
842598.44
144A RAAC 2005-RP3 M2
2039-05-25
1.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
905000.00
654144.16
144A SAST 2007-4 M1
2037-12-25
3.184000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
366576.82
144A SDART 2012-5 E
2019-09-16
4.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
135691.61
ACE 2003-HE1 M1
2033-11-25
1.159000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
35029.52
AIRPT 2001-1A A9
2019-03-15
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
36349.14
AMSI 2004-R12 M1
2035-01-25
0.754000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4375000.00
3689169.62
AMSI 2004-R12 M2
2035-01-25
0.794000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
553829.40
AMSI 2006-R2 M1
2036-04-25
0.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2455155.00
1847582.28
ARSI
2035-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49075000.00
5132932.98
BAMH 1997-2 B1
2022-02-10
7.070000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2180000.00
958870.28
BASIC 2006-1 M1
2036-04-25
0.564000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6196000.00
163277.30
BCM 2000-A A4
2030-06-15
8.290000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14530000.00
4952842.30
BK OF AMER
2047-06-20
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
77441.63
BNCMT 2007-1 A3
2037-03-25
0.284000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
655681.76
BSABS
2034-09-25
1.939000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
177398.47
BSABS 2005-CL1 A1
2034-09-25
0.684000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6570585.00
1264941.66
BSABS 2006-4 M1
2036-10-25
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
370058.90
BSABS 2006-SD4 3A1
2036-10-25
1.143000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1134864.39
BSCMS
2017-06-11
5.899000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7220000.00
6679203.27
CARR
2036-10-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5630000.00
2355643.96
CARR 2005-FRE1 M2
2035-12-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
86281.52
CD
2048-10-15
5.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
1138902.23
CHASE 2007-A1 12A3
2037-03-25
4.873000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5290000.00
2782223.55
CSFB 2003-8 CB1
2033-04-25
5.579900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1595000.00
744200.57
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
487245.43
CSMC 2007-C4 A1AJ
2039-09-15
5.761700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
808495.62
CSMC 2007-TFL2
2022-04-15
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100900.00
96284.25
CWALT 2005-J13 2A3
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1510000.00
377829.59
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104100.00
24188.87
CWALT 2006-OA10 4A2
2046-08-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43604400.00
545764.22
CWHEL 2004-K 2A
2034-02-15
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3695061.00
135858.81
CWHEL 2006-A A
2032-04-15
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13638000.00
902690.85
CWHEL 2006-C 2A
2036-05-15
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97519000.00
14760846.89
CWHEL 2006-H 2A1A
2036-11-15
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42395000.00
7681227.82
CWHL 2005-HYB7 6A1
2035-11-20
5.098200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20255000.00
5720566.99
CWL
2036-09-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2870000.00
2202545.50
CWL 2005-17 1AF3
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9675000.00
7471367.05
CWL 2006-11 1AF3
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7400000.00
5512219.77
CWL 2006-11 1AF5
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
196227.28
CWL 2006-20 M2
2047-04-25
0.474000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
1606.38
CWL 2006-21 2A3
2037-05-25
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9275000.00
7217713.51
CWL 2006-7 2A4
2046-04-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19000.00
6269.47
CWL 2006-S4 A6
2034-07-25
5.834000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2500569.22
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73.00
34.29
CWL 2007-12 2A3
2047-08-25
0.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7198637.55
CWL 2007-7 2A3
2047-10-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2040000.00
1446858.76
CWL 2007-7 M2
2047-10-25
0.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4310.83
CWL 2007-S1 A3
2036-11-25
5.810000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9735000.00
4371222.74
FFMER 2007-1 A2C
2037-04-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
14000640.21
FFML 2006-FF13 A2D
2036-10-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7790000.00
4742496.70
FFML 2007-FF1 A2D
2038-01-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27620000.00
14510806.70
FHAMS 2006-AA3 A1
2036-06-25
2.318100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
5265.48
GPMF 2005-AR4 4A2
2045-10-25
0.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5432000.00
53361.38
GSAMP 2007-H1 A1B
2047-01-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3165000.00
1549364.70
HVMLT 2006-9 2AB2
2036-11-19
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
10813.95
IMSA 2007-1 A2
2037-03-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
46945.08
JPMAC 2005-FRE1 M2
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4365000.00
664393.58
JPMAC 2006-CH2 AF2
2036-10-25
5.287500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
391432.22
JPMAC 2006-CH2 AV5
2036-10-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119800.00
63005.56
JPMCC 2006-CB14 C
2044-12-12
5.722900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
511640.61
LBMLT 2006-A A1
2036-05-25
0.274000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8685000.00
745191.70
LXS 2006-4N A1D1
2046-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
215395.70
LXS 2006-7 2A3A
2036-05-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4397000.00
1703986.83
LXS 2007-20N A2
2037-12-25
1.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
519000.00
12838.49
LXS 2007-6 3A7
2037-05-25
5.507600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19084000.00
5931815.96
MARM 2006-2 5A1
2036-05-25
2.818100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7114000.00
1862937.43
MARM 2007-3 12A1
2047-05-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
411767.55
MLMI 2007-SL1 A1
2037-02-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20986300.00
1431937.53
MSAC
2034-12-25
0.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1123988.26
MSAC 2005-HE4 M4
2035-07-25
0.774000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3635000.00
561562.08
MSAC 2005-WMC3 B1
2035-03-25
1.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1454875.00
27304.82
MSAC 2007-NC3 A2A
2037-05-25
0.244000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52758000.00
2089244.11
MSHEL
2037-04-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
196052.72
NHELI 2005-HE1 M5
2035-09-25
0.834000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5930000.00
2242956.42
NHELI 2006-HE3 2A4
2036-07-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
54053.80
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
7104431.84
RALI 2005-QA10 A31
2035-09-25
3.717100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
345848.50
RALI 2006-QS17 A3
2036-12-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
7284.25
RALI 2006-QS6 1A2
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57000.00
12282.57
RALI 2006-QS9 1A11
2036-07-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3065000.00
708387.70
RAMP
2036-08-25
0.564000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6300000.00
75854.42
RAMP 2004-RS10 MII2
2034-10-25
1.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4955000.00
2321148.39
RASC
2034-07-25
1.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
153134.79
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
201226.18
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
124862.03
RFMSI 2007-SA1 2A2
2037-02-25
3.484100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41000.00
8735.25
SABR 2006-WM1 M1
2035-12-25
0.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
181971.20
SVHE 2006-2 M2
2036-03-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2100000.00
967586.98
TBW 2006-6 A2A
2037-01-25
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23420000.00
7629720.94
WAMU 2006-AR16 1A1
2036-12-25
2.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
383000.00
114720.37
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
266679.20
WMHE 2007-HE1 2A4
2037-01-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
6618361.47
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
204000000.00
204000000.00
0.0054
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
204144840.00
204144840.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0WS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
4000000.00
3999361.11
0.0001
N
3999520.00
3999520.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.210000%
2284K0X91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
39000000.00
38991810.00
0.0010
N
38992590.00
38992590.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.210000%
2284K0XJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
4000000.00
3998950.00
0.0001
N
3999040.00
3999040.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.210000%
2284K0XP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
10000000.00
9997083.34
0.0003
N
9997400.00
9997400.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0XQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
24000000.00
23991500.00
0.0006
N
23993520.00
23993520.00
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
71022010.00
71022010.00
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
0.0077
N
294455700.00
294455700.00
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
19029450.00
19029450.00
Deutsche Bank AG
Deutsche Bank AG 0.350000%
25155BM69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
329000000.00
329000000.00
0.0086
N
329026320.00
329026320.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25155BQ32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
147000000.00
147000000.00
0.0039
N
147017640.00
147017640.00
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
9001530.00
9001530.00
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
87028710.00
87028710.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155BX42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-26
2014-02-26
N
N
N
19000000.00
19000000.00
0.0005
N
18994300.00
18994300.00
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
4001760.00
4001760.00
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
0.0023
N
89039160.00
89039160.00
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
6002640.00
6002640.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M130903_2M49
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2017-10-31
0.750000
Treasury Debt
86423400.00
84660052.64
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
83000000.00
83000000.00
0.0022
N
83000000.00
83000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988RGN000_0.2800_M130903_2M49
0001074042
Other Repurchase Agreement
N
3M CO COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499903.52
ABBVIE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499968.28
ALASKA AIR GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499998.59
ALLERGAN INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3356.92
BANK OF AMERICA CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499993.69
BERRY PLASTICS GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499999.49
CAPITALSOURCE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499989.04
CBRE GROUP INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499993.64
COMMUNITY HEALTH SYS INC NEWCOM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499925.70
CVS CAREMARK CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499966.44
DAVITA INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499965.72
DUKE ENERGY CORP NEW COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499937.04
EATON CORP PLC SHS
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499989.59
EQT CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499988.45
EQUIFAX INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499959.96
FOREST LABS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499969.25
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499947.06
LAS VEGAS SANDS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499997.93
MAXIMUS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499997.00
NOBLE CORPORATION BAAR NAMEN -A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499984.64
TARGA RES CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1497238.50
TJX COS INC NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1499953.00
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
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 0.040000%
991JCA005_0.0400_M130903_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
6817585.00
5222302.11
Fannie Mae
2032-11-25
5.500000
Government Agency Debt
20000000.00
15189853.15
Fannie Mae
2033-01-25
2.500000
Government Agency Debt
16931000.00
14841942.87
Fannie Mae
2033-04-25
2.000000
Government Agency Debt
16089021.00
14563455.88
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
7318397.00
7208719.13
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1157498.00
1182180.13
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
13356700.00
3046397.80
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
17089659.00
11708658.27
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
14672352.00
14377822.47
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
12294746.00
11861675.90
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
119973.00
121622.53
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
2255411.00
2323848.98
Fannie Mae
2043-02-25
2.500000
Government Agency Debt
17113557.00
14401872.33
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
17125230.00
15242836.13
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1034524.00
1019914.96
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
15468000.00
13173842.96
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
1330182.00
1310131.63
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
1256076.00
1208104.93
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
881574.00
766913.01
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
1639784.00
1627078.04
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
13505972.00
13087863.63
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
9056198.00
8929078.16
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
1197162.00
1234009.26
Freddie Mac
2031-04-15
3.000000
Government Agency Debt
6648664.00
6551014.57
Freddie Mac
2033-08-01
3.000000
Government Agency Debt
14898346.00
14733520.63
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
9143003.00
10093786.93
GNMA
2037-10-16
2.250000
Government Agency Debt
3296393.00
2363993.69
GNMA
2041-10-20
6.500000
Government Agency Debt
1053751.00
1112336.58
GNMA
2042-07-20
2.000000
Government Agency Debt
2098865.00
1930385.00
GNMA
2043-01-20
3.000000
Government Agency Debt
2615692.00
2552100.55
GNMA
2043-05-20
2.500000
Government Agency Debt
19177000.00
15812738.40
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
220000000.00
220000000.00
0.0058
N
220000000.00
220000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
99ETSZ007_0.0700_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
6204478.00
6091886.70
Fannie Mae
2035-08-01
2.424000
Government Agency Debt
83210630.00
21297554.04
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
4810141.00
2991504.64
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
25103407.00
23653966.73
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
4425281.00
4291792.84
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
18447144.00
19560170.88
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
102822.00
113124.62
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
75000000.00
75000000.00
0.0020
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
202107.00
214168.95
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
51613025.00
53812001.89
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
53668.00
55296.50
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
69034478.00
63670936.42
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
708607.00
616442.78
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
190776.00
209891.48
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
228781.00
225487.88
GNMA
2042-10-20
2.000000
Government Agency Debt
6561165.00
5995774.73
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
120000000.00
120000000.00
0.0031
N
120000000.00
120000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
94298.00
72232.71
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
39912.00
42293.99
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
592750.00
487054.21
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
31072017.00
27145659.26
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
1185848.00
1102657.10
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
764094.00
710490.44
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1090827.00
1114087.46
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
65756362.00
12494358.52
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
305000.00
143680.75
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
1544250.00
1510091.53
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
61467341.00
40119384.87
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
9209264.00
9392672.80
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
211598.00
214507.29
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
112056.00
113596.67
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
40344.00
40898.70
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
246622.00
254105.47
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
188291.00
194004.48
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
46253.00
47656.50
Fannie Mae
2042-09-25
2.000000
Government Agency Debt
1301000.00
971542.71
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
67708639.00
65309895.17
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
224562.00
222768.57
Fannie Mae
2043-02-25
2.500000
Government Agency Debt
1069943.00
900407.93
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
7534.00
7427.61
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
3362609.00
2849251.81
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
1382893.00
1330078.64
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
1024892.00
891590.50
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
856008.00
744672.22
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
208939.00
181763.57
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
13702004.00
14074290.49
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
55843518.00
56696525.16
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
31730975.00
32215664.18
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
95644829.00
98588666.21
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
74528.00
76821.89
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
28951.00
28534.27
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
2658270.00
2463332.80
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1880526.00
1742622.60
GNMA
2036-06-20
6.000000
Government Agency Debt
235513.00
264511.56
GNMA
2041-05-20
3.500000
Government Agency Debt
11014389.00
11053457.07
GNMA
2042-10-20
2.000000
Government Agency Debt
1556902.00
1422740.27
GNMA
2042-10-20
2.000000
Government Agency Debt
1063744.00
972078.80
GNMA
2042-10-20
2.000000
Government Agency Debt
99172.00
90626.13
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
372000000.00
372000000.00
0.0098
N
372000000.00
372000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
300887.00
258553.24
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
126501.00
124987.79
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
131858.00
144874.96
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
256510.00
209920.23
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
603691.00
480591.28
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
14632.00
14833.18
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
392131.00
341128.90
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
68342.00
32477.76
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
34627574.00
31555875.04
GNMA
2042-10-20
2.000000
Government Agency Debt
215836.00
197236.93
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
32000000.00
32000000.00
0.0008
N
32000000.00
32000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
5.500000
Government Agency Debt
1936495.00
309946.13
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
2860778.00
2435428.62
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
6157001.00
5412241.13
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
6412002.00
6070890.53
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
3979532.00
3980928.66
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
2701529.00
2741630.25
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
670684.00
551091.47
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
164369.00
141242.85
Fannie Mae
2033-05-01
3.500000
Government Agency Debt
58554.00
59391.20
Fannie Mae
2036-05-25
0.484000
Government Agency Debt
636174.00
622452.50
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
70050.00
76965.30
Fannie Mae
2037-09-01
6.132000
Government Agency Debt
8401295.00
1548329.87
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
11357428.00
2158023.54
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
23943316.00
6361745.23
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
170751973.00
38945131.26
Fannie Mae
2040-06-01
3.920000
Government Agency Debt
270629.00
119892.62
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
371909.00
275352.99
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
41482995.00
17826648.49
Fannie Mae
2041-05-01
3.183000
Government Agency Debt
23000000.00
15020119.81
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
136358.00
111591.37
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1499066.00
1549554.69
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
23276723.00
11940958.79
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
439662.00
449114.70
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
5742420.00
4571472.83
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
320711.00
255314.24
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
18135.00
18384.34
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
10269129.00
10580734.47
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
21561290.00
18103314.17
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
1298099.00
1136068.79
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
12760345.00
13114707.38
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
207822.00
180791.85
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
35682018.00
35405533.90
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
26440994.00
27254817.21
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
20885916.00
9925488.90
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
36282.00
17242.08
Freddie Mac
2041-08-15
3.000000
Government Agency Debt
11119458.00
10071934.63
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
18319773.00
16694685.79
Freddie Mac
2042-09-15
3.000000
Government Agency Debt
11008000.00
9506031.79
Freddie Mac
2043-01-15
2.500000
Government Agency Debt
10172746.00
8740920.70
GNMA
2032-05-20
6.000000
Government Agency Debt
10709000.00
4018273.22
GNMA
2033-07-16
5.000000
Government Agency Debt
5000000.00
5556568.89
GNMA
2033-08-20
5.000000
Government Agency Debt
16021.00
17826.34
GNMA
2033-11-16
5.500000
Government Agency Debt
15481102.00
17362110.94
GNMA
2036-07-20
6.000000
Government Agency Debt
5000000.00
5620486.67
GNMA
2036-10-16
2.500000
Government Agency Debt
21371427.00
14877427.82
GNMA
2037-06-16
5.784000
Government Agency Debt
1000000.00
1094974.33
GNMA
2037-09-20
3.000000
Government Agency Debt
13947576.00
13709668.04
GNMA
2037-09-20
6.500000
Government Agency Debt
546818.00
603929.88
GNMA
2039-01-16
1.350000
Government Agency Debt
15000000.00
14670816.06
GNMA
2041-08-20
3.000000
Government Agency Debt
602562.00
546148.26
GNMA
2041-10-20
6.500000
Government Agency Debt
5129598.00
5414789.14
GNMA
2041-11-20
3.000000
Government Agency Debt
1013141.00
939589.67
GNMA
2042-01-20
3.000000
Government Agency Debt
923000.00
842233.50
GNMA
2042-02-20
3.000000
Government Agency Debt
10979840.00
9883751.85
GNMA
2042-02-20
3.000000
Government Agency Debt
1000.00
942.53
GNMA
2042-02-20
3.500000
Government Agency Debt
1000.00
984.32
GNMA
2042-03-20
7.000000
Government Agency Debt
1372791.00
1348360.82
GNMA
2042-05-16
1.750000
Government Agency Debt
1500000.00
1212803.05
GNMA
2042-07-20
0.534000
Government Agency Debt
1100000.00
811316.12
GNMA
2042-07-20
3.000000
Government Agency Debt
17806069.00
16166159.72
GNMA
2042-07-20
3.000000
Government Agency Debt
8807931.00
8496054.00
GNMA
2042-07-20
3.000000
Government Agency Debt
1000.00
974.50
GNMA
2042-08-16
6.500000
Government Agency Debt
111111.00
122694.02
GNMA
2042-08-20
2.500000
Government Agency Debt
6079885.00
5200081.73
GNMA
2042-08-20
2.500000
Government Agency Debt
5634422.00
4703378.21
GNMA
2042-10-16
2.000000
Government Agency Debt
29082000.00
26297015.76
GNMA
2042-10-20
2.000000
Government Agency Debt
17160263.00
15681524.75
GNMA
2042-10-20
2.000000
Government Agency Debt
3998000.00
2963086.16
GNMA
2042-10-20
2.000000
Government Agency Debt
115189.00
105262.91
GNMA
2043-01-20
3.000000
Government Agency Debt
23284624.00
22718539.43
GNMA
2043-01-20
6.500000
Government Agency Debt
8781243.00
9737685.22
GNMA
2043-01-20
6.500000
Government Agency Debt
1228572.00
1384269.99
GNMA
2043-01-20
6.500000
Government Agency Debt
785714.00
879138.23
GNMA
2043-04-16
2.700000
Government Agency Debt
4000000.00
3030181.37
GNMA
2044-02-16
2.150000
Government Agency Debt
1000000.00
909431.94
GNMA
2047-04-16
2.211000
Government Agency Debt
50000.00
48339.83
GNMA
2050-12-16
3.074000
Government Agency Debt
4100000.00
3161401.30
GNMA
2051-12-16
2.650000
Government Agency Debt
4500000.00
3603382.75
GNMA
2052-10-16
2.650000
Government Agency Debt
5000000.00
4018108.61
GNMA
2052-10-16
2.700000
Government Agency Debt
32800000.00
27423456.80
GNMA
2053-06-16
2.450000
Government Agency Debt
16000000.00
13852089.78
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
532000000.00
532000000.00
0.0140
N
532000000.00
532000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130905_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-11-01
4.500000
Government Agency Debt
6500000.00
2354482.86
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
458338.00
376609.79
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
6587206.00
5660408.84
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
435409.00
404863.71
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
1709047.00
1772435.96
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1880177.00
1920269.32
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
12108799.00
492278.15
Fannie Mae
2035-01-01
2.549000
Government Agency Debt
14364322.00
2019043.75
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
212240.00
233192.24
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
6621250.00
1159602.06
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
36814170.00
1868735.89
Fannie Mae
2038-10-01
5.500000
Government Agency Debt
74685688.00
25384750.00
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
19825025.00
2142172.23
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
11157359.00
2964513.16
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
14716291.00
10198643.29
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
36748960.00
17426920.21
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
11692450.00
8914021.95
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
18641428.00
17186903.43
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
357117.00
362827.53
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
999468.00
939001.07
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
22203283.00
22508559.10
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
274659.00
278435.33
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
19834090.00
18107779.53
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
3371662.00
3338561.84
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1342083.00
1323130.77
Fannie Mae
2043-05-25
3.000000
Government Agency Debt
20001.00
16506.58
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
18022934.00
18014435.00
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
1617187.00
1555424.67
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
1195100.00
1149457.68
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
11241434.00
11290448.39
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
20390001.00
21116238.18
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
7313733.00
7574228.57
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
1404444.00
1454914.57
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
306302.00
290815.27
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
103178.00
106353.70
Freddie Mac
2022-12-15
2.500000
Government Agency Debt
21131224.00
3121893.21
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
1441070.00
684831.07
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
12247408.00
12092136.25
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
63512.00
62597.79
Freddie Mac
2042-03-15
6.500000
Government Agency Debt
11330000.00
12316276.12
GNMA
2026-12-20
3.000000
Government Agency Debt
23707590.00
17996570.21
GNMA
2042-02-20
2.000000
Government Agency Debt
30059630.00
28913140.61
GNMA
2042-05-20
3.000000
Government Agency Debt
46298000.00
41811662.07
GNMA
2042-07-20
2.000000
Government Agency Debt
50424549.00
46376871.72
GNMA
2042-10-20
2.000000
Government Agency Debt
2750036.00
2513059.25
GNMA
2042-10-20
2.000000
Government Agency Debt
1194831.00
1091869.74
GNMA
2043-04-20
3.500000
Government Agency Debt
13813969.00
13907316.04
GNMA
2043-05-20
3.500000
Government Agency Debt
17761691.00
17880659.72
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
395000000.00
395000000.00
0.0104
N
395000000.00
395000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130906_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
5.500000
Government Agency Debt
9423505.00
1508281.17
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
29520655.00
20717536.58
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
19765466.00
19535079.73
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
661651.00
653736.31
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
170234.00
187039.42
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
497625.00
482720.23
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
12779930.00
12955643.08
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
8867391.00
7772644.51
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
12127544.00
11761717.85
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
635873.00
553168.85
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
204187.00
97034.57
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
135446.00
149017.49
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1152613.00
1068089.17
GNMA
2041-07-15
5.000000
Government Agency Debt
1183590.00
595155.73
GNMA
2042-10-20
2.000000
Government Agency Debt
1091407.00
997358.02
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
76000000.00
76000000.00
0.0020
N
76000000.00
76000000.00
DNB Bank ASA
DNB Bank ASA 0.080000%
23330LJ23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
496000000.00
496000000.00
0.0130
N
495997123.20
495997123.20
DNB Bank ASA
DNB Bank ASA 0.214100%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-27
2013-11-27
N
N
N
74000000.00
74000000.00
0.0019
N
74009620.00
74009620.00
Fannie Mae
Fannie Mae 0.040000%
313589LP6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
4015000.00
4014964.31
0.0001
N
4014987.96
4014987.96
Fannie Mae
Fannie Mae 0.060000%
313589LU5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
4000000.00
3999913.33
0.0001
N
3999984.00
3999984.00
Fannie Mae
Fannie Mae 0.065000%
313589LU5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
2800000.00
2799934.28
0.0001
N
2799988.80
2799988.80
Fannie Mae
Fannie Mae 0.045000%
313589LV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
7000000.00
6999877.50
0.0002
N
6999972.00
6999972.00
Fannie Mae
Fannie Mae 0.050000%
313589MK6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
36900000.00
36898565.00
0.0010
N
36899704.80
36899704.80
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385LG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
31000000.00
30999956.94
0.0008
N
30999969.00
30999969.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385LG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
12400000.00
12399981.05
0.0003
N
12399987.60
12399987.60
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385LJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
4800000.00
4799986.00
0.0001
N
4799995.20
4799995.20
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385LR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
48447000.00
48446259.83
0.0013
N
48446854.66
48446854.66
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385LV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
6700000.00
6699882.75
0.0002
N
6699973.20
6699973.20
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385LW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
24600000.00
24599590.00
0.0006
N
24599901.60
24599901.60
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385LY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
80000000.00
79999055.58
0.0021
N
79999600.00
79999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385LY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
40000000.00
39999244.44
0.0010
N
39999800.00
39999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
267550000.00
267543459.90
0.0070
N
267548394.70
267548394.70
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385MD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
73000000.00
72998438.62
0.0019
N
72999562.00
72999562.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
N
215800000.00
215794245.32
0.0057
N
215798489.40
215798489.40
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385ML7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
16000000.00
15999226.67
0.0004
N
15999872.00
15999872.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385ML7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
5000000.00
4999798.62
0.0001
N
4999960.00
4999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385ML7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
3200000.00
3199922.67
0.0001
N
3199974.40
3199974.40
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385MT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
N
15000000.00
14998949.99
0.0004
N
14999850.00
14999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385MV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
1000000.00
999926.11
0.0000
N
999989.00
999989.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385NC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
3000000.00
2999793.75
0.0001
N
2999961.00
2999961.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385NF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
12000000.00
11999360.00
0.0003
N
11999832.00
11999832.00
Freddie Mac
Freddie Mac 0.055000%
313397LG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
4000000.00
3999993.89
0.0001
N
3999996.00
3999996.00
Freddie Mac
Freddie Mac 0.030000%
313397LU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
1000000.00
999989.16
0.0000
N
999996.00
999996.00
Freddie Mac
Freddie Mac 0.218600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-10
2014-08-10
N
N
N
220000000.00
220000000.00
0.0058
N
220146740.00
220146740.00
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
89000000.00
0.0023
N
88999110.00
88999110.00
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
94981184.72
0.0025
N
94993350.00
94993350.00
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
26994135.00
0.0007
N
26997570.00
26997570.00
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
285884885.00
0.0075
N
285942800.00
285942800.00
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
132940519.45
0.0035
N
132969410.00
132969410.00
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
183909482.20
0.0048
N
183950320.00
183950320.00
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
251874419.98
0.0066
N
251929440.00
251929440.00
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
106933006.11
0.0028
N
106958270.00
106958270.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.180000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4445000.00
4445000.00
0.0001
N
4445000.00
4445000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2M49
0000769993
Other Repurchase Agreement
N
CALPINE CORP COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799982.88
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799986.48
Freddie Mac
2016-08-16
0.204100
Government Agency Debt
40721000.00
40714051.23
HCA HOLDINGS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799980.00
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799946.76
MASTERCARD INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3717687.33
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799946.50
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3771821.82
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799985.31
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799953.89
WILLIAMS COS INC DEL COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3799985.08
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
76038000.00
76038000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131021_2M49
0000769993
Other Repurchase Agreement
N
ALLIANCE ONE INTL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
163350.72
ANWORTH MORTGAGE ASSET CP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
498141.45
CALPINE CORP COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4666425.56
CBS CORP NEW CL B
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3323067.66
CHIMERA INVT CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
131463.24
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099997.36
Freddie Mac
2016-08-16
0.204100
Government Agency Debt
41648000.00
41640893.05
HCA HOLDINGS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099965.00
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099956.48
MASTERCARD INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4989382.65
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099984.50
PEPSICO INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5066727.77
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4042426.05
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099978.30
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099955.08
STERLING BANCORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
586529.34
WILLIAMS COS INC DEL COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5099993.32
XEROX CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5067408.88
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
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
102000000.00
102000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M130903_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2038-07-20
6.000000
Government Agency Debt
98412174.00
17562031.44
GNMA
2039-12-20
5.500000
Government Agency Debt
55088542.00
26218084.93
GNMA
2040-10-15
4.000000
Government Agency Debt
15219626.00
9877144.73
GNMA
2041-09-20
4.500000
Government Agency Debt
37269826.00
23862739.02
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
76000000.00
76000000.00
0.0020
N
76000000.00
76000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130903_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-04-01
4.500000
Government Agency Debt
27217836.00
306243.29
Fannie Mae
2015-01-01
4.500000
Government Agency Debt
8490143.00
263446.04
Fannie Mae
2015-12-01
4.500000
Government Agency Debt
4081674.00
287983.16
Fannie Mae
2017-03-01
6.500000
Government Agency Debt
8750000.00
293390.94
Fannie Mae
2017-08-01
6.500000
Government Agency Debt
10000000.00
303025.77
Fannie Mae
2017-11-01
5.000000
Government Agency Debt
9000000.00
318402.38
Fannie Mae
2018-03-01
4.500000
Government Agency Debt
1260190.00
260444.98
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
2706670.00
318262.52
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
2758608.00
292866.19
Fannie Mae
2018-09-01
4.000000
Government Agency Debt
1879337.00
286246.96
Fannie Mae
2019-04-01
6.500000
Government Agency Debt
1623121.00
272959.82
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
1021915.00
246993.88
Fannie Mae
2020-12-01
6.000000
Government Agency Debt
3148000.00
311954.14
Fannie Mae
2020-12-01
6.000000
Government Agency Debt
1009075.00
293483.80
Fannie Mae
2020-12-01
7.000000
Government Agency Debt
1073371.00
265570.39
Fannie Mae
2021-02-01
6.000000
Government Agency Debt
1470802.00
252126.76
Fannie Mae
2021-02-01
6.500000
Government Agency Debt
1406854.00
278591.40
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
987330.00
267362.08
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
739970.00
253014.22
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
2069000.00
287383.09
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
1948500.00
263535.03
Fannie Mae
2021-07-01
6.000000
Government Agency Debt
1327733.00
296610.83
Fannie Mae
2021-09-01
6.000000
Government Agency Debt
3086215.00
272014.41
Fannie Mae
2021-10-01
6.000000
Government Agency Debt
1404650.00
309404.22
Fannie Mae
2021-11-01
6.000000
Government Agency Debt
690205.00
271870.66
Fannie Mae
2022-05-01
6.000000
Government Agency Debt
862293.00
266009.76
Fannie Mae
2022-06-01
7.000000
Government Agency Debt
36669973.00
304377.30
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
596287.00
261174.70
Fannie Mae
2022-10-01
6.000000
Government Agency Debt
1500100.00
314839.38
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
1018025.00
266122.92
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
1028227.00
305274.25
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
1009072.00
267313.00
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
2458921.00
251124.31
Fannie Mae
2023-07-01
6.000000
Government Agency Debt
1050118.00
319099.07
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
1953284.00
319007.91
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
1027668.00
277514.16
Fannie Mae
2023-08-01
6.000000
Government Agency Debt
936936.00
273808.61
Fannie Mae
2023-09-01
4.500000
Government Agency Debt
610618.00
258656.58
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
1233509.00
314779.85
Fannie Mae
2023-10-01
6.500000
Government Agency Debt
1045768.00
256533.63
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
15000000.00
293774.18
Fannie Mae
2024-01-01
6.000000
Government Agency Debt
1015007.00
306250.20
Fannie Mae
2024-01-01
6.000000
Government Agency Debt
12741447.00
267170.42
Fannie Mae
2024-03-01
5.500000
Government Agency Debt
2000000.00
258394.53
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
1037390.00
290123.68
Fannie Mae
2024-04-01
5.000000
Government Agency Debt
726220.00
312383.26
Fannie Mae
2024-04-01
5.000000
Government Agency Debt
1022472.00
277827.25
Fannie Mae
2024-04-01
6.000000
Government Agency Debt
1726903.00
306263.97
Fannie Mae
2024-04-01
6.000000
Government Agency Debt
12516786.00
280264.62
Fannie Mae
2024-05-01
6.000000
Government Agency Debt
860695.00
271607.69
Fannie Mae
2024-09-01
8.000000
Government Agency Debt
3550880.00
285923.44
Fannie Mae
2024-10-01
5.000000
Government Agency Debt
1075946.00
264242.98
Fannie Mae
2025-04-01
4.500000
Government Agency Debt
596420.00
261559.01
Fannie Mae
2025-07-01
7.000000
Government Agency Debt
1302888.00
304892.69
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
710900.00
280819.53
Fannie Mae
2025-11-01
7.000000
Government Agency Debt
1639817.00
252011.50
Fannie Mae
2025-12-01
5.500000
Government Agency Debt
1750000.00
308908.45
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
421652.00
269562.24
Fannie Mae
2026-04-01
5.500000
Government Agency Debt
1969000.00
266883.45
Fannie Mae
2026-06-01
6.500000
Government Agency Debt
1557841.00
316532.42
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
401911.00
273113.45
Fannie Mae
2026-12-01
8.000000
Government Agency Debt
3710107.00
301054.67
Fannie Mae
2027-04-01
6.000000
Government Agency Debt
1460000.00
254184.62
Fannie Mae
2027-06-01
7.500000
Government Agency Debt
42215580.00
315151.34
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
329158.00
276107.89
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
311048.00
292146.22
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
309589.00
298383.23
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
312610.00
297943.97
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
312306.00
295068.57
Fannie Mae
2028-02-01
7.000000
Government Agency Debt
33964990.00
269907.17
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
291642.00
287252.50
Fannie Mae
2028-07-01
7.000000
Government Agency Debt
1778958.00
318782.08
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
312291.00
310613.65
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
294412.00
293104.78
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
257885.00
256499.87
Fannie Mae
2028-08-01
3.000000
Government Agency Debt
252342.00
258466.87
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
291733.00
299375.72
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
270255.00
277334.78
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
6162154.00
281734.63
Fannie Mae
2028-11-01
6.000000
Government Agency Debt
6906902.00
295502.91
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
14877288.00
268062.52
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
6255518.00
257864.91
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
24232511.00
296250.54
Fannie Mae
2029-04-01
5.500000
Government Agency Debt
1233000.00
286962.04
Fannie Mae
2029-04-01
6.500000
Government Agency Debt
10108166.00
306434.33
Fannie Mae
2029-07-01
6.500000
Government Agency Debt
9804932.00
263434.27
Fannie Mae
2029-08-01
7.500000
Government Agency Debt
11393110.00
260499.92
Fannie Mae
2029-10-01
7.000000
Government Agency Debt
33259303.00
314062.23
Fannie Mae
2029-12-01
6.500000
Government Agency Debt
2145000.00
266358.01
Fannie Mae
2029-12-01
7.000000
Government Agency Debt
38618577.00
268953.69
Fannie Mae
2030-01-01
7.000000
Government Agency Debt
4334313.00
259992.06
Fannie Mae
2031-07-01
6.000000
Government Agency Debt
21600000.00
305010.76
Fannie Mae
2031-08-01
6.500000
Government Agency Debt
39432985.00
295966.22
Fannie Mae
2031-10-01
6.000000
Government Agency Debt
4395401.00
313769.82
Fannie Mae
2031-10-01
8.000000
Government Agency Debt
1820000.00
317434.10
Fannie Mae
2031-11-01
6.000000
Government Agency Debt
5093796.00
316910.85
Fannie Mae
2031-11-01
6.000000
Government Agency Debt
5896397.00
276992.62
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
5500000.00
294658.99
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
2100000.00
265784.13
Fannie Mae
2032-02-01
6.000000
Government Agency Debt
3098500.00
260493.97
Fannie Mae
2032-02-01
7.000000
Government Agency Debt
13600000.00
316635.44
Fannie Mae
2032-03-01
6.500000
Government Agency Debt
1192195.00
299058.06
Fannie Mae
2032-04-01
6.500000
Government Agency Debt
22177671.00
309864.95
Fannie Mae
2032-04-01
6.500000
Government Agency Debt
12912413.00
299038.52
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
11825000.00
286683.18
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
2400000.00
290910.46
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
1877704.00
264441.56
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
7295696.00
251294.20
Fannie Mae
2032-08-01
8.000000
Government Agency Debt
1348061.00
316256.98
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
5485000.00
319749.98
Fannie Mae
2032-10-01
4.000000
Government Agency Debt
294493.00
275043.86
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
5424302.00
278563.48
Fannie Mae
2032-11-01
4.000000
Government Agency Debt
305717.00
304644.97
Fannie Mae
2032-11-01
7.500000
Government Agency Debt
2127719.00
290122.87
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
5208661.00
253965.81
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
2601473.00
262740.15
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
3482855.00
258828.61
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
12490165.00
292629.38
Fannie Mae
2033-03-01
5.000000
Government Agency Debt
2054590.00
252007.43
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
4700000.00
307103.33
Fannie Mae
2033-05-01
5.000000
Government Agency Debt
2093600.00
286362.96
Fannie Mae
2033-06-01
6.000000
Government Agency Debt
1580000.00
288187.14
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
1486494.00
277151.20
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
2360000.00
296318.43
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
2194559.00
282540.05
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
2375000.00
255311.33
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
900000.00
285629.11
Fannie Mae
2034-01-01
6.000000
Government Agency Debt
1500000.00
285536.21
Fannie Mae
2034-01-01
6.500000
Government Agency Debt
9014159.00
252982.54
Fannie Mae
2034-03-01
6.500000
Government Agency Debt
4727492.00
306986.08
Fannie Mae
2034-06-01
5.000000
Government Agency Debt
1845884.00
304767.07
Fannie Mae
2034-07-01
6.000000
Government Agency Debt
1250000.00
270750.95
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
2045495.00
299379.42
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
2510220.00
284171.02
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
1328675.00
252166.86
Fannie Mae
2034-11-01
6.500000
Government Agency Debt
1827986.00
258135.28
Fannie Mae
2034-12-01
6.500000
Government Agency Debt
3400000.00
276626.42
Fannie Mae
2035-01-01
6.000000
Government Agency Debt
1050509.00
274157.35
Fannie Mae
2035-01-01
6.000000
Government Agency Debt
1303598.00
251434.72
Fannie Mae
2035-03-01
6.000000
Government Agency Debt
2362743.00
270136.94
Fannie Mae
2035-03-01
6.000000
Government Agency Debt
1690000.00
263455.15
Fannie Mae
2035-03-01
6.500000
Government Agency Debt
1021213.00
274832.82
Fannie Mae
2035-04-01
4.500000
Government Agency Debt
1334331.00
319102.36
Fannie Mae
2035-06-01
6.500000
Government Agency Debt
1362701.00
299238.66
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
1222533.00
292283.35
Fannie Mae
2035-09-01
2.583000
Government Agency Debt
2000000.00
290235.12
Fannie Mae
2035-09-01
6.500000
Government Agency Debt
1925000.00
262622.59
Fannie Mae
2035-09-01
6.500000
Government Agency Debt
765371.00
253408.29
Fannie Mae
2035-12-01
4.500000
Government Agency Debt
1303603.00
279904.48
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
1423306.00
286004.29
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
973713.00
279561.76
Fannie Mae
2036-03-01
5.500000
Government Agency Debt
2030000.00
275100.83
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
1105000.00
309977.42
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
1586986.00
306231.24
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
1630000.00
283127.92
Fannie Mae
2036-05-01
5.500000
Government Agency Debt
1621513.00
315309.72
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
1666666.00
262561.53
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
798352.00
267740.79
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
889656.00
253260.19
Fannie Mae
2036-08-01
7.500000
Government Agency Debt
2593383.00
300944.35
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
663883.00
258785.58
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
3400245.00
274515.73
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
828440.00
274280.63
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
2962287.00
286962.93
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
773821.00
258934.05
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
1000000.00
256686.47
Fannie Mae
2037-03-01
6.500000
Government Agency Debt
2170000.00
290274.14
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
1004272.00
286857.07
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
2513880.00
307408.37
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2041000.00
310989.73
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
1388415.00
253705.72
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1969000.00
308889.35
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1001996.00
276873.59
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
1323356.00
295407.60
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
686000.00
269831.29
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
919000.00
297612.37
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
750000.00
268600.53
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
1031236.00
255559.75
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
1693263.00
274022.37
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
1373546.00
251695.96
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
1710607.00
295739.91
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
1500000.00
297594.06
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
3399121.00
281134.90
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
1085157.00
267032.71
Fannie Mae
2039-02-01
6.000000
Government Agency Debt
1228937.00
267420.96
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
1549402.00
261314.38
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
450000.00
254103.76
Fannie Mae
2039-06-01
5.000000
Government Agency Debt
471000.00
315466.28
Fannie Mae
2039-07-01
6.000000
Government Agency Debt
500000.00
278638.30
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
1340000.00
318193.54
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
1000000.00
278123.16
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
467220.00
252453.57
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
400000.00
293205.84
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
677053.00
276121.58
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
383000.00
303172.08
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
370153.00
275490.69
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
485000.00
268835.12
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
815382.00
266349.53
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
405892.00
309756.06
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
546900.00
298799.61
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
602670.00
276441.63
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
359795.00
266517.71
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
400000.00
266622.03
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
487927.00
264915.89
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
969218.00
276443.56
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
301239.00
263692.23
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
461762.00
319547.33
Fannie Mae
2040-09-01
3.500000
Government Agency Debt
368478.00
316221.45
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
500898.00
256795.89
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
640564.00
293009.26
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
705759.00
303500.62
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
444098.00
298020.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
471907.00
264879.98
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
508676.00
312913.51
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
535520.00
317804.54
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
645076.00
316720.55
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
459001.00
314620.89
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
488638.00
310158.95
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
460117.00
276997.08
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
542270.00
274483.91
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
705854.00
304812.93
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
347834.00
268086.17
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
485324.00
314684.99
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
448000.00
306407.97
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
515000.00
263713.46
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
445741.00
298710.01
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
756283.00
282922.45
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
144401.00
148799.54
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
515001.00
309287.38
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
436334.00
286691.25
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
574954.00
255282.14
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
708000.00
301909.98
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
276000.00
279845.94
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
424000.00
294244.31
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
314381.00
284893.87
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
481000.00
295402.69
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
400000.00
302280.60
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
365316.00
270950.44
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
305332.00
285191.41
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
276368.00
279666.64
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
367000.00
297685.22
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
374776.00
316865.62
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
300000.00
282737.05
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
335901.00
311096.98
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
367828.00
259180.29
Fannie Mae
2042-11-01
2.584000
Government Agency Debt
319000.00
308119.48
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
300000.00
296576.71
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
301158.00
288091.74
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
315000.00
295618.23
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
292369.00
297633.21
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
334284.00
315810.99
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
300000.00
276989.90
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
269869.00
256534.88
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
278443.00
264581.25
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
280306.00
268395.85
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
300454.00
301036.74
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
317826.00
317752.21
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
294098.00
295115.12
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
307846.00
319384.14
Freddie Mac
2016-04-01
5.500000
Government Agency Debt
20590897.00
277469.79
Freddie Mac
2016-05-01
5.500000
Government Agency Debt
3532000.00
281979.00
Freddie Mac
2017-01-01
6.500000
Government Agency Debt
20090566.00
299953.65
Freddie Mac
2017-03-01
6.000000
Government Agency Debt
15222324.00
256658.57
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
3343295.00
255859.71
Freddie Mac
2017-07-01
6.500000
Government Agency Debt
11775238.00
277981.37
Freddie Mac
2017-11-01
5.500000
Government Agency Debt
5218416.00
318654.88
Freddie Mac
2017-12-01
4.500000
Government Agency Debt
5259808.00
295441.68
Freddie Mac
2017-12-01
5.500000
Government Agency Debt
3295626.00
289789.46
Freddie Mac
2018-06-01
4.000000
Government Agency Debt
3225000.00
287455.81
Freddie Mac
2018-08-01
4.500000
Government Agency Debt
2244000.00
252614.44
Freddie Mac
2019-03-01
4.500000
Government Agency Debt
4000000.00
263358.99
Freddie Mac
2019-04-01
4.000000
Government Agency Debt
2250000.00
311841.23
Freddie Mac
2019-05-01
4.500000
Government Agency Debt
2058104.00
282502.39
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
1648464.00
302247.40
Freddie Mac
2019-08-01
5.000000
Government Agency Debt
1650000.00
306874.45
Freddie Mac
2019-09-01
5.000000
Government Agency Debt
2000000.00
277841.15
Freddie Mac
2019-09-01
6.500000
Government Agency Debt
1222711.00
310107.20
Freddie Mac
2019-09-01
6.500000
Government Agency Debt
1819209.00
289212.15
Freddie Mac
2020-04-01
5.500000
Government Agency Debt
1507289.00
281570.53
Freddie Mac
2020-08-01
5.000000
Government Agency Debt
2458449.00
299173.05
Freddie Mac
2020-09-01
5.000000
Government Agency Debt
3075000.00
296364.84
Freddie Mac
2020-11-01
4.500000
Government Agency Debt
1050000.00
268989.68
Freddie Mac
2021-01-01
5.000000
Government Agency Debt
2283469.00
311849.80
Freddie Mac
2021-04-01
5.000000
Government Agency Debt
2132597.00
291331.88
Freddie Mac
2021-10-01
5.000000
Government Agency Debt
2130000.00
280687.84
Freddie Mac
2021-11-01
5.000000
Government Agency Debt
2085962.00
265621.38
Freddie Mac
2022-04-01
5.000000
Government Agency Debt
2600000.00
266780.32
Freddie Mac
2022-04-01
6.500000
Government Agency Debt
3000000.00
281708.20
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
740000.00
312720.48
Freddie Mac
2022-08-01
6.000000
Government Agency Debt
5550415.00
262848.26
Freddie Mac
2023-08-01
6.000000
Government Agency Debt
1278000.00
290558.22
Freddie Mac
2023-09-01
5.000000
Government Agency Debt
724674.00
291502.84
Freddie Mac
2024-01-01
7.500000
Government Agency Debt
16421868.00
306244.73
Freddie Mac
2024-04-01
5.000000
Government Agency Debt
2075000.00
285375.02
Freddie Mac
2024-04-01
6.500000
Government Agency Debt
14140000.00
302113.90
Freddie Mac
2024-08-01
6.500000
Government Agency Debt
1989019.00
312091.02
Freddie Mac
2024-10-01
4.000000
Government Agency Debt
1218476.00
258123.51
Freddie Mac
2024-10-01
5.000000
Government Agency Debt
2600000.00
308074.18
Freddie Mac
2024-11-01
5.000000
Government Agency Debt
514000.00
306946.02
Freddie Mac
2025-02-01
4.500000
Government Agency Debt
1000000.00
289528.88
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
927045.00
302417.43
Freddie Mac
2025-06-01
5.000000
Government Agency Debt
1200000.00
276155.60
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
569483.00
261742.70
Freddie Mac
2026-04-01
4.500000
Government Agency Debt
538488.00
317092.06
Freddie Mac
2026-04-01
6.000000
Government Agency Debt
22170064.00
319704.67
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
500000.00
254488.53
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
359192.00
294928.65
Freddie Mac
2027-01-01
6.000000
Government Agency Debt
1870000.00
276804.10
Freddie Mac
2027-01-01
6.500000
Government Agency Debt
1335642.00
315574.98
Freddie Mac
2027-10-01
6.000000
Government Agency Debt
2020966.00
293128.44
Freddie Mac
2027-11-01
6.500000
Government Agency Debt
1749643.00
294174.28
Freddie Mac
2028-01-01
7.000000
Government Agency Debt
3335863.00
293289.73
Freddie Mac
2029-04-01
6.500000
Government Agency Debt
2873147.00
264272.12
Freddie Mac
2029-05-01
6.000000
Government Agency Debt
2307950.00
269776.17
Freddie Mac
2030-01-01
7.000000
Government Agency Debt
31479743.00
311421.56
Freddie Mac
2030-11-01
8.500000
Government Agency Debt
22706143.00
281553.38
Freddie Mac
2031-03-01
6.000000
Government Agency Debt
9453451.00
251538.87
Freddie Mac
2031-06-01
8.000000
Government Agency Debt
27099523.00
261121.55
Freddie Mac
2031-08-01
4.000000
Government Agency Debt
399845.00
265614.22
Freddie Mac
2031-09-01
7.000000
Government Agency Debt
3556320.00
279261.47
Freddie Mac
2031-10-01
8.000000
Government Agency Debt
5051826.00
256422.26
Freddie Mac
2032-01-01
6.000000
Government Agency Debt
11500000.00
252264.22
Freddie Mac
2032-03-01
6.500000
Government Agency Debt
4056181.00
277478.61
Freddie Mac
2032-07-01
7.000000
Government Agency Debt
1743050.00
302752.35
Freddie Mac
2032-08-01
7.000000
Government Agency Debt
7339942.00
256802.07
Freddie Mac
2032-12-01
6.000000
Government Agency Debt
8416078.00
252605.30
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
3826562.00
269863.87
Freddie Mac
2033-01-01
7.000000
Government Agency Debt
5026702.00
294396.15
Freddie Mac
2033-05-01
5.500000
Government Agency Debt
3364431.00
306037.37
Freddie Mac
2033-06-01
5.000000
Government Agency Debt
1260415.00
254517.59
Freddie Mac
2033-07-01
3.000000
Government Agency Debt
276789.00
265799.58
Freddie Mac
2033-08-01
5.000000
Government Agency Debt
2071190.00
299113.87
Freddie Mac
2033-08-01
5.000000
Government Agency Debt
1512972.00
283931.29
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
1170149.00
267343.42
Freddie Mac
2033-11-01
6.500000
Government Agency Debt
1121149.00
267689.81
Freddie Mac
2033-12-01
5.000000
Government Agency Debt
1215064.00
280481.08
Freddie Mac
2033-12-01
7.000000
Government Agency Debt
2200000.00
307530.66
Freddie Mac
2033-12-01
7.000000
Government Agency Debt
3777104.00
251757.50
Freddie Mac
2034-07-01
6.500000
Government Agency Debt
2351811.00
257216.35
Freddie Mac
2034-07-01
7.000000
Government Agency Debt
2159622.00
292020.11
Freddie Mac
2034-10-01
6.000000
Government Agency Debt
2300000.00
301070.55
Freddie Mac
2034-10-01
6.500000
Government Agency Debt
4349574.00
312480.94
Freddie Mac
2034-10-01
6.500000
Government Agency Debt
2695820.00
257195.79
Freddie Mac
2035-01-01
5.000000
Government Agency Debt
1500000.00
257187.12
Freddie Mac
2035-05-01
6.000000
Government Agency Debt
2100000.00
311251.40
Freddie Mac
2035-08-01
6.000000
Government Agency Debt
976418.00
288348.89
Freddie Mac
2035-09-01
6.500000
Government Agency Debt
1445466.00
277974.93
Freddie Mac
2035-10-01
5.500000
Government Agency Debt
2485804.00
317463.87
Freddie Mac
2035-12-01
5.000000
Government Agency Debt
1918768.00
260439.89
Freddie Mac
2036-01-01
5.500000
Government Agency Debt
2575417.00
287303.32
Freddie Mac
2036-01-01
6.000000
Government Agency Debt
894672.00
276860.75
Freddie Mac
2036-03-01
6.000000
Government Agency Debt
1391990.00
286319.51
Freddie Mac
2036-04-01
5.000000
Government Agency Debt
1900000.00
293038.06
Freddie Mac
2036-10-01
6.000000
Government Agency Debt
1369778.00
299992.19
Freddie Mac
2037-02-01
5.500000
Government Agency Debt
724923.00
287072.36
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
970000.00
275705.42
Freddie Mac
2037-06-01
6.000000
Government Agency Debt
2998425.00
277616.31
Freddie Mac
2037-07-01
5.000000
Government Agency Debt
600627.00
269398.56
Freddie Mac
2037-07-01
5.500000
Government Agency Debt
2190763.00
311992.64
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
3587589.00
310817.57
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
1373313.00
285964.61
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
1170000.00
283058.62
Freddie Mac
2037-12-01
7.000000
Government Agency Debt
1787000.00
273057.27
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
1855000.00
291942.26
Freddie Mac
2038-06-01
5.000000
Government Agency Debt
1180847.00
296490.05
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
2016241.00
308390.06
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
2353886.00
306986.78
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
581295.00
253825.66
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
669245.00
300805.59
Freddie Mac
2038-08-01
7.000000
Government Agency Debt
785264.00
300574.85
Freddie Mac
2038-08-01
7.000000
Government Agency Debt
628824.00
271179.27
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
2359925.00
271257.10
Freddie Mac
2038-09-01
7.000000
Government Agency Debt
611993.00
261855.87
Freddie Mac
2038-10-01
6.500000
Government Agency Debt
1181452.00
255816.66
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
819283.00
258834.52
Freddie Mac
2039-08-01
6.000000
Government Agency Debt
644820.00
268686.00
Freddie Mac
2039-11-01
4.500000
Government Agency Debt
776930.00
254199.40
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
400000.00
268024.28
Freddie Mac
2040-03-01
5.500000
Government Agency Debt
800000.00
254981.02
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
505000.00
278090.79
Freddie Mac
2040-08-01
4.500000
Government Agency Debt
763676.00
315582.18
Freddie Mac
2040-08-01
4.500000
Government Agency Debt
852437.00
314750.78
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
600000.00
304095.71
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
350000.00
293660.69
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
335000.00
274901.35
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
484791.00
288156.20
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
561792.00
263758.61
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
632931.00
297225.66
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
484793.00
281086.19
Freddie Mac
2041-08-01
4.000000
Government Agency Debt
318810.00
266060.00
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
609607.00
309207.08
Freddie Mac
2041-12-01
3.500000
Government Agency Debt
350000.00
296895.01
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
614651.00
301307.27
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
450934.00
318058.80
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
250578.00
262632.74
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
310000.00
294484.36
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
296000.00
288766.28
Freddie Mac
2042-09-01
4.500000
Government Agency Debt
275000.00
280442.09
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
300000.00
284131.99
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
271624.00
267852.35
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
254116.00
261253.92
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
250000.00
258812.31
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
112000000.00
112000000.00
0.0029
N
112000000.00
112000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130904_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
9714545.00
647050.84
Fannie Mae
2019-09-01
6.000000
Government Agency Debt
7719286.00
662890.71
Fannie Mae
2021-04-01
6.500000
Government Agency Debt
10150000.00
725783.97
Fannie Mae
2022-07-01
6.000000
Government Agency Debt
3000000.00
691525.26
Fannie Mae
2023-01-01
6.000000
Government Agency Debt
20047482.00
725102.91
Fannie Mae
2023-01-01
6.000000
Government Agency Debt
15176591.00
667191.61
Fannie Mae
2023-02-01
7.000000
Government Agency Debt
33645489.00
724857.63
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
1492016.00
717190.60
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
2263004.00
648991.72
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
1048908.00
723523.60
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
5341960.00
688909.87
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
2161513.00
690343.11
Fannie Mae
2024-05-01
6.000000
Government Agency Debt
4493199.00
666745.09
Fannie Mae
2024-07-01
5.500000
Government Agency Debt
4797000.00
679461.18
Fannie Mae
2025-01-01
6.500000
Government Agency Debt
2604460.00
700788.99
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
6020424.00
678299.28
Fannie Mae
2025-07-01
5.000000
Government Agency Debt
1199351.00
711163.64
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
1025000.00
734036.19
Fannie Mae
2025-11-01
5.500000
Government Agency Debt
3749768.00
656855.09
Fannie Mae
2025-12-06
4.500000
Government Agency Debt
997963.00
662286.23
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
1000000.00
659907.44
Fannie Mae
2026-04-01
5.000000
Government Agency Debt
1081868.00
697974.58
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
1007973.00
664401.98
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
953613.00
709649.55
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
994665.00
696742.69
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
719639.00
669470.03
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
746559.00
661355.84
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
734863.00
734316.26
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
702583.00
720988.33
Fannie Mae
2028-10-01
6.500000
Government Agency Debt
7842096.00
739893.57
Fannie Mae
2029-02-01
6.000000
Government Agency Debt
24873583.00
672804.50
Fannie Mae
2029-08-01
7.500000
Government Agency Debt
38615668.00
682544.88
Fannie Mae
2029-10-01
6.000000
Government Agency Debt
30000000.00
689751.63
Fannie Mae
2030-11-01
4.500000
Government Agency Debt
1100000.00
657744.43
Fannie Mae
2031-10-01
6.000000
Government Agency Debt
8675303.00
731462.58
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
1086010.00
723275.42
Fannie Mae
2031-12-01
4.500000
Government Agency Debt
876067.00
675107.53
Fannie Mae
2032-01-01
4.500000
Government Agency Debt
759819.00
714931.96
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
1024089.00
698142.02
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
832823.00
718263.36
Fannie Mae
2032-07-01
3.500000
Government Agency Debt
767038.00
680488.73
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
3696984.00
706411.25
Fannie Mae
2032-12-01
3.500000
Government Agency Debt
717354.00
676079.61
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
7373000.00
676044.52
Fannie Mae
2033-06-01
6.000000
Government Agency Debt
9436383.00
646672.57
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
1684830.00
647460.14
Fannie Mae
2033-09-01
5.500000
Government Agency Debt
4019878.00
735044.35
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
3322000.00
654410.74
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
4500000.00
681084.11
Fannie Mae
2034-01-01
6.000000
Government Agency Debt
7542547.00
725852.66
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
1168818.00
117662.11
Fannie Mae
2034-02-01
7.000000
Government Agency Debt
3930924.00
677108.83
Fannie Mae
2034-05-01
6.500000
Government Agency Debt
7736765.00
737598.76
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
5297887.00
741306.05
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
4568618.00
727685.72
Fannie Mae
2035-01-01
8.000000
Government Agency Debt
4128541.00
727778.27
Fannie Mae
2035-02-01
4.500000
Government Agency Debt
2112916.00
660949.28
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
3781662.00
659863.79
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
3081745.00
649460.54
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
4011000.00
689919.56
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
4270000.00
647572.13
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
3324390.00
657665.11
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
5665343.00
714112.57
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
2910000.00
661668.93
Fannie Mae
2036-08-01
3.076000
Government Agency Debt
4080000.00
646123.50
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
1015875.00
723164.33
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
3515579.00
741795.10
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
2370000.00
687032.74
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
2845962.00
654602.14
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2815000.00
656828.17
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
6220708.00
693435.38
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
1894290.00
728347.73
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
2606539.00
680795.55
Fannie Mae
2038-07-01
5.000000
Government Agency Debt
1809988.00
420878.42
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
5665000.00
727197.07
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
5400000.00
732829.33
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
2365980.00
726140.20
Fannie Mae
2038-12-01
5.000000
Government Agency Debt
3732000.00
723002.91
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1010000.00
659817.08
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1383000.00
715048.21
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
1000000.00
658480.27
Fannie Mae
2039-08-01
6.500000
Government Agency Debt
1004238.00
677347.15
Fannie Mae
2039-09-01
6.500000
Government Agency Debt
1034383.00
683341.35
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
1132264.00
730681.75
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
1000000.00
694414.69
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1824392.00
690679.44
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
1434120.00
646313.99
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1425003.00
676534.25
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1028917.00
646014.49
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
992831.00
715731.06
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
1000897.00
657287.01
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
963003.00
731287.59
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1025212.00
674501.78
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
2013312.00
675197.36
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1124000.00
669558.47
Fannie Mae
2040-09-01
5.500000
Government Agency Debt
1379210.00
715130.36
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1250000.00
729940.59
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1131883.00
677777.32
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
1437055.00
740427.90
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1008817.00
682241.81
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
2051000.00
725040.84
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1300000.00
703239.84
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1009548.00
684233.11
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
951482.00
733591.35
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
876021.00
715152.03
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1015058.00
676594.17
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
938593.00
664436.73
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
875000.00
696343.66
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1000000.00
706952.05
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
820472.00
687146.82
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
973194.00
662914.04
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1076000.00
726989.61
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
653791.00
670822.75
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
673980.00
677951.31
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
2821936.00
705757.23
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
781627.00
660434.38
Fannie Mae
2041-09-01
3.422000
Government Agency Debt
644245.00
665287.73
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
920000.00
737309.50
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
800000.00
652448.89
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
790000.00
715035.58
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
733000.00
672148.27
Fannie Mae
2042-03-01
5.000000
Government Agency Debt
792946.00
717903.06
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
909000.00
684998.77
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
782100.00
734151.00
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
781180.00
732083.10
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
690000.00
710267.18
Fannie Mae
2042-10-01
2.073000
Government Agency Debt
800000.00
681639.23
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
744813.00
701480.04
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
733054.00
733259.25
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
701116.00
703540.77
Freddie Mac
2017-03-01
5.500000
Government Agency Debt
6227166.00
662254.04
Freddie Mac
2017-05-01
6.500000
Government Agency Debt
38833790.00
664547.14
Freddie Mac
2018-11-01
5.500000
Government Agency Debt
7412285.00
673538.11
Freddie Mac
2020-04-01
5.500000
Government Agency Debt
4759793.00
694247.43
Freddie Mac
2021-01-01
4.000000
Government Agency Debt
1655432.00
682087.72
Freddie Mac
2021-09-01
6.000000
Government Agency Debt
3564518.00
659817.32
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
4697459.00
666103.71
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
3008000.00
653802.15
Freddie Mac
2022-12-01
9.500000
Government Agency Debt
13794097.00
647213.86
Freddie Mac
2023-09-01
6.000000
Government Agency Debt
5018013.00
649799.63
Freddie Mac
2024-12-01
5.000000
Government Agency Debt
5000000.00
725757.25
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1744284.00
708797.21
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1358713.00
647623.50
Freddie Mac
2025-02-01
6.500000
Government Agency Debt
3835611.00
653901.45
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
1542568.00
696011.73
Freddie Mac
2026-04-01
6.500000
Government Agency Debt
72905362.00
733948.61
Freddie Mac
2026-08-01
4.500000
Government Agency Debt
1000127.00
712173.77
Freddie Mac
2026-08-01
4.500000
Government Agency Debt
1033792.00
687032.83
Freddie Mac
2026-08-01
6.500000
Government Agency Debt
4695043.00
645630.20
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
1014680.00
689154.44
Freddie Mac
2027-06-01
4.000000
Government Agency Debt
821953.00
697323.41
Freddie Mac
2028-02-01
2.500000
Government Agency Debt
759696.00
734465.68
Freddie Mac
2029-03-01
6.000000
Government Agency Debt
30111755.00
676091.17
Freddie Mac
2029-09-01
6.000000
Government Agency Debt
1457368.00
731123.41
Freddie Mac
2030-08-01
4.000000
Government Agency Debt
2035605.00
728107.25
Freddie Mac
2030-12-01
7.500000
Government Agency Debt
1915806.00
722649.86
Freddie Mac
2031-01-01
4.500000
Government Agency Debt
1000000.00
672360.17
Freddie Mac
2032-01-01
4.000000
Government Agency Debt
896098.00
712981.63
Freddie Mac
2032-05-01
4.000000
Government Agency Debt
640141.00
647774.17
Freddie Mac
2032-05-01
7.000000
Government Agency Debt
7641583.00
658972.70
Freddie Mac
2032-10-01
3.000000
Government Agency Debt
732889.00
680849.01
Freddie Mac
2033-08-01
4.000000
Government Agency Debt
2998346.00
717840.49
Freddie Mac
2033-08-01
6.000000
Government Agency Debt
2017538.00
648361.14
Freddie Mac
2034-01-01
5.000000
Government Agency Debt
4068673.00
696728.50
Freddie Mac
2034-04-01
7.000000
Government Agency Debt
5084151.00
655594.32
Freddie Mac
2034-05-01
5.000000
Government Agency Debt
3650000.00
699223.70
Freddie Mac
2034-07-01
6.500000
Government Agency Debt
5580686.00
724566.07
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
2004559.00
646690.40
Freddie Mac
2035-08-01
5.500000
Government Agency Debt
2005637.00
719967.19
Freddie Mac
2035-09-01
5.500000
Government Agency Debt
2500005.00
667718.78
Freddie Mac
2037-01-01
7.000000
Government Agency Debt
2852674.00
688860.88
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
10495285.00
740537.73
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
5964710.00
735556.58
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
2990000.00
703524.59
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
6948222.00
724534.12
Freddie Mac
2038-06-01
5.500000
Government Agency Debt
1383445.00
717682.61
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
4076394.00
658146.68
Freddie Mac
2039-01-01
5.000000
Government Agency Debt
5139616.00
701549.24
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
1301839.00
666777.53
Freddie Mac
2039-02-01
6.000000
Government Agency Debt
1418916.00
680433.50
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
1820886.00
712011.15
Freddie Mac
2039-06-01
6.000000
Government Agency Debt
1226032.00
709537.14
Freddie Mac
2039-07-01
4.000000
Government Agency Debt
1045000.00
698595.85
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
1193911.00
675818.14
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
1208740.00
710866.22
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
1136950.00
654757.22
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
1046470.00
740570.50
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
1082523.00
721444.19
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
1000000.00
689929.19
Freddie Mac
2040-01-01
5.000000
Government Agency Debt
1250000.00
678301.56
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
1531071.00
723763.50
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
1103408.00
677865.43
Freddie Mac
2040-04-01
6.000000
Government Agency Debt
2757545.00
685818.08
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
1142678.00
714826.58
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
1361745.00
678609.93
Freddie Mac
2040-07-01
5.500000
Government Agency Debt
1402462.00
720195.33
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
1111389.00
677743.09
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
1113524.00
700059.40
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
872659.00
690497.56
Freddie Mac
2041-06-01
4.000000
Government Agency Debt
1074933.00
736201.35
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
671210.00
676595.41
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1172795.00
684246.94
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
692000.00
688226.36
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
728034.00
714820.92
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
664456.00
661758.32
Freddie Mac
2043-08-01
3.000000
Government Agency Debt
725203.00
695800.85
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
139000000.00
139000000.00
0.0036
N
139000000.00
139000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130906_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.500000
Government Agency Debt
8154709.00
4171410.03
Fannie Mae
2025-08-01
3.500000
Government Agency Debt
12152053.00
4271010.03
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
10868207.00
4141304.50
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
5482863.00
4250104.76
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
6731812.00
4215131.45
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
5510237.00
4392772.80
Fannie Mae
2026-09-01
4.500000
Government Agency Debt
4567016.00
4165610.64
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
5067473.00
4303242.05
Fannie Mae
2026-11-01
5.500000
Government Agency Debt
34979185.00
4233564.43
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
5062930.00
4362048.35
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4628861.00
4329009.23
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4565002.00
4257368.82
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4486005.00
4197939.77
Fannie Mae
2027-11-01
3.500000
Government Agency Debt
4453162.00
4290244.33
Fannie Mae
2027-11-01
3.500000
Government Agency Debt
4225388.00
4205405.12
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
4300000.00
4126537.76
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4408622.00
4234558.19
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4258112.00
4135212.17
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
4241725.00
4258502.77
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4226075.00
4296657.36
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4239403.00
4291851.74
Fannie Mae
2028-08-01
4.000000
Government Agency Debt
4075520.00
4313567.95
Fannie Mae
2028-09-01
4.000000
Government Agency Debt
3906340.00
4134518.00
Fannie Mae
2030-04-01
5.000000
Government Agency Debt
5504198.00
4211738.20
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
5488405.00
4397597.33
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
4831096.00
4394755.07
Fannie Mae
2032-03-01
4.500000
Government Agency Debt
4801501.00
4179854.67
Fannie Mae
2032-07-01
4.000000
Government Agency Debt
4022730.00
4145817.20
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
4188770.00
4270079.24
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
4001940.00
4144398.75
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
13114946.00
4239490.70
Fannie Mae
2032-11-01
3.500000
Government Agency Debt
4384598.00
4361615.19
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
4219224.00
4260290.79
Fannie Mae
2033-05-01
3.000000
Government Agency Debt
4363384.00
4214623.71
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
4466715.00
4369902.84
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
4282047.00
4202780.60
Fannie Mae
2033-09-01
4.000000
Government Agency Debt
3992926.00
4197157.07
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
20944117.00
4273032.23
Fannie Mae
2035-04-01
2.105000
Government Agency Debt
25000252.00
4315443.17
Fannie Mae
2035-04-01
2.110000
Government Agency Debt
14176599.00
4154077.64
Fannie Mae
2035-09-01
2.731000
Government Agency Debt
20070155.00
4189545.51
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
20070000.00
4228221.57
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
35213831.00
4198680.55
Fannie Mae
2037-07-01
5.765000
Government Agency Debt
31181109.00
4204870.48
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
12002271.00
4212917.99
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
6653593.00
4377531.05
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
8064949.00
4191736.84
Fannie Mae
2040-04-01
3.564000
Government Agency Debt
15010988.00
4189492.88
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
8750000.00
4240051.41
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
5394670.00
4373576.24
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
11505518.00
4388888.27
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
6449751.00
4391503.75
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
5559329.00
4183925.86
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
4717895.00
4228295.51
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
6510000.00
4202195.25
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
7250841.00
4319772.73
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4620559.00
4222387.94
Fannie Mae
2042-04-01
3.000000
Government Agency Debt
4697520.00
4151775.33
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
4572778.00
4182681.94
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4477615.00
4232154.66
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4602676.00
4126349.60
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
4328084.00
4398666.27
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4469982.00
4396940.39
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4451115.00
4263306.08
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
4351600.00
4150755.33
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
4400287.00
4379923.07
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
4240671.00
4384853.47
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
4101119.00
4237880.27
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
4067225.00
4218516.88
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
4122576.00
4271431.38
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
4386872.00
4220678.28
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
3995403.00
4148835.35
Fannie Mae
2047-10-01
6.000000
Government Agency Debt
15949010.00
4138783.52
Freddie Mac
2022-04-01
3.000000
Government Agency Debt
5020046.00
4174032.12
Freddie Mac
2024-05-01
5.500000
Government Agency Debt
11186303.00
3625988.75
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
6346186.00
4182993.17
Freddie Mac
2027-09-01
3.500000
Government Agency Debt
4796758.00
4371193.38
Freddie Mac
2028-08-01
2.500000
Government Agency Debt
4336608.00
4287851.03
Freddie Mac
2032-07-01
3.500000
Government Agency Debt
4441992.00
4213866.46
Freddie Mac
2033-01-01
3.000000
Government Agency Debt
4552986.00
4276740.63
Freddie Mac
2033-06-01
3.500000
Government Agency Debt
4091262.00
4165710.15
Freddie Mac
2033-08-01
3.500000
Government Agency Debt
4310347.00
4336460.85
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
33225000.00
4173128.30
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
16859557.00
4387072.67
Freddie Mac
2039-12-01
5.000000
Government Agency Debt
7763476.00
4404669.61
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
8123854.00
4361021.02
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
5380000.00
4212050.05
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
4420955.00
4266158.06
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
4198000.00
4156922.68
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
4862992.00
4398902.66
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
4955559.00
4313519.54
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
4287168.00
4372715.23
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
4220245.00
4362687.23
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
4214202.00
4199000.30
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
855620.00
844611.45
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
4133430.00
4289206.76
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
4022996.00
4160739.34
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
4446213.00
4397846.74
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
4376222.00
4329786.55
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
4284355.00
4277469.45
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
4291416.00
4292846.95
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
4124927.00
4132300.08
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
4167319.00
4324552.87
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
4028585.00
4150603.68
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
430000000.00
430000000.00
0.0113
N
430000000.00
430000000.00
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
23982360.00
0.0006
N
23988480.00
23988480.00
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
39997600.00
0.0010
N
39998400.00
39998400.00
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
9995798.62
0.0003
N
9996600.00
9996600.00
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
29008410.00
29008410.00
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
0.0039
N
149004470.00
149004470.00
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
4000280.00
4000280.00
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
0.0081
N
310058900.00
310058900.00
ING Bank NV
ING Bank NV 0.380000%
922PLL001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
135000000.00
135000000.00
0.0035
N
135070200.00
135070200.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
28000000.00
28000000.00
0.0007
N
28009800.00
28009800.00
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
3998027.78
0.0001
N
3998680.00
3998680.00
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
16989686.67
0.0004
N
16992350.00
16992350.00
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
98982950.00
0.0026
N
98996040.00
98996040.00
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
200951536.65
0.0053
N
200987940.00
200987940.00
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
41979700.00
0.0011
N
41989080.00
41989080.00
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
26952060.00
0.0007
N
26962200.00
26962200.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.350000%
4662J3EK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
21000000.00
20947325.00
0.0005
N
20945610.00
20945610.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.346200%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-22
2014-01-22
N
N
N
116000000.00
116000000.00
0.0030
N
116080040.00
116080040.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
46899T004_0.0500_M130903_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
90000000.00
27294149.59
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
100000000.00
29759921.55
Fannie Mae
2041-06-25
0.760000
Government Agency Debt
43206785.00
16521138.27
GNMA
2038-01-16
2.750000
Government Agency Debt
38357304.00
29424791.17
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M131202_2M49
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA
2047-09-10
5.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1770623.00
1863192.35
Bank of Montreal
2015-11-06
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7008619.00
7006679.95
Bank of Montreal
2018-04-09
0.869900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5420189.00
5419659.76
Bank of Montreal
2022-11-06
2.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6985304.00
6461231.57
BOSTON SCIENTIFIC CORPORATION
2023-10-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4998634.00
4903949.46
CATERPLR FIN SRV CO
2019-02-15
7.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3683127.50
CLECO POWER LLC
2040-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2993657.00
3233239.37
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12490121.00
11598154.27
CONSTELLATION ENERGY GROUP
2020-12-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2089375.00
2281852.87
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13640176.00
12680530.51
GENERAL ELEC CAPT CORP
2015-08-11
1.014700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9210538.00
9300166.85
GENERAL ELEC CAPT CORP
2016-10-17
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2267631.00
2416878.28
GENERAL ELEC CAPT CORP
2017-01-09
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11418767.00
11872872.33
GENERAL ELEC CAPT CORP
2021-10-17
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4947635.00
5298220.29
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2175997.00
2336782.63
GEORGIA-PACIFIC CORP
2024-01-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1092483.00
1411750.23
Goldman Sachs Group Inc.
2018-01-18
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553668.00
623536.29
J F SHEA CO INC 7.34 SERIES C SENIOR NOTE DUE
2041-10-27
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7646167.00
6391843.84
J P MORGAN CHASE & CO
2040-10-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240761.00
261503.76
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
5.376300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6708888.00
6011882.37
JEFF RES TRUST 2009
2035-10-25
5.108300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1876581.00
1619443.60
JP Morgan Chase & Co
2014-04-17
2.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3800000.00
3803608.94
JP MORGAN CHASE CO
2018-01-25
1.165900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1103098.00
1104414.56
JP MORGAN CHASE CO
2019-04-23
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
808000.00
957459.80
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.684000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4932975.00
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10185110.00
JP MORGAN CHASE COMM MTG SEC
2041-07-15
4.838000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9484958.00
5292247.51
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59556180.00
57796890.44
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.710200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3333311.00
3505644.08
JP MORGAN CHASE COMML MTGE SEC
2043-06-15
6.522800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13972817.00
14429138.88
JP MORGAN TAX EXEMPT PASS THRU TR SER 201
2038-07-27
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16535316.00
12485729.74
KEY CORP
2015-08-13
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6111098.00
6440491.28
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
1813317.53
MERCK & COMPANY 5.76%
2037-05-03
5.760000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13794000.00
16761503.24
MORGAN STANLEY CAPITAL I,INC
2041-01-14
4.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
11234110.76
NORTEL NETWORKS CORP
2016-07-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1530717.00
1756497.76
SLM PRIVATE CREDIT STUDENT LOAN TRUST 2002-A
2039-12-15
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11757326.00
9953540.56
SVENSKA HANDELSBANKEN
2016-07-12
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4963680.00
5209415.25
WELLS FARGO CO
2016-07-20
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341000.00
340352.48
WELLS FARGO CO
2017-05-08
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1593090.00
1623427.74
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
240000000.00
240000000.00
0.0063
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
240352800.00
240352800.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.383600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-09-23
2014-09-19
N
N
N
250000000.00
250000000.00
0.0066
N
250031750.00
250031750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.366200%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2014-09-18
N
N
N
110000000.00
110000000.00
0.0029
N
110100870.00
110100870.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346200%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-10-22
2014-09-22
N
N
N
95000000.00
95000000.00
0.0025
N
95135090.00
95135090.00
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
0.0019
N
73016060.00
73016060.00
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
0.0032
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%
48125PC27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
75000000.00
75000000.00
0.0020
N
75333750.00
75333750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
31000000.00
31000000.00
0.0008
N
31000000.00
31000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
95000000.00
95000000.00
0.0025
N
95431300.00
95431300.00
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
35007350.00
35007350.00
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
10002200.00
10002200.00
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
0.0047
N
180014400.00
180014400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
22000000.00
22000000.00
0.0006
N
22097900.00
22097900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PDA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
70000000.00
70000000.00
0.0018
N
70319200.00
70319200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PE74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
87000000.00
87000000.00
0.0023
N
86969550.00
86969550.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
11000000.00
11000000.00
0.0003
N
10989418.00
10989418.00
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
10998845.00
0.0003
N
10999560.00
10999560.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53943RZC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
121000000.00
120929416.66
0.0032
N
120912880.00
120912880.00
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
0.0047
N
180005400.00
180005400.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LW34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
10000000.00
0.0003
N
9999900.00
9999900.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
12000000.00
11998810.00
0.0003
N
11998920.00
11998920.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
26000000.00
25996511.67
0.0007
N
25996880.00
25996880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LX25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
54000000.00
53990864.99
0.0014
N
53991900.00
53991900.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LXA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
13000000.00
12997327.78
0.0003
N
12997530.00
12997530.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4X74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28000000.00
27995240.00
0.0007
N
27996920.00
27996920.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4X90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
100000000.00
99982000.00
0.0026
N
99988000.00
99988000.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4XA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
118000000.00
117978170.00
0.0031
N
117984660.00
117984660.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4XQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
37000000.00
36990565.00
0.0010
N
36993340.00
36993340.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4Y40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28000000.00
27991320.00
0.0007
N
27993840.00
27993840.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M130903_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-25
3.655000
Government Agency Debt
8728000.00
9041325.77
Fannie Mae
2033-02-25
2.000000
Government Agency Debt
12900000.00
12025009.77
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
6082817.00
6878232.51
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9338067.98
Fannie Mae
2036-06-25
0.590000
Government Agency Debt
50783382.00
8661185.58
Fannie Mae
2037-07-25
3.500000
Government Agency Debt
50000000.00
8998638.27
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
9458686.25
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
10000000.00
10316372.22
Fannie Mae
2039-02-25
3.500000
Government Agency Debt
25000000.00
11799892.85
Fannie Mae
2039-04-25
2.000000
Government Agency Debt
12000000.00
10806440.13
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
12000000.00
10875084.25
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
14900000.00
12236101.31
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
51004830.00
11633187.98
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
11710000.00
10867915.68
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10325000.00
10004741.44
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10000000.00
9872312.22
Fannie Mae
2042-11-25
2.000000
Government Agency Debt
12000000.00
10915662.14
Fannie Mae
2043-07-25
0.00
Government Agency Debt
12000000.00
9046877.32
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
8833052.44
Freddie Mac
2028-06-15
3.125000
Government Agency Debt
25000000.00
8917993.02
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
19150000.00
8680120.40
Freddie Mac
2032-04-15
6.000000
Government Agency Debt
28000000.00
8525995.56
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
42500000.00
9943210.97
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
8627853.68
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
11885009.62
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
11823435.55
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11141441.74
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
17950000.00
10964239.63
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
22810000.00
10188754.28
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
9812725.33
Freddie Mac
2041-05-15
1.750000
Government Agency Debt
10000000.00
9137062.85
Freddie Mac
2041-09-15
2.750000
Government Agency Debt
10597479.00
8767454.29
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
9215564.44
Freddie Mac
2042-04-15
0.741000
Government Agency Debt
13000000.00
8914820.07
GNMA
2036-08-20
6.000000
Government Agency Debt
10000000.00
11133213.33
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
11775635.84
GNMA
2039-10-20
2.500000
Government Agency Debt
10000000.00
8809918.89
GNMA
2040-04-20
3.000000
Government Agency Debt
15000000.00
10900284.09
GNMA
2043-08-16
3.500000
Government Agency Debt
11606000.00
10423620.70
GNMA
2047-03-16
2.282000
Government Agency Debt
12700000.00
11656642.53
GNMA
2052-07-16
2.830000
Government Agency Debt
10000000.00
9146217.22
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
400000000.00
400000000.00
0.0105
N
400000000.00
400000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130903_2M49
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
47011000.00
33651305.62
Freddie Mac
2039-07-15
4.750000
Government Agency Debt
21534414.00
6160327.87
GNMA
2050-05-16
1.667000
Government Agency Debt
35000000.00
33263549.44
GNMA
2052-07-16
2.600000
Government Agency Debt
30408783.00
29924817.12
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130904_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
249848.00
237114.22
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
150000000.00
28529137.37
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
48698000.00
27833893.09
Freddie Mac
2041-05-15
2.750000
Government Agency Debt
40000000.00
29121293.76
Freddie Mac
2041-10-15
3.500000
Government Agency Debt
31600000.00
25950208.23
GNMA
2047-10-16
2.620000
Government Agency Debt
33548000.00
29978377.25
GNMA
2052-07-16
2.600000
Government Agency Debt
2591217.00
2549976.92
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
140000000.00
140000000.00
0.0037
N
140000000.00
140000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.560000%
921AMD002_0.5600_M131017_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
2141732.97
ADR FOMENTO ECONOMICO
2043-05-10
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1082767.47
AERCAP AVIATION SOLUTIONS B V
2017-05-30
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
7420.00
AFFINION GROUP INC
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1592812.50
AGL CAPITAL CORP
2043-06-01
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13081623.00
12244864.25
AJECORP B V
2022-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1278000.00
1261386.00
ALABAMA PWR CO
2020-10-01
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
259384.69
ALBEA BEAUTY HLDGS S A
2019-11-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
306116.79
ALCOA INC 3.75 PRF
2019-02-23
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9762921.00
10041966.98
ALERIS INTL INC
2014-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
28.50
ALERIS INTL INC
2018-02-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
894252.00
936216.64
ALGECO SCOTSMAN GLOBAL FIN PLC
2019-10-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2599057.00
2580376.27
ALICORP S A A
2023-03-20
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
136000.00
122400.00
ALION SCIENCE AND TCHNOLOGY CORP
2015-02-01
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
673000.00
417769.42
ALLBRITTON COMM CO
2018-05-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
965416.67
ALLIANCE DATA SRA CUM
2020-04-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1047500.00
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
418833.33
AMBAC ASURANCE CORP
2020-06-07
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3767033.33
AMC ENTERTAINMENT INC
2019-06-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1164000.00
1276479.58
AMC NETWORKS INC
2022-12-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2343750.00
AMERICAN AIRLINES
2014-03-04
10.680000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
196980.00
AMERICAN AIRLS INC
2016-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1165000.00
AMERICAN INTERNATIONAL GROUP, INC
2020-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2018079.00
2379792.76
AMERICAN INTL GROUP INC
2022-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4840000.00
5211518.40
AMERICAN TIRE DISTRIBUTORS INC
2017-06-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
558724.00
601524.59
AMERIGAS FIN CORP AMERIGAS FIN LLC
2022-05-20
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
571000.00
614935.28
AMGEN IN
2041-11-15
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1505220.00
1482440.17
AMGEN INC.
2016-11-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
106381.81
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
697470.00
AMR CORP
2021-08-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
503000.00
505515.00
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
339360.00
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
390945.00
AMR CORPRATION
2020-05-15
10.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
102510.00
AMRENENERGY GENERAL COMANY
2020-04-01
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159000.00
124190.92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
2042-07-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
116000.00
100444.40
ANHUEUSER BUSCH INC
2015-04-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
164316.08
APPLE COMPUTER INC
2018-05-03
0.515600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
439567.35
APPLE COMPUTER INC
2018-05-03
1.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
403000.00
386497.15
APX GROUP INC
2020-12-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
321000.00
323128.85
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1920439.00
2008032.36
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
989000.00
1197271.04
ARCELORMITTAL CLASS A NY REGISTRY NEW
2021-03-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1992000.00
2016568.00
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
268616.32
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
ARMORED AUTOGROUP INC
2018-11-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
452788.19
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
1915493.05
AT & T INC
2016-08-15
2.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
121302.82
ATLAS PIPELINE PARTNERS, L.P. /
2023-08-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
142971.31
ATP OIL & GAS CORP
2015-05-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1890000.00
9450.00
AVON PRODUCTS, INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4039000.00
4120278.14
AVON PRODUCTS, INC
2043-03-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
1444832.67
BAKERCORP INTL INC
2019-06-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51000.00
52167.69
BALL CORP
2019-09-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
923315.36
BALL CORP
2022-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
343437.50
BALTIMORE GAS & ELECT CO
2022-08-15
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
160265.80
BALTIMORE GAS & ELECTRIC CO
2021-11-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
245815.85
BANCO BTG PACTUAL
2020-01-16
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82000.00
71535.89
BANCO ESTADO CHILE
2022-02-08
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
163908.57
Bank of Montreal
2018-04-09
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
989050.00
964629.53
BB & T CORP
2015-12-23
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
131711.73
BB&T CORP
2013-09-25
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101623.13
BBVA BANCOMER INSTITUION DE BANCA MULTIPLE
2022-09-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
478261.87
BEAM INC
2017-05-15
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1625000.00
1622546.25
BFF INTERNATIONAL LTD
2020-01-28
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
109644.44
BM&FBOVESPA SA BOLSA DE VALORES
2020-07-16
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
401000.00
412597.81
BOEING COMPANY
2016-11-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2450000.00
2670344.84
BRISTOL MYERS SUIBB CO
2017-08-01
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20606439.00
19953214.88
BROCADE COMM SYSTEMS INC
2023-01-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
138375.00
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2809000.00
3107456.25
BURLINGTON COAT FACT
2019-02-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2893000.00
3334182.50
CALPINE CORP
2023-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
658608.00
707900.69
CANADIAN NATURAL RESO
2014-11-14
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
478372.50
CAPITAL ONE FINCIAL CORP
2023-06-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
868670.00
822607.81
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
649600.00
CASCADES INC
2020-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
423937.50
CB ERP OPER LTD PARTNR
2015-04-13
6.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
794869.63
CB LEHMAN BROS INC
2026-08-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5331000.00
1039545.00
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
336000.00
316395.66
CCO HOLDINGS, LLC
2022-09-30
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7023000.00
6399123.50
CDW LLC
2019-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
141741.32
CELGENE CORPORATION
2017-08-15
1.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
443188.11
CENTURYTEL INC
2017-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2025343.00
2212349.67
CENTURYTEL, INC
2039-09-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3240000.00
3020760.00
CHEVRON CORP NEW
2023-06-24
3.191000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3902000.00
3811509.80
CHUBB CORP
2037-05-11
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
205458.03
CIGNA CORP
2020-12-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
134468.18
CISCO SYSTEMS INC
2014-03-14
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4015000.00
4053586.38
CITIGROUP INC
2014-01-13
1.718100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2013946.15
CITIGROUP INC
2016-04-01
1.064000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
95218.50
CITIGROUP INC
2016-06-09
0.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
97392.46
CITIGROUP INC
2018-05-01
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
383000.00
368518.77
CITIGROUP INC
2099-12-31
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2037668.75
Citigroup, Inc
2023-05-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
309000.00
281701.57
CITIGROUP, INC.
2022-01-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
84337.20
CITYCENTER HLDGS LLC CITYCENTER FIN CORP
2016-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3321000.00
3539459.53
CLAIRR STORES INC
2019-03-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1673515.63
CLEAR CHANNEL WORLDWIDE HLDGS INC
2020-03-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245679.00
1245679.00
CLEARWIRE COMMUNICIATIONS INC LLC
2016-12-01
14.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
1460550.00
CLIFFS NATURAL RESOURCES INC
2040-10-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1311634.00
1132593.41
COLGATE-PALMOLIVE COMPANY
2023-02-01
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
543778.91
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
CONAGRA INC
2018-01-25
1.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
1156807.74
CONAGRA INC
2023-01-25
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6668000.00
6227445.24
CONOCOPHILLIPS
2039-02-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1060000.00
1340662.68
CONSOL ENERGY INC
2017-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253000.00
274659.61
CONSOL ENERGY INC
2020-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
242000.00
264178.29
CONSTELLATION BRANDS INC
2023-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3141274.00
2866412.52
CONTL RESOURCES INC
2023-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1409728.00
1353338.88
CONVENTRY HEALTH CARE
2015-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107645.63
CORPACION NACIONAL DEL COBRE
2023-08-13
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
589365.00
CORPORACION LINDLEY S A
2023-04-12
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
932729.17
CORRECTIONS CORP OF AMERICA8 SERACUMPFD
2023-05-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
716000.00
679493.94
COTT BEVERAGES INC
2017-11-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
779000.00
826105.16
CROSSTEX ENERGY LP
2018-02-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1462000.00
1558781.35
DAIMLER FIN NORTH AMER LLC
2015-01-09
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
5789604.00
DAIMLER FIN NORTH AMER LLC
2015-07-31
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4660000.00
4682308.46
DAVE AND BUSTERS
2018-06-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
302161.22
DAVITA INC
2022-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
729000.00
723456.56
DEUTSCHE BK FINL LLC
2015-03-02
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149000.00
157131.49
DIGITAL REALTY TRUST, L.P.
2022-10-01
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8865000.00
8212787.17
DIRECTVUY HLDGS INC
2017-02-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
96602.46
DOLPHIN SUBSIDIARY II INC
2021-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
232000.00
242947.50
DRESSER INDS INC
2046-08-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1408407.00
EASTMAN KODAK CO
2013-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3220000.00
322000.00
EASTMAN KODAK COMPANY
2018-03-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
204633.75
EASTON BELL SPORTS
2016-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1148000.00
1247421.58
E-BAY INC
2015-10-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
179000.00
183251.92
EDISON MISSION ENERGY
2016-06-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4969000.00
3149103.75
EDISON MISSION ENERGY
2017-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
264562.50
EDISON MISSION ENERGY
2027-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1454000.00
926925.00
EMERALD PLANTATION HLDGS LTD
2020-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2589034.00
1466974.41
EMERGENCEY MEDIACAL SERVICES CORP
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184407.00
202863.71
EMGESA SA ESP BOGOTA
2021-01-25
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33126398.00
1748625.34
ENERGY FUTURE INTERMEDIATE HOLDING COMP
2018-12-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
844000.00
686013.75
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC
2020-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
777930.00
836058.66
ENTERGY LOUISIANA LLC SER FST MTG BD 4 1 2032BE
2022-12-01
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6100000.00
5875753.83
ENTERPRISE PRODS OPER LLC
2023-03-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5125000.00
4948062.22
EPE HLDGS LLC EP ENERGY BONDCO INC
2017-12-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553.00
573.42
EQUINIX INC
2021-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
317247.92
ERP OPER LTD PARTNERSHIP
2016-08-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
377933.75
EVEREST ACQUISITION LLC EVEREST ACQUISITION
2019-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
119099.83
FGI OPER CO LLC FGI FIN INC
2020-05-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2568750.00
FIFTH THIRD BANK
2016-02-26
0.672100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
454374.77
FORD MOTOR
2016-12-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4970000.00
5824591.50
FORD MOTOR COMPANY
2043-01-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4835000.00
4225064.75
FORD MOTOR CREDIT CO
2014-08-28
1.372800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2446000.00
2456077.52
FORD MOTOR CREDIT COMPANY
2015-01-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
883000.00
920581.71
FORD MOTOR CREDIT COMPANY
2015-05-15
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
257000.00
308790.64
FORD MOTOR CREDIT COMPANY
2021-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6217000.00
6743851.03
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6278711.00
6854548.16
FORD MTR CREDIT CO
2016-01-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1923493.50
FREESCALE SEMICONDUCTOR INC SR SEC 144A NT
2021-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
1534444.44
FRESENIUS MED CARE US FIN II INC
2022-01-31
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1395000.00
1422900.00
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
1155000.00
1177979.69
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
121607.29
GCB ALBERTSON'S INC
2031-05-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204000.00
167574.67
GCB144A CHUKCHANSI ECO
2020-11-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3625000.00
2053953.99
GCI INC
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
279614.37
GE CAP CP INT NTS
2015-02-17
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
24239.74
GEN ELEC CAP CORP
2039-01-10
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
2170736.02
GENERAL ELEC CAPT CORP
2014-11-14
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
234000.00
245138.79
GENERAL ELEC CAPT CORP
2023-01-09
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3266000.00
3032943.68
GENERAL ELEC CAPT CORP
2026-05-05
0.645600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
91900.83
GENERAL ELECT CAP CORP
2037-08-07
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1990000.00
2218908.04
GENERAL MOTORS ACCEPT. CORP
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
268004.92
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
116000.00
124571.30
GENWORTH FINANCIAL
2066-11-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
804000.00
713901.75
GILEAD SCIENCES INC.
2016-12-01
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
655000.00
689407.15
GLOBAL GEOPHYSICAL SVCS INC
2017-05-01
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
371577.50
GOLDMAN SACHS CAPITAL I
2034-02-15
6.345000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8385000.00
8021457.85
GOLDMAN SACHS GRP INC
2015-11-23
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
757958.33
GRAY TELEVISION INC
2020-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2201666.67
GREIF INC
2019-08-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
228248.61
GRUPO BIMBO S A B DE C V
2022-01-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
806000.00
811581.55
GRUPO KUO S A B DE C V
2022-12-04
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
507000.00
514569.79
GRUPO TELEVISA DE CV
2025-03-18
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
139359.90
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418926.00
463772.03
HARLAND CLARKE HOLDINGS
2015-05-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
804937.50
HARRAHS OPERATING COMPANY,INC
2018-12-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
598864.00
365806.09
HARTFORD FINANCIAL SERVICES
2018-03-15
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
284000.00
332954.50
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
1.00
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
250000.00
HCA THE HEALTHCARE
2016-02-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
690301.09
HDS ACQUISITION SUBSIDIARY INC
2020-07-15
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2456250.00
HEWLETT PACKARD COMPANY
2016-09-15
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6205523.00
6474842.70
HOMER CITY GENERATION L P
2026-10-01
8.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1839584.00
1933676.99
HOST HOTELS RESORTS
2020-11-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
463476.67
HOST HOTELS RESORTS
2022-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
141100.99
IAI ANTERO RESOURCES FINANCE CORP
2019-08-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105584.03
INCO LTD
2015-10-15
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5414364.00
5863674.99
INGERSOLL RAND GLOBAL HOLDINGS CO LTD
2018-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
458992.79
INTL LEASE FIN CORP
2017-09-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1255000.00
1484512.48
INTL PAPER CAPITAL TR
2018-06-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
125214.25
J2 GLOBAL INC
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182000.00
197277.89
JBS USA LLC JBS USA FIN INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
476000.00
491671.64
JERSEY CENTRAL POWER
2036-05-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2150193.34
JP MORGAN CHASE CO
2022-01-24
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
197938.20
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10769000.00
9675452.92
KEYCORP MEDIUM TERM NTS BE SR NT 5.1%21
2021-03-24
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
803664.00
880960.40
KILROY REALTY L P
2023-01-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
161961.00
151754.22
KIMCO REALTY CORP
2019-10-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
418837.45
KINDER MORGAN
2023-02-15
3.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2030000.00
1901580.51
LABORATORY CORP OF
2015-12-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
501496.60
LAND OLAKES INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
548100.00
LAREDO PETE INC
2019-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1110000.00
LEHMAN BRTH HLD RICI
2056-11-30
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7485000.00
1738566.40
LENDER PROCESSING SERVICES
2023-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
530781.25
LIBERTY MUTUAL GROUP INC
2088-06-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1502395.83
LINN ENERGY LLC LINN ENERGY FIN CO
2021-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856000.00
860725.84
LITTLE TRAVERSE BAY BANDS OF ODAWA INDI
2020-08-31
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5945000.00
5970068.93
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
MAESTRO PERU SA
2019-09-26
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
341906.25
MARKWEST ENERGY PARTNERS LP
2023-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
245625.00
MCDONALD CORP
2039-02-01
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
241000.00
284274.36
MCDONALDS CORP MED TERM NT BE SR NT 2.625%22
2022-01-15
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2329000.00
2222078.52
MERCK & CO INC NJ
2015-06-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
227000.00
242133.33
MF GLOBAL HLDGS LTD
2016-08-08
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3178000.00
1628725.00
MGM GRAND INC
2019-02-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2258895.83
MICROSOFT CORP
2019-06-01
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
379000.00
421509.90
MILESTONE AVIATION GROUP LTD
2017-12-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1727000.00
1848699.53
MOHEGAN TRIBAL GAMING AUTH
2017-11-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
672624.00
785634.18
MORGAN STANLEY GROUP INC
2018-04-25
1.545900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1999485.92
MTR GAMING GROUP INC
2019-08-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1066763.89
MYLAN LABS INC
2023-01-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
997365.88
NATIONSTAR MORTGAGE LLC
2021-07-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
944332.00
926061.80
NBC UNIVERSAL ENTERPRISE INC
2018-04-15
0.953100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
402000.00
405376.80
NEW ENTERPRISE ST LIME CO
2018-03-15
13.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
354285.00
389565.88
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
305687.50
NEWMONT MINING CORPORATION
2022-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1468000.00
1312820.98
NEXTERA ENERGY CAPITALHOLDINGS, INC. SERIES E
2021-06-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2656275.00
NISOURCE FINANCE CORP
2043-02-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
106076.03
NORTEL NETWORKS CORP
2016-07-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3722000.00
4270995.00
NORTHERN TELECOM CAP
2026-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2051000.00
2307375.00
NORTHROP GRUMMAN CORP
2018-06-01
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
190949.74
NOVARTIS CAPITAL CORP
2020-04-24
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
165874.50
NOVARTIS SECURITIES INVESTMENT LTD.
2019-02-10
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
137000.00
156696.11
NXL 7.650 11/02/26 MT
2026-11-02
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2238000.00
2289031.94
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
2888000.00
608044.33
OMEGA HEALTHCARE INVESTORS INC
2022-10-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
764968.75
ONCOR ELECTRIC DELEVERY LLC
2038-09-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2327000.00
3168423.80
OXFORD FIN LLC OXFORD FIN CO-ISSUER INC
2018-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
230625.00
PACIFIC GAS AND ELECTRIC COMPANY
2022-08-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785000.00
711431.98
PACIFIC GAS AND ELECTRIC COMPANY
2023-06-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
337413.30
PEABODY ENERGY CORP
2020-09-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2600000.00
2664458.34
PETROPLUS FINANCE LTD
2014-05-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53000.00
14707.50
PFD BRICKMAN GRP CL L
2018-11-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
971385.00
1069896.26
PFD EPR PROPERTIES
2023-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
7352818.75
PFD GOOGLE INC SR A
2021-05-19
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
224978.18
PFD KB HOME INCOME PRIDES
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
124487.50
PHILLIPS 66
2042-05-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1199000.00
1273637.75
PNC FUNDING CORP
2015-11-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
512500.91
PRIVATE EXPORT FUNDING
2017-09-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
4233597.00
PRIVATE EXPT FDG CORP
2019-03-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
136307.05
PRUDENTIAL FIN INC INTNT,NJ
2014-03-17
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
129724.58
PRUDENTIAL HOLDINGS
2023-12-18
7.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915071.00
1113211.32
PRVT EXPORT FDG
2015-05-15
4.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
189686.15
PUBLIC SER ELEC GAS
2023-05-15
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
229412.22
PUBLIC SER ELEC GAS
2042-09-02
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6293000.00
5561241.23
Q 7.750 02/15/31
2031-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
680342.71
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
483000.00
496765.50
QUEBECOR MEDIA INC
2023-01-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
999750.00
R.R DONNELLEY &SON COMP
2014-04-01
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
113092.37
RADIOSHACK CORPORATION COM
2019-05-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154000.00
885045.87
RANGE RESOURCES CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
539737.50
RAYTHEON CO
2022-12-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
7297.78
READERS DIGEST ASSN 9.500
2017-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
390000.00
RESIDENTIAL CAPITAL
2015-06-30
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5147684.00
1698735.72
RESIDENTIAL CAPITAL,LLC
2015-05-15
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334951.00
201838.30
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
17221.89
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
1125000.00
1239785.16
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
2150000.00
2284375.00
ROCKIES EXPRESS PIPELINE LLC
2015-04-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
436288.75
ROYAL CARIBBEAN CRUISES LTD
2022-11-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1825000.00
1779375.00
RRI ENERGY INC
2017-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
270457.03
SABRE INC
2019-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1102291.67
SAPPI PAPIER HLDG GMBH
2017-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
537890.63
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1090395.83
SESI LLC
2019-05-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
517000.00
555037.20
SEVEN GENERATIONS ENERGY LTD
2020-05-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2364000.00
SHEEL INTERNATL FINANCE BV,NL
2015-09-22
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
202193.04
SHELL INTERNATIOONAL FINANCE BV
2023-08-12
3.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
494500.00
SIMON PROP GROUP L P
2023-02-01
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
543627.70
SIMON PROPERTY GROUP LP
2021-12-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
205106.44
SIMON PROPERTY GROUP, L.P.
2022-03-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
495938.12
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
58000.00
62060.00
SLM CORP
2017-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
2931041.67
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
477000.00
491470.66
SONIC AUTOMOTIVE INC
2022-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1346000.00
1467140.00
SOUTHERN CO
2016-09-01
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
276900.08
SPECTRUM BRANDS ESCROW CORP
2020-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133000.00
139462.97
SPECTRUM BRANDS ESCROW CORP
2022-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
675559.90
SPRINT CORPORATION
2022-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
6100717.50
STANDARD PACIFIC CORP
2016-09-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
145643.96
STATOIL ASA
2023-01-17
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
209762.30
STRYKER CORP
2018-04-01
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2722105.00
2626749.66
SUNGARD DATA SYS INC
2018-11-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1080260.41
SUPERVALU INC
2016-05-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
1988391.69
SUPERVALU INC SR 144A NT
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
651346.00
636812.84
SYSCO CORP
2022-06-12
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785000.00
734697.20
TARGA RESOURCES PARTNERS LP/FINANCE COR
2023-05-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
232233.85
TARGET CORP
2037-10-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
238484.92
TATE & LYLE INTERNTL FINC
2014-11-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6278324.00
6618190.60
TELEFONOS DE MEXICO S A DE CV
2019-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1097765.00
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
968000.00
876913.89
TENET HEALTHCARE CORP
2018-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
215131.94
TEVA PHARMACEUTICAL FIN CO B.V
2022-12-18
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
143584.25
TEXAS COMPETITIVE ELEC HLDGS
2015-11-01
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9178000.00
781341.01
THE GOLDMAN SACHS GROUP INC
2016-02-07
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
276000.00
289495.29
THE GOLDMAN SACHS GROUP INC
2018-01-22
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
887000.00
871282.36
THE KROGER CO
2022-04-15
3.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
293943.00
THERMO ELECTRON CORP
2014-02-21
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
130792.03
THERMO ELECTRON CORP
2015-05-01
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129000.00
134627.98
TIME WARNER CABLE INC
2021-02-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3667581.00
3491055.74
TL ACQUISITION INC.
2015-01-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1547400.00
332691.00
TOTAL CAPITAL
2015-10-02
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74929.00
79361.59
TRANS UNION LLC AND TRANSUNION FINANCIN
2018-06-15
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
646000.00
733983.85
TRANSPORTADORA DE GAS DEL SUR
2017-05-14
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2374000.00
2191647.12
TRANSPORTADORA DE GAS INTL S A E
2022-03-20
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3145000.00
3145000.00
TRAVELPORT LLC SENIOR
2016-09-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
578168.00
586950.93
TURLOCK CORP
2015-11-02
0.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
632000.00
632874.62
UCI INTL INC
2019-02-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
426866.41
UNILEVER CAP
2021-02-10
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
2578946.67
UNITEDHEALTH GROUP INC COM
2021-11-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
101721.92
US BANCORP
2016-11-15
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
155126.50
US BANCORP
2017-05-15
1.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
129989.92
US CAPITAL FDG 11,LTD,KY
2034-08-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1920000.00
182917.98
VALE OVERSEAS LIMITED
2022-01-11
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
842000.00
793723.81
VALERO ENERGY CORP NEW
2037-06-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
718746.00
789601.48
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
114790.80
VIASAT INC
2020-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
440656.51
VICORP RESTAURANTS INC
2014-04-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30510000.00
610.20
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1127495.00
1258742.46
VIRGIN MEDIA SECURED FIN PLC
2018-01-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
1309491.67
VIRGOLINO DE OLIVEIRA FIN LTD
2018-01-28
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
381000.00
258826.00
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1221000.00
1188086.42
WELLS FARGO CO
2016-07-20
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
199620.22
WESTLAKE CHEM CORP NT
2022-07-15
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
195930.80
WINDSTREAM CORP
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
756000.00
794036.25
XL CAP.
2014-09-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1502008.00
1605004.44
XM SATELLITE RADIO INC
2018-11-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
778893.40
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
416000000.00
416000000.00
0.0109
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
416241280.00
416241280.00
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
2999716.67
0.0001
N
2999760.00
2999760.00
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
55993280.00
0.0015
N
55994400.00
55994400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.251700%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
100000000.00
100000000.00
0.0026
N
100017000.00
100017000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AFT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
83000000.00
83000000.00
0.0022
N
83002490.00
83002490.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233400%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-01-23
N
N
N
67000000.00
67000000.00
0.0018
N
67009380.00
67009380.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
243000000.00
243000000.00
0.0064
N
243002430.00
243002430.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LCG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
9000000.00
9000000.00
0.0002
N
8999550.00
8999550.00
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
0.0004
N
17000170.00
17000170.00
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
21000210.00
21000210.00
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
0.0022
N
85000850.00
85000850.00
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
16000320.00
16000320.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M130903_2M49
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2038-04-20
2.750000
Government Agency Debt
53085014.00
39113879.74
GNMA
2038-10-20
2.500000
Government Agency Debt
19725158.00
14220612.25
GNMA
2040-01-20
2.250000
Government Agency Debt
91799157.00
60005089.80
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
94351700.00
101960813.35
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
210000000.00
210000000.00
0.0055
N
210000000.00
210000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
55799C003_0.0500_M130903_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
101153950.00
87924745.56
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
11265171.00
11075165.49
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1193011.00
996183.01
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
302671.00
300104.80
Freddie Mac
2032-09-01
3.500000
Government Agency Debt
27280.00
26266.06
Freddie Mac
2039-10-01
4.500000
Government Agency Debt
685888.00
255481.25
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
756747.00
420853.68
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
595049.00
475800.32
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
566632.00
568432.90
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.204100%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2014-02-18
N
N
N
272000000.00
272000000.00
0.0071
N
272000000.00
272000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.205900%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-03-03
N
N
N
63000000.00
63000000.00
0.0017
N
63000000.00
63000000.00
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
47998080.00
0.0013
N
47999040.00
47999040.00
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
2999596.67
0.0001
N
2999640.00
2999640.00
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
11998083.33
0.0003
N
11998440.00
11998440.00
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
168962162.76
0.0044
N
168967890.00
168967890.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E0ZB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
2000000.00
1998625.00
0.0001
N
1998420.00
1998420.00
Natixis SA
Natixis SA 0.270000%
63873EXZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
94000000.00
94000000.00
0.0025
N
93995300.00
93995300.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.280000%
6323A0Y44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
Y
Natixis SA
N/A
N/A
N
81000000.00
80960940.00
0.0021
N
80966790.00
80966790.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.270000%
6323A0YJ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
Y
Natixis SA
N/A
N/A
N
76000000.00
75956680.00
0.0020
N
75957440.00
75957440.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.110000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
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
Nordea North America, Inc
Nordea North America, Inc 0.205000%
65558FYK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
Y
Nordea Bank AB
N/A
N/A
N
330000000.00
329855304.17
0.0087
N
329877900.00
329877900.00
NRW.BANK
NRW.BANK 0.080000%
62939LW47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
572000000.00
571998728.90
0.0150
N
571994280.00
571994280.00
Old Line Funding, LLC
Old Line Funding, LLC 0.225000%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
110000000.00
110000000.00
0.0029
N
110025300.00
110025300.00
PNC Bank NA
PNC Bank NA 0.280000%
69354BAB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-30
2014-01-30
N
N
N
182000000.00
182000000.00
0.0048
N
181990900.00
181990900.00
Rabobank Nederland
Rabobank Nederland 0.265900%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2014-03-04
N
N
N
127000000.00
127000000.00
0.0033
N
127035560.00
127035560.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
274000000.00
274000000.00
0.0072
N
274000000.00
274000000.00
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
65993400.00
0.0017
N
65996700.00
65996700.00
Royal Bank of Canada
Royal Bank of Canada 0.323900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-10-04
2014-09-04
N
N
N
243000000.00
243000000.00
0.0064
N
243041310.00
243041310.00
Royal Bank of Canada
Royal Bank of Canada 0.324000%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-10-01
2014-08-29
N
N
N
125000000.00
125000000.00
0.0033
N
125041250.00
125041250.00
Royal Bank of Canada
Royal Bank of Canada 0.304100%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2014-06-24
N
N
N
305000000.00
305000000.00
0.0080
N
305039650.00
305039650.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0026
Security is a time deposit.
N
100000000.00
100000000.00
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
8569446.00
8569446.00
0.0002
N
8570645.72
8570645.72
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
999966.67
0.0000
N
999970.00
999970.00
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
19999222.22
0.0005
N
19999200.00
19999200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LY63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
28000000.00
27990044.44
0.0007
N
27991040.00
27991040.00
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
9999041.67
0.0003
N
9999600.00
9999600.00
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
98986800.00
0.0026
N
98996040.00
98996040.00
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
52991343.33
0.0014
N
52995760.00
52995760.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
37000000.00
36956833.34
0.0010
N
36955600.00
36955600.00
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
29004640.00
29004640.00
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
41009840.00
41009840.00
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
9001800.00
9001800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
84000000.00
84000000.00
0.0022
N
84012600.00
84012600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
11000000.00
11000000.00
0.0003
N
11001870.00
11001870.00
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
0.0050
N
189024570.00
189024570.00
Societe Generale
Societe Generale 0.260000%
83368NKF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
113000000.00
113000000.00
0.0030
N
113007910.00
113007910.00
Societe Generale
Societe Generale 0.250000%
83368NMA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
7000000.00
7000000.00
0.0002
N
7000000.00
7000000.00
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
36995827.22
0.0010
N
36997780.00
36997780.00
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
62991670.00
0.0017
N
62993700.00
62993700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
41000000.00
41000000.00
0.0011
N
40997130.00
40997130.00
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
4000720.00
4000720.00
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
6001080.00
6001080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
111000000.00
111000000.00
0.0029
N
110965590.00
110965590.00
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
0.0039
N
149034270.00
149034270.00
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
2000460.00
2000460.00
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
48009120.00
48009120.00
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
7000070.00
7000070.00
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
9000090.00
9000090.00
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
15000150.00
15000150.00
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
0.0025
N
96000960.00
96000960.00
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
3000060.00
3000060.00
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
8000160.00
8000160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CVK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
160000000.00
160000000.00
0.0042
N
160006400.00
160006400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CWW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
109000000.00
109000000.00
0.0029
N
108997820.00
108997820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CXA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
10000000.00
10000000.00
0.0003
N
9999800.00
9999800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CXG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
4000000.00
4000000.00
0.0001
N
3999920.00
3999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CYX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
117000000.00
117000000.00
0.0031
N
116997660.00
116997660.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
28000000.00
28000000.00
0.0007
N
27998600.00
27998600.00
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
0.0074
N
283070750.00
283070750.00
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
0.0029
N
112002240.00
112002240.00
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
0.0055
N
210006300.00
210006300.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
83000000.00
83000000.00
0.0022
N
83002490.00
83002490.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
85000000.00
85000000.00
0.0022
N
85002550.00
85002550.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
61000000.00
61000000.00
0.0016
N
61001830.00
61001830.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
5000000.00
5000000.00
0.0001
N
4999900.00
4999900.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
150000000.00
150000000.00
0.0039
N
149997000.00
149997000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
43000000.00
43000000.00
0.0011
N
42999140.00
42999140.00
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
0.0070
N
266000000.00
266000000.00
Swedbank AB
Swedbank AB 0.264100%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-12-20
N
N
N
119000000.00
119000000.00
0.0031
N
119036890.00
119036890.00
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
2013-09-06
2013-09-06
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
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.150000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0008
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.150000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
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
99928000.00
0.0026
N
99945000.00
99945000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112THA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
55000000.00
55000000.00
0.0014
N
55008800.00
55008800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.232600%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-29
2014-09-02
N
N
N
218000000.00
218000000.00
0.0057
N
217599621.20
217599621.20
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
0.0098
N
372122760.00
372122760.00
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
0.0055
N
209006270.00
209006270.00
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
0.0102
N
388023280.00
388023280.00
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
0.0050
N
192053760.00
192053760.00
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
0.0010
N
40011200.00
40011200.00
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
128986455.00
0.0034
N
128992260.00
128992260.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
157000000.00
156852550.82
0.0041
N
156868120.00
156868120.00
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
80013075.37
0.0021
N
80021600.00
80021600.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.210000%
90262CXJ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
Y
UBS AG
N/A
N/A
N
4500000.00
4498818.75
0.0001
N
4499100.00
4499100.00
UBS Securities LLC
UBS Securities LLC 0.030000%
99EPPA003_0.0300_M130903_2M49
0001070766
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-01-09
0.00
Treasury Debt
43145800.00
43139414.42
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
33535800.00
33360602.78
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
75000000.00
75000000.00
0.0020
N
75000000.00
75000000.00
Union Bank, NA
Union Bank, NA 0.200000%
905269CX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
39000000.00
39000000.00
0.0010
N
39003900.00
39003900.00
Union Bank, NA
Union Bank, NA 0.200000%
905269DD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
24000000.00
24000000.00
0.0006
N
24002880.00
24002880.00
Union Bank, NA
Union Bank, NA 0.230000%
905269EP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
78000000.00
78000000.00
0.0020
N
78003120.00
78003120.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
181000000.00
181000000.00
0.0047
N
181019910.00
181019910.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.233600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-05-20
N
N
N
25000000.00
25000000.00
0.0007
N
25001000.00
25001000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.205000%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2014-04-07
N
N
N
282000000.00
282000000.00
0.0074
N
281974620.00
281974620.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.236000%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2014-08-05
N
N
N
46000000.00
46000000.00
0.0012
N
46002300.00
46002300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-06
N
N
N
342000000.00
342000000.00
0.0090
N
342000000.00
342000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-13
2014-09-15
N
N
N
100000000.00
100000000.00
0.0026
N
100000400.00
100000400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.372600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-09-23
2014-09-22
N
N
N
275000000.00
275000000.00
0.0072
N
275058025.00
275058025.00
Westpac Banking Corp
Westpac Banking Corp 0.563800%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-10-28
2014-09-26
N
N
N
100000000.00
100000000.00
0.0026
N
100015000.00
100015000.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-04-25
N
N
N
202000000.00
202000000.00
0.0053
N
202107060.00
202107060.00
Westpac Banking Corp
Westpac Banking Corp 0.274100%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-27
2014-08-27
N
N
N
240000000.00
240000000.00
0.0063
N
240012000.00
240012000.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-17
N
N
N
237000000.00
237000000.00
0.0062
N
237116130.00
237116130.00
Westpac Banking Corp
Westpac Banking Corp 0.284100%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2014-06-19
N
N
N
130000000.00
130000000.00
0.0034
N
130037700.00
130037700.00
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
178127.76
178127.76
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
144785.31
144785.31
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
556563.75
556563.75
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
1024053.77
1024053.77
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
155872.86
155872.86
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
111351.74
111351.74
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
44531.73
44531.73