0001145549-13-009508.txt : 20131230
0001145549-13-009508.hdr.sgml : 20131230
20131107144258
ACCESSION NUMBER: 0001145549-13-009508
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131031
FILED AS OF DATE: 20131107
DATE AS OF CHANGE: 20131107
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: 131200050
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
2013-10-31
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
38528218150.62
14024549.60
1934336.84
38540308363.38
0.0024
1.0002
2013-10-31
1.0002
2013-10-31
C000012378
1.00
38540308363.38
1.00
-73316264.00
7279319045.66
7352635309.66
0.0006
1.0002
2013-10-31
1.0002
2013-10-31
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
17998470.00
0.0005
N
17999100.00
17999100.00
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
66001320.00
66001320.00
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
76005320.00
76005320.00
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
27001890.00
27001890.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279HM78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
Y
Santander UK Plc
N/A
N/A
N
71000000.00
71000000.00
0.0018
N
71002840.00
71002840.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.110000%
00279HN77
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
126000000.00
126000000.00
0.0033
N
126000000.00
126000000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.170000%
02086LYC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
26000000.00
25998649.44
0.0007
N
25998960.00
25998960.00
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
2013-11-01
2013-11-01
N
N
N
392000000.00
392000000.00
0.0102
Security is a time deposit.
N
392000000.00
392000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
113000000.00
113000000.00
0.0029
Security is a time deposit.
N
113000000.00
113000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M131105
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
58000000.00
58000000.00
0.0015
Security is a time deposit.
N
58000000.00
58000000.00
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
0.0045
N
174008700.00
174008700.00
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
14000700.00
14000700.00
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
0.0028
N
109005450.00
109005450.00
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
73003650.00
73003650.00
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
8000400.00
8000400.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ22
Other Note
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
273000000.00
273000000.00
0.0071
N
272994540.00
272994540.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ30
Other Note
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
25000000.00
25000000.00
0.0006
N
24999500.00
24999500.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR62
Other Note
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
133000000.00
133000000.00
0.0035
N
132985370.00
132985370.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AZD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
291000000.00
291000000.00
0.0076
N
291011640.00
291011640.00
Bank of Montreal
Bank of Montreal 0.190000%
06366AZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
61000000.00
61000000.00
0.0016
N
61003660.00
61003660.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
393000000.00
393000000.00
0.0102
Security is a time deposit.
N
393000000.00
393000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.243800%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-12
2014-09-09
N
N
N
171000000.00
171000000.00
0.0044
N
170964090.00
170964090.00
Bank of Nova Scotia
Bank of Nova Scotia 0.245500%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2014-09-16
N
N
N
347000000.00
347000000.00
0.0090
N
346927130.00
346927130.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417F3Y4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
251000000.00
251000000.00
0.0065
N
251015060.00
251015060.00
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
18003420.00
18003420.00
Bank of the West
Bank of the West 0.265000%
06426GBZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
93000000.00
93000000.00
0.0024
N
93022320.00
93022320.00
Bank of the West
Bank of the West 0.250000%
06426GCC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
46000000.00
46000000.00
0.0012
N
46010120.00
46010120.00
Bank of the West
Bank of the West 0.240000%
06426GCD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
35000000.00
35000000.00
0.0009
N
35007350.00
35007350.00
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
0.0054
N
209043890.00
209043890.00
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
4000840.00
4000840.00
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
17003910.00
17003910.00
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
0.0030
N
117029250.00
117029250.00
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
0.0012
N
48015360.00
48015360.00
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
60019200.00
60019200.00
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
5001700.00
5001700.00
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
116040600.00
116040600.00
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
0.0039
N
152053200.00
152053200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000%
06538GGE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
3000000.00
3000000.00
0.0001
N
3000750.00
3000750.00
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
0.0043
N
167011690.00
167011690.00
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
0.0005
N
21001890.00
21001890.00
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
168040320.00
168040320.00
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
26007540.00
26007540.00
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
32010240.00
32010240.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
143000000.00
143000000.00
0.0037
N
143022880.00
143022880.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
00799J004_0.0800_M131101_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
32625800.00
32627532.36
United States Treasury Department
2015-08-15
4.250000
Treasury Debt
97441482.00
105216597.34
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
24144300.00
25142183.92
United States Treasury Department
2023-08-15
2.500000
Treasury Debt
213100.00
213715.22
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
160000000.00
160000000.00
0.0042
N
160000000.00
160000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
07699U005_0.0600_M131107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
5104526.00
3822268.21
Fannie Mae
2029-01-01
5.690000
Government Agency Debt
1537351.00
1348743.47
Fannie Mae
2035-10-01
2.263999
Government Agency Debt
14716196.00
3077394.91
Fannie Mae
2038-01-01
2.535000
Government Agency Debt
50242031.00
5310537.38
Fannie Mae
2039-05-01
3.221000
Government Agency Debt
16522.00
17501.55
Fannie Mae
2040-05-01
3.657000
Government Agency Debt
35338722.00
11649848.38
Fannie Mae
2040-06-01
3.565999
Government Agency Debt
58370.00
38254.97
Fannie Mae
2040-07-01
3.351999
Government Agency Debt
8417975.00
2670911.95
Fannie Mae
2041-02-01
3.815999
Government Agency Debt
11189431.00
11709588.81
Fannie Mae
2041-09-01
3.315999
Government Agency Debt
6081.00
4137.46
Fannie Mae
2041-09-01
3.543000
Government Agency Debt
349871.00
205930.08
Fannie Mae
2042-02-01
2.254000
Government Agency Debt
22112708.00
11545128.36
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
257032.00
225878.80
Fannie Mae
2042-10-01
2.423999
Government Agency Debt
71189.00
57732.35
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
5071273.00
5156536.43
Fannie Mae
2043-10-01
3.000000
Government Agency Debt
12948175.00
12682387.81
Freddie Mac
2023-12-15
5.000000
Government Agency Debt
65556974.00
8401346.47
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
5693.00
2580.19
Freddie Mac
2042-08-15
0.482300
Government Agency Debt
13460.00
12266.64
GNMA
2039-05-20
4.500000
Government Agency Debt
21705.00
4446.94
GNMA
2040-05-15
4.500000
Government Agency Debt
51125.00
22121.05
GNMA
2062-11-20
4.512999
Government Agency Debt
110355.00
114629.94
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
75000000.00
75000000.00
0.0019
N
74994750.00
74994750.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M131104_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-06-01
2.265000
Government Agency Debt
1552330.00
1523354.59
Fannie Mae
2043-10-01
0.00
Government Agency Debt
28360927.00
29347575.29
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
761660.00
345200.35
GNMA
2034-03-15
4.000000
Government Agency Debt
31295663.00
32753143.75
GNMA
2040-05-15
4.500000
Government Agency Debt
136666.00
59133.40
GNMA
2048-10-15
4.299999
Government Agency Debt
14043300.00
14831765.76
GNMA
2061-09-20
0.00
Government Agency Debt
21834709.00
23761372.10
GNMA
2062-01-20
0.00
Government Agency Debt
23731917.00
26320610.86
GNMA
2062-05-20
0.00
Government Agency Debt
26248824.00
26415231.96
GNMA
2062-11-20
4.546000
Government Agency Debt
621377.00
642612.19
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
150000000.00
150000000.00
0.0039
N
149998500.00
149998500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M131105_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-12-20
6.000000
Government Agency Debt
50000000.00
13594700.94
Fannie Mae
2043-02-20
3.500000
Government Agency Debt
10636717.00
11069400.42
Fannie Mae
2043-07-20
4.000000
Government Agency Debt
9325978.00
10020402.76
Fannie Mae
2043-11-01
3.532000
Government Agency Debt
4411110.00
4598164.59
Freddie Mac
2038-11-15
4.000000
Government Agency Debt
24136398.00
25182743.03
Freddie Mac
2040-08-20
4.500000
Government Agency Debt
19566000.00
11859196.69
Freddie Mac
2041-09-20
5.000000
Government Agency Debt
3956789.00
2280625.55
Freddie Mac
2042-08-15
0.482300
Government Agency Debt
2217657.00
2021039.37
Freddie Mac
2042-09-20
4.500000
Government Agency Debt
19748347.00
13413520.81
Freddie Mac
2042-11-15
4.000000
Government Agency Debt
89533.00
93773.30
Freddie Mac
2043-02-20
4.500000
Government Agency Debt
15587124.00
12797704.40
GNMA
2034-03-15
4.000000
Government Agency Debt
9028082.00
9448531.82
GNMA
2035-03-20
1.625000
Government Agency Debt
691148.00
190204.64
GNMA
2036-07-20
4.000000
Government Agency Debt
1203156.00
127060.92
GNMA
2037-11-15
3.500000
Government Agency Debt
6428182.00
6556132.71
GNMA
2038-02-15
5.500000
Government Agency Debt
52114917.00
6363102.37
GNMA
2038-11-20
5.000000
Government Agency Debt
4999490.00
258092.40
GNMA
2038-12-20
5.500000
Government Agency Debt
2000000.00
39120.23
GNMA
2039-08-15
5.000000
Government Agency Debt
180030.00
107326.14
GNMA
2039-11-20
5.000000
Government Agency Debt
10760113.00
5092374.31
GNMA
2040-05-15
4.500000
Government Agency Debt
327286.00
141611.92
GNMA
2040-05-20
5.000000
Government Agency Debt
22491000.00
11754700.15
GNMA
2041-03-15
3.870000
Government Agency Debt
3234600.00
3346316.61
GNMA
2041-08-20
4.000000
Government Agency Debt
2752317.00
849416.38
GNMA
2042-10-15
3.500000
Government Agency Debt
14172266.00
14193228.13
GNMA
2043-01-20
3.500000
Government Agency Debt
10851342.00
10780672.61
GNMA
2043-03-15
3.500000
Government Agency Debt
7034096.00
6957191.77
GNMA
2043-03-15
3.500000
Government Agency Debt
6641175.00
6839961.61
GNMA
2043-03-20
3.500000
Government Agency Debt
6708829.00
6858310.16
GNMA
2043-04-15
3.500000
Government Agency Debt
6098359.00
6296236.84
GNMA
2043-05-20
3.500000
Government Agency Debt
6721961.00
6866152.19
GNMA
2043-08-15
4.000000
Government Agency Debt
5324270.00
5688715.85
GNMA
2043-08-20
4.000000
Government Agency Debt
6074758.00
6530107.35
GNMA
2048-10-15
4.070000
Government Agency Debt
6200000.00
6461687.53
GNMA
2061-01-20
0.00
Government Agency Debt
11860363.00
13147192.88
GNMA
2062-03-20
0.00
Government Agency Debt
47356635.00
45631723.59
GNMA
2062-06-20
0.00
Government Agency Debt
205000.00
208751.37
GNMA
2062-11-20
4.512999
Government Agency Debt
6860429.00
7126188.63
GNMA
2062-12-20
4.472999
Government Agency Debt
23348.00
25205.00
GNMA
2063-06-20
4.320000
Government Agency Debt
11301997.00
12241977.08
GNMA
2063-06-20
4.472000
Government Agency Debt
1346.00
1411.90
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
295000000.00
295000000.00
0.0077
N
295000000.00
295000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M131106_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-07-02
0.500000
Government Agency Debt
640000.00
643144.18
Fannie Mae
2015-10-15
4.375000
Government Agency Debt
162000.00
174870.00
Fannie Mae
2017-01-30
1.250000
Government Agency Debt
21691000.00
22095314.21
Fannie Mae
2017-06-01
0.00
Government Agency Debt
30477000.00
29098525.29
Farm Federal Credit Bank
2015-06-26
0.201000
Government Agency Debt
300000.00
300278.38
Farm Federal Credit Bank
2015-09-14
0.173999
Government Agency Debt
600000.00
600223.30
Farm Federal Credit Bank
2015-10-26
0.201000
Government Agency Debt
200000.00
200171.58
Freddie Mac
2013-11-15
0.160000
Government Agency Debt
2000000.00
2000764.44
Freddie Mac
2014-11-06
0.139000
Government Agency Debt
2000000.00
2000593.06
Freddie Mac
2018-03-07
0.875000
Government Agency Debt
20842000.00
20524420.02
Freddie Mac
2025-06-06
2.500000
Government Agency Debt
1000000.00
893019.44
Freddie Mac
2032-09-07
3.299999
Government Agency Debt
80000.00
69762.40
Freddie Mac
2032-12-06
3.180000
Government Agency Debt
360000.00
310769.40
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
3449100.00
3454358.93
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
80000000.00
80000000.00
0.0021
N
79999200.00
79999200.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M131107_2M49
0000851376
Government Agency Repurchase Agreement
Y
07.000 FRPC G80375 G
2033-01-20
7.000000
Government Agency Debt
4832818.00
2931300.20
Fannie Mae
2017-02-01
2.105999
Government Agency Debt
42383467.00
4196702.44
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1751325.00
1699628.16
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
7126469.00
7094873.31
Fannie Mae
2033-03-25
3.500000
Government Agency Debt
3500000.00
202915.67
Fannie Mae
2033-04-01
2.854000
Government Agency Debt
8527411.00
295805.58
Fannie Mae
2033-06-01
1.649999
Government Agency Debt
2786412.00
292419.45
Fannie Mae
2033-07-01
1.687000
Government Agency Debt
1734200.00
279533.49
Fannie Mae
2033-07-01
2.020000
Government Agency Debt
3000000.00
281747.84
Fannie Mae
2033-10-01
2.416999
Government Agency Debt
1432439.00
196420.26
Fannie Mae
2033-10-01
4.000000
Government Agency Debt
6676302.00
7092956.69
Fannie Mae
2033-10-01
4.000000
Government Agency Debt
3916575.00
4168932.98
Fannie Mae
2034-04-01
2.423999
Government Agency Debt
33465548.00
4174022.99
Fannie Mae
2034-12-01
2.633000
Government Agency Debt
3696264.00
281294.90
Fannie Mae
2035-01-01
1.969000
Government Agency Debt
1045000.00
270257.76
Fannie Mae
2035-02-01
2.370000
Government Agency Debt
689549.00
270029.76
Fannie Mae
2035-03-01
2.634999
Government Agency Debt
1000000.00
301923.55
Fannie Mae
2035-05-01
2.350000
Government Agency Debt
1175810.00
271035.77
Fannie Mae
2035-08-01
2.583000
Government Agency Debt
1355252.00
276681.11
Fannie Mae
2035-09-01
2.335000
Government Agency Debt
1415000.00
295376.58
Fannie Mae
2035-11-20
5.500000
Government Agency Debt
305467.00
62779.38
Fannie Mae
2036-03-01
2.467000
Government Agency Debt
48615.00
40528.15
Fannie Mae
2036-09-01
2.435999
Government Agency Debt
1059114.00
1096614.16
Fannie Mae
2036-10-01
2.713000
Government Agency Debt
17260706.00
3919314.04
Fannie Mae
2036-11-01
2.770000
Government Agency Debt
146594.00
25116.66
Fannie Mae
2036-11-25
0.550200
Government Agency Debt
15199375.00
939469.15
Fannie Mae
2037-03-01
4.000000
Government Agency Debt
2791682.00
2494256.22
Fannie Mae
2037-08-01
2.571000
Government Agency Debt
4014709.00
1024641.93
Fannie Mae
2037-11-01
2.645000
Government Agency Debt
15134678.00
3144420.57
Fannie Mae
2039-05-01
3.221000
Government Agency Debt
81064.00
85870.08
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
1500000.00
1374056.65
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
7000000.00
1038385.06
Fannie Mae
2039-10-01
5.655000
Government Agency Debt
2471528.00
2264825.58
Fannie Mae
2039-11-01
3.857000
Government Agency Debt
7464694.00
1972903.35
Fannie Mae
2040-01-01
3.537999
Government Agency Debt
6972443.00
2970082.55
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
52807.00
11609.52
Fannie Mae
2040-04-01
4.238999
Government Agency Debt
5399570.00
5637216.04
Fannie Mae
2040-06-01
3.565999
Government Agency Debt
53546.00
35093.38
Fannie Mae
2040-06-01
3.600000
Government Agency Debt
15033020.00
4060661.91
Fannie Mae
2040-11-01
2.935999
Government Agency Debt
10926661.00
3848687.31
Fannie Mae
2040-12-01
3.000999
Government Agency Debt
6849719.00
2614401.56
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
6954571.00
6668289.06
Fannie Mae
2041-03-25
2.500000
Government Agency Debt
2000000.00
1633114.28
Fannie Mae
2041-06-01
3.294000
Government Agency Debt
325269.00
160506.42
Fannie Mae
2041-09-01
3.543000
Government Agency Debt
7319561.00
4308210.17
Fannie Mae
2041-09-25
2.000000
Government Agency Debt
1500000.00
1349703.23
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
214158.00
131510.80
Fannie Mae
2041-12-01
2.500000
Government Agency Debt
1198651.00
902641.00
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
2670000.00
1586460.68
Fannie Mae
2042-01-01
2.299999
Government Agency Debt
2857741.00
2056303.46
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
6695960.00
5722515.61
Fannie Mae
2042-02-01
2.310000
Government Agency Debt
464400.00
218143.79
Fannie Mae
2042-02-01
2.754999
Government Agency Debt
1081724.00
865626.81
Fannie Mae
2042-04-01
2.685000
Government Agency Debt
1240490.00
941784.55
Fannie Mae
2042-04-25
2.000000
Government Agency Debt
2000000.00
1752260.85
Fannie Mae
2042-07-01
2.928999
Government Agency Debt
579912.00
449157.03
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
7960746.00
7722614.75
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
652841.00
543491.55
Fannie Mae
2042-10-01
2.423999
Government Agency Debt
755418.00
612623.54
Fannie Mae
2043-01-25
2.000000
Government Agency Debt
600000.00
554532.79
Fannie Mae
2043-04-01
2.164000
Government Agency Debt
308134.00
310947.95
Fannie Mae
2043-06-01
2.133999
Government Agency Debt
2347315.00
2359372.53
Fannie Mae
2043-10-01
3.126900
Government Agency Debt
3644683.00
3769348.47
Fannie Mae
2044-04-01
1.353000
Government Agency Debt
54152574.00
4163330.32
Freddie Mac
2027-04-15
5.500000
Government Agency Debt
1109000.00
190592.19
Freddie Mac
2029-09-15
5.000000
Government Agency Debt
800000.00
885410.13
Freddie Mac
2033-01-15
1.132300
Government Agency Debt
430000.00
405493.28
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
2531255.00
2524551.24
Freddie Mac
2034-03-15
5.000000
Government Agency Debt
500000.00
529530.83
Freddie Mac
2035-01-15
5.500000
Government Agency Debt
3000000.00
3342541.00
Freddie Mac
2035-07-20
5.500000
Government Agency Debt
765000.00
147235.29
Freddie Mac
2035-09-20
5.500000
Government Agency Debt
142000.00
30539.25
Freddie Mac
2036-04-20
5.500000
Government Agency Debt
740234.00
128737.22
Freddie Mac
2036-05-20
5.000000
Government Agency Debt
77000.00
15530.21
Freddie Mac
2038-03-20
6.000000
Government Agency Debt
696895.00
551235.61
Freddie Mac
2038-06-20
5.000000
Government Agency Debt
557226.00
125445.29
Freddie Mac
2038-07-20
5.500000
Government Agency Debt
1719082.00
330424.98
Freddie Mac
2038-09-15
6.500000
Government Agency Debt
153918.00
20568.53
Freddie Mac
2038-10-20
5.500000
Government Agency Debt
675749.00
118095.03
Freddie Mac
2038-10-20
6.000000
Government Agency Debt
2468663.00
369699.14
Freddie Mac
2038-10-20
6.000000
Government Agency Debt
915844.00
147648.44
Freddie Mac
2038-11-20
5.500000
Government Agency Debt
486044.00
89838.70
Freddie Mac
2038-12-15
6.500000
Government Agency Debt
158580.00
38491.95
Freddie Mac
2039-03-20
5.500000
Government Agency Debt
933000.00
237755.01
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
6511066.00
2783255.31
Freddie Mac
2039-09-15
6.500000
Government Agency Debt
850639.00
427950.71
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
7429.00
3366.98
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
4399950.00
2009884.01
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
1012883.00
1014871.63
Freddie Mac
2041-01-15
4.000000
Government Agency Debt
2000000.00
1415896.14
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
2500000.00
2689300.00
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
4585000.00
2733242.74
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
3600000.00
2255466.64
Freddie Mac
2041-07-15
3.500000
Government Agency Debt
3709000.00
2659509.87
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
1253445.00
1214194.19
Freddie Mac
2041-10-20
5.000000
Government Agency Debt
180000.00
105535.30
Freddie Mac
2041-11-15
1.750000
Government Agency Debt
5000000.00
3919263.58
Freddie Mac
2042-01-20
5.500000
Government Agency Debt
25594.00
15729.77
Freddie Mac
2042-08-15
0.482300
Government Agency Debt
4472919.00
4076349.67
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
3447375.00
3351983.99
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
3978167.00
4118459.84
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
154424.00
153605.89
Freddie Mac
2042-11-15
4.250000
Government Agency Debt
557184.00
590008.69
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
567633.00
575495.57
Freddie Mac
2043-06-15
4.000000
Government Agency Debt
1692000.00
1689180.00
Freddie Mac
2043-07-15
4.000000
Government Agency Debt
642000.00
645111.35
Freddie Mac
2043-08-15
4.000000
Government Agency Debt
1865000.00
1824591.67
GNMA
2026-04-15
6.500000
Government Agency Debt
1533425.00
13241.39
GNMA
2026-04-20
6.000000
Government Agency Debt
210000.00
5346.78
GNMA
2026-09-20
6.000000
Government Agency Debt
75000.00
1988.80
GNMA
2028-05-20
6.000000
Government Agency Debt
60000.00
1486.00
GNMA
2028-07-20
6.000000
Government Agency Debt
25000.00
678.19
GNMA
2028-12-20
5.500000
Government Agency Debt
453276.00
16384.16
GNMA
2031-12-20
5.500000
Government Agency Debt
3275672.00
221127.97
GNMA
2032-02-15
7.000000
Government Agency Debt
5010055.00
281761.43
GNMA
2032-02-20
5.500000
Government Agency Debt
235002.00
13428.08
GNMA
2032-03-20
5.500000
Government Agency Debt
30000.00
1958.29
GNMA
2032-06-20
5.500000
Government Agency Debt
145000.00
13562.38
GNMA
2032-09-20
5.500000
Government Agency Debt
2120000.00
136374.29
GNMA
2032-10-15
5.500000
Government Agency Debt
150000.00
15828.83
GNMA
2032-10-20
5.500000
Government Agency Debt
6003734.00
391296.51
GNMA
2032-11-20
5.500000
Government Agency Debt
2662000.00
186027.07
GNMA
2032-12-20
5.500000
Government Agency Debt
72748.00
5278.58
GNMA
2033-07-20
5.500000
Government Agency Debt
177000.00
22006.54
GNMA
2033-09-20
5.500000
Government Agency Debt
94000.00
13704.36
GNMA
2033-10-20
5.500000
Government Agency Debt
233000.00
32317.08
GNMA
2033-11-20
5.500000
Government Agency Debt
25000.00
3504.00
GNMA
2034-04-20
5.500000
Government Agency Debt
75000.00
12067.41
GNMA
2035-06-20
5.500000
Government Agency Debt
25000.00
4681.24
GNMA
2035-07-15
5.500000
Government Agency Debt
100000.00
14071.24
GNMA
2035-12-15
5.500000
Government Agency Debt
260000.00
36325.81
GNMA
2035-12-20
5.500000
Government Agency Debt
428000.00
82823.84
GNMA
2036-01-20
5.500000
Government Agency Debt
1984361.00
337996.98
GNMA
2036-07-20
5.000000
Government Agency Debt
1636022.00
372468.22
GNMA
2036-09-20
5.500000
Government Agency Debt
300000.00
42380.75
GNMA
2036-12-15
5.500000
Government Agency Debt
58000.00
9483.29
GNMA
2037-01-16
4.500000
Government Agency Debt
13269127.00
2527850.08
GNMA
2037-03-20
5.500000
Government Agency Debt
150000.00
23808.55
GNMA
2037-05-20
5.000000
Government Agency Debt
67000.00
14891.32
GNMA
2037-06-20
4.000000
Government Agency Debt
5450560.00
678985.50
GNMA
2037-06-20
4.500000
Government Agency Debt
185732.00
90921.76
GNMA
2037-08-20
6.000000
Government Agency Debt
3946399.00
553796.68
GNMA
2037-12-20
5.500000
Government Agency Debt
642517.00
100505.25
GNMA
2038-01-15
4.500000
Government Agency Debt
600000.00
110403.09
GNMA
2038-02-20
5.500000
Government Agency Debt
181981.00
31094.75
GNMA
2038-03-15
5.500000
Government Agency Debt
41000.00
10418.89
GNMA
2038-05-15
5.500000
Government Agency Debt
538967.00
69108.10
GNMA
2038-07-15
5.500000
Government Agency Debt
150000.00
19036.97
GNMA
2038-07-15
5.500000
Government Agency Debt
60000.00
6765.74
GNMA
2038-07-20
6.500000
Government Agency Debt
398145.00
63850.88
GNMA
2038-08-15
5.500000
Government Agency Debt
136950.00
24468.97
GNMA
2038-08-15
6.500000
Government Agency Debt
245921.00
28909.66
GNMA
2038-11-15
6.500000
Government Agency Debt
691490.00
72039.74
GNMA
2038-11-15
6.500000
Government Agency Debt
114179.00
25299.43
GNMA
2038-11-15
6.500000
Government Agency Debt
106705.00
18060.14
GNMA
2039-01-15
4.500000
Government Agency Debt
45884.00
13790.29
GNMA
2039-01-15
5.500000
Government Agency Debt
64000.00
12648.08
GNMA
2039-01-20
6.000000
Government Agency Debt
3088329.00
573904.88
GNMA
2039-02-15
4.500000
Government Agency Debt
324788.00
114130.07
GNMA
2039-02-15
4.500000
Government Agency Debt
200000.00
60065.99
GNMA
2039-02-15
4.500000
Government Agency Debt
50000.00
15549.21
GNMA
2039-02-15
5.500000
Government Agency Debt
75160.00
23399.77
GNMA
2039-02-20
5.500000
Government Agency Debt
2489993.00
533849.08
GNMA
2039-03-15
4.500000
Government Agency Debt
533049.00
195002.59
GNMA
2039-03-15
4.500000
Government Agency Debt
438943.00
164276.89
GNMA
2039-03-15
4.500000
Government Agency Debt
279125.00
90835.59
GNMA
2039-03-15
4.500000
Government Agency Debt
56000.00
20636.41
GNMA
2039-04-15
4.500000
Government Agency Debt
1746494.00
582453.11
GNMA
2039-04-15
4.500000
Government Agency Debt
745000.00
179566.64
GNMA
2039-04-15
4.500000
Government Agency Debt
278034.00
69059.41
GNMA
2039-04-15
4.500000
Government Agency Debt
80269.00
16517.17
GNMA
2039-04-15
4.500000
Government Agency Debt
42000.00
10993.36
GNMA
2039-04-20
5.500000
Government Agency Debt
1201064.00
358395.03
GNMA
2039-04-20
6.000000
Government Agency Debt
288828.00
59707.91
GNMA
2039-05-15
4.000000
Government Agency Debt
20028.00
9073.14
GNMA
2039-05-15
4.500000
Government Agency Debt
566829.00
172191.96
GNMA
2039-05-15
4.500000
Government Agency Debt
52000.00
23115.60
GNMA
2039-05-15
4.500000
Government Agency Debt
54627.00
16158.08
GNMA
2039-06-15
4.500000
Government Agency Debt
1063469.00
433899.51
GNMA
2039-06-15
4.500000
Government Agency Debt
547801.00
264479.92
GNMA
2039-06-15
5.500000
Government Agency Debt
85000.00
11903.22
GNMA
2039-06-20
6.500000
Government Agency Debt
210000.00
54011.89
GNMA
2039-07-15
4.500000
Government Agency Debt
760881.00
368551.42
GNMA
2039-08-20
6.000000
Government Agency Debt
1062540.00
352602.43
GNMA
2039-09-15
4.500000
Government Agency Debt
259389.00
46055.36
GNMA
2039-09-20
6.500000
Government Agency Debt
100000.00
28662.66
GNMA
2039-10-15
4.500000
Government Agency Debt
154826.00
63976.72
GNMA
2039-10-20
6.500000
Government Agency Debt
100000.00
31960.18
GNMA
2040-01-20
5.500000
Government Agency Debt
581278.00
296244.54
GNMA
2040-02-15
4.500000
Government Agency Debt
325000.00
166249.46
GNMA
2040-03-15
5.500000
Government Agency Debt
1302164.00
356465.36
GNMA
2040-03-20
6.000000
Government Agency Debt
66941.00
20416.56
GNMA
2040-03-20
6.500000
Government Agency Debt
939069.00
307188.76
GNMA
2040-05-15
4.500000
Government Agency Debt
938614.00
480878.00
GNMA
2040-05-15
4.500000
Government Agency Debt
320361.00
163738.57
GNMA
2040-06-15
4.500000
Government Agency Debt
377704.00
167491.37
GNMA
2040-07-15
4.500000
Government Agency Debt
1016816.00
574132.94
GNMA
2040-07-15
4.500000
Government Agency Debt
274545.00
137068.49
GNMA
2040-07-15
4.500000
Government Agency Debt
100000.00
55936.63
GNMA
2040-07-15
4.500000
Government Agency Debt
29920.00
13764.56
GNMA
2040-07-15
6.500000
Government Agency Debt
29316.00
23536.19
GNMA
2040-08-15
4.500000
Government Agency Debt
683951.00
438340.12
GNMA
2040-09-15
4.000000
Government Agency Debt
154005.00
87749.03
GNMA
2040-11-15
4.000000
Government Agency Debt
188761.00
121039.41
GNMA
2040-12-15
4.000000
Government Agency Debt
550167.00
363827.30
GNMA
2041-01-15
4.000000
Government Agency Debt
137728.00
101846.31
GNMA
2041-04-15
4.500000
Government Agency Debt
26330.00
14438.23
GNMA
2041-05-15
4.500000
Government Agency Debt
661106.00
315080.68
GNMA
2041-05-20
6.000000
Government Agency Debt
437354.00
217735.88
GNMA
2041-07-20
4.500000
Government Agency Debt
2839.00
1764.44
GNMA
2041-08-20
5.500000
Government Agency Debt
90092.00
44209.45
GNMA
2041-09-20
5.500000
Government Agency Debt
960309.00
566055.12
GNMA
2041-11-15
3.500000
Government Agency Debt
62196.00
49777.19
GNMA
2041-11-15
4.000000
Government Agency Debt
249710.00
226161.83
GNMA
2042-02-15
3.500000
Government Agency Debt
453236.00
329983.95
GNMA
2042-04-20
6.000000
Government Agency Debt
181067.00
121372.27
GNMA
2042-06-15
3.500000
Government Agency Debt
208423.00
168164.54
GNMA
2042-07-20
5.500000
Government Agency Debt
84200.00
53684.93
GNMA
2042-09-20
5.000000
Government Agency Debt
41021.00
32127.63
GNMA
2042-12-20
3.500000
Government Agency Debt
169524.00
168511.35
GNMA
2043-06-16
3.000000
Government Agency Debt
41747.00
37392.95
GNMA
2043-10-20
4.000000
Government Agency Debt
76283.00
81716.51
GNMA
2062-11-20
4.512999
Government Agency Debt
942958.00
979486.35
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
184000000.00
184000000.00
0.0048
N
184000000.00
184000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M131107_2M49
0000851376
Government Agency Repurchase Agreement
Y
0.375 FHLB 16 G3264
2016-06-24
0.375000
Government Agency Debt
7870000.00
7867976.75
1.375 FHLB 14 4Q
2014-09-12
1.375000
Government Agency Debt
75020000.00
75940610.01
Fannie Mae
2016-12-15
4.875000
Government Agency Debt
587000.00
672653.08
Fannie Mae
2019-02-01
0.00
Government Agency Debt
1049191.00
939078.40
Freddie Mac
2018-03-07
0.875000
Government Agency Debt
13000000.00
12801912.50
Freddie Mac
2019-10-02
1.250000
Government Agency Debt
49731657.00
47930721.74
United States Treasury Department
2014-04-24
0.00
Treasury Debt
42965000.00
42946095.40
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
184000000.00
184000000.00
0.0048
N
184000000.00
184000000.00
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
70991795.55
0.0018
N
70996450.00
70996450.00
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
13996865.55
0.0004
N
13998460.00
13998460.00
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
0.0019
N
75002250.00
75002250.00
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
0.0013
N
52011960.00
52011960.00
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
69017940.00
69017940.00
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
0.0039
N
151040770.00
151040770.00
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
37011840.00
37011840.00
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
76026600.00
76026600.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
187000000.00
187000000.00
0.0049
N
187044880.00
187044880.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
39000000.00
39000000.00
0.0010
N
38996880.00
38996880.00
BNP Paribas
BNP Paribas 0.300000%
05572NQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
89000000.00
89000000.00
0.0023
N
88992880.00
88992880.00
BNP Paribas
BNP Paribas 0.300000%
05572NQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
63000000.00
63000000.00
0.0016
N
62994330.00
62994330.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
921AES008_0.2600_M131101_2M49
0001197610
Other Repurchase Agreement
N
ANADARKA PETROLEUM CORPORATION
2017-09-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1654661.00
1934977.12
BANCO DO BRASIL S.A. ACTING THROUGH ITS
2022-10-10
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1717883.00
1571451.37
BANCO LATINO AMERICANO
2017-04-04
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27831.00
28632.88
BANK OF AMERICA FUNDING CORPORATION 2002-1
2020-07-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465420.00
543273.71
BBVA U.S. SENIOR, S.A. UNIPERSONAL
2015-10-09
4.663999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1314954.00
1387750.15
CLIFFS NATURAL RESOURCES INC
2040-10-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130155.00
117380.07
DIRECTV HLDGS LLC
2020-03-15
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
43410.18
DIRECTV HOLDINGS LLC
2016-03-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1523759.00
1604523.31
KELLOGG COMPANY
2017-05-17
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2824654.00
2874854.38
LOWE'S CO INC
2036-10-15
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8521688.00
9660422.23
MACQUARIE BANK LIMITED
2013-12-17
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1121989.00
1144070.99
MORGAN STANLEY
2015-01-26
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10223195.00
10700101.37
NEWS AMERICA INC
2043-10-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1630002.00
1687394.37
PENSKE TRUCK LEASING CO., L.P.
2018-03-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
292694.00
302501.44
ROWAN COMPANIES INC
2022-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9520665.00
9848651.91
Societe Generale
2015-09-14
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5867046.00
6117845.92
TOYOTA MOTOR CREDIT CO
2020-06-17
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4267125.00
4750504.92
TRANSATLANTIC HLDS INC
2015-12-14
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674563.00
752348.17
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2354533.00
2679905.91
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
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 0.260000%
921AES008_0.2600_M131106_2M49
0001197610
Other Repurchase Agreement
N
AETNA INC
2036-06-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2985154.00
3736779.29
AGILENT TECHNOLOGIES, INC
2020-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11640502.00
12811678.78
ANADARKO PETROLEUM CORP
2019-03-15
8.699999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68464.00
89548.63
ARROW ELECTRONICS, INC.
2023-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
273645.00
274885.98
AT & T INC
2017-06-01
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2131614.00
2157618.51
BANCO DO BRASIL S.A. ACTING THROUGH ITS
2022-10-10
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
979616.00
896113.94
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
1609990.19
BBVA U.S. SENIOR, S.A. UNIPERSONAL
2015-10-09
4.663999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
254275.00
268351.72
BHP BILLITON FINANCE (USA) LIMITED
2043-09-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155725.00
1195811.96
CB WEYERHAEUSER CORP
2017-08-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1140671.00
1350252.19
CISCO CYSTEMS INC
2039-02-15
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3686943.00
4342428.21
CORPORACION ANDINA DE FOMENTO
2022-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
880.00
908.92
Credit Suisse
2014-05-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
810648.30
DEPFA ACS BANK
2037-03-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510744.00
432296.91
GLAXOSMITHKLINE CAPITAL PLC
2015-05-08
0.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
259405.00
261465.76
HSBC FIN CORP
2016-06-01
0.689500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3883000.00
3873755.22
MERCK & CO., INC.
2022-09-15
2.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4964000.00
4665514.68
ORIELLY AUTOMOTIVE NEW
2021-01-14
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1441.00
1559.54
PENSKE TRUCK LESING CO LP
2018-07-17
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126880.00
128712.85
PFIZER INC
2019-03-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3271815.00
3981348.07
PLAINS EXPLORATION & PRODUCTION COMPANY
2022-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1777179.00
2008581.04
PNC FDG CORP
2014-05-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2419784.00
2487441.16
PROGRESS ENERGY INC
2031-10-30
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159935.00
195313.33
SANTANDER HLDGS USA INC
2016-04-19
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2879390.00
3080030.69
SOUTH CAROLINA ELECTRIC & GAS
2018-11-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304.00
378.01
TRANSATLANTIC HLDS INC
2015-12-14
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
736809.00
821771.88
V.F.CORP
2017-11-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2233118.00
2637781.31
VERIZON COMM
2016-02-15
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16679458.00
18521982.14
VIRGINIA ELEC PWR
2043-08-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020333.00
1040634.23
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2328267.00
2650010.22
VODAFONE GROUP PLC
2037-02-27
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3037000.00
3431880.86
WHIRLPOOL CORP
2023-03-01
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1099650.00
1084526.15
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
77000000.00
77000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
77001540.00
77001540.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M131107_2M49
0001197610
Other Repurchase Agreement
N
ADVANCED MICRO DEVICES INC
2022-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1935000.00
BALL CORP
2021-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24712.00
26726.37
BANK OF AMERICA FUNDING CORPORATION 2002-1
2020-07-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540766.00
631223.31
BOMBARDIER INC
2022-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109674.00
113344.27
CENTURYTEL INC
2017-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
22025.00
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
835736.00
897957.71
CSC HOLDINGS,INC
2019-02-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221620.00
266655.03
EAGLE SPINCO INC
2021-02-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499133.00
489032.49
EMBARQ CORP
2036-06-01
7.995000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000.00
12559.47
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1457065.00
1592754.18
FIRST DATA CORP
2016-03-31
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46199.00
46877.55
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11746399.00
12297011.45
HEALTH MANAGEMENT ASSOC INC
2020-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2168392.00
2464844.31
HVMLT
2036-03-19
0.420499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470539.00
127722.55
JPALT 2005-S1 1A2
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795616.00
1049644.29
KOREA EXPRESSWAY
2015-03-23
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5512225.00
5779788.40
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5118452.00
5393568.80
SEAGATE HDD CAYMAN
2023-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4455000.00
4427713.12
SPRINT CORP
2023-09-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505696.00
554211.21
TELECOM ITALIA CAPTIAL
2036-07-18
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58454.00
57953.05
THC ESCROW CORP
2022-04-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6322412.00
6979459.89
WAMU 2006-AR9 1A
2046-08-25
1.149200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
458664.00
152418.21
WINDSTREAM CORP
2021-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66297.00
70937.79
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
40000000.00
40000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
40000000.00
40000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M131101_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-11-20
4.500000
Government Agency Debt
26970212.00
18037446.60
Fannie Mae
2030-12-25
3.500000
Government Agency Debt
148482853.00
81470485.74
GNMA
2042-09-15
3.000000
Government Agency Debt
210499148.00
191969634.07
GNMA
2042-10-15
3.000000
Government Agency Debt
180632622.00
169301115.01
GNMA
2042-11-15
3.000000
Government Agency Debt
200000000.00
189464210.41
GNMA
2042-11-15
3.000000
Government Agency Debt
200000000.00
188698927.45
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
813000000.00
813000000.00
0.0211
N
813000000.00
813000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987YEA006_0.0700_M131107_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-08-01
3.870000
Government Agency Debt
16877.00
17529.10
Fannie Mae
2028-08-01
2.000000
Government Agency Debt
744719.00
725811.82
Fannie Mae
2032-11-25
5.500000
Government Agency Debt
11179447.00
8060733.92
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
275000.00
122171.92
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
23000.00
11577.69
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
305000.00
160235.30
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
60000.00
34802.64
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
12000.00
7528.52
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
8191921.00
5967816.36
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
117329.00
47471.60
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
1019961.00
538113.79
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
51000.00
34502.05
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
33000.00
24658.25
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
68000.00
41776.65
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
29000.00
16462.91
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
4000.00
2298.92
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
268000.00
143113.23
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
84000.00
43322.86
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
27000.00
16042.86
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
46000.00
33049.55
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
114000.00
102036.57
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
48000.00
31707.54
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
20000.00
11003.28
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
32000.00
22561.41
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
19000.00
13279.54
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
7000.00
5288.23
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
3000.00
1967.14
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
33000.00
25302.98
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
145000.00
111490.08
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
6000.00
4442.75
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
9000.00
6992.60
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
138000.00
113926.80
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
29289.00
27976.51
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
240000.00
215843.83
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
28000.00
27495.20
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
7000.00
6663.59
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
74000.00
69425.37
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2000.00
1906.15
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
17000.00
15754.30
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
439000.00
418135.67
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
7000.00
6661.28
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
150000.00
151866.73
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
150000.00
148005.25
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
19000.00
18505.28
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
6000.00
5750.09
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
3000.00
2894.80
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
7000.00
6696.06
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
47000.00
44355.00
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
21000.00
20392.89
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
12000.00
11693.06
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
7000.00
6659.78
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
28000.00
27484.23
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
27000.00
27538.51
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
7000.00
6837.93
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
2000.00
1938.11
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
16000.00
16350.61
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
12000.00
11807.22
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
165000.00
172465.51
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
44000.00
46432.64
Fannie Mae
2043-09-01
3.500000
Government Agency Debt
36000.00
36965.11
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
127000.00
132776.43
Fannie Mae
2043-10-01
3.500000
Government Agency Debt
10000.00
10309.12
Freddie Mac
2042-02-20
4.000000
Government Agency Debt
1400000.00
970878.75
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
15000.00
12646.96
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
67000.00
67174.40
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
57000.00
54766.74
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
10000.00
9668.31
Freddie Mac
2043-07-01
3.000000
Government Agency Debt
528854.00
517690.04
Freddie Mac
2043-10-01
3.500000
Government Agency Debt
16793110.00
17245191.72
GNMA
2033-09-20
5.500000
Government Agency Debt
50000000.00
4942155.46
GNMA
2038-02-16
0.695500
Government Agency Debt
43831637.00
14014379.17
GNMA
2038-02-20
0.680000
Government Agency Debt
139297375.00
18641617.27
GNMA
2038-03-20
0.702500
Government Agency Debt
200000000.00
24970914.86
GNMA
2038-03-20
0.852500
Government Agency Debt
100000000.00
14836631.64
GNMA
2039-08-20
3.750000
Government Agency Debt
54277761.00
13579734.26
GNMA
2040-05-20
0.672499
Government Agency Debt
50000000.00
22653486.35
GNMA
2041-04-15
4.000000
Government Agency Debt
12440.00
8655.86
GNMA
2041-05-15
4.500000
Government Agency Debt
2187838.00
1042715.53
GNMA
2043-01-20
3.000000
Government Agency Debt
1037448.00
999431.69
GNMA
2043-10-20
4.500000
Government Agency Debt
3732232.00
4053745.13
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
150000000.00
150000000.00
0.0039
N
149994000.00
149994000.00
BPCE SA
BPCE SA 0.260000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
15000000.00
14989816.67
0.0004
N
14991750.00
14991750.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.140000%
10513DUV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
7000000.00
7000000.00
0.0002
N
7000000.00
7000000.00
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
39989333.33
0.0010
N
39994800.00
39994800.00
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
43951233.33
0.0011
N
43975800.00
43975800.00
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
49944764.01
0.0013
N
49971500.00
49971500.00
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
129000000.00
128828931.68
0.0033
N
128895510.00
128895510.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476FCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29956933.34
0.0008
N
29973000.00
29973000.00
CAFCO, LLC
CAFCO, LLC 0.350000%
12476FCS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
46000000.00
45935152.78
0.0012
N
45955380.00
45955380.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.224000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-11-12
2014-07-07
N
N
N
312000000.00
312000000.00
0.0081
N
312102960.00
312102960.00
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 Bank Plc
N/A
N/A
43000000.00
42998244.17
0.0011
N
42998710.00
42998710.00
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 Bank Plc
N/A
N/A
2000000.00
1999871.67
0.0001
N
1999900.00
1999900.00
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 Bank Plc
N/A
N/A
50000000.00
49995916.67
0.0013
N
49997000.00
49997000.00
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 Bank Plc
N/A
N/A
18000000.00
17996745.00
0.0005
N
17997300.00
17997300.00
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 Bank Plc
N/A
N/A
2000000.00
1999545.00
0.0001
N
1999600.00
1999600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
36000000.00
35986140.00
0.0009
N
35987400.00
35987400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
60000000.00
59971650.00
0.0016
N
59971200.00
59971200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KB30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
150000000.00
149917749.99
0.0039
N
149911500.00
149911500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KB48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
100000000.00
99944583.34
0.0026
N
99940000.00
99940000.00
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
45999041.67
0.0012
N
45999540.00
45999540.00
Charta, LLC
Charta, LLC 0.260000%
16115UZT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-27
2013-12-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20991506.67
0.0005
N
20994120.00
20994120.00
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
7991133.33
0.0002
N
7995600.00
7995600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.230000%
16144RTR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
95100000.00
95101579.23
0.0025
N
95103804.00
95103804.00
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
0.0051
N
197090620.00
197090620.00
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
53024380.00
53024380.00
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
0.0044
N
171082080.00
171082080.00
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
55020350.00
55020350.00
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
18006840.00
18006840.00
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
100040000.00
100040000.00
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
47948613.33
0.0012
N
47974080.00
47974080.00
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
93883309.44
0.0024
N
93937020.00
93937020.00
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
16978183.33
0.0004
N
16988440.00
16988440.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
144000000.00
143809040.01
0.0037
N
143883360.00
143883360.00
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
16001920.00
16001920.00
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
15004500.00
15004500.00
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
0.0058
N
224089600.00
224089600.00
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
0.0051
N
198079200.00
198079200.00
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
38015580.00
38015580.00
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
0.0058
N
225096750.00
225096750.00
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
22014960.00
22014960.00
Citibank, NA
Citibank, NA 0.340000%
17304UKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
35000000.00
35000000.00
0.0009
N
35018200.00
35018200.00
Citibank, NA
Citibank, NA 0.340000%
17304UKQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
50000000.00
50000000.00
0.0013
N
50026500.00
50026500.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
149000000.00
149000000.00
0.0039
N
149052150.00
149052150.00
Citibank, NA
Citibank, NA 0.350000%
17304ULB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
15000000.00
15000000.00
0.0004
N
15005250.00
15005250.00
Citibank, NA
Citibank, NA 0.350000%
17304ULC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
65000000.00
65000000.00
0.0017
N
65023400.00
65023400.00
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
236919946.66
0.0061
N
236959710.00
236959710.00
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
74945333.34
0.0019
N
74966250.00
74966250.00
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
63950506.66
0.0017
N
63968640.00
63968640.00
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
157865173.35
0.0041
N
157911520.00
157911520.00
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
49948444.44
0.0013
N
49961500.00
49961500.00
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
19994311.11
0.0005
N
19997200.00
19997200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.218000%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-03
N
N
N
150000000.00
150000000.00
0.0039
N
150027000.00
150027000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
140000000.00
139898733.34
0.0036
N
139925800.00
139925800.00
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
184794958.32
0.0048
N
184853850.00
184853850.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64906688.88
0.0017
N
64918100.00
64918100.00
CRC Funding, LLC
CRC Funding, LLC 0.340000%
12622VCU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
60000000.00
59916700.00
0.0016
N
59916600.00
59916600.00
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
42004620.00
42004620.00
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
29003480.00
29003480.00
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
200024000.00
200024000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TEF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
52000000.00
52000000.00
0.0013
N
51997920.00
51997920.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TEG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
130000000.00
130000000.00
0.0034
N
129994800.00
129994800.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TFL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
100000000.00
100000000.00
0.0026
N
100004000.00
100004000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
126000000.00
126000000.00
0.0033
N
125993700.00
125993700.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
23000000.00
23000000.00
0.0006
N
22999080.00
22999080.00
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
10000200.00
10000200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.080000%
22799D001_0.0800_M131101_2M49
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-06-30
1.875000
Treasury Debt
49380000.00
51002976.11
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
50000000.00
50000000.00
0.0013
N
50000000.00
50000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M131101_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2037-09-15
5.450000
Government Agency Debt
2409132.00
2728156.59
Freddie Mac
2038-09-20
6.500000
Government Agency Debt
17435000.00
505949.68
Freddie Mac
2039-01-20
6.500000
Government Agency Debt
16358048.00
588017.00
Freddie Mac
2041-08-20
4.500000
Government Agency Debt
14515158.00
4153660.53
Freddie Mac
2043-10-15
3.140000
Government Agency Debt
8443500.00
8410558.34
Freddie Mac
2043-10-15
3.819999
Government Agency Debt
8235800.00
8493736.22
Freddie Mac
2043-10-15
4.240000
Government Agency Debt
6076400.00
6373254.23
Freddie Mac
2048-08-15
3.700000
Government Agency Debt
10061458.00
10272550.99
Freddie Mac
2048-09-15
3.879999
Government Agency Debt
8000000.00
8241485.60
Freddie Mac
2048-10-15
2.629999
Government Agency Debt
9988000.00
9516818.58
Freddie Mac
2048-10-15
3.529999
Government Agency Debt
10346400.00
10485274.44
Freddie Mac
2048-10-15
3.620000
Government Agency Debt
10528600.00
10718401.03
Freddie Mac
2048-10-15
3.730000
Government Agency Debt
10175300.00
10414898.33
Freddie Mac
2048-10-15
3.879999
Government Agency Debt
13175300.00
13588499.79
Freddie Mac
2048-10-15
4.000000
Government Agency Debt
8506800.00
8827273.60
Freddie Mac
2048-10-15
4.750000
Government Agency Debt
16937000.00
18319970.98
Freddie Mac
2050-10-15
3.600000
Government Agency Debt
9054100.00
9197357.69
Freddie Mac
2053-09-15
3.490000
Government Agency Debt
8591300.00
8638894.89
Freddie Mac
2053-10-15
4.700000
Government Agency Debt
10770000.00
11646126.33
Freddie Mac
2053-10-15
4.740000
Government Agency Debt
15774800.00
16998826.73
Freddie Mac
2053-11-15
4.080000
Government Agency Debt
11173000.00
11623209.43
Freddie Mac
2053-11-15
4.780000
Government Agency Debt
13119300.00
13823211.72
Freddie Mac
2054-01-15
4.179999
Government Agency Debt
8853980.00
8700784.42
Freddie Mac
2054-02-15
3.549999
Government Agency Debt
8763743.00
8608219.25
Freddie Mac
2054-04-15
2.850000
Government Agency Debt
11959101.00
12289244.07
Freddie Mac
2054-05-15
2.799999
Government Agency Debt
9918652.00
10429069.65
Freddie Mac
2054-06-15
2.490000
Government Agency Debt
12897560.00
12840725.98
Freddie Mac
2054-09-15
2.290000
Government Agency Debt
11974965.00
12002720.41
Freddie Mac
2055-03-15
2.490000
Government Agency Debt
14512500.00
13254771.09
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
276167417.00
276167417.00
0.0072
N
276167417.00
276167417.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2M49
0001230485
Other Repurchase Agreement
N
144A ACAP 2000-1A A1
2025-11-15
0.654000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7385000.00
1687202.95
144A CCMFC 2005-1A B1
2036-01-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7780000.00
357197.40
144A CCMFC 2005-BA B1
2036-06-25
0.570200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
327023.55
144A CWCI 2007-C2 AJFL
2047-04-15
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
5562462.69
144A CWHEL 2006-RES 4M1B
2034-02-15
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34632098.00
5023539.74
144A IRWHE 2006-P1 1A
2037-06-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34622000.00
5995968.97
144A JPMRR 2009-12 9A2
2036-05-26
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3209767.00
2168618.24
144A MSAC 2007-SEA1 1A2
2047-02-25
2.070199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43000.00
8567.04
144A PALS 2001-1A A2
2031-05-10
0.779200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3740000.00
1355817.92
144A QUEST 2006-X2 A2
2036-08-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
5473456.26
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
942849.28
144A REG S PEGASUS AVIATION
2031-05-10
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19439000.00
6811011.40
144A RESIF 2005-B B4
2037-06-10
0.843999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9449000.00
336125.78
144A SASIF 2006-AA B5
2037-12-25
1.050200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1494703.00
25975.44
144A SVHE 2006-NLC1 A3
2036-11-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14930000.00
4826633.68
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14335000.00
1299901.05
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1593000.00
125885.63
AABST
2035-10-25
0.640199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1146262.25
ABFC 2004-OPT4 M1
2034-02-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1435000.00
546119.14
ABFC 2006-OPT2 A3D
2036-10-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
84532.86
ABS BANKAMERICA MANUFACT
2025-12-10
7.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
14601.28
ABS BOMBARDIER CAP 00A
2030-06-15
7.830000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30720000.00
9951704.41
ABS CHEVY CHASE 1998-CCB2
2032-08-15
3.399000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4250000.00
1705506.06
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28290000.00
12102174.49
ABS ORIGEN MANUFACTURED HSG
2032-05-15
8.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2020580.05
ACE
2036-08-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4730000.00
1727241.56
ACE 2006-ASP5 A2B
2036-10-25
0.300200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1462000.00
301389.66
AFT 99-1A A1 ASST BK LN
2024-05-15
0.654000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12223000.00
3512343.15
AHM 2006-2 4A
2026-02-25
0.350200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
199085.88
AIRPT 2001-1A A9
2019-03-15
0.723999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4516000.00
1009949.20
ARSI
2035-05-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175049353.00
18613186.79
BALTA 2004-3 B
2034-04-25
3.095200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5375000.00
641606.57
BALTA 2006-5 1A1
2036-08-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19066000.00
2299744.00
BCM 2000-A A4
2030-06-15
8.289999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19696000.00
6735806.75
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
107386.74
BSABS 2003-HE1 M2
2034-01-25
1.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
444000.00
269407.04
BSABS 2005-AC8
2035-11-25
0.500199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42874000.00
7857954.65
BSABS 2006-SD4 2A1
2036-10-25
3.960300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19920000.00
6595680.34
BSARM 2004-10 23A1
2035-01-25
5.254900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
898000.00
114013.06
CARR 2007-RFC1 A3
2036-12-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
831000.00
485746.11
CMLTI 2007-AHL3 A3A
2037-05-25
0.230199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
225451.25
CMLTI 2007-AMC4 A2B
2037-05-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
51343.16
CMLTI 2007-OPX1 A2
2037-01-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5485000.00
2136419.06
CMLTI 2007-OPX1 A5A
2037-01-25
5.764000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14255000.00
6705567.80
CMO CREDIT SUISSE FIRST
2032-04-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
238500.49
CRMSI 2007-2 M1
2037-06-25
5.938600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6714000.00
3397974.60
CSFB 2003-AR26 CB1
2033-11-25
2.528799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
54600.77
CSFB 2005-AGE1 M6
2032-02-25
1.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
72978.77
CSMC
2040-09-15
5.868999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
590745.33
CSMC 2007-C5 A1AJ
2040-09-15
6.038800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1765000.00
1015969.92
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353000.00
82680.97
CWHEL 2004-I A
2034-02-15
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23695000.00
1216493.50
CWHEL 2004-N 2A
2034-02-15
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78282000.00
3025430.34
CWHEL 2004-P 2A
2034-03-15
0.493999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14459000.00
814874.91
CWHEL 2005-H 2A
2035-12-15
0.413999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
16939.39
CWHEL 2005-M A4
2036-02-15
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1185000.00
618816.52
CWHEL 2006-C 2A
2036-05-15
0.353999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2095000.00
302874.01
CWHL 2004-25 2A3
2035-02-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8110000.00
969011.25
CWHL 2004-29 1M1
2035-02-25
0.920200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7855000.00
1173944.88
CWL
2046-01-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64000.00
44188.93
CWL 2004-BC1 M2
2034-01-25
1.775199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7025500.00
2071428.00
CWL 2005-IM3 A3
2036-03-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27640000.00
7670544.09
CWL 2006-16 2A2
2046-12-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11868000.00
5353751.26
CWL 2006-S8 A3
2036-04-25
5.554999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
796118.05
CWL 2007-7 M1
2047-10-25
0.500199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10250000.00
44069.59
CWL 2007-8 2A3
2037-11-25
0.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7155000.00
4758368.57
CXHE
2034-01-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2550000.00
1485064.28
DELL INC
2015-09-10
2.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
663771.51
DELL INC 5.875
2019-06-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1582543.97
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
886323.00
491191.38
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
159520.00
94618.34
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
90000.00
97456.64
FFMER 2007-1 A2D
2037-04-25
0.510199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6439000.00
3081429.42
FFMER 2007-2 A2C
2037-05-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6245430.00
3555217.65
FFMER 2007-3 A2C
2037-06-25
0.350200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54084000.00
33616756.07
FFML 2006-FF11 2A4
2036-08-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18581000.00
10437578.73
Freddie Mac
2043-05-20
5.500000
Government Agency Debt
439108.00
440613.83
GCCFC
2049-12-10
6.046500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63000.00
59852.70
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20.00
17.08
GEWMC
2035-10-25
0.610199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1370000.00
933420.34
GMACM 2004-HE1 A3
2034-06-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8545000.00
2614912.56
GMACM 2005-HE1 A3
2035-08-25
0.350200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
145879.31
GMACM 2005-HE3 A3
2036-02-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8055000.00
3092782.51
GPHE 2004-2 A1
2030-01-15
0.353999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000000.00
1802716.93
GSAA 2005-10 M5
2035-06-25
0.880199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
418408.34
GSAA 2006-4 4A2
2036-03-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10970000.00
4655234.18
GSAA 2007-6 A4
2047-05-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20715000.00
10982289.30
GT 97-4 M1 ASSETBK HOME EQUITY
2028-09-15
7.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3390000.00
3219538.36
HVMLT
2038-01-19
0.362499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1743.67
INDX 2006-AR21 A1
2036-08-25
0.290200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13825000.00
3097506.09
INDYMAC INDX MTGE LN TR
2046-04-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1210000.00
294912.66
JPMAC 2006-CH2 AF2
2036-10-25
5.343499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
192000.00
76816.66
JPMCC 2006-CB16 AJ
2045-05-12
5.623000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
48656.07
JPMCC 2007-LDPX AM
2049-01-15
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
83112.18
JPMMT 2005-A7 3A2
2035-10-25
5.081400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2365000.00
277849.10
LABS 01-B M1
2028-03-15
6.629999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
2332555.93
LBMLT
2036-08-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
6742708.24
LXS 2005-5N 3A3C
2035-11-25
0.670200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7049391.00
3021121.38
MABS 2005-NC2 A3
2035-11-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6455000.00
2163602.19
MANA 2007-OAR3 A1
2037-04-25
0.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5716491.00
2588983.40
MLMI 2004-WMC1 M2
2034-10-25
1.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5908000.00
3306286.16
MLMI 2005-A8 M1
2036-08-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10750000.00
3753217.39
MLMI 2006-HE3 A4
2037-06-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
2429338.81
MSAC 2005-NC2 M5
2035-03-25
0.810200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
1202001.79
MSAC 2007-NC2 A2C
2037-02-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50627000.00
27185516.12
MSAC 2007-NC3 A2A
2037-05-25
0.230199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126862350.00
5351642.06
MSC 2007-IQ14 AMFX
2049-04-15
5.689499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
4154357.43
NAA 2004-AR1 CB1
2034-08-25
3.084299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
317438.07
NHEL 2006-6 A2C
2037-01-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
8533.45
NSTR 2007-B M1
2037-04-25
0.580200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7399000.00
1675564.38
OAK 99-D A1
2029-11-15
7.839999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33217000.00
5828328.93
RAAC 2005-SP1 M3
2034-09-25
5.520200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
323000.00
7886.72
RALI 2002-QS12 M3
2032-09-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2786600.00
356704.00
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
170455.63
RAMP
2036-07-25
0.450199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18016880.00
13534128.13
RASC 2001-KS2 AI6
2030-10-25
6.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
361911.60
RASC 2006-KS7 A3
2036-09-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9920000.00
5283792.74
RENAISSANCE HOME EQUITY LOAN T
2036-05-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3655000.00
1887745.62
RFMSI 2003-S11 M3
2018-06-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
711200.00
44090.31
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
44243.30
SABR 2006-OP1 M4
2035-10-25
0.720199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6657597.00
3882817.17
SACO 2006-10 A
2036-10-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37168000.00
3096724.19
SACO 2006-3 A1
2036-04-25
0.530200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61089250.00
4920421.40
SACO I TRUST 2006-4
2036-03-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94900000.00
9706118.01
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
20159.50
SAMI 2005-AR1 M
2035-04-19
0.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2405000.00
956239.31
SASC
2036-04-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2310564.46
SASC 2003-9A B2II
2033-03-25
2.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
154753.62
SASC 2006-S4 A
2037-01-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15485000.00
1630194.07
SBM7 1997-LB6 B2
2027-12-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7544000.00
1147251.05
SDART 2011-4 E
2018-11-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
348490.64
SDART 2012-4 E
2019-12-16
4.990000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23906915.00
15311193.70
SDART 2013-3 E
2020-06-15
3.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5795000.00
5752179.31
SVHE 2006-OPT3 M1
2036-06-25
0.480200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2110000.00
622713.14
SVHE 2006-OPT5 2A4
2036-07-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515000.00
245051.92
SVHE 2007-1 M1
2037-03-25
0.490200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
105820.63
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
13440000.00
13516734.47
United States Treasury Department
2017-08-31
0.625000
Treasury Debt
1940000.00
1919771.85
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
285000.00
300926.53
WAMU 2003-ARP
2033-09-25
2.456399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
32250.64
WAMU 2004-AR8 B2
2044-06-25
1.270200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
55824.70
WAMU MTGE P/T TR
2045-04-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1279000.00
271854.82
WASHINGTON MTL.
2033-09-25
2.456399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
17571.94
WBCMT
2049-06-15
5.732599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
40605.91
WBCMT 2006-C25 B
2043-05-15
5.724300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000.00
21935.19
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7.00
6.65
WFALT 2005-2 M2
2035-10-25
0.640199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2565000.00
239781.13
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1124000.00
299963.04
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
360000000.00
360000000.00
0.0093
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
360183600.00
360183600.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2M49
0001230485
Other Repurchase Agreement
N
144A SMSTR 2005-1A A1
2045-12-06
0.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12900000.00
3066056.28
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26665000.00
2417988.24
144A TRUMN 2004-1 M2
2034-01-25
1.870200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
1872402.21
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
0.562500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29205000.00
2079929.71
CSMC
2040-09-15
5.868999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9305000.00
9477388.48
CWALT 2005-16 A5
2035-06-25
0.450199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
833201.43
CWALT 2005-61 2A2
2035-12-25
0.550200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32858000.00
3896550.32
CWALT 2006-OA6 1A3
2046-07-25
0.440199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23150092.00
2953015.15
CWHEL 2004-P 2A
2034-03-15
0.493999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
964000.00
54328.75
CWHL 2004-25 2A3
2035-02-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55544000.00
6636591.98
CWL
2037-09-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3362000.00
2209938.57
CWL 2005-13 MV2
2036-04-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2820000.00
1358150.12
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6350000.00
2810788.64
CWL 2007-1 2A2
2037-07-25
0.270200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1745000.00
1075651.50
GMACM 2006-HE1 A
2036-11-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5825000.00
1639714.83
GSR 2007-OA1 2A3B
2037-05-25
0.500199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10433000.00
1816369.41
IMM 2005-3 A2
2035-08-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55615000.00
4266879.72
INDX 2006-AR21 A1
2036-08-25
0.290200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9495000.00
2127364.94
INDX 2006-AR7 3A1
2036-05-25
2.717400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10450000.00
2422472.62
INDX 2006-FLX1 A2
2036-11-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13921000.00
2245040.81
LUM 2005-1 A2
2035-11-25
0.510199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
792354.10
MANA 2007-A1 A2C
2037-01-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13122000.00
3649481.79
MANA 2007-A3 A2C
2037-04-25
0.490200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13333000.00
4318168.69
MARM 2007-2 A4
2047-03-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000000.00
4296469.69
MARM 2007-3 12A1
2047-05-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21605000.00
6960743.39
MSC 2007-IQ14 AM
2049-04-15
5.689499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80.00
83.29
PHHAM 2007-2 1A5
2037-05-25
0.490200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2088539.09
RALI
2046-04-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29258000.00
5172953.41
RALI 2006-QH1 A1
2036-12-25
0.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
7014178.63
RALI 2006-QO3 A2
2046-04-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1881000.00
401348.51
RALI 2006-QO3 A3
2046-04-25
0.500199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20819000.00
4332952.72
RALI 2006-QO6 A2
2046-06-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58875000.00
12312296.50
SAMI 2004-AR3 B1
2034-07-19
1.072500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
181082.69
SARM 2004-6 B-1
2034-06-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
4931415.44
WAMU 2005-AR11 B2
2045-08-25
0.800200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
779916.79
WAMU 2006-AR1 1A1B
2046-01-25
1.223300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12380050.00
1184511.82
WMALT 2006-AR10 A3B
2036-12-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332000.00
1323835.23
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_M140129_2M49
0001230485
Other Repurchase Agreement
N
144A BACM 2007-1 E
2049-01-15
5.631000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
870000.00
80685.98
144A BOAMS 2003-9 XB4
2033-12-25
5.344599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128000.00
22898.15
144A BOAMS 2003-9 XB5
2033-12-25
5.344599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
3346.90
144A BSCMS 2006-PW12 E
2038-09-11
5.750400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1726914.32
144A CCMFC 2003-4A B2
2034-10-25
0.737600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4586500.00
263680.87
144A CSMC 2007-C5 C
2040-09-15
6.038800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
904323.68
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6286000.00
411171.49
144A PALS 2001-1A A2
2031-05-10
0.779200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11555000.00
4188897.36
144A RAAC 2007-RP2 A
2046-02-25
0.520200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
7195.56
144A REG S PEGASUS AVIATION
2031-05-10
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37087000.00
12994494.56
144A SDART 2012-5 E
2019-09-16
4.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
194147.73
144A SMSTR 2005-1A A1
2045-12-06
0.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
13072.33
ABS GREENTRE 96-2
2027-04-15
7.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79000.00
6893.35
ACE
2035-07-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4665000.00
3620877.33
ACE
2036-08-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
37247.07
AHM 2004-1 3M2
2044-04-25
1.958599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
115296.86
AHM 2004-3 MF1
2034-10-25
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
312035.52
AMSI 2004-R10 M6
2034-11-25
1.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1440000.00
316014.78
ARMT 2005-10 5A1
2036-01-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3604000.00
511180.39
ARMT 2006-2 6A1
2036-05-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15966000.00
1973687.36
BALTA 2006-5 1A1
2036-08-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
187030000.00
22559588.77
BALTA 2006-8 1A1
2046-06-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167367600.00
23577588.39
BOAMS 2003-B B2
2033-03-25
3.106599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
58005.09
BOAMS 2005-I 4A2
2035-10-25
5.098900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1335000.00
148928.64
BSMF 2007-SL1 1A
2037-03-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
3442542.85
CHASE 2007-A1 1M
2037-02-25
2.736200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125000.00
336577.86
CMLTI
2035-08-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1708262.41
CMLTI 2005-5 1A1
2035-08-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
40238.28
CMLTI 2007-AMC4 A2B
2037-05-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
5529.26
CSFB 2003-AR26 CB1
2033-11-25
2.528799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2520000.00
223729.98
CSFB 2005-11 8A8
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
11504.69
CWALT 2003-10CB M
2033-05-25
5.650699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6175000.00
2559306.72
CWALT 2004-22CB M
2034-10-25
6.043899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14039000.00
2890405.82
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1702000.00
398648.78
CWHEL 2006-C 2A
2036-05-15
0.353999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1921000.00
277718.84
CWHEL 2006-I 2A
2037-01-15
0.314000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15082052.00
2085962.88
CWHL 2003-42 B1
2033-10-25
2.550800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
63124.44
CWHL 2003-42 M
2033-10-25
2.550800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1590000.00
230824.21
CWHL 2003-60 M
2034-02-25
4.434199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2660000.00
934288.75
CWHL 2004-J4 CB2
2019-05-25
4.673899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
60165.98
CWHL 2004-J6 B2
2024-08-25
5.115199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
733.58
CWHL 2005-13 A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
522304.18
CWHL 2005-14 A3
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
267333.85
CWHL 2005-HYB8 3A2
2035-12-20
2.593100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
171878.59
CWL 2005-13 MV2
2036-04-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10530000.00
5071390.33
CWL 2005-IM3 A3
2036-03-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
312205.58
CWL 2006-16 2A2
2046-12-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
11277.70
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
28429.86
DBALT 2007-AR1 A5
2047-01-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16272000.00
1220199.52
DELL INC
2015-09-10
2.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
264000.00
265508.61
DSLA 2004-AR4 2A1B
2045-01-19
0.602500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35550000.00
788509.94
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
320000.00
346512.49
Freddie Mac
2036-12-01
5.500000
Government Agency Debt
18635914.00
2169153.25
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
653600.00
558134.18
GMACC 2005-C1 C
2043-05-10
4.988000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6984000.00
998618.90
GMACM 2005-AR2 2A
2035-05-25
3.553500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
30705.75
GSAA 2005-10 M5
2035-06-25
0.880199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1845919.13
GSAMP 2006-HE2 M1
2046-03-25
0.490200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3860000.00
2699580.73
GSAMP 2006-HE8 A2D
2037-01-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33516000.00
18011003.21
IMPAC CMB TRUST SERIES 200
2035-06-25
0.815200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3295000.00
290807.06
IMSC 2007-AR1 2A1
2037-06-25
2.796199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
6477183.49
INDX 2006-AR7 3A1
2036-05-25
2.717400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4065000.00
942330.26
JPMCC 2007-LDPX AM
2049-01-15
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
218169.48
JPMMT 2005-A7 3A2
2035-10-25
5.081400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13086100.00
1537404.30
JPMMT 2007-A1 5A3
2035-07-25
2.853800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13724000.00
3219683.84
JPMMT 2007-A1 6A2
2035-07-25
2.785800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984000.00
149760.82
MARM 2003-5 B1
2033-11-25
2.365699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
117105.21
MARM 2007-3 12A1
2047-05-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
572000.00
184288.14
MASTR 2004-9 15B2
2019-09-25
5.293199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
77883.90
MASTR 2004-9 15B3
2019-09-25
5.293199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
56635.83
MLMI 2005-A7 2A1
2035-09-25
5.097699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17080000.00
4925084.95
MSAC 2005-HE4 M3
2035-07-25
0.660200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5512000.00
3979976.79
MSAC 2006-HE4 A4
2036-06-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5060000.00
2723094.26
MSAC 2006-HE6 A2C
2036-09-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3510000.00
1615398.38
MSAC 2007-NC2 A2C
2037-02-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3966000.00
2129649.34
MSAC 2007-NC3 A2A
2037-05-25
0.230199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61689000.00
2602328.01
PPSI 2004-WCW2 M3
2034-10-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13240000.00
11182866.52
RALI 2005-QS4 A6
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1093809.22
RAST
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18820000.00
4280373.68
RAST 2005-A10 A4
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
12746375.80
RAST 2006-A8 2A7
2036-08-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7468000.00
3243298.36
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
5.431199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
63831.40
RESIDENTIAL ASSET SECURITIES
2031-06-25
7.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17075000.00
3672696.47
RFMS2 2006-HSA4 A
2036-07-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142300000.00
14326415.34
RFMS2 2006-HSA5 A
2036-08-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39290334.00
4271955.01
RFMSI 2003-S6 M2
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
45424.14
SAIL 2006-BNC3 A3
2036-09-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17545000.00
8238052.11
SAMI 2002-AR4 B1
2033-02-19
1.022500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
19476.53
SAMI 2004-AR3 B1
2034-07-19
1.072500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1105000.00
169573.20
SAMI 2005-AR1 M
2035-04-19
0.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3890000.00
1546682.30
SASC
2036-04-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2310564.46
SASC 2003-2A B2II
2033-02-25
2.413400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
13911.71
SASC 2003-30 B2
2033-10-25
5.385200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1576459.20
SASC 2006-S1 A1
2036-03-25
0.310199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
246687.84
SAST 2005-4 M1
2035-12-21
0.610199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9321.00
7915.00
SDART 2012-4 E
2019-12-16
4.990000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7973.00
5106.31
SDART 2013-3 E
2020-06-15
3.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9926.11
SEMT 9 B3
2032-09-20
1.565499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3424000.00
179686.17
TMST 2007-3 4A1
2047-06-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1456000.00
413086.62
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
17115000.00
17212716.55
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
15000.00
19445.05
WAMMS 2002-AR1 CB2
2031-02-25
2.523800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3557000.00
112422.14
WAMU 2002-S8 1B3
2033-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3074000.00
781772.43
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.513900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
25627.16
WFMBS
2036-08-25
2.616400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5255000.00
1301924.99
WFMBS 2005-6 B1
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2553799.75
WMALT 2005-3 1CB3
2035-05-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
203000.00
39660.92
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
176134.88
WMALT 2006-AR10 A2A
2036-12-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5900000.00
2715818.70
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
220000000.00
220000000.00
0.0057
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
220303600.00
220303600.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
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
83000000.00
82956517.21
0.0022
N
82959330.00
82959330.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
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
95000000.00
94949016.67
0.0025
N
94952500.00
94952500.00
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
0.0018
N
71019170.00
71019170.00
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
0.0076
N
294338100.00
294338100.00
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
19021850.00
19021850.00
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
0.0085
N
329121730.00
329121730.00
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
19003800.00
19003800.00
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
4000760.00
4000760.00
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
89016910.00
89016910.00
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
6001140.00
6001140.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M131101_2M49
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-01-31
1.375000
Treasury Debt
102583800.00
100828334.72
United States Treasury Department
2042-05-15
3.000000
Treasury Debt
35857100.00
32272364.38
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
130490799.00
130490799.00
0.0034
N
130490799.00
130490799.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M131101_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-03-25
0.478800
Government Agency Debt
16117888.00
15454368.01
Fannie Mae
2033-04-25
3.000000
Government Agency Debt
105783674.00
109412371.37
Fannie Mae
2033-04-25
4.000000
Government Agency Debt
15403542.00
15573398.41
Fannie Mae
2041-03-25
0.828999
Government Agency Debt
43450000.00
17975831.80
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
130794.00
131607.71
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4624177.00
4357878.35
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
206564.00
192708.59
Fannie Mae
2042-09-25
0.478800
Government Agency Debt
11381744.00
10987918.28
Fannie Mae
2042-09-25
0.570200
Government Agency Debt
25650088.00
19293777.73
Fannie Mae
2042-10-25
0.478800
Government Agency Debt
19473493.00
18495002.32
Fannie Mae
2043-03-25
3.500000
Government Agency Debt
3447237.00
3238498.76
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
207577.00
204928.18
Fannie Mae
2043-09-25
0.578799
Government Agency Debt
2237104.00
2028776.01
Freddie Mac
2043-08-20
3.500000
Government Agency Debt
141975492.00
145242810.34
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
350000000.00
350000000.00
0.0091
N
350000000.00
350000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.260000%
988RGN000_0.2600_M131101_2M49
0001074042
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
919100.00
ALLIANT ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
780166.80
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699996.18
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699989.07
COMMUNITY HEALTH SYS INC NEWCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699976.88
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.62
HILLSHIRE BRANDS CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699983.60
KRATON PERFORMANCE POLYMERS COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
12535.60
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699983.20
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699874.35
METHODE ELECTRS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699984.37
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699997.65
NU SKIN ENTERPRISES INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1062097.00
OCEANEERING INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
525280.80
OGE ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699991.51
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699958.40
ROCKWOOD HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
789521.28
RPM INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699982.13
SEAWORLD ENTMT INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.35
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699985.70
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.38
TELEPHONE & DATA SYS INC COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699974.66
TRANSDIGM GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699929.00
WESTLAKE CHEM CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699941.77
XEROX CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1011793.88
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
34000000.00
34000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
34000000.00
34000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131107_2M49
0001074042
Other Repurchase Agreement
N
ALBANY INTL CORP CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
755630.00
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249971.12
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649967.92
AMERICAN STS WTR CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
131652.00
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249993.93
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649993.62
BERRY PLASTICS GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249997.78
BERRY PLASTICS GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649992.50
CLECO CORP NEW COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649993.56
CLECO CORP NEW COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3203939.42
COEUR D ALENE MINES CORP IDACOM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249994.10
COEUR D ALENE MINES CORP IDACOM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649992.72
COOPER TIRE & RUBR CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
482499.20
COVIDIEN PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2513281.68
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3583090.20
DELEK US HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249982.32
DELEK US HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649977.52
DINEEQUITY INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1553421.21
DOLLAR GEN CORP NEW COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249956.34
ESTERLINE TECHNOLOGIES CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1901866.62
FORD MTR CO DEL COM PAR
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2999195.76
GENERAL ELECTRIC CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249973.79
GEO GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649974.30
GEO GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3441084.12
JPMORGAN CHASE & CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249974.80
JPMORGAN CHASE & CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649966.60
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1095130.00
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249797.93
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649855.46
LIVE NATION ENTERTAINMENT INCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3212365.00
LIVE NATION ENTERTAINMENT INCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1978038.66
MAXIMUS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
729750.00
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249983.98
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649988.39
OCCIDENTAL PETE CORP DEL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249982.58
OCCIDENTAL PETE CORP DEL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649991.82
PLATINUM UNDERWRITER HLDGS LCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249944.86
PLATINUM UNDERWRITER HLDGS LCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649962.24
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
964871.04
RYMAN HOSPITALITY PPTYS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2314526.72
SCORPIO TANKERS INC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649997.66
SCORPIO TANKERS INC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1615992.18
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649998.06
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
900537.86
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2094960.90
SYMETRA FINL CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649985.26
SYMETRA FINL CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3476150.78
TE CONNECTIVITY LTD REG SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249998.72
TE CONNECTIVITY LTD REG SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649972.48
WEBSTER FINL CORP CONN COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649994.84
WEBSTER FINL CORP CONN COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1752920.60
XL GROUP PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4249987.20
XL GROUP PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649981.68
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
158000000.00
158000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
158004250.00
158004250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M131107_2M49
0001074042
Other Repurchase Agreement
N
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699996.18
AMERICAN VANGUARD CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699984.00
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699989.07
COMMUNITY HEALTH SYS INC NEWCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699976.88
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.62
EQUITY LIFESTYLE PPTYS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699983.90
HILLSHIRE BRANDS CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699983.60
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699983.20
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699874.35
METHODE ELECTRS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
284234.16
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699997.65
OCEANEERING INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699968.16
OGE ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699991.51
POST PPTYS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1059370.65
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699958.40
RPM INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
356941.92
SEAWORLD ENTMT INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.35
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699985.70
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699987.38
TELEPHONE & DATA SYS INC COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699974.66
TRANSDIGM GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699929.00
WASTE CONNECTIONS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699979.14
WESTLAKE CHEM CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1699941.77
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
34000000.00
34000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
34001700.00
34001700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
99ETSZ007_0.0500_M131107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-07-25
3.399999
Government Agency Debt
628000.00
300939.68
Fannie Mae
2021-04-25
3.763999
Government Agency Debt
525000.00
561022.70
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
615517.00
642757.53
Fannie Mae
2026-11-01
4.000000
Government Agency Debt
6827442.00
7062302.46
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
3546921.00
2890403.66
Fannie Mae
2031-06-25
0.478800
Government Agency Debt
1214285.00
1193784.06
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1184000.00
1057629.31
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1119000.00
999576.96
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1111000.00
992384.08
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
781000.00
697610.29
Fannie Mae
2032-01-25
2.500000
Government Agency Debt
1628000.00
1376997.13
Fannie Mae
2032-01-25
3.000000
Government Agency Debt
1197000.00
1027351.58
Fannie Mae
2032-01-25
3.000000
Government Agency Debt
814000.00
702787.25
Fannie Mae
2032-02-25
0.528800
Government Agency Debt
555556.00
418143.39
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
621285.09
Fannie Mae
2032-04-25
3.250000
Government Agency Debt
2859000.00
2637674.33
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
535663.97
Fannie Mae
2032-08-25
3.000000
Government Agency Debt
5003000.00
4598277.31
Fannie Mae
2032-08-25
4.000000
Government Agency Debt
1354000.00
1383975.30
Fannie Mae
2032-11-01
3.000000
Government Agency Debt
19900000.00
18691893.51
Fannie Mae
2032-12-25
3.000000
Government Agency Debt
2769246.00
2421594.86
Fannie Mae
2033-01-25
1.170199
Government Agency Debt
3546800.00
3466706.62
Fannie Mae
2033-01-25
2.500000
Government Agency Debt
85000.00
71050.68
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
48040.43
Fannie Mae
2033-06-25
3.000000
Government Agency Debt
1080015.00
924773.64
Fannie Mae
2033-07-25
3.000000
Government Agency Debt
1883000.00
1618350.00
Fannie Mae
2033-08-25
3.000000
Government Agency Debt
3682000.00
3202401.09
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
1621069.62
Fannie Mae
2036-03-25
0.470200
Government Agency Debt
1300000.00
412771.98
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
2300000.00
2547142.67
Fannie Mae
2036-05-25
0.470200
Government Agency Debt
3000000.00
2948185.10
Fannie Mae
2036-12-25
0.520200
Government Agency Debt
12400000.00
667690.32
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3148468.59
Fannie Mae
2037-03-25
0.528800
Government Agency Debt
1500000.00
153051.60
Fannie Mae
2037-06-25
5.500000
Government Agency Debt
1000000.00
147581.09
Fannie Mae
2037-07-25
0.520200
Government Agency Debt
700000.00
73309.04
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5651000.00
6422977.46
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
2500000.00
1054065.35
Fannie Mae
2038-03-25
1.078800
Government Agency Debt
15000000.00
3085963.60
Fannie Mae
2039-02-25
0.628800
Government Agency Debt
3000000.00
2662798.90
Fannie Mae
2039-07-25
0.578799
Government Agency Debt
6566889.00
6193428.61
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1505655.84
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
813092.32
Fannie Mae
2040-01-25
0.520200
Government Agency Debt
4834000.00
4316982.68
Fannie Mae
2040-02-25
0.920200
Government Agency Debt
11000000.00
1321501.83
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
140843.12
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2593432.50
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
1707000.00
1491547.58
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
187908.90
Fannie Mae
2040-11-25
0.570200
Government Agency Debt
674983.00
666919.00
Fannie Mae
2040-11-25
0.629000
Government Agency Debt
500000.00
304219.70
Fannie Mae
2040-12-25
0.570200
Government Agency Debt
956500.00
948728.47
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
2774423.41
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2430000.00
2428418.88
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
1544250.00
1514128.37
Fannie Mae
2040-12-25
4.500000
Government Agency Debt
4879754.00
5020266.52
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
802173.16
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
1920004.25
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
25110000.00
18508526.58
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
6000000.00
5521580.64
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
2715000.00
2828944.02
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
408103.07
Fannie Mae
2041-05-25
3.000000
Government Agency Debt
1000000.00
849965.33
Fannie Mae
2041-06-25
0.578799
Government Agency Debt
1000000.00
693139.44
Fannie Mae
2041-07-25
0.530200
Government Agency Debt
900000.00
413264.62
Fannie Mae
2041-09-25
0.578799
Government Agency Debt
503750.00
454290.79
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1285148.42
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1032915.00
961134.98
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
761871.68
Fannie Mae
2041-12-25
4.500000
Government Agency Debt
5000000.00
2358273.73
Fannie Mae
2042-01-25
0.470200
Government Agency Debt
625000.00
579763.68
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
3757611.00
3782590.35
Fannie Mae
2042-03-25
0.478800
Government Agency Debt
505485.00
472362.86
Fannie Mae
2042-03-25
0.728800
Government Agency Debt
3000000.00
2595850.88
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
44238.00
46460.28
Fannie Mae
2042-05-25
0.528800
Government Agency Debt
974289.00
902998.67
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4377866.00
4038277.85
Fannie Mae
2042-06-25
0.470200
Government Agency Debt
129671.00
119937.74
Fannie Mae
2042-06-25
0.690200
Government Agency Debt
1200000.00
780633.67
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
124945.84
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
97498.87
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
144348904.00
105032590.69
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1324700.19
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
312902.00
291913.90
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
6256250.00
5982911.46
Fannie Mae
2042-09-25
2.000000
Government Agency Debt
1301000.00
984073.36
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
484899.12
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
345305.52
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
28127.00
26309.86
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
4574000.00
3917356.37
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3808000.00
3280627.54
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3047000.00
2727878.25
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
15490581.00
14473495.80
Fannie Mae
2042-12-25
0.520200
Government Agency Debt
4845000.00
4197862.14
Fannie Mae
2042-12-25
0.520200
Government Agency Debt
833000.00
782660.07
Fannie Mae
2042-12-25
0.528800
Government Agency Debt
6495916.00
6418223.93
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
3040000.00
2469949.33
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
1692000.00
1376447.64
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1650000.00
1485247.50
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
2490303.00
2577392.71
Fannie Mae
2043-03-25
2.500000
Government Agency Debt
1868000.00
1464288.46
Fannie Mae
2043-05-25
3.000000
Government Agency Debt
4128000.00
3526331.62
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
3362609.00
2882270.39
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
2953278.00
2727617.73
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
2644000.00
2170472.82
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
7342000.00
6215773.91
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
2469000.00
2085376.66
Fannie Mae
2043-08-25
3.000000
Government Agency Debt
7515918.00
6406388.12
Fannie Mae
2043-08-25
3.000000
Government Agency Debt
273000.00
229637.23
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
82943737.00
84220887.49
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
3999000.00
3604545.30
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
2188000.00
1923605.73
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
1186154.00
1171017.88
Fannie Mae
2043-09-25
3.500000
Government Agency Debt
4784000.00
4545147.64
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4306266.93
Fannie Mae
2052-11-25
0.420200
Government Agency Debt
3687750.00
3573582.50
Fannie Mae
2052-11-25
2.500000
Government Agency Debt
6146250.00
6062707.33
Fannie Mae
2052-11-25
4.000000
Government Agency Debt
438000.00
442804.13
Freddie Mac
2039-06-15
3.000000
Government Agency Debt
6744474.00
5066825.34
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
5626408.00
2118654.73
Freddie Mac
2042-02-15
0.482300
Government Agency Debt
4082144.00
3899721.56
Freddie Mac
2042-02-20
5.000000
Government Agency Debt
36362033.00
21504538.71
Freddie Mac
2042-05-15
3.500000
Government Agency Debt
4461000.00
4149848.22
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
402732.00
411787.51
GNMA
2039-10-20
3.500000
Government Agency Debt
48214079.00
49796986.93
GNMA
2048-03-16
2.850000
Government Agency Debt
34508299.00
30112286.79
GNMA
2048-06-15
2.980000
Government Agency Debt
2882557.00
2987366.47
GNMA
2053-06-16
2.450000
Government Agency Debt
2148935.00
1895370.70
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
564000000.00
564000000.00
0.0146
N
564000000.00
564000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
99ETSZ007_0.0600_M131107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
24053263.00
24812422.60
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
15651738.00
10762872.47
Fannie Mae
2030-09-01
4.500000
Government Agency Debt
23211555.00
10725492.47
Fannie Mae
2031-05-01
4.500000
Government Agency Debt
18000000.00
10853840.65
Fannie Mae
2033-04-25
3.000000
Government Agency Debt
23362684.00
24164094.15
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
33487543.00
3846589.41
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
19687932.00
10948801.64
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
16611250.00
10760440.65
Fannie Mae
2042-02-01
3.291999
Government Agency Debt
8663714.00
5253760.20
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
135206.00
122170.99
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
156965.00
164850.07
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
297877.00
277896.71
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
189377.00
176674.42
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
126459.00
118289.13
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
16000000.00
15538201.33
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
6808995.00
6562129.50
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
48290.00
46539.21
Fannie Mae
2043-05-25
3.500000
Government Agency Debt
87891229.00
93146567.85
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
3800364.00
3982143.25
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
12626296.00
12829272.08
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
34797497.00
16268148.78
Freddie Mac
2030-08-15
3.000000
Government Agency Debt
19925343.00
20167595.92
Freddie Mac
2033-01-15
3.000000
Government Agency Debt
35774378.00
35285638.18
Freddie Mac
2033-10-01
4.000000
Government Agency Debt
16929820.00
17952386.77
Freddie Mac
2038-08-01
7.000000
Government Agency Debt
765359021.00
88082353.51
Freddie Mac
2042-02-20
5.000000
Government Agency Debt
14342260.00
8482025.34
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
2497991.00
2462700.59
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
7703199.00
7590418.28
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
22620936.00
22949825.53
GNMA
2041-08-15
5.000000
Government Agency Debt
27871899.00
29352466.43
GNMA
2043-04-20
3.500000
Government Agency Debt
30457445.00
31068845.36
GNMA
2045-05-15
3.100000
Government Agency Debt
4995509.00
4927740.93
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
510000000.00
510000000.00
0.0132
N
510000000.00
510000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
99ETSZ007_0.0700_M131107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-01
2.153000
Government Agency Debt
12767424.00
13197982.62
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
4810141.00
2999226.27
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
12146942.00
9679667.28
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
227510.00
205576.09
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
18447144.00
19373828.31
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
28947089.00
27264285.68
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
36286.00
33941.75
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
108106.00
104186.53
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
104901.00
100162.58
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
625621.00
639688.21
GNMA
2035-12-16
0.974999
Government Agency Debt
4528395.00
4401455.37
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
75000000.00
75000000.00
0.0019
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M131107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-02-25
3.000000
Government Agency Debt
5555556.00
4810033.72
Fannie Mae
2033-04-25
0.00
Government Agency Debt
142857.00
140231.00
Fannie Mae
2033-05-25
3.000000
Government Agency Debt
5333000.00
4704788.60
Fannie Mae
2039-04-25
0.628800
Government Agency Debt
21474793.00
19854083.88
Fannie Mae
2040-02-25
3.000000
Government Agency Debt
15000000.00
14476535.54
Fannie Mae
2040-05-25
3.500000
Government Agency Debt
1000000.00
618831.65
Fannie Mae
2041-02-25
0.478800
Government Agency Debt
1083333.00
1047458.81
Fannie Mae
2042-09-25
0.478800
Government Agency Debt
2490212.00
2404046.86
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
21738000.00
17852426.70
Fannie Mae
2042-12-25
0.00
Government Agency Debt
15287428.00
15077715.06
Fannie Mae
2042-12-25
0.478800
Government Agency Debt
10500000.00
10046008.22
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
20326000.00
18668678.94
Fannie Mae
2043-02-25
2.500000
Government Agency Debt
17433500.00
14910220.21
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
9568776.00
8705509.74
Fannie Mae
2043-05-25
4.000000
Government Agency Debt
10507693.00
11597480.87
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
20255235.00
20567120.92
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
2179558.00
2151745.39
Fannie Mae
2043-11-25
4.000000
Government Agency Debt
10022000.00
10834807.58
Fannie Mae
2043-11-25
4.000000
Government Agency Debt
4278000.00
4572276.49
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
176000000.00
176000000.00
0.0046
N
176000000.00
176000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M131107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
87967.00
92385.98
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
122865.00
114623.75
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
14666536.00
10709257.12
Fannie Mae
2042-09-25
0.478800
Government Agency Debt
493169.00
476104.60
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
76842.00
71877.63
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
13858826.00
14056119.15
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
1326948.00
1356784.69
GNMA
2041-08-15
5.000000
Government Agency Debt
23626245.00
24881281.44
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0013
N
50000000.00
50000000.00
DNB Bank ASA
DNB Bank ASA 0.201000%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
74000000.00
74000000.00
0.0019
N
74003700.00
74003700.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
290000000.00
290000000.00
0.0075
Security is a time deposit.
N
290000000.00
290000000.00
DNB Bank ASA
DNB Bank ASA 0.060000%
939RWC006_M131107
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
97000000.00
97000000.00
0.0025
Security is a time deposit.
N
97000000.00
97000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.150000%
30601VYC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3000000.00
2999862.50
0.0001
N
2999880.00
2999880.00
Fannie Mae
Fannie Mae 0.030000%
313589PU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
11098000.00
11097759.54
0.0003
N
11097922.31
11097922.31
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385NX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
5000000.00
4999979.17
0.0001
N
4999995.00
4999995.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
50000000.00
49999805.56
0.0013
N
49999900.00
49999900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
8300000.00
8299959.65
0.0002
N
8299983.40
8299983.40
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
7000000.00
6999979.58
0.0002
N
6999986.00
6999986.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
3260000.00
3259980.98
0.0001
N
3259993.48
3259993.48
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
2829000.00
2828980.75
0.0001
N
2828994.34
2828994.34
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385PE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
22700000.00
22699810.83
0.0006
N
22699931.90
22699931.90
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313385PG5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
100000000.00
99999222.22
0.0026
N
99999600.00
99999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385PG5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
20000000.00
19999766.67
0.0005
N
19999920.00
19999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385PM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
42000000.00
41999224.16
0.0011
N
41999790.00
41999790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.009000%
313385PP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
100000000.00
99999475.00
0.0026
N
99999400.00
99999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385PP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
100000000.00
99997958.34
0.0026
N
99999400.00
99999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385PU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
48000000.00
47999133.33
0.0012
N
47999664.00
47999664.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385PW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-29
2013-11-29
N
N
N
4120000.00
4119887.84
0.0001
N
4119967.04
4119967.04
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
35000000.00
34998877.08
0.0009
N
34999370.00
34999370.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
12175000.00
12174553.58
0.0003
N
12174780.85
12174780.85
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385QD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
66000000.00
65992300.01
0.0017
N
65998746.00
65998746.00
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313385QD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
9800000.00
9798332.64
0.0003
N
9799813.80
9799813.80
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313385QG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
4000000.00
3999366.67
0.0001
N
3999916.00
3999916.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313385QJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
89000000.00
88984177.77
0.0023
N
88998042.00
88998042.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385QJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
9000000.00
8999700.00
0.0002
N
8999802.00
8999802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385QT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
126000000.00
125991425.01
0.0033
N
125996598.00
125996598.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.020000%
98599G006_0.0200_M131101_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
164830390.00
175000098.09
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
175000000.00
175000000.00
0.0045
N
175000000.00
175000000.00
Freddie Mac
Freddie Mac 0.025000%
313397PS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
28000000.00
27999533.34
0.0007
N
27999804.00
27999804.00
Freddie Mac
Freddie Mac 0.030000%
313397PS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
20000000.00
19999600.00
0.0005
N
19999860.00
19999860.00
Freddie Mac
Freddie Mac 0.045000%
313397PS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
5000000.00
4999850.00
0.0001
N
4999965.00
4999965.00
Freddie Mac
Freddie Mac 0.035000%
313397PS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
4900000.00
4899885.67
0.0001
N
4899965.70
4899965.70
Freddie Mac
Freddie Mac 0.243600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-11-10
N
N
N
220000000.00
220000000.00
0.0057
N
220164340.00
220164340.00
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
285992691.10
0.0074
N
285997140.00
285997140.00
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
132990653.05
0.0035
N
132997340.00
132997340.00
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
183978840.00
0.0048
N
183992640.00
183992640.00
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
251969409.97
0.0065
N
251989920.00
251989920.00
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
106973339.17
0.0028
N
106990370.00
106990370.00
General Electric Co
General Electric Co 0.070000%
36960LY41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
135000000.00
134999212.49
0.0035
N
134998650.00
134998650.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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 0.100000%
38399H002_0.1000_M131101_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-10-01
2.674999
Government Agency Debt
68029804.00
41539946.40
Fannie Mae
2042-03-01
3.113999
Government Agency Debt
25848886.00
21143304.69
Fannie Mae
2042-08-01
2.346000
Government Agency Debt
5097577.00
4280188.46
Fannie Mae
2042-12-01
2.228000
Government Agency Debt
44168025.00
41156561.14
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
106000000.00
106000000.00
0.0028
N
106000000.00
106000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
921AAP008_0.5400_M140102_2M49
0000769993
Other Repurchase Agreement
N
AGILENT TECHNOLOGIES INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1825748.10
ALLIANCE ONE INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
193830.56
ALTRIA GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8812015.62
CALPINE CORP COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8834651.51
CENVEO INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
509223.34
CF INDS HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899947.21
CHIMERA INVT CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4943381.37
CIBER INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
88.20
CINCINNATI BELL INC NEW COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1492282.44
COMMONWEALTH REIT COM SH B
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8767095.60
COMMUNITY HEALTH SYS INC NEWCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8710871.40
COPA HOLDINGS SA CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899902.72
DELPHI AUTOMOTIVE PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1817254.68
DISNEY WALT CO COM DISN
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6933546.08
FIBROCELL SCIENCE INC COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
26676.00
HONEYWELL INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8824627.20
INTL PAPER CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8781294.60
LIFELOCK INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899999.78
LYONDELLBASELL INDUSTRIES N SHS - A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8869361.10
OCCIDENTAL PETE CORP DEL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8764898.64
PEPSICO INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8819775.60
PITNEY BOWES INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2220793.76
PVH CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899914.50
RCS CAP CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
95422.67
REYNOLDS AMERICAN INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8798910.45
SMITH A O COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6853822.94
STONERIDGE INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2495475.00
TIME WARNER CABLE INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8762026.08
TIME WARNER INC COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8694436.08
TWO HBRS INVT CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2720012.20
UNITED TECHNOLOGIES CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4970856.15
WEYERHAEUSER CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8761953.20
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
178000000.00
178000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
178128160.00
178128160.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M131101_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-12-01
9.000000
Government Agency Debt
16651730.00
3680111.51
Fannie Mae
2020-03-01
3.500000
Government Agency Debt
12784870.00
3770936.09
Fannie Mae
2022-10-01
3.000000
Government Agency Debt
4359060.00
3864806.92
Fannie Mae
2023-08-01
3.680000
Government Agency Debt
3525000.00
3660260.38
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
6953804.00
3872006.90
Fannie Mae
2027-02-01
4.000000
Government Agency Debt
4038639.00
3692699.78
Fannie Mae
2027-03-01
2.500000
Government Agency Debt
331878.00
260185.15
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
4936555.00
3765187.24
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
3977822.00
3736082.47
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
3992716.00
3731844.55
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
3927130.00
3657645.53
Fannie Mae
2028-08-01
3.500000
Government Agency Debt
3598968.00
3774663.43
Fannie Mae
2028-10-01
4.000000
Government Agency Debt
3420409.00
3642647.79
Fannie Mae
2031-01-01
3.500000
Government Agency Debt
6066332.00
3744330.45
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
3815909.00
3875663.76
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
201394297.00
3844870.99
Fannie Mae
2032-08-01
3.500000
Government Agency Debt
4979076.00
3644656.78
Fannie Mae
2032-09-01
4.000000
Government Agency Debt
3720336.00
3687430.28
Fannie Mae
2032-11-01
3.500000
Government Agency Debt
4021961.00
3904796.96
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
3936835.00
3898460.75
Fannie Mae
2033-09-01
4.000000
Government Agency Debt
3454577.00
3674502.52
Fannie Mae
2033-10-01
3.500000
Government Agency Debt
3535165.00
3702023.61
Fannie Mae
2034-06-01
2.351000
Government Agency Debt
30000509.00
3663565.61
Fannie Mae
2034-07-01
2.315999
Government Agency Debt
30008327.00
3645845.71
Fannie Mae
2035-06-01
2.541999
Government Agency Debt
25006761.00
3837008.39
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
27484478.00
3674718.06
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
21000000.00
3754530.91
Fannie Mae
2035-10-01
2.436999
Government Agency Debt
23000000.00
3676347.59
Fannie Mae
2035-10-01
2.770000
Government Agency Debt
20079426.00
3721244.14
Fannie Mae
2035-12-01
6.500000
Government Agency Debt
24756868.00
3393847.11
Fannie Mae
2036-02-01
3.197000
Government Agency Debt
24354966.00
3697638.39
Fannie Mae
2036-08-01
2.504999
Government Agency Debt
31374635.00
3666094.60
Fannie Mae
2036-08-01
4.500000
Government Agency Debt
5030955.00
3739617.38
Fannie Mae
2036-09-01
2.209000
Government Agency Debt
20000000.00
3755756.56
Fannie Mae
2036-09-01
2.294000
Government Agency Debt
20000000.00
3673734.70
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
32950000.00
3800293.21
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
31490000.00
3839339.58
Fannie Mae
2037-07-01
5.756999
Government Agency Debt
31181109.00
3799681.06
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
12002271.00
3674685.22
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
12000000.00
3787218.93
Fannie Mae
2040-03-01
5.500000
Government Agency Debt
5500657.00
3851921.08
Fannie Mae
2040-04-01
3.541999
Government Agency Debt
15010988.00
3700833.95
Fannie Mae
2040-07-01
3.376999
Government Agency Debt
17506500.00
3861988.50
Fannie Mae
2041-01-01
2.826000
Government Agency Debt
20300984.00
3758275.23
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
6325000.00
3789465.07
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
2908719.00
1657257.85
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
7800000.00
3719832.21
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
7935337.00
3642870.66
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
4665757.00
3784090.78
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
4398576.00
3798406.85
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
4787989.00
3725231.57
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
5500000.00
3645751.85
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
5396965.00
3721664.20
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
6059414.00
3742325.51
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
3715979.00
3778594.58
Fannie Mae
2041-12-01
5.000000
Government Agency Debt
6191262.00
3673644.49
Fannie Mae
2042-02-01
3.200000
Government Agency Debt
4566518.00
3803951.06
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
3900000.00
3841673.76
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
3822367.00
3900481.82
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
3757152.00
3678514.71
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
4074801.00
3883094.79
Fannie Mae
2042-08-01
2.192000
Government Agency Debt
5450000.00
3728506.80
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
4094000.00
3855950.87
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
3519427.00
3675998.27
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
3583385.00
3783922.79
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
3682931.00
3650566.19
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
3562535.00
3758272.04
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
3572803.00
3855946.83
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
3381807.00
3647508.82
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
3494754.00
3781872.93
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
3327304.00
3644417.84
Fannie Mae
2043-10-01
3.500000
Government Agency Debt
3742298.00
3858650.47
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
3532441.00
3755272.09
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
3548826.00
3845880.48
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
3478533.00
3765792.72
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
3408468.00
3683251.87
Freddie Mac
2022-12-01
6.000000
Government Agency Debt
28106519.00
3845685.47
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
6850000.00
3715114.50
Freddie Mac
2028-05-01
2.500000
Government Agency Debt
3982567.00
3818859.48
Freddie Mac
2028-07-01
3.000000
Government Agency Debt
3588654.00
3675775.20
Freddie Mac
2028-08-01
2.500000
Government Agency Debt
3784004.00
3771811.49
Freddie Mac
2031-08-01
5.000000
Government Agency Debt
5554642.00
3773758.55
Freddie Mac
2032-06-01
4.000000
Government Agency Debt
3606831.00
3754815.57
Freddie Mac
2032-12-01
3.000000
Government Agency Debt
4089829.00
3805121.67
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
79525000.00
3801389.22
Freddie Mac
2033-06-01
5.000000
Government Agency Debt
12249134.00
3759845.84
Freddie Mac
2035-01-01
6.000000
Government Agency Debt
40000000.00
3679718.33
Freddie Mac
2035-10-01
5.500000
Government Agency Debt
26934807.00
3815371.91
Freddie Mac
2035-10-01
6.000000
Government Agency Debt
12425705.00
3830867.44
Freddie Mac
2037-05-01
6.000000
Government Agency Debt
8716661.00
3828920.61
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
13962391.00
3687692.23
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
9290000.00
3663084.99
Freddie Mac
2041-02-01
5.500000
Government Agency Debt
4412637.00
3694111.51
Freddie Mac
2041-04-01
4.000000
Government Agency Debt
4100068.00
3853618.97
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
3941906.00
3688061.64
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
3962082.00
3812370.91
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
3680631.00
3661409.60
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
3800000.00
3812420.92
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
3816357.00
3767279.08
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
3618496.00
3753637.50
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
3565627.00
3709161.20
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
3788464.00
3818498.96
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
3729502.00
3744664.07
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
3671046.00
3731440.66
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
3657541.00
3721024.96
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
3550821.00
3711622.58
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
3823209.00
3870610.02
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
3620197.00
3781355.00
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
3604996.00
3781321.11
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
3670128.00
3720972.60
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
3470198.00
3649672.35
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
3541900.00
3750894.95
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
3506954.00
3684431.59
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
3468738.00
3665726.62
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
3495769.00
3770746.19
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
3523320.00
3729953.32
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
3385462.00
3658898.99
GNMA
2042-11-20
4.000000
Government Agency Debt
2487326.00
2629600.31
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
427000000.00
427000000.00
0.0111
N
427000000.00
427000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131105_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-07-01
4.500000
Government Agency Debt
10173253.00
139068.60
Fannie Mae
2015-03-01
4.500000
Government Agency Debt
5029139.00
121986.10
Fannie Mae
2015-06-01
4.500000
Government Agency Debt
4539924.00
156891.30
Fannie Mae
2016-06-01
4.500000
Government Agency Debt
3400000.00
147809.92
Fannie Mae
2016-09-01
9.000000
Government Agency Debt
24452930.00
186855.56
Fannie Mae
2017-03-01
4.500000
Government Agency Debt
2442711.00
164797.37
Fannie Mae
2017-04-01
6.500000
Government Agency Debt
11605268.00
197906.19
Fannie Mae
2017-05-01
6.000000
Government Agency Debt
1426039.00
194295.31
Fannie Mae
2017-06-01
7.000000
Government Agency Debt
5177599.00
142305.74
Fannie Mae
2017-06-01
7.500000
Government Agency Debt
4405664.00
148330.64
Fannie Mae
2017-09-01
5.000000
Government Agency Debt
4013109.00
145418.45
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
3085475.00
170856.22
Fannie Mae
2017-10-01
4.500000
Government Agency Debt
1000000.00
161436.25
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
1324556.00
180348.28
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1360000.00
154746.14
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
591657.00
197735.48
Fannie Mae
2018-02-01
4.500000
Government Agency Debt
4032057.00
209204.94
Fannie Mae
2018-04-01
6.500000
Government Agency Debt
700000.00
168592.16
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
2592892.00
193037.52
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
1985205.00
133156.98
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
2443081.00
164886.74
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
1653673.00
197852.82
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
2350302.00
208548.40
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
2371397.00
180651.01
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
1511400.00
174605.14
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
1160000.00
131631.66
Fannie Mae
2018-08-01
4.500000
Government Agency Debt
2892813.00
202072.42
Fannie Mae
2018-09-01
1.986000
Government Agency Debt
9809546.00
154987.50
Fannie Mae
2018-10-01
4.500000
Government Agency Debt
1173656.00
201090.18
Fannie Mae
2018-11-01
10.000000
Government Agency Debt
42347305.00
211302.42
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
1400000.00
144298.71
Fannie Mae
2019-04-01
4.500000
Government Agency Debt
1045454.00
200335.37
Fannie Mae
2019-04-01
4.500000
Government Agency Debt
1500000.00
193050.32
Fannie Mae
2019-04-01
5.500000
Government Agency Debt
798059.00
166637.58
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
1100000.00
132355.74
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
1000000.00
148512.66
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
1240000.00
155332.38
Fannie Mae
2020-01-01
5.000000
Government Agency Debt
1250000.00
196014.45
Fannie Mae
2020-01-01
9.000000
Government Agency Debt
13475804.00
143255.15
Fannie Mae
2020-07-01
5.500000
Government Agency Debt
252201.00
62376.34
Fannie Mae
2020-11-01
4.000000
Government Agency Debt
725509.00
163622.31
Fannie Mae
2020-12-01
5.500000
Government Agency Debt
817126.00
206321.55
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
670116.00
126657.50
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
737146.00
122646.02
Fannie Mae
2021-06-01
6.000000
Government Agency Debt
487813.00
153521.60
Fannie Mae
2021-08-01
6.000000
Government Agency Debt
630823.00
124470.85
Fannie Mae
2021-10-01
5.000000
Government Agency Debt
740000.00
140773.18
Fannie Mae
2021-10-01
6.000000
Government Agency Debt
422645.00
164456.18
Fannie Mae
2021-11-01
2.500000
Government Agency Debt
252709.00
150503.65
Fannie Mae
2021-11-01
6.500000
Government Agency Debt
7983576.00
133691.92
Fannie Mae
2022-01-01
6.500000
Government Agency Debt
3726896.00
126617.32
Fannie Mae
2022-03-01
5.000000
Government Agency Debt
682436.00
180203.23
Fannie Mae
2022-03-01
6.000000
Government Agency Debt
737318.00
192358.82
Fannie Mae
2022-05-01
5.000000
Government Agency Debt
1170466.00
181513.96
Fannie Mae
2022-05-01
6.000000
Government Agency Debt
2500000.00
133256.13
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
1725730.00
153658.78
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
1094688.00
162801.70
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
1150000.00
176457.50
Fannie Mae
2022-11-01
8.000000
Government Agency Debt
42115000.00
136150.64
Fannie Mae
2022-12-01
5.000000
Government Agency Debt
1143233.00
129381.11
Fannie Mae
2022-12-01
6.000000
Government Agency Debt
1000000.00
180169.97
Fannie Mae
2023-01-01
5.000000
Government Agency Debt
1322659.00
210143.46
Fannie Mae
2023-01-01
5.000000
Government Agency Debt
616016.00
148782.39
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
674735.00
194911.67
Fannie Mae
2023-03-01
5.000000
Government Agency Debt
1518915.00
191638.17
Fannie Mae
2023-03-01
6.000000
Government Agency Debt
3050000.00
173546.32
Fannie Mae
2023-04-01
7.000000
Government Agency Debt
1081882.00
140516.20
Fannie Mae
2023-07-01
3.500000
Government Agency Debt
187500.00
194406.91
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
568636.00
194759.47
Fannie Mae
2023-07-01
6.000000
Government Agency Debt
1810125.00
161873.25
Fannie Mae
2023-09-01
4.500000
Government Agency Debt
1000000.00
124691.52
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
1669932.00
194591.92
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
1090759.00
200786.34
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
497715.00
156472.02
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
499950.00
152595.91
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
454858.00
180307.36
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
519491.00
192490.41
Fannie Mae
2023-11-01
8.500000
Government Agency Debt
10871468.00
193918.00
Fannie Mae
2024-01-01
6.500000
Government Agency Debt
691593.00
143698.31
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
520121.00
185997.79
Fannie Mae
2024-08-01
5.500000
Government Agency Debt
1431000.00
172617.95
Fannie Mae
2024-10-01
4.000000
Government Agency Debt
767650.00
211140.97
Fannie Mae
2024-10-01
4.000000
Government Agency Debt
520382.00
190645.60
Fannie Mae
2024-10-01
4.000000
Government Agency Debt
488074.00
144926.54
Fannie Mae
2024-10-01
4.500000
Government Agency Debt
467446.00
175922.31
Fannie Mae
2024-10-01
5.500000
Government Agency Debt
1463000.00
191421.54
Fannie Mae
2024-10-01
5.500000
Government Agency Debt
1270000.00
166349.43
Fannie Mae
2024-11-01
7.000000
Government Agency Debt
1211150.00
123518.87
Fannie Mae
2024-12-01
5.000000
Government Agency Debt
210109.00
125981.36
Fannie Mae
2024-12-01
6.000000
Government Agency Debt
8308715.00
185061.36
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
582383.00
132616.58
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
497555.00
128363.05
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
435000.00
167737.51
Fannie Mae
2025-07-01
4.500000
Government Agency Debt
572565.00
202520.44
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
559177.00
142200.05
Fannie Mae
2025-08-01
5.500000
Government Agency Debt
1000000.00
148135.14
Fannie Mae
2025-08-01
7.500000
Government Agency Debt
27733198.00
123459.61
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
261631.00
195597.13
Fannie Mae
2025-10-15
6.500000
Government Agency Debt
2200000.00
173092.57
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
421588.00
171862.24
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
206061.00
126926.09
Fannie Mae
2025-11-01
6.500000
Government Agency Debt
1255202.00
192040.65
Fannie Mae
2025-11-01
7.000000
Government Agency Debt
1639817.00
179910.92
Fannie Mae
2025-12-01
8.500000
Government Agency Debt
14727625.00
150540.54
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
220000.00
142662.75
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
313412.00
128953.82
Fannie Mae
2026-02-01
6.000000
Government Agency Debt
1305000.00
196882.70
Fannie Mae
2026-02-01
6.750000
Government Agency Debt
1879299.00
163755.43
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
367270.00
179985.50
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
433154.00
150737.68
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
304116.00
138569.29
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
202639.00
132874.79
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
404599.00
177834.30
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
302245.00
138319.46
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
392638.00
210782.17
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
200000.00
136025.50
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
212528.00
144501.25
Fannie Mae
2026-08-01
4.000000
Government Agency Debt
261073.00
192849.41
Fannie Mae
2027-01-01
4.500000
Government Agency Debt
248050.00
207719.76
Fannie Mae
2027-02-01
4.000000
Government Agency Debt
251268.00
199867.66
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
206510.00
129252.22
Fannie Mae
2027-05-01
6.500000
Government Agency Debt
4400000.00
137932.68
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
127652.00
122462.78
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
55131.00
43913.98
Fannie Mae
2027-06-01
7.000000
Government Agency Debt
1314616.00
171325.02
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
190139.00
182207.45
Fannie Mae
2027-07-15
9.996999
Government Agency Debt
4502365.00
142207.89
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
196312.00
179312.53
Fannie Mae
2027-10-01
6.000000
Government Agency Debt
1500000.00
199195.71
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
185510.00
174602.00
Fannie Mae
2028-01-01
7.000000
Government Agency Debt
19750495.00
144922.17
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
152960.00
140342.89
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
192792.00
195284.83
Fannie Mae
2028-06-01
6.500000
Government Agency Debt
12622500.00
123862.18
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
144020.00
140130.96
Fannie Mae
2028-07-01
6.500000
Government Agency Debt
5053000.00
142837.73
Fannie Mae
2028-08-01
3.500000
Government Agency Debt
130200.00
135435.61
Fannie Mae
2028-08-01
6.500000
Government Agency Debt
3879417.00
127647.54
Fannie Mae
2028-09-01
2.500000
Government Agency Debt
132775.00
133789.03
Fannie Mae
2028-09-01
6.000000
Government Agency Debt
1810000.00
202957.90
Fannie Mae
2028-09-01
6.500000
Government Agency Debt
1137690.00
141138.81
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
5000000.00
129278.66
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
196117.00
204461.78
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
110779.00
114978.57
Fannie Mae
2028-10-01
6.000000
Government Agency Debt
13500000.00
152134.20
Fannie Mae
2028-10-01
7.000000
Government Agency Debt
4958000.00
134395.62
Fannie Mae
2028-10-01
8.000000
Government Agency Debt
1500000.00
204083.31
Fannie Mae
2028-11-01
6.000000
Government Agency Debt
8081491.00
175283.88
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
1956920.00
135182.50
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
4000000.00
137148.48
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
2503461.00
133438.93
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
9921872.00
128378.17
Fannie Mae
2029-01-01
6.000000
Government Agency Debt
2628297.00
123300.79
Fannie Mae
2029-01-01
7.500000
Government Agency Debt
24971674.00
208308.37
Fannie Mae
2029-02-01
6.000000
Government Agency Debt
1942811.00
150189.20
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
7046311.00
200948.95
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
5193123.00
190733.07
Fannie Mae
2029-03-01
4.500000
Government Agency Debt
828366.00
153439.57
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
4866000.00
198410.17
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
2054290.00
175059.52
Fannie Mae
2029-06-01
4.500000
Government Agency Debt
445426.00
123861.93
Fannie Mae
2029-06-01
7.500000
Government Agency Debt
9531867.00
165765.11
Fannie Mae
2029-07-01
6.000000
Government Agency Debt
12726585.00
208102.33
Fannie Mae
2029-07-01
6.500000
Government Agency Debt
10070984.00
132308.69
Fannie Mae
2029-11-01
6.000000
Government Agency Debt
7227012.00
167032.10
Fannie Mae
2030-04-01
7.500000
Government Agency Debt
11000000.00
132521.39
Fannie Mae
2030-05-01
4.500000
Government Agency Debt
588059.00
200826.32
Fannie Mae
2030-05-01
7.000000
Government Agency Debt
1000527.00
139084.16
Fannie Mae
2030-05-01
7.500000
Government Agency Debt
26802394.00
150658.37
Fannie Mae
2030-06-01
8.000000
Government Agency Debt
19000000.00
155235.47
Fannie Mae
2030-07-01
8.500000
Government Agency Debt
25764678.00
166922.03
Fannie Mae
2030-08-01
7.000000
Government Agency Debt
16475000.00
131082.97
Fannie Mae
2030-11-01
7.000000
Government Agency Debt
3215930.00
155919.00
Fannie Mae
2030-11-01
8.500000
Government Agency Debt
1157579.00
130985.77
Fannie Mae
2030-12-01
6.500000
Government Agency Debt
555775.00
156150.80
Fannie Mae
2031-02-01
7.500000
Government Agency Debt
1570000.00
170895.04
Fannie Mae
2031-02-01
8.500000
Government Agency Debt
5127028.00
153444.27
Fannie Mae
2031-04-01
6.500000
Government Agency Debt
4000000.00
150269.33
Fannie Mae
2031-07-01
7.000000
Government Agency Debt
4651922.00
173351.65
Fannie Mae
2031-07-01
7.000000
Government Agency Debt
2299184.00
130965.32
Fannie Mae
2031-07-01
8.000000
Government Agency Debt
1503067.00
148075.77
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
4559937.00
133212.98
Fannie Mae
2031-10-01
6.500000
Government Agency Debt
12568368.00
209376.02
Fannie Mae
2031-10-01
7.500000
Government Agency Debt
6242090.00
159160.54
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
180000.00
153912.60
Fannie Mae
2031-11-01
7.000000
Government Agency Debt
1445335.00
129067.26
Fannie Mae
2031-11-01
7.500000
Government Agency Debt
1977508.00
188962.81
Fannie Mae
2031-12-01
6.500000
Government Agency Debt
2750000.00
201108.25
Fannie Mae
2031-12-01
6.500000
Government Agency Debt
7698607.00
156866.53
Fannie Mae
2031-12-01
7.000000
Government Agency Debt
5428897.00
146704.43
Fannie Mae
2032-02-01
6.500000
Government Agency Debt
2017630.00
193927.48
Fannie Mae
2032-02-01
6.500000
Government Agency Debt
1696851.00
162678.03
Fannie Mae
2032-05-01
6.500000
Government Agency Debt
14942189.00
181899.77
Fannie Mae
2032-05-01
6.500000
Government Agency Debt
5393415.00
145405.36
Fannie Mae
2032-05-01
7.000000
Government Agency Debt
786354.00
175443.27
Fannie Mae
2032-05-01
7.000000
Government Agency Debt
2163549.00
138398.77
Fannie Mae
2032-06-01
6.000000
Government Agency Debt
1420451.00
140632.86
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
5600000.00
146204.15
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
1970000.00
128107.43
Fannie Mae
2032-08-01
3.500000
Government Agency Debt
160000.00
152425.36
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
12903910.00
168527.94
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
6002000.00
165079.45
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
6560168.00
203062.96
Fannie Mae
2032-11-01
6.500000
Government Agency Debt
6642359.00
159592.47
Fannie Mae
2032-12-01
6.000000
Government Agency Debt
1665000.00
188451.23
Fannie Mae
2032-12-01
6.000000
Government Agency Debt
1250000.00
123582.13
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
9919718.00
187671.15
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
2806209.00
152745.34
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
5000000.00
207681.00
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
12490165.00
209694.39
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
1012772.00
157716.50
Fannie Mae
2033-01-01
7.000000
Government Agency Debt
4414447.00
178308.54
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
8768848.00
156787.03
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
3080534.00
124112.42
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
5453509.00
198856.67
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
3000000.00
129879.81
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
3052473.00
127844.80
Fannie Mae
2033-03-01
6.000000
Government Agency Debt
1985268.00
204909.66
Fannie Mae
2033-04-01
2.202999
Government Agency Debt
10405380.00
206551.46
Fannie Mae
2033-04-01
6.500000
Government Agency Debt
1982701.00
148243.01
Fannie Mae
2033-05-01
5.000000
Government Agency Debt
2093600.00
180613.51
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
915139.00
141852.41
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
2455516.00
196869.55
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
1615518.00
122128.03
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
1000000.00
151635.52
Fannie Mae
2033-06-01
6.500000
Government Agency Debt
1329821.00
200894.55
Fannie Mae
2033-07-01
6.500000
Government Agency Debt
1226984.00
147130.34
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1909779.00
209433.41
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1510589.00
156857.09
Fannie Mae
2033-09-01
2.625000
Government Agency Debt
1994249.00
177085.45
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
1090169.00
193326.46
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
4220861.00
144335.00
Fannie Mae
2033-09-01
7.000000
Government Agency Debt
993769.00
194358.78
Fannie Mae
2033-10-01
2.766000
Government Agency Debt
1500000.00
202839.33
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
1383877.00
199999.55
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
1163373.00
142080.76
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
582946.00
131188.08
Fannie Mae
2033-10-01
7.000000
Government Agency Debt
13499469.00
146528.23
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
2375000.00
193518.34
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
1900000.00
138518.25
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
2305828.00
174325.77
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
3507309.00
123935.69
Fannie Mae
2033-11-01
7.000000
Government Agency Debt
1653367.00
207731.17
Fannie Mae
2033-11-01
7.500000
Government Agency Debt
3096986.00
184669.43
Fannie Mae
2033-12-01
6.000000
Government Agency Debt
300000.00
200431.25
Fannie Mae
2033-12-01
7.000000
Government Agency Debt
4779648.00
177606.93
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
1275000.00
165981.52
Fannie Mae
2034-01-01
6.500000
Government Agency Debt
2821839.00
134387.33
Fannie Mae
2034-02-01
6.000000
Government Agency Debt
952482.00
126283.47
Fannie Mae
2034-02-01
6.500000
Government Agency Debt
779000.00
160311.67
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
2823000.00
210393.40
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
2100000.00
192391.18
Fannie Mae
2034-04-01
5.000000
Government Agency Debt
806158.00
122331.42
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
67341.00
15685.28
Fannie Mae
2034-06-01
5.500000
Government Agency Debt
910000.00
205991.58
Fannie Mae
2034-07-01
6.000000
Government Agency Debt
1263000.00
144562.18
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
3210786.00
179478.53
Fannie Mae
2034-08-01
6.000000
Government Agency Debt
1000000.00
150523.36
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
1252738.00
158016.65
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
2256460.00
126143.79
Fannie Mae
2034-09-01
2.310000
Government Agency Debt
14661789.00
168518.85
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
1978614.00
129904.39
Fannie Mae
2034-09-01
7.000000
Government Agency Debt
451279.00
140527.17
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
1462298.00
181652.66
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
1194573.00
159771.56
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
1381396.00
186942.68
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
1205984.00
158211.01
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
1460469.00
138421.37
Fannie Mae
2034-11-01
6.500000
Government Agency Debt
639297.00
158630.38
Fannie Mae
2034-11-01
7.000000
Government Agency Debt
648711.00
182671.73
Fannie Mae
2034-12-01
6.000000
Government Agency Debt
872386.00
180241.32
Fannie Mae
2034-12-01
6.500000
Government Agency Debt
1716217.00
162655.80
Fannie Mae
2035-01-01
5.000000
Government Agency Debt
800000.00
123783.56
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
911000.00
144410.22
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
1185000.00
154431.70
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
500000.00
151027.20
Fannie Mae
2035-03-01
4.500000
Government Agency Debt
797467.00
157598.60
Fannie Mae
2035-03-01
6.500000
Government Agency Debt
1327000.00
183841.06
Fannie Mae
2035-04-01
5.000000
Government Agency Debt
583173.00
141105.55
Fannie Mae
2035-04-01
5.000000
Government Agency Debt
899000.00
133117.56
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
1890922.00
202637.09
Fannie Mae
2035-04-01
6.500000
Government Agency Debt
1447639.00
152249.66
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
888866.00
133290.13
Fannie Mae
2035-05-01
6.000000
Government Agency Debt
900000.00
173681.26
Fannie Mae
2035-05-01
6.500000
Government Agency Debt
610000.00
174217.19
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
1110024.00
189272.46
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
1249000.00
185522.63
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
935000.00
130771.52
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
1568044.00
210488.26
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
1310773.00
203168.96
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
2483000.00
201409.26
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
743883.00
142896.05
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
502679.00
140337.00
Fannie Mae
2035-07-01
6.000000
Government Agency Debt
1997916.00
124659.11
Fannie Mae
2035-07-01
6.500000
Government Agency Debt
1145962.00
124718.25
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
669987.00
211778.31
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
1631642.00
204578.34
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
713827.00
188725.64
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
1094162.00
166671.76
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
694417.00
164417.10
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
313647.00
141568.57
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
553479.00
131425.31
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
786038.00
146360.14
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
1134247.00
140598.10
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
810352.00
158445.62
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
951800.00
141596.93
Fannie Mae
2035-10-01
7.000000
Government Agency Debt
2812908.00
193564.69
Fannie Mae
2035-11-01
2.484000
Government Agency Debt
1065000.00
168768.28
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
1050000.00
149106.01
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
1000000.00
142270.10
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
1434168.00
139643.80
Fannie Mae
2035-11-01
6.500000
Government Agency Debt
846551.00
175675.94
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
854000.00
133781.21
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
908820.00
146191.55
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
1443494.00
206730.81
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
831000.00
151110.63
Fannie Mae
2036-02-01
6.500000
Government Agency Debt
894540.00
190644.26
Fannie Mae
2036-02-01
6.500000
Government Agency Debt
855212.00
138380.13
Fannie Mae
2036-02-01
7.000000
Government Agency Debt
654182.00
179070.76
Fannie Mae
2036-03-01
5.000000
Government Agency Debt
1384003.00
211553.30
Fannie Mae
2036-03-01
5.500000
Government Agency Debt
1600000.00
126580.86
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
2002010.00
182332.33
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
1515000.00
185600.19
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
590000.00
144635.85
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
1337809.00
144916.38
Fannie Mae
2036-06-01
4.500000
Government Agency Debt
1795625.00
207261.39
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
650000.00
137283.23
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
1512820.00
210814.16
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
1316220.00
153665.54
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
200668.00
204815.16
Fannie Mae
2036-07-01
5.500000
Government Agency Debt
2138163.00
191009.81
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
1177836.00
206078.47
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
1588010.00
139597.52
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
492810.00
174655.90
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
2195861.00
200118.69
Fannie Mae
2036-08-01
7.500000
Government Agency Debt
2079657.00
172500.92
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
1940703.00
161623.93
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1171913.00
178860.23
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1275000.00
176591.25
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1319005.00
162570.21
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1847280.00
149796.48
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
505238.00
127859.56
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
1270920.00
207586.34
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
1237656.00
191239.90
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
1361681.00
184563.19
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
900000.00
132353.45
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
1678000.00
141815.23
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
730000.00
153108.36
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
668692.00
208450.87
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
1507673.00
141709.46
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
2480196.00
139976.21
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
754331.00
202282.49
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
701575.00
170408.14
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
760000.00
143686.25
Fannie Mae
2037-06-01
5.000000
Government Agency Debt
644041.00
187966.56
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
829032.00
132059.49
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
842289.00
127613.29
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
987917.00
146909.02
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
913000.00
138914.63
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
750000.00
155542.80
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
947716.00
176731.91
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
1192027.00
125053.15
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
700000.00
177532.09
Fannie Mae
2037-08-01
7.000000
Government Agency Debt
759401.00
184166.95
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
2262054.00
129890.10
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
900000.00
208152.80
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
1200000.00
189653.35
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
1697267.00
183941.65
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1840600.00
210721.76
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
877929.00
143230.93
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
410594.00
140754.86
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
2913950.00
152124.56
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
520355.00
123856.69
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
518000.00
191060.10
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
1228544.00
154628.84
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
653271.00
131483.24
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
370000.00
149595.93
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
2252111.00
170261.40
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
1000000.00
200557.13
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
880400.00
200005.74
Fannie Mae
2038-06-01
4.500000
Government Agency Debt
455391.00
184498.82
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
461085.00
129405.47
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
497880.00
138675.76
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
1148273.00
159243.51
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
1187882.00
174818.46
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
325000.00
174122.33
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
1030493.00
147986.21
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
800000.00
124524.70
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1642021.00
159392.04
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
386000.00
126884.95
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1104914.00
154154.40
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
1061543.00
125631.79
Fannie Mae
2038-11-01
5.000000
Government Agency Debt
286066.00
135999.50
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
1110000.00
138565.81
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
1212000.00
206132.96
Fannie Mae
2038-11-01
6.500000
Government Agency Debt
1003686.00
205054.13
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
996817.00
133306.53
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
593043.00
164690.75
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
530718.00
174198.83
Fannie Mae
2039-03-01
6.000000
Government Agency Debt
557851.00
164162.47
Fannie Mae
2039-04-01
4.000000
Government Agency Debt
483159.00
180070.65
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
337859.00
130122.61
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1001500.00
177916.58
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
582746.00
159225.42
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
300000.00
122197.95
Fannie Mae
2039-04-01
5.500000
Government Agency Debt
304216.00
193612.08
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
292974.00
192289.37
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
380000.00
211933.01
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
187886.00
51017.93
Fannie Mae
2039-06-01
5.000000
Government Agency Debt
263000.00
164060.08
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
370000.00
204670.14
Fannie Mae
2039-09-01
4.000000
Government Agency Debt
209551.00
148728.35
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
523171.00
152230.18
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
339383.00
173324.00
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
375482.00
152055.54
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
264933.00
137767.38
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
656158.00
211918.01
Fannie Mae
2039-10-01
6.500000
Government Agency Debt
719488.00
201630.75
Fannie Mae
2039-10-01
6.500000
Government Agency Debt
453282.00
192600.60
Fannie Mae
2039-11-01
6.000000
Government Agency Debt
322745.00
175234.95
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
275059.00
132069.46
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
356075.00
171699.82
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
359470.00
158178.53
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
265000.00
163642.86
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
200868.00
122644.54
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
189905.00
127790.89
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
234295.00
168386.28
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
244392.00
166791.24
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
440322.00
200999.70
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
168292.00
126875.80
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
405148.00
170629.42
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
212370.00
167450.52
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
323575.00
140862.91
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
472899.00
209280.14
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
432514.00
190461.81
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
303801.00
185603.18
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
321271.00
154368.85
Fannie Mae
2040-08-01
5.500000
Government Agency Debt
217687.00
156299.37
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
357140.00
182069.27
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
250000.00
156320.08
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
279402.00
150400.49
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
237329.00
184719.47
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
562000.00
188186.97
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
256176.00
178203.81
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
203235.00
171076.71
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
347191.00
180176.05
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
243000.00
190343.38
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
225000.00
174459.28
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
225000.00
147025.46
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
200000.00
130616.03
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
396500.00
208305.90
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
291000.00
168792.81
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
199729.00
155631.99
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
324632.00
210536.73
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1953300.00
192573.51
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
351405.00
143737.53
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
221650.00
143492.52
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
190000.00
152987.92
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
308120.00
170756.96
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
230123.00
148708.97
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
200000.00
148697.35
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
252000.00
201886.57
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
284134.00
187600.52
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
300000.00
210595.14
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
155000.00
125631.64
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
161871.00
67752.01
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
200000.00
181869.12
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
225000.00
142328.49
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
477524.00
211382.41
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
301311.00
209954.18
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
270000.00
206427.95
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
493746.00
199770.84
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
272283.00
174507.04
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
391400.00
137914.44
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
165000.00
140451.23
Fannie Mae
2041-08-01
3.157999
Government Agency Debt
343861.00
165677.30
Fannie Mae
2041-09-01
3.412999
Government Agency Debt
211230.00
123366.86
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
229657.00
151804.32
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
165000.00
145242.74
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
298000.00
183080.00
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
339000.00
193788.53
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
191773.00
176671.13
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
221060.00
200078.85
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
176000.00
168869.29
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
193434.00
202234.82
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
249975.00
196595.22
Fannie Mae
2042-04-01
3.000000
Government Agency Debt
228914.00
172806.27
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
432012.00
184196.72
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
149062.00
130368.14
Fannie Mae
2042-07-01
3.000000
Government Agency Debt
220903.00
153665.96
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
200000.00
175690.37
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
182486.00
170107.45
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
180000.00
176408.86
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
150000.00
151241.80
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
152583.00
146146.68
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
138116.00
131613.76
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
194000.00
188948.60
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
176742.00
166526.54
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
173730.00
175969.70
Fannie Mae
2043-04-01
1.935999
Government Agency Debt
135061.00
123953.87
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
166969.00
162147.37
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
150000.00
151243.35
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
193523.00
191136.85
Fannie Mae
2043-08-01
1.879000
Government Agency Debt
197357.00
193661.09
Fannie Mae
2043-08-01
2.153000
Government Agency Debt
169319.00
165808.89
Fannie Mae
2043-09-01
3.500000
Government Agency Debt
158000.00
162235.77
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
188404.00
197930.68
Fannie Mae
2043-10-01
3.500000
Government Agency Debt
124999.00
128804.80
Fannie Mae
2049-01-01
4.500000
Government Agency Debt
1943941.00
202017.22
Freddie Mac
2015-01-01
4.500000
Government Agency Debt
3711034.00
148858.10
Freddie Mac
2015-03-01
4.500000
Government Agency Debt
3948094.00
137999.58
Freddie Mac
2016-04-01
5.500000
Government Agency Debt
22000000.00
154219.24
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
32448180.00
136655.53
Freddie Mac
2016-09-01
5.500000
Government Agency Debt
22162295.00
166371.28
Freddie Mac
2016-09-01
5.500000
Government Agency Debt
6500000.00
135072.74
Freddie Mac
2016-11-01
6.500000
Government Agency Debt
4900000.00
147710.92
Freddie Mac
2017-03-01
5.500000
Government Agency Debt
1884613.00
143473.28
Freddie Mac
2017-06-01
5.500000
Government Agency Debt
1795922.00
149257.31
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
1000000.00
134790.50
Freddie Mac
2017-09-01
5.500000
Government Agency Debt
4270626.00
202706.71
Freddie Mac
2017-09-01
5.500000
Government Agency Debt
6848051.00
135113.43
Freddie Mac
2017-12-01
5.500000
Government Agency Debt
9316097.00
179204.08
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
2007132.00
134531.31
Freddie Mac
2018-02-01
5.500000
Government Agency Debt
4509571.00
212082.77
Freddie Mac
2018-04-01
6.000000
Government Agency Debt
1051562.00
149505.79
Freddie Mac
2018-05-01
4.500000
Government Agency Debt
3203055.00
127055.97
Freddie Mac
2018-05-01
5.500000
Government Agency Debt
1403243.00
147223.95
Freddie Mac
2018-06-01
4.000000
Government Agency Debt
1308520.00
144165.32
Freddie Mac
2018-06-01
4.500000
Government Agency Debt
1275000.00
124435.42
Freddie Mac
2018-07-01
4.000000
Government Agency Debt
1950176.00
183971.59
Freddie Mac
2018-07-01
4.000000
Government Agency Debt
2250000.00
182160.47
Freddie Mac
2018-07-01
5.000000
Government Agency Debt
1181687.00
209895.86
Freddie Mac
2018-08-01
4.500000
Government Agency Debt
1897971.00
137504.51
Freddie Mac
2018-09-01
6.000000
Government Agency Debt
5450000.00
180066.62
Freddie Mac
2018-10-01
5.500000
Government Agency Debt
2000000.00
200657.23
Freddie Mac
2018-10-01
5.500000
Government Agency Debt
3840000.00
175362.65
Freddie Mac
2018-11-01
5.500000
Government Agency Debt
472013.00
155764.55
Freddie Mac
2018-12-01
5.000000
Government Agency Debt
1568386.00
176694.94
Freddie Mac
2018-12-01
6.000000
Government Agency Debt
2600060.00
199475.44
Freddie Mac
2019-02-01
4.000000
Government Agency Debt
2010000.00
134446.11
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
1190000.00
150566.38
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
2000000.00
125722.54
Freddie Mac
2019-02-01
6.000000
Government Agency Debt
3350000.00
190261.15
Freddie Mac
2019-03-01
5.000000
Government Agency Debt
2030000.00
195707.65
Freddie Mac
2019-04-01
4.500000
Government Agency Debt
1007865.00
141056.98
Freddie Mac
2019-05-01
4.000000
Government Agency Debt
1700300.00
177658.84
Freddie Mac
2019-06-01
4.000000
Government Agency Debt
1000000.00
136857.38
Freddie Mac
2019-06-01
5.000000
Government Agency Debt
1000000.00
157890.80
Freddie Mac
2019-09-01
6.500000
Government Agency Debt
2099734.00
204786.61
Freddie Mac
2019-11-01
5.500000
Government Agency Debt
1479957.00
124707.21
Freddie Mac
2019-11-01
6.500000
Government Agency Debt
12751941.00
193344.01
Freddie Mac
2020-02-01
4.500000
Government Agency Debt
755000.00
125990.50
Freddie Mac
2020-04-01
4.500000
Government Agency Debt
1579554.00
141430.26
Freddie Mac
2020-04-01
5.000000
Government Agency Debt
1000000.00
143068.69
Freddie Mac
2020-05-01
5.000000
Government Agency Debt
1206419.00
142278.26
Freddie Mac
2020-05-01
5.000000
Government Agency Debt
1295000.00
129486.22
Freddie Mac
2020-07-01
5.000000
Government Agency Debt
1035353.00
190444.20
Freddie Mac
2020-07-01
5.000000
Government Agency Debt
1200000.00
138787.32
Freddie Mac
2020-09-01
6.500000
Government Agency Debt
1000000.00
177173.17
Freddie Mac
2020-09-01
8.500000
Government Agency Debt
16024787.00
153029.27
Freddie Mac
2020-11-01
5.000000
Government Agency Debt
1000000.00
122666.46
Freddie Mac
2020-12-01
4.500000
Government Agency Debt
587000.00
188100.31
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
1715992.00
206391.70
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
790000.00
176512.70
Freddie Mac
2020-12-01
5.500000
Government Agency Debt
1015000.00
151896.61
Freddie Mac
2020-12-01
5.500000
Government Agency Debt
1636003.00
135021.52
Freddie Mac
2021-01-01
6.000000
Government Agency Debt
1064403.00
136317.34
Freddie Mac
2021-03-01
5.500000
Government Agency Debt
1035000.00
168181.58
Freddie Mac
2021-03-01
10.000000
Government Agency Debt
7436021.00
193072.63
Freddie Mac
2021-03-01
10.000000
Government Agency Debt
2067076.00
128338.59
Freddie Mac
2021-04-01
6.500000
Government Agency Debt
16000000.00
169666.91
Freddie Mac
2021-04-01
9.000000
Government Agency Debt
180340763.00
174792.04
Freddie Mac
2021-05-01
4.000000
Government Agency Debt
182000.00
124645.25
Freddie Mac
2021-05-01
6.000000
Government Agency Debt
2170000.00
208764.17
Freddie Mac
2021-06-01
6.000000
Government Agency Debt
1108688.00
135843.23
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
1057028.00
137282.72
Freddie Mac
2021-08-01
7.000000
Government Agency Debt
1672015.00
169510.79
Freddie Mac
2021-09-01
6.000000
Government Agency Debt
1398824.00
156080.04
Freddie Mac
2021-09-01
6.000000
Government Agency Debt
753351.00
144951.82
Freddie Mac
2021-09-01
6.000000
Government Agency Debt
1729102.00
140850.05
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
2973377.00
182244.75
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
1423492.00
161327.87
Freddie Mac
2021-11-01
6.000000
Government Agency Debt
1416679.00
149188.32
Freddie Mac
2021-12-01
5.000000
Government Agency Debt
1639876.00
212005.80
Freddie Mac
2021-12-01
6.500000
Government Agency Debt
6985000.00
133583.50
Freddie Mac
2022-08-01
6.000000
Government Agency Debt
1111201.00
137660.72
Freddie Mac
2022-08-01
6.000000
Government Agency Debt
560917.00
129810.40
Freddie Mac
2022-09-01
6.000000
Government Agency Debt
898989.00
144525.29
Freddie Mac
2022-10-01
6.000000
Government Agency Debt
1016435.00
148235.37
Freddie Mac
2022-11-01
5.000000
Government Agency Debt
573128.00
124679.07
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
705279.00
131158.34
Freddie Mac
2023-06-01
5.000000
Government Agency Debt
1440000.00
124299.61
Freddie Mac
2023-08-01
8.000000
Government Agency Debt
37000000.00
170008.16
Freddie Mac
2023-11-01
6.000000
Government Agency Debt
1082343.00
210245.85
Freddie Mac
2024-01-01
5.000000
Government Agency Debt
1270000.00
144422.39
Freddie Mac
2024-01-01
5.000000
Government Agency Debt
1000000.00
142444.14
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
735000.00
151388.57
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
1777363.00
144667.28
Freddie Mac
2024-02-01
4.000000
Government Agency Debt
1100000.00
157649.28
Freddie Mac
2024-02-01
5.500000
Government Agency Debt
572194.00
140262.39
Freddie Mac
2024-06-01
6.000000
Government Agency Debt
1250000.00
176358.76
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
556548.00
190898.96
Freddie Mac
2024-08-01
4.000000
Government Agency Debt
500000.00
127432.41
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1577010.00
203443.64
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
835775.00
197914.26
Freddie Mac
2024-11-01
5.000000
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514000.00
193999.74
Freddie Mac
2024-12-01
4.000000
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358010.00
133269.83
Freddie Mac
2024-12-01
5.500000
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500000.00
164442.78
Freddie Mac
2024-12-01
5.500000
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455534.00
137917.53
Freddie Mac
2024-12-01
6.500000
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21698801.00
185733.66
Freddie Mac
2024-12-01
7.000000
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141233.44
Freddie Mac
2025-01-01
4.000000
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1200000.00
167722.51
Freddie Mac
2025-02-01
4.500000
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707545.00
186462.39
Freddie Mac
2025-03-01
4.000000
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711093.00
191996.49
Freddie Mac
2025-04-01
4.000000
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663780.00
151115.10
Freddie Mac
2025-05-01
4.000000
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501978.00
192181.30
Freddie Mac
2025-05-01
4.000000
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501866.00
154928.67
Freddie Mac
2025-05-01
4.500000
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162105.12
Freddie Mac
2025-06-01
4.000000
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460685.00
148312.75
Freddie Mac
2025-06-01
4.500000
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450000.00
210533.83
Freddie Mac
2025-07-01
5.000000
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164942.11
Freddie Mac
2025-08-01
5.000000
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183216.14
Freddie Mac
2025-09-14
6.000000
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1051136.00
142922.22
Freddie Mac
2025-10-01
4.000000
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458053.00
145920.73
Freddie Mac
2025-11-01
5.000000
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138687.71
Freddie Mac
2025-12-01
5.000000
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150098.26
Freddie Mac
2026-02-01
3.500000
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208687.50
Freddie Mac
2026-03-01
3.500000
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407764.00
211114.09
Freddie Mac
2026-03-01
4.000000
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400000.00
190191.18
Freddie Mac
2026-03-01
4.000000
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300288.00
157837.93
Freddie Mac
2026-04-01
6.500000
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10374395.00
152509.77
Freddie Mac
2026-05-01
6.500000
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22939000.00
155913.71
Freddie Mac
2026-05-01
6.500000
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750068.00
139724.23
Freddie Mac
2026-07-01
4.500000
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550869.00
191763.14
Freddie Mac
2026-07-01
5.500000
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1000000.00
151730.41
Freddie Mac
2026-09-01
4.500000
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216297.00
154661.16
Freddie Mac
2026-09-01
5.500000
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1100000.00
126802.23
Freddie Mac
2026-10-01
3.500000
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183724.00
177473.95
Freddie Mac
2026-10-01
6.000000
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1048032.00
135361.84
Freddie Mac
2026-11-01
4.000000
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303006.00
156087.64
Freddie Mac
2026-12-01
6.500000
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166199.27
Freddie Mac
2026-12-01
7.000000
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132014.43
Freddie Mac
2027-02-01
8.000000
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174706.49
Freddie Mac
2027-03-01
4.000000
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145963.69
Freddie Mac
2027-03-01
6.000000
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157919.26
Freddie Mac
2027-04-01
5.500000
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1850000.00
204607.53
Freddie Mac
2027-04-01
5.500000
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1000000.00
164487.50
Freddie Mac
2027-07-01
7.500000
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192713.83
Freddie Mac
2027-09-01
5.500000
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1831000.00
165264.08
Freddie Mac
2027-09-01
6.000000
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138721.77
Freddie Mac
2027-11-01
6.500000
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191674.81
Freddie Mac
2027-12-01
6.000000
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154262.17
Freddie Mac
2028-02-01
5.500000
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1250000.00
149866.72
Freddie Mac
2028-03-01
2.500000
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175000.00
168239.17
Freddie Mac
2028-05-01
2.500000
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135004.00
132209.12
Freddie Mac
2028-07-01
2.500000
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173191.00
172375.95
Freddie Mac
2028-08-01
6.000000
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640730.00
123038.75
Freddie Mac
2028-10-01
6.000000
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204995.15
Freddie Mac
2028-10-01
6.500000
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10290000.00
155361.71
Freddie Mac
2028-11-01
6.000000
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136913.90
Freddie Mac
2028-11-01
6.000000
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123035.36
Freddie Mac
2029-02-01
5.000000
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159999.80
Freddie Mac
2029-02-01
6.500000
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10100000.00
176006.23
Freddie Mac
2029-05-01
6.500000
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158247.97
Freddie Mac
2029-06-01
6.000000
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140117.06
Freddie Mac
2029-06-01
7.000000
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128199.24
Freddie Mac
2029-08-01
6.000000
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7230000.00
149947.40
Freddie Mac
2029-12-01
7.500000
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132349.38
Freddie Mac
2030-04-01
8.000000
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142985.33
Freddie Mac
2030-05-01
8.000000
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194771.87
Freddie Mac
2030-07-01
8.500000
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5795805.00
207137.04
Freddie Mac
2030-07-01
8.500000
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10584744.00
182147.69
Freddie Mac
2030-07-01
8.500000
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5496550.00
157798.16
Freddie Mac
2030-07-01
9.000000
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169769.09
Freddie Mac
2030-08-01
8.500000
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143415.40
Freddie Mac
2030-08-01
8.500000
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4540010.00
123325.24
Freddie Mac
2030-10-01
7.500000
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2844571.00
173160.94
Freddie Mac
2030-11-01
7.000000
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19083747.00
185995.10
Freddie Mac
2030-12-01
7.000000
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189611.12
Freddie Mac
2030-12-01
7.500000
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16597287.00
143572.85
Freddie Mac
2030-12-01
8.500000
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6690491.00
189946.41
Freddie Mac
2031-01-01
8.500000
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35966577.00
198850.34
Freddie Mac
2031-02-01
5.500000
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1081003.00
148903.94
Freddie Mac
2031-02-01
7.000000
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36101843.00
142548.01
Freddie Mac
2031-02-01
7.000000
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138680.10
Freddie Mac
2031-02-01
7.500000
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136889.47
Freddie Mac
2031-02-01
8.000000
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147110.66
Freddie Mac
2031-06-01
5.000000
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145514.43
Freddie Mac
2031-06-01
7.000000
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149744.70
Freddie Mac
2031-06-01
8.500000
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155642.99
Freddie Mac
2031-07-01
6.000000
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207531.89
Freddie Mac
2031-07-01
8.500000
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122452.73
Freddie Mac
2031-08-01
7.000000
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152613.00
Freddie Mac
2031-09-01
7.000000
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205290.43
Freddie Mac
2031-11-01
6.000000
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183606.14
Freddie Mac
2031-11-01
6.000000
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150671.16
Freddie Mac
2031-12-01
5.000000
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126125.97
Freddie Mac
2032-01-01
7.000000
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142333.40
Freddie Mac
2032-01-01
7.000000
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140862.94
Freddie Mac
2032-03-01
6.000000
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123446.20
Freddie Mac
2032-03-01
7.000000
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174657.55
Freddie Mac
2032-03-01
7.500000
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198267.54
Freddie Mac
2032-04-01
6.000000
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209700.10
Freddie Mac
2032-05-01
7.000000
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149004.64
Freddie Mac
2032-05-01
7.500000
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126853.61
Freddie Mac
2032-06-01
6.500000
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180432.47
Freddie Mac
2032-06-01
6.500000
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2343236.00
149173.00
Freddie Mac
2032-06-01
7.000000
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141696.73
Freddie Mac
2032-07-01
6.500000
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127055.61
Freddie Mac
2032-07-01
7.000000
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200101.84
Freddie Mac
2032-07-01
7.000000
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2239276.00
163962.55
Freddie Mac
2032-09-01
6.500000
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4843554.00
148185.02
Freddie Mac
2032-10-01
3.500000
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123727.00
124374.33
Freddie Mac
2032-11-01
6.500000
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6066259.00
148962.11
Freddie Mac
2032-12-01
5.500000
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1241096.00
205933.95
Freddie Mac
2033-02-01
5.000000
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188994.10
Freddie Mac
2033-02-01
5.500000
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1725156.00
153828.79
Freddie Mac
2033-02-01
6.000000
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3965000.00
130381.46
Freddie Mac
2033-02-01
7.000000
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161391.47
Freddie Mac
2033-05-01
4.500000
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433698.00
134602.72
Freddie Mac
2033-05-01
6.500000
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163923.31
Freddie Mac
2033-05-01
7.500000
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143303.72
Freddie Mac
2033-06-01
5.500000
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190475.15
Freddie Mac
2033-08-01
5.000000
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197768.04
Freddie Mac
2033-08-01
5.000000
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129511.87
Freddie Mac
2033-08-01
5.000000
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124183.27
Freddie Mac
2033-08-01
5.500000
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157680.11
Freddie Mac
2033-08-01
6.500000
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136924.63
Freddie Mac
2033-08-01
6.500000
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135802.35
Freddie Mac
2033-09-01
4.000000
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166538.47
Freddie Mac
2033-10-01
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199411.13
Freddie Mac
2033-10-01
6.500000
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173807.06
Freddie Mac
2033-11-01
5.000000
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148497.16
Freddie Mac
2033-12-01
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164086.71
Freddie Mac
2034-02-01
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Freddie Mac
2034-03-01
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197377.12
Freddie Mac
2034-03-01
5.500000
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153578.58
Freddie Mac
2034-03-01
7.000000
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177809.27
Freddie Mac
2034-04-01
4.500000
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141518.43
Freddie Mac
2034-04-01
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29828.55
Freddie Mac
2034-05-01
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199547.70
Freddie Mac
2034-05-01
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Freddie Mac
2034-06-01
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172524.36
Freddie Mac
2034-06-01
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194952.03
Freddie Mac
2034-07-01
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141117.81
Freddie Mac
2034-07-01
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Freddie Mac
2034-07-01
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Freddie Mac
2034-07-01
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178512.39
Freddie Mac
2034-08-01
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210994.84
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2034-12-01
4.500000
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152580.89
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2035-01-01
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Freddie Mac
2035-01-01
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122090.95
Freddie Mac
2035-02-01
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140253.12
Freddie Mac
2035-03-01
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128977.00
Freddie Mac
2035-04-01
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127117.53
Freddie Mac
2035-04-01
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Freddie Mac
2035-04-01
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146067.91
Freddie Mac
2035-05-01
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127169.04
Freddie Mac
2035-05-01
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141524.77
Freddie Mac
2035-06-01
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210003.84
Freddie Mac
2035-06-01
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156178.09
Freddie Mac
2035-07-01
4.500000
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124306.57
Freddie Mac
2035-07-01
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173306.71
Freddie Mac
2035-07-01
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147026.24
Freddie Mac
2035-08-01
4.500000
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128780.74
Freddie Mac
2035-08-01
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195499.93
Freddie Mac
2035-08-01
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124605.63
Freddie Mac
2035-08-01
5.500000
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138687.26
Freddie Mac
2035-08-01
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173421.57
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2035-09-01
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177690.53
Freddie Mac
2035-09-01
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165569.95
Freddie Mac
2035-09-01
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121652.02
Freddie Mac
2035-09-01
5.500000
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163083.21
Freddie Mac
2035-09-01
6.500000
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173207.96
Freddie Mac
2035-10-01
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188765.62
Freddie Mac
2035-10-01
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129152.50
Freddie Mac
2035-10-01
5.500000
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182426.59
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2035-11-01
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179973.20
Freddie Mac
2035-11-01
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136457.39
Freddie Mac
2035-11-01
5.500000
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145276.82
Freddie Mac
2035-12-01
4.500000
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180682.81
Freddie Mac
2035-12-01
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211183.84
Freddie Mac
2035-12-01
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171982.01
Freddie Mac
2035-12-01
5.500000
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161849.50
Freddie Mac
2035-12-01
6.000000
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185948.24
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2035-12-01
6.500000
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184619.87
Freddie Mac
2036-01-01
5.500000
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135534.29
Freddie Mac
2036-02-01
6.000000
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166083.24
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2036-03-01
4.500000
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191583.87
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2036-05-01
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203136.88
Freddie Mac
2036-05-01
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156562.89
Freddie Mac
2036-06-01
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167906.36
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2036-07-01
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189737.08
Freddie Mac
2036-08-01
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173385.40
Freddie Mac
2036-08-01
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130179.88
Freddie Mac
2036-09-01
6.500000
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193529.06
Freddie Mac
2036-09-01
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194628.50
Freddie Mac
2036-10-01
5.500000
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136900.93
Freddie Mac
2036-10-01
6.500000
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206122.58
Freddie Mac
2036-11-01
7.000000
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209654.49
Freddie Mac
2036-12-01
5.500000
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151078.50
Freddie Mac
2037-01-01
6.000000
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189626.42
Freddie Mac
2037-03-01
7.500000
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196344.35
Freddie Mac
2037-04-01
5.500000
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171531.50
Freddie Mac
2037-04-01
5.500000
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156706.79
Freddie Mac
2037-05-01
6.000000
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208039.55
Freddie Mac
2037-05-01
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180387.74
Freddie Mac
2037-06-01
5.500000
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131963.40
Freddie Mac
2037-07-01
5.500000
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202887.89
Freddie Mac
2037-07-01
5.500000
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162287.25
Freddie Mac
2037-07-01
6.500000
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160580.51
Freddie Mac
2037-08-01
5.500000
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170112.24
Freddie Mac
2037-08-01
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197768.06
Freddie Mac
2037-09-01
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209650.14
Freddie Mac
2037-09-01
6.000000
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122214.93
Freddie Mac
2038-01-01
5.500000
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175386.82
Freddie Mac
2038-02-01
5.000000
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143617.43
Freddie Mac
2038-02-01
6.000000
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161692.80
Freddie Mac
2038-02-01
6.000000
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147471.20
Freddie Mac
2038-02-01
6.000000
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125592.01
Freddie Mac
2038-04-01
6.000000
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181871.42
Freddie Mac
2038-04-01
6.000000
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181446.55
Freddie Mac
2038-05-01
5.500000
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176692.82
Freddie Mac
2038-07-01
5.500000
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750000.00
178246.77
Freddie Mac
2038-07-01
5.500000
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416000.00
177261.65
Freddie Mac
2038-07-01
5.500000
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1112879.00
141706.59
Freddie Mac
2038-07-01
6.000000
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151691.44
Freddie Mac
2038-08-01
5.500000
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147150.93
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
650000.00
139065.09
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
800051.00
192155.75
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
1159747.00
187426.16
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
937601.00
156701.83
Freddie Mac
2038-09-01
6.000000
Government Agency Debt
770000.00
149039.51
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
589000.00
195074.06
Freddie Mac
2038-10-01
5.000000
Government Agency Debt
678965.00
148648.99
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
518687.00
130715.89
Freddie Mac
2038-10-01
7.500000
Government Agency Debt
1570711.00
144654.13
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
3245926.00
154578.24
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
561846.00
124244.77
Freddie Mac
2038-12-01
6.000000
Government Agency Debt
1476734.00
127671.21
Freddie Mac
2039-01-01
4.500000
Government Agency Debt
515000.00
158537.20
Freddie Mac
2039-04-01
6.000000
Government Agency Debt
1067073.00
203873.75
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
375000.00
183408.16
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
318045.00
130341.86
Freddie Mac
2039-08-01
4.500000
Government Agency Debt
387588.00
153153.29
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
208217.00
152298.37
Freddie Mac
2039-10-01
4.500000
Government Agency Debt
201008.00
129862.58
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
364000.00
178387.25
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
250000.00
173561.15
Freddie Mac
2040-02-01
4.500000
Government Agency Debt
271000.00
154606.85
Freddie Mac
2040-02-01
4.500000
Government Agency Debt
215000.00
136646.59
Freddie Mac
2040-02-01
5.000000
Government Agency Debt
347202.00
165767.33
Freddie Mac
2040-03-01
5.000000
Government Agency Debt
350000.00
164957.34
Freddie Mac
2040-03-01
6.000000
Government Agency Debt
339780.00
146032.97
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
251000.00
122105.78
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
276217.00
122476.44
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
462041.00
187284.26
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
231798.00
134971.65
Freddie Mac
2040-07-01
5.500000
Government Agency Debt
461355.00
194489.98
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
405906.00
208431.72
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
513624.00
210640.16
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
416977.00
184026.44
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
200000.00
162619.26
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
287431.00
130162.93
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
220000.00
182458.51
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
175000.00
161908.54
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
333531.00
130434.56
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
200000.00
199777.00
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
136440.00
136074.49
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
150000.00
150707.26
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
150000.00
144122.99
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
202342.00
211058.43
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
151192.00
158593.48
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
145280.00
156390.00
GNMA
2041-06-15
4.500000
Government Agency Debt
154882.00
145407.58
GNMA
2043-10-15
4.500000
Government Agency Debt
1290501.00
1421826.25
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
141000000.00
141000000.00
0.0037
N
141000000.00
141000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M131107_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2040-06-15
4.000000
Government Agency Debt
28319602.00
16550276.79
GNMA
2040-06-20
5.000000
Government Agency Debt
31341230.00
16524843.86
GNMA
2040-10-20
5.000000
Government Agency Debt
19815505.00
10419109.45
GNMA
2042-12-20
4.000000
Government Agency Debt
9415433.00
9762796.15
GNMA
2043-03-20
3.500000
Government Agency Debt
15688482.00
16102974.00
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
68000000.00
68000000.00
0.0018
N
68000000.00
68000000.00
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
23998880.00
0.0006
N
23999280.00
23999280.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
141000000.00
141000000.00
0.0037
N
141105750.00
141105750.00
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
0.0080
N
310018600.00
310018600.00
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
135052650.00
135052650.00
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
28010640.00
28010640.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
82000000.00
82000000.00
0.0021
N
82041820.00
82041820.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
36000000.00
36000000.00
0.0009
N
36018360.00
36018360.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
33000000.00
33000000.00
0.0009
N
33006600.00
33006600.00
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
3999666.67
0.0001
N
3999960.00
3999960.00
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
16996373.33
0.0004
N
16998470.00
16998470.00
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
26967105.00
0.0007
N
26978940.00
26978940.00
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
20959370.83
0.0005
N
20962620.00
20962620.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320600%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
116000000.00
116000000.00
0.0030
N
116051040.00
116051040.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.110000%
46899T004_0.1100_M131101_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
90000000.00
25867338.25
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
100000000.00
27056060.77
Fannie Mae
2041-06-25
0.749000
Government Agency Debt
63025712.00
22336070.34
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
27385600.00
27471273.02
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
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_M140305_2M49
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33639644.00
31643437.62
BEAR STEARNS MTG FDG TRUST 2006 AR5
2036-12-25
0.338799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30568146.00
12473835.20
CD
2048-10-15
5.687999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43778540.00
41194730.58
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.208899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
23902.35
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095116.00
1035691.84
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39192284.00
40137383.58
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21791930.00
22206960.93
GS MORTGAGE SECURITIES CORP
2020-03-06
5.458499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12482760.00
12543533.53
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
5.376199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38156521.00
36596278.11
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.922299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14294139.00
14317508.57
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.682999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270227.00
268396.54
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39215021.00
40200128.66
JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR
2019-07-15
0.882299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96319.00
71867.23
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.632299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21829121.00
20119494.72
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
237000000.00
237000000.00
0.0061
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
237419490.00
237419490.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.372500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-11-21
2014-11-21
N
N
N
250000000.00
250000000.00
0.0065
N
250022500.00
250022500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
110000000.00
110000000.00
0.0029
N
110101860.00
110101860.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2014-11-21
N
N
N
95000000.00
95000000.00
0.0025
N
95136895.00
95136895.00
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
73025550.00
73025550.00
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
0.0019
N
75271500.00
75271500.00
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
31010850.00
31010850.00
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
95353400.00
95353400.00
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
35014000.00
35014000.00
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
10004100.00
10004100.00
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
22079640.00
22079640.00
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
70261800.00
70261800.00
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
87013920.00
87013920.00
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
10996480.00
10996480.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
194000000.00
194000000.00
0.0050
N
193970900.00
193970900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
8000000.00
8000000.00
0.0002
N
7998800.00
7998800.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
131000000.00
131000000.00
0.0034
N
131000000.00
131000000.00
Lloyds Bank Plc
Lloyds 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
120971060.84
0.0031
N
120978220.00
120978220.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LY57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
12000000.00
11999733.33
0.0003
N
11999760.00
11999760.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.170000%
56274LY73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10999688.33
0.0003
N
10999670.00
10999670.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
20000000.00
19998777.78
0.0005
N
19999000.00
19999000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999800.00
0.0001
N
1999840.00
1999840.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
47000000.00
46993733.34
0.0012
N
46994830.00
46994830.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.190000%
56274LZ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
24000000.00
23996073.33
0.0006
N
23996400.00
23996400.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MA93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
31000000.00
30986928.33
0.0008
N
30988220.00
30988220.00
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
27999580.00
0.0007
N
27999720.00
27999720.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000%
06399U000_0.1100_M131101_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-09-25
2.710000
Government Agency Debt
17745083.00
17274563.91
Fannie Mae
2032-12-25
2.000000
Government Agency Debt
18000000.00
16244710.16
Fannie Mae
2038-01-25
3.000000
Government Agency Debt
17635506.00
15965141.41
Fannie Mae
2038-11-25
3.000000
Government Agency Debt
20016000.00
18641661.41
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
27500000.00
15976515.21
Fannie Mae
2042-03-25
2.000000
Government Agency Debt
22008000.00
17950177.01
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
16357416.84
Freddie Mac
2032-04-15
3.500000
Government Agency Debt
20171000.00
15578339.02
Freddie Mac
2033-04-15
2.000000
Government Agency Debt
18041000.00
17011871.72
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
13600000.00
15623326.40
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
15865021.00
13418201.91
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
5744769.00
5677705.24
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
35388240.00
18181901.77
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
25000000.00
18964630.75
GNMA
2032-10-20
6.000000
Government Agency Debt
15023753.00
17319382.46
GNMA
2038-08-20
5.500000
Government Agency Debt
15750000.00
17314455.17
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
250000000.00
250000000.00
0.0065
N
250000000.00
250000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M131104_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
2.895999
Government Agency Debt
13586606.00
13454646.44
Fannie Mae
2029-06-25
3.000000
Government Agency Debt
25000000.00
13193560.92
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
13876000.00
14447177.79
Fannie Mae
2033-01-25
2.500000
Government Agency Debt
15000000.00
13998453.88
Fannie Mae
2033-02-25
2.000000
Government Agency Debt
12900000.00
12111891.73
Fannie Mae
2033-05-25
3.500000
Government Agency Debt
12993000.00
13710170.29
Fannie Mae
2039-08-25
2.000000
Government Agency Debt
15000000.00
13710789.22
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
28024000.00
14972375.98
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
17900000.00
14510511.27
Fannie Mae
2040-05-25
3.000000
Government Agency Debt
15000000.00
12987317.58
Fannie Mae
2041-11-25
3.000000
Government Agency Debt
18530000.00
13796106.15
Fannie Mae
2042-01-25
3.000000
Government Agency Debt
16262000.00
14565369.28
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
13455482.00
12597031.22
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
35000000.00
14374058.36
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
31448717.00
14253336.93
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
25000000.00
14713754.53
Freddie Mac
2029-11-15
3.000000
Government Agency Debt
25000000.00
13341584.43
Freddie Mac
2033-08-15
3.000000
Government Agency Debt
16666667.00
14730300.29
Freddie Mac
2033-10-15
3.000000
Government Agency Debt
15179000.00
14519001.90
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
6227484.00
6906095.01
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
2309979.00
1953717.21
Freddie Mac
2037-01-15
5.500000
Government Agency Debt
13813000.00
15338954.34
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
35000000.00
15172064.62
Freddie Mac
2040-08-15
2.000000
Government Agency Debt
15000000.00
13244189.84
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
11864617.47
GNMA
2038-05-16
4.000000
Government Agency Debt
41500000.00
13492923.43
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
332000000.00
332000000.00
0.0086
N
332000000.00
332000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921AMD002_0.5700_M131226_2M49
0000728612
Other Repurchase Agreement
N
(SASCO)STRUCTURED ASSET SEC CORP
2033-02-25
2.415700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5861000.00
522206.47
144A GSMS 2007-EOP K
2020-03-06
4.804500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3481590.00
3503006.88
AFFINIA GROUP INC
2021-05-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
202000.00
210080.00
AGATE BAY MTG TR 2013 1
2043-07-25
3.639200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6743491.00
5613581.99
ALION SCIENCE AND TCHNOLOGY CORP
2014-11-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
336819.00
360396.33
AMSTED INDS INC SUB DI
2018-03-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1069131.95
APPROACH RESOURCES INC
2021-06-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
238000.00
254388.94
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
337000.00
355483.51
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2041-03-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4307315.00
4181864.45
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2022-02-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3145000.00
3461269.06
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2867000.00
2847886.67
BANC AMER FDG 2013 R1 LTD
2041-11-03
0.398799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15934791.00
9911553.05
BANC AMER LARGE 2010 HLTN
2013-12-15
2.482000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
8881585.44
BAYVIEW COMMERCIAL ASSET TRUST 2007-6
2037-12-25
1.678800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11722058.00
3255600.09
BCAP LLC 2012 RR12 TR
2037-06-26
16.977100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6407101.00
5885605.97
BOA COMM. MRTG TRST 2007-5
2051-02-10
5.360999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84050234.00
65985002.56
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
6.184999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
427603.00
409547.42
CARRIZO OIL & GAS INC
2018-10-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
495600.00
CASCADES INC
2017-12-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1735000.00
1859534.44
CBRE SERVICES INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3432000.00
3303300.00
CD 2005 CD1 COMM MTG TRUST
2044-07-15
5.392699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7863541.00
8035129.41
CENOVUS ENERGY INC.
2023-09-15
3.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4186000.00
4244320.28
CENTURYTEL, INC
2042-03-15
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3150000.00
2946549.38
CEQUEL COMMUNICATIONS ESCROW ILLC CEQUEL COMMUNI
2020-09-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
439696.25
CHASE COMMERCIAL MORTGAGE SECURITIES CRP
2023-04-18
6.009999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
955121.33
CHC HELICOPTER S A
2020-10-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
1429343.75
CHESAPEAKE MIDSTREAM PARTNERS LP CHKM FIN CORP
2021-04-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
160875.00
CHIQUITA BRANDS INTL INC
2021-02-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2950000.00
3241496.87
CIT GROUP INC
2017-08-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3642000.00
3819547.50
CIT GROUP INC
2023-08-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5176000.00
5253640.00
CITIGROUP INC
2038-03-05
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2065000.00
2632863.53
CITIGROUP INC
2099-12-31
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1097000.00
1070121.98
CITIGROUP MORTGAGE LOAN TR 200
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9719000.00
4576713.59
CLEAR CHANNEL COMMUNICATIONS INC
2021-08-01
14.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6051777.00
5764317.59
CLEARWIRE COMM INC LLC
2015-12-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206000.00
224025.00
CLEARWIRE ESCROW CORPORATION
2015-12-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
292000.00
317550.00
CMO MRFC
2030-12-15
0.622299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
1416637.39
CMS ENERGY CORP
2018-02-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
11206.41
COGENT COM GRP PFDA
2018-02-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2640000.00
2937476.67
COMMERCIAL
2038-07-10
6.056400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
137390.86
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2686197.92
CONSOL ENERGY INC
2017-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
2933333.33
CREDIT ACCEPTANCE CORP
2017-02-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
664392.19
CROSSTEX ENERGY LP
2018-02-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
216747.22
CSFB MORTG BACKED TRUST
2020-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
3131907.05
CSMC SER 2011 6R
2037-03-28
2.880399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14088150.00
6022463.35
CWALT 2007
2037-09-25
0.518800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86886000.00
8728937.18
CWALT INC
2034-09-25
2.839500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
520482.83
CWALT INC
2035-09-20
4.730299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21268000.00
4967123.79
CWALT INC 2005-43
2035-12-25
0.478800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20536129.00
7340423.98
CWALT INC.2005-79CB
2036-02-25
0.670200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
663442.00
248948.76
D. R. HORTON, INC
2017-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
108000.00
DBALT 2007-AR3 2A4
2037-06-25
0.528800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21633535.00
8861515.28
DCP MIDSTREAM LLC
2043-05-21
5.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1924600.00
DENBURY RESOURCES INC
2021-08-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1621437.50
DENURY RESOURCES INC
2023-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
1274200.00
DISH DBS CORP
2020-05-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1268000.00
1293998.40
DREAWORKS ANIMATION SKG INC
2020-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
571019.79
EL PASO PIPELINE PARTNERS OPERATIONG COMPANY LLC
2042-11-01
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
249136.25
EMPRESAS PUBLICAS DE MEDELLIN ESP
2021-02-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000000.00
4856401.12
ENEL SOCIETA PER AZIONI
2073-09-24
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20050000.00
21834310.77
EVERBANK MTG LN TR
2043-06-25
3.383799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3336000.00
2409233.58
EVERBANK MTG TR 2013 2
2043-06-25
3.383799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5460000.00
5287019.68
FIFTH THIRD BANCORP
2099-12-31
5.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
2291024.00
FIRST MERIT CORP
2023-02-04
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
565289.00
573894.11
FMG RESOURCES PTY LTD
2018-02-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3016000.00
3241257.50
FRONTIER COMMUNICATIONS CORP
2024-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
336000.00
355320.00
FTI CONSULT INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1967000.00
2033550.17
GANNETT CO INC
2023-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
380685.00
GCB SPRINT CAPITAL
2028-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
29376.04
GCCFC
2037-04-10
5.221099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
381763.00
342859.68
GLOBAL AT ELECTRONICS
2019-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2050000.00
1681000.00
GRAPHIC PACKAGING INTERNATIONAL INC
2021-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3953444.44
GREENPOINT MTA TR
2045-06-25
0.408800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53975000.00
7037249.43
GRIFOLS INC
2018-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
273281.25
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
43905577.78
GSAMP TRU 2004-HE2
2035-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200483.00
877705.80
HARTFORD FINANCIAL SERV GROUP
2068-06-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1007000.00
1209602.80
HCA INC
2023-05-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
3099377.78
HDS ACQUISITION SUBSIDIARY INC
2020-04-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
31262.11
INGLES MKTS INC
2023-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
2486251.67
INKIA ENERGY LTD
2021-04-04
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2744133.00
2912296.90
INTERCORP RETAIL TRUSTEE
2018-11-14
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
243000.00
270014.34
INTL LEASE FIN CORP
2018-09-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1945000.00
2262278.12
K. HOVNANIAN ENTERPRISES, INC.
2015-10-15
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
575000.00
LANDRYS INC
2020-05-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
429162.50
LB UBS CMCL
2040-09-17
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5635813.00
5448084.70
LINN ENERGY LLC
2019-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6255000.00
6442476.25
MARFRIG HLDGS EUROPE B V
2021-09-20
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1481339.00
1472080.63
MARKWEST ENERGY PARTNERS LP
2021-08-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33309.00
36680.61
MASTR ALT LOAN TR 2002-1
2034-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10213000.00
1767031.67
MERITAGE CORP
2018-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
250000.00
METALSA S A DE CV
2023-04-24
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333000.00
312504.78
MORGAN STANLEY MORT LN TR
2035-01-25
2.933100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45700000.00
2617848.58
MPH INTER HLDG CO 2
2018-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
169610.56
MSC 2006
2041-08-12
5.810200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6385273.00
7045647.39
MSTR ADJ RTE MORT TR
2033-07-25
2.720299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14792000.00
1974987.85
MUELLER WATER PRODT
2017-06-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
617000.00
652927.39
NATIONSTAR MORTGAGE LLC
2019-05-01
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
2172593.75
NAVIOS MARITIME HOLDINGS INC
2017-11-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1697000.00
1852911.87
NAVIOS SOUTH AMERN LOGISTICS INC NAVIOS LOGISTI
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
272277.78
NIELSEN CO LUXEMBOURG S AR L
2021-10-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1405000.00
1447150.00
NII INTL TELECOM S CA
2019-08-15
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
582000.00
597431.08
NOBLE ENERGY INC COM
2021-12-15
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3051000.00
3212641.98
NOMURA RESECURITIZATION TR 2011 4R
2036-12-25
2.400799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4866526.41
OASIS PETE INC NEW
2023-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1657838.54
PETROBRAS INTL FIN CO
2018-12-10
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3400000.00
4144131.08
PFD KB HOME INCOME PRIDES
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1140000.00
1248300.00
PFD KB HOME INCOME PRIDES
2022-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2127500.00
PINNACLE FOODS FINANCE LLC
2021-05-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
317704.43
PPL CAPITAL FUNDING, INC.
2067-03-30
6.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3046750.00
PREFERRED TERM
2035-03-23
0.834400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9250000.00
5463889.49
PREFERRED TERM SEC XX LT
2038-03-22
0.704400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15216500.00
9282637.79
PRODUCTION RESOURCE GROUP INC
2019-05-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
489000.00
387226.87
RALI SERIES 2003 QS4 TRUST
2033-12-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
194006.51
RANGE RESOURCES CORP
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2467000.00
2466314.72
RAST 07A5
2037-03-25
0.578799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68000000.00
8403611.72
REGENCY ENERGY PARTNERS LP
2021-07-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
589000.00
642975.31
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
1575000.00
1768528.13
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3988000.00
4240276.45
SABINE PASS LIQUEFACTION LLC
2023-04-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
980000.00
SABRE INC
2019-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1099000.00
1249227.19
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2348777.77
SINCLAIR TELEVISION GROUP INC
2022-10-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133000.00
136006.35
SLM CORP FR 5.5%
2023-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2025000.00
1956652.88
SM ENERGY CO
2021-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
457000.00
507257.31
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2669531.25
SPCM SA
2022-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
72450.00
SUMMIT MIDSTREAM HOLDINGS LLC
2021-07-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
593000.00
640934.17
SYNOVUS FINANCIAL CORP
2017-06-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
387000.00
402232.75
TARGA RESOURCES PARTNERS LP FINANCE COR
2018-10-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1086000.00
TATE & LYLE INTERNTL FINC
2014-11-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975326.00
1037859.57
THE LIMITED
2022-02-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43000.00
44854.37
TOLL BROTHERS FIN CORP
2023-04-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237000.00
223372.50
TRIUMPH GROUP INC
2017-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
242862.50
UHS UNIVERSAL HEALTH SVCS
2016-06-30
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
322405.42
VALEANT PHARMACEUTICALS INTERNATIONAL
2017-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138000.00
148781.25
VERSO PAPER HLDGS LLC
2019-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3334000.00
1156481.25
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1326000.00
611203.13
VIASAT INC
2020-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
165613.19
VISANT CORP
2017-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
928333.33
WACHOVIA BANK COMMERCIAL MTGE TRUST SERIES 200
2042-04-15
5.022000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6762684.00
7085419.57
WASHINGTON MUTUAL MSC MTGE P/T CERT
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3524881.96
WATSON PHARMACEUTICALS INC
2022-10-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
42890.85
WBCMT 2006-C27 AJ
2045-07-15
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7962094.00
7545014.75
WELLS FARGO MORT BACKED SEC 2003-B TRU
2033-03-25
2.510800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
1375234.53
WELLS FARGO MTG LN 2011 RR2 TR
2035-10-27
5.524899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10158958.00
6717335.30
WHITING PETROLEUM CORP
2019-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48000.00
50246.67
XL CAPITAL
2099-12-31
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
983888.89
First Tier Security
N/A
N/A
2013-12-26
2013-12-26
N
N
N
416000000.00
416000000.00
0.0108
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
416287040.00
416287040.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TYK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
71639000.00
71632910.68
0.0019
N
71633985.27
71633985.27
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.243900%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-01-02
N
N
N
100000000.00
100000000.00
0.0026
N
100011000.00
100011000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2014-01-23
N
N
N
67000000.00
67000000.00
0.0017
N
67007370.00
67007370.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
80000000.00
80000000.00
0.0021
N
79996800.00
79996800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
52000000.00
52000000.00
0.0013
N
52000000.00
52000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
116000000.00
116000000.00
0.0030
N
116000000.00
116000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-10
2014-04-10
N
N
N
98000000.00
98000000.00
0.0025
N
97996080.00
97996080.00
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
9000000.00
9000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
134000000.00
134000000.00
0.0035
N
133994640.00
133994640.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
39000000.00
39000000.00
0.0010
N
38998440.00
38998440.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LGZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
34000000.00
34000000.00
0.0009
N
33998300.00
33998300.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
216000000.00
216000000.00
0.0056
N
215989200.00
215989200.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M131101_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-11-01
2.999000
Government Agency Debt
19863231.00
10706348.14
Fannie Mae
2041-12-01
2.944999
Government Agency Debt
30025162.00
14116425.97
Fannie Mae
2041-12-01
3.091000
Government Agency Debt
15030681.00
10649734.23
Fannie Mae
2041-12-01
3.101000
Government Agency Debt
12892164.00
9891259.09
Fannie Mae
2042-01-01
2.310000
Government Agency Debt
50339784.00
35532819.39
Fannie Mae
2042-01-01
2.839999
Government Agency Debt
11175717.00
6284304.03
Fannie Mae
2042-02-01
2.649999
Government Agency Debt
40312373.00
21892451.33
Fannie Mae
2042-02-01
2.988000
Government Agency Debt
48504280.00
36608732.86
Fannie Mae
2042-03-01
2.250999
Government Agency Debt
34981597.00
26021618.98
Fannie Mae
2042-03-01
2.729000
Government Agency Debt
22415826.00
15930383.44
Fannie Mae
2042-12-01
2.294999
Government Agency Debt
1038.00
952.97
Fannie Mae
2045-09-01
2.475000
Government Agency Debt
3182.00
358.13
United States Treasury Department
2015-03-31
2.500000
Treasury Debt
6900000.00
7135704.83
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
26203700.00
26285675.57
United States Treasury Department
2015-06-30
1.875000
Treasury Debt
62900.00
64965.01
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
215000000.00
215000000.00
0.0056
N
215000000.00
215000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.100000%
55799C003_0.1000_M131101_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
25221307.00
13752130.67
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
133313480.00
15054208.74
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
15890116.00
14952417.95
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
36196842.00
35957445.75
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
22063183.00
22283796.98
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
435000000.00
435000000.00
0.0113
Security is a time deposit.
N
435000000.00
435000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.195500%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
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 0.198000%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-03
N
N
N
63000000.00
63000000.00
0.0016
N
63000000.00
63000000.00
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
1999444.45
0.0001
N
1999560.00
1999560.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1AQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
16000000.00
15991413.33
0.0004
N
15992480.00
15992480.00
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
0.0024
N
94009400.00
94009400.00
Natixis SA
Natixis SA 0.260000%
63873EYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
68000000.00
68000000.00
0.0018
N
68006120.00
68006120.00
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
80998110.00
0.0021
N
80999190.00
80999190.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.130000%
6323A0Y51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
Y
Natixis SA
N/A
N/A
N
65000000.00
64999061.11
0.0017
N
64998700.00
64998700.00
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
75990310.00
0.0020
N
75994680.00
75994680.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.130000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.070000%
65409RY12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
75000000.00
75000000.00
0.0019
N
74999767.50
74999767.50
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
329966175.00
0.0086
N
329983500.00
329983500.00
NRW.BANK
NRW.BANK 0.080000%
62939LY60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
575000000.00
574993611.06
0.0149
N
574994250.00
574994250.00
Old Line Funding, LLC
Old Line Funding, LLC 0.214000%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-11
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
110000000.00
110000000.00
0.0029
N
110002200.00
110002200.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LY89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
64000000.00
63998133.34
0.0017
N
63998720.00
63998720.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LYC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
N
24000000.00
23998900.00
0.0006
N
23999040.00
23999040.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LYD8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
39000000.00
38998050.00
0.0010
N
38998440.00
38998440.00
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
0.0047
N
182032760.00
182032760.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
88000000.00
88000000.00
0.0023
N
88004400.00
88004400.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
71000000.00
71000000.00
0.0018
N
71000710.00
71000710.00
Rabobank Nederland
Rabobank Nederland 0.255800%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-04
N
N
N
127000000.00
127000000.00
0.0033
N
127027940.00
127027940.00
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
0.0071
N
274065760.00
274065760.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.320000%
76582KC74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
39000000.00
38956320.00
0.0010
N
38964900.00
38964900.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-11-07
N
N
N
75000000.00
75000000.00
0.0019
N
75004875.00
75004875.00
Royal Bank of Canada
Royal Bank of Canada 0.334400%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-01-06
2014-11-04
N
N
N
243000000.00
243000000.00
0.0063
N
243094770.00
243094770.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-10-31
N
N
N
125000000.00
125000000.00
0.0032
N
125041250.00
125041250.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2014-06-24
N
N
N
305000000.00
305000000.00
0.0079
N
305131150.00
305131150.00
Royal Bank of Canada
Royal Bank of Canada 0.273800%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2014-10-17
N
N
N
82000000.00
82000000.00
0.0021
N
82004100.00
82004100.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB 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
8626854.00
8626854.00
0.0002
N
8627544.15
8627544.15
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
27999222.22
0.0007
N
27999440.00
27999440.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LYF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
82000000.00
81993303.34
0.0021
N
81995900.00
81995900.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-13
2014-01-13
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
16000000.00
15992213.33
0.0004
N
15994080.00
15994080.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.230000%
82124MB74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
122000000.00
121923614.45
0.0032
N
121930460.00
121930460.00
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
36975025.00
0.0010
N
36985940.00
36985940.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
50000000.00
49941277.78
0.0013
N
49946500.00
49946500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UDF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
84000000.00
83892200.01
0.0022
N
83895000.00
83895000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.285000%
83050UDM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
37000000.00
36949911.25
0.0010
N
36950790.00
36950790.00
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
41006150.00
41006150.00
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
9001710.00
9001710.00
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
84019320.00
84019320.00
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
11002970.00
11002970.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPF7
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
10001100.00
10001100.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
11000000.00
11000000.00
0.0003
N
10998900.00
10998900.00
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
7000070.00
7000070.00
Societe Generale
Societe Generale 0.110000%
83399A003
0000865845
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
352000000.00
352000000.00
0.0091
Security is a time deposit.
N
352000000.00
352000000.00
Societe Generale
Societe Generale 0.110000%
83399A003_M131104
0000865845
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
28000000.00
28000000.00
0.0007
Security is a time deposit.
N
28000000.00
28000000.00
Societe Generale
Societe Generale 0.110000%
83399A003_M131105
0000865845
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
3000000.00
3000000.00
0.0001
Security is a time deposit.
N
3000000.00
3000000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.110000%
83365RY74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Societe Generale
N/A
N/A
N
180000000.00
179996700.02
0.0047
N
179997894.00
179997894.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
93000000.00
93000000.00
0.0024
N
92995350.00
92995350.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C4W9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
61000000.00
61000000.00
0.0016
N
60998170.00
60998170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C5J7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-11
2014-02-11
N
N
N
284000000.00
284000000.00
0.0074
N
283991480.00
283991480.00
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
41006970.00
41006970.00
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
4000560.00
4000560.00
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
6000840.00
6000840.00
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
111006660.00
111006660.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CH88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
15000000.00
15000000.00
0.0004
N
15000900.00
15000900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
32000000.00
32000000.00
0.0008
N
32001920.00
32001920.00
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
149038740.00
149038740.00
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
2000520.00
2000520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
88000000.00
88000000.00
0.0023
N
88005280.00
88005280.00
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
0.0012
N
48012000.00
48012000.00
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
0.0028
N
109001090.00
109001090.00
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
10000200.00
10000200.00
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
4000080.00
4000080.00
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
0.0030
N
117003510.00
117003510.00
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
28000840.00
28000840.00
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
5000050.00
5000050.00
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
150001500.00
150001500.00
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
43000430.00
43000430.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
17000000.00
17000000.00
0.0004
N
17000680.00
17000680.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KED1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
42000000.00
42000000.00
0.0011
N
42001680.00
42001680.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-30
2013-12-30
N
N
N
65000000.00
65000000.00
0.0017
N
65003250.00
65003250.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
218000000.00
218000000.00
0.0057
N
218000000.00
218000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
227000000.00
227000000.00
0.0059
N
226993190.00
226993190.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
577000000.00
577000000.00
0.0150
Security is a time deposit.
N
577000000.00
577000000.00
Swedbank AB
Swedbank AB 0.252500%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-12-20
N
N
N
119000000.00
119000000.00
0.0031
N
119022610.00
119022610.00
Swedbank AB
Swedbank AB 0.080000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
35000000.00
35000000.00
0.0009
Security is a time deposit.
N
34999650.00
34999650.00
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
2013-11-07
2013-11-07
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 0.170000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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 0.170000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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
99967333.34
0.0026
N
99970000.00
99970000.00
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
55011550.00
55011550.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.218600%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-29
2014-09-02
N
N
N
218000000.00
218000000.00
0.0057
N
217993460.00
217993460.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112TLH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
224000000.00
224000000.00
0.0058
N
224017920.00
224017920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TMK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
173000000.00
173000000.00
0.0045
N
173022490.00
173022490.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112TMV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
472000000.00
472000000.00
0.0122
N
472000000.00
472000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112W2F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
372000000.00
372000000.00
0.0097
N
372033480.00
372033480.00
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
192005760.00
192005760.00
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
40001200.00
40001200.00
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
156911731.12
0.0041
N
156941910.00
156941910.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HC51
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
14000000.00
13989391.11
0.0004
N
13990900.00
13990900.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233HDF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
46000000.00
45955725.00
0.0012
N
45953080.00
45953080.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
184000000.00
184000000.00
0.0048
N
184020240.00
184020240.00
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
78014820.00
78014820.00
Union Bank, NA
Union Bank, NA 0.210000%
905269FP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
45000000.00
45000000.00
0.0012
N
45007650.00
45007650.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2014-01-02
N
N
N
181000000.00
181000000.00
0.0047
N
181014480.00
181014480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0006
N
25002250.00
25002250.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.193300%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-08
2014-04-07
N
N
N
282000000.00
282000000.00
0.0073
N
281994360.00
281994360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224300%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2014-08-05
N
N
N
46000000.00
46000000.00
0.0012
N
45998160.00
45998160.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.304400%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-12-16
2014-11-14
N
N
N
100000000.00
100000000.00
0.0026
N
100006400.00
100006400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.350200%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-12-23
2014-11-21
N
N
N
275000000.00
275000000.00
0.0071
N
275058850.00
275058850.00
Westpac Banking Corp
Westpac Banking Corp 0.538100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-11-28
N
N
N
100000000.00
100000000.00
0.0026
N
100006900.00
100006900.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2014-04-25
N
N
N
202000000.00
202000000.00
0.0052
N
202141400.00
202141400.00
Westpac Banking Corp
Westpac Banking Corp 0.261000%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-27
2014-08-27
N
N
N
240000000.00
240000000.00
0.0062
N
240088800.00
240088800.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-01
2014-01-17
N
N
N
237000000.00
237000000.00
0.0061
N
237094800.00
237094800.00
Westpac Banking Corp
Westpac Banking Corp 0.272500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2014-06-19
N
N
N
130000000.00
130000000.00
0.0034
N
130063700.00
130063700.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
9612C4JZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2014-09-23
N
N
N
100000000.00
100000000.00
0.0026
N
100005000.00
100005000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
179899.00
179899.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
146225.01
146225.01
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
562098.02
562098.02
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
1034236.61
1034236.61
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
157422.80
157422.80
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
112458.98
112458.98
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
44974.53
44974.53